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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,738 papers · 148 categories

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1234 · May 202019922001200920172026
48 results for North Macedonia

Study shows insurance industry in North Macedonia declined 10% due to COVID-19.

problem Impact of COVID-19 on insurance industry activity.
method Seasonal autoregressive models and data analysis for 11 insurance classes.
result Insurance activity in North Macedonia decreased by more than 10% during the pandemic.

The paper studies automorphisms of free groups with a North-South dynamics.

problem Characterizing automorphisms of free groups with dynamical properties.
method Analyzes the action of outer automorphisms on a relative space of currents.
result Proves the existence of a preferred compact space on which automorphisms act with North-South dynamics.

We consider the action of a pseudo-Anosov mapping class on PML(S)\mathcal{PML}(S). This action has north-south dynamics and so, under iteration, laminations converge exponentially to the stable lamination. We study the rate of this convergence and give examples of families of pseudo-Anosov mapping classes where the rate go…

2015-12-02abs ↗pdf ↗

We prove uniform north-south dynamics type results for the action of φOut(FN)\varphi\in Out(F_{N}) on the space of projectivized geodesic currents PCurr(S)=PCurr(FN)\mathbb{P}Curr(S)=\mathbb{P}Curr(F_{N}), where φ\varphi is induced by a pseudo-Anosov homeomorphism on a compact surface S with boundary such that π1(S)=FNπ_{1}(S)=F_{N}. As an appli…

2013-11-06abs ↗pdf ↗

New model forecasts power consumption with high accuracy over months to years.

problem Probabilistic forecasting of power consumption in a middle-term horizon.
method Combines traditional time-series analysis with weather conditions using Gaussian Process.
result Promising results in Out-of-Sample density forecasts up to one year.

In this paper we define currents relative to a free factor system. We prove that a fully irreducible outer automorphism relative to a free factor system acts with uniform north-south dynamics on a subspace of the space of projective relative currents.

2016-11-05abs ↗pdf ↗

We investigate the relative market efficiency in financial market data, using the approximate entropy(ApEn) method for a quantification of randomness in time series. We used the global foreign exchange market indices for 17 countries during two periods from 1984 to 1998 and from 1999 to 2004 in order to study the effic…

2006-08-02abs ↗pdf ↗

Understanding local currents in the North Atlantic region of the ocean is a key part of modelling heat transfer and global climate patterns. Satellites provide a surface signature of the temperature of the ocean with a high horizontal resolution while in situ autonomous probes supply high vertical resolution, but horiz…

2019-10-18abs ↗pdf ↗

In this paper we prove that a fully irreducible outer automorphism relative to a non-exceptional free factor system acts loxodromically on the relative free factor complex as defined by Handel and Mosher. We also prove a north-south dynamic result for the action of such outer automorphisms on the closure of relative ou…

2016-12-13abs ↗pdf ↗

In view of A. Andreotti and H. Grauert's vanishing theorem for q-complete domains in C^n, (Théorème de finitude pour la cohomologie des espaces complexes, Bull. Soc. Math. France 90 (1962), 193--259,) we re-prove a vanishing result by J.-P. Sha, (p-convex Riemannian manifolds, Invent. Math. 83 (1986), no. 3, 437--447,)…

2012-11-12abs ↗pdf ↗

We prove that all atoroidal automorphisms of Out(FN)Out(F_N) act on the space of projectivized geodesic currents with generalized north-south dynamics. As an application, we produce new examples of non virtually cyclic, free and purely atoroidal subgroups of Out(FN)Out(F_N) such that the corresponding free group extension is hyp…

2017-11-21abs ↗pdf ↗

The paper uses CNNs to classify road conditions in real-time.

problem Classifying road conditions in real-time using images from cameras across North America.
method Used state-of-the-art convolutional neural networks (VGG-16, ResNet50, Xception, InceptionResNetV2, EfficientNet-B0 and EfficientNet-B4) to classify images by road condition.
result EfficientNet-B4 framework achieved validation accuracy of 90.6% in real-time map building.

The aim of this (mostly expository) article is twofold. We first explore a variety of length functions on the space of currents, and we survey recent work regarding applications of length functions to counting problems. Secondly, we use length functions to provide a proof of a folklore theorem which states that pseudo-…

2018-03-28abs ↗pdf ↗

We present two proofs of the fact, originally due to Reiner Martin, that any fully irreducible hyperbolic element of Out(FN)Out(F_N) acts on the projectivized space of geodesic currents PCurr(FN)\mathbb{P}Curr(F_N) with uniform north-south dynamics. The first proof, using purely train-track methods, provides an elaborated and corr…

2014-01-08abs ↗pdf ↗

The study uses machine learning to predict CAT bond coupons based on climate data.

problem Predicting CAT bond coupons using climate data.
method Combining climate indicators with machine learning models (random forest, gradient boosting, etc.).
result Extremely randomized trees achieved the lowest RMSE in predicting CAT bond coupons.

