arXiv research

The paper analyzes MENA region's energy consumption and policy needs for renewable energy.

First-best climate policy is a uniform carbon tax which gradually rises over time. Civil servants have complicated climate policy to expand bureaucracies, politicians to create rents. Environmentalists have exaggerated climate change to gain influence, other activists have joined the climate bandwagon. Opponents to cli…

This paper adresses the valuation of the Paris barrier options proposed by Yor, Jeanblanc-Picque, and Chesnay (Advances in Applied Probability, 29(1997), 165-184) using the Laplace transform approach. Based on suggestions by Pliska the notion of Paris options is extended such that their valuation is possible at any poi…

PARIS reduces imbalanced regression datasets by pruning uninformative samples.

Pari-mutuel markets are trading platforms through which the common market maker simultaneously clears multiple contingent claims markets. This market has several distinctive properties that began attracting the attention of the financial industry in the 2000s. For example, the platform aggregates liquidity from the ind…

This note re-addresses the Paris barrier options proposed by Yor and collaborators and their valuation using the Laplace transform approach. The notion of Paris barrier options, based on excursion theory and using the Brownian meander, is extended such that their valuation is now possible at any point during their life…

A new algorithm reduces bias in estimating model parameters.

Studying the impact of climate change on precipitation is constrained by finding a way to evaluate the evolution of precipitation variability over time. Classical approaches (feature-based) have shown their limitations for this issue due to the intermittent and irregular nature of precipitation. In this study, we prese…

Global catastrophe risk pools increase financial resilience by diversifying risk and including more countries.

Machine learning predicts greenhouse gas emissions for undisclosed companies.

To achieve the ambitious aims of the Paris climate agreement, the majority of fossil-fuel reserves needs to remain underground. As current national government commitments to mitigate greenhouse gas emissions are insufficient by far, actors such as institutional and private investors and the social movement on divestmen…

Model predicts EU carbon prices using market and political factors.

Solves a 60-year-old question on agreement measures in statistics.

Recently, several new pari-mutuel mechanisms have been introduced to organize markets for contingent claims. Hanson introduced a market maker derived from the logarithmic scoring rule, and later Chen and Pennock developed a cost function formulation for the market maker. On the other hand, the SCPM model of Peters et a…

This paper introduces a new Urban Point Cloud Dataset for Automatic Segmentation and Classification acquired by Mobile Laser Scanning (MLS). We describe how the dataset is obtained from acquisition to post-processing and labeling. This dataset can be used to learn classification algorithm, however, given that a great a…

We show that any two elements of the pure braid group either commute or generate a free group, settling a question of Luis Paris. Our proof involves the theory of 3-manifolds and the theory of group actions on trees.

Equity auctions show linear price impact up to a large volume, then non-linear.

Study improves Cox model for predicting stock trading signs using Japanese market data.

A consistency criterion for price impact functions in limit order markets is proposed that prohibits chain arbitrage exploitation. Both the bid-