In this paper, we study the discrete Morse flow for the Ricci flow on football, which is the 2-sphere with removed north and south poles and with the metric g0g_0 of constant scalar curvature, and and for Porous media equation on a bounded regular domain in the plane. We show that with a suitable assumption about $g(0)…

2012-03-10abs ↗pdf ↗

We study the structure of locational marginal prices in day-ahead and real-time wholesale electricity markets. In particular, we consider the case of two North American markets and show that the price correlations contain information on the locational structure of the grid. We study various clustering methods and intro…

2017-10-31abs ↗pdf ↗

Study reveals subdominant correlations in motorway network dynamics.

problem Understanding correlations between motorway sections for network functionality.
method Spectral analysis of correlation matrix to identify subdominant collectivities.
result Subdominant collectivities affect large parts of the traffic network.

New method models intensity functions on spheres using normalizing flows.

problem Modeling non-homogeneous Poisson process intensity functions on the sphere.
method Flexible bijective map using normalizing flows to transform intensity functions.
result Normalizing flows provide a flexible way to model intensity functions on spheres.

Integro-difference equation (IDE) models describe the conditional dependence between the spatial process at a future time point and the process at the present time point through an integral operator. Nonlinearity or temporal dependence in the dynamics is often captured by allowing the operator parameters to vary tempor…

2019-10-29abs ↗pdf ↗

New contractible domains on half-sphere with constant boundary Laplacian eigenfunctions.

problem Existence of contractible domains with specific boundary conditions.
method Local bifurcation argument around geodesic disks, anisotropic Hölder spaces, computer-assisted techniques.
result Existence of nontrivial contractible domains on half-sphere with constant boundary Laplacian eigenfunctions.

In many scenarios of a language identification task, the user will specify a small set of languages which he/she can speak instead of a large set of all possible languages. We want to model such prior knowledge into the way we train our neural networks, by replacing the commonly used softmax loss function with a novel …

2018-11-29abs ↗pdf ↗

We present Breizhcrops, a novel benchmark dataset for the supervised classification of field crops from satellite time series. We aggregated label data and Sentinel-2 top-of-atmosphere as well as bottom-of-atmosphere time series in the region of Brittany (Breizh in local language), north-east France. We compare seven r…

2019-05-28abs ↗pdf ↗

TemperatureGAN generates hourly atmospheric temperature data with high fidelity.

problem Generating accurate hourly atmospheric temperature data for climate risk assessment.
method Generative Adversarial Network (GAN) conditioned on months, locations, and time periods.
result TemperatureGAN produces high-fidelity hourly atmospheric temperature data with good spatial and temporal consistency.

A random walk on a countable group GG acting on a metric space XX gives a characteristic called the drift which depends only on the transition probability measure μμ of the random walk. The drift is the `translation distance' of the random walk. In this paper, we prove that the drift varies continuously with the tra…

2018-12-17abs ↗pdf ↗

We present the qGaussian generalization of the Merton framework, which takes into account slow fluctuations of the volatility of the firms market value of financial assets. The minimal version of the model depends on the Tsallis entropic parameter q and the generalized distance to default. The empirical foundation and …

2014-10-24abs ↗pdf ↗

Let XX be a proper geodesic metric space and let GG be a group of isometries of XX which acts geometrically. Cordes constructed the Morse boundary of XX which generalizes the contracting boundary for CAT(0) spaces and the visual boundary for hyperbolic spaces. We characterize Morse elements in GG by their fixed po…

2019-05-04abs ↗pdf ↗

Develops a method for stress testing correlations of financial portfolios.

problem Stress testing correlations in financial asset portfolios.
method Parametric representation of correlations, Bayesian variable selection, joint distribution of stress scenarios.
result Inference of worst-case correlation scenarios using stress tests.

The main task in oil and gas exploration is to gain an understanding of the distribution and nature of rocks and fluids in the subsurface. Well logs are records of petro-physical data acquired along a borehole, providing direct information about what is in the subsurface. The data collected by logging wells can have si…

2017-05-10abs ↗pdf ↗

The paper discusses quantifying realism in generated images.

problem Designing functions to reliably distinguish realistic data from unrealistic data.
method Drawing on insights from algorithmic information theory, the paper introduces the notion of a universal critic.
result A good generative model alone is insufficient to solve the problem of realism quantification.

Deep learning model predicts wind-wave relationship.

problem Characterize ocean wave climate for engineering applications.
method Two-stage deep learning model: CNN for spatial features, LSTM for temporal dependencies.
result Predicts spatio-temporal relationship between wind and significant wave height.

Researchers use DL and XAI to evaluate climate downscaling models.

problem Evaluating complex DL models for climate downscaling.
method Intercompare DL models, expand standard evaluation methods with XAI.
result XAI techniques provide new evaluation dimensions and model insights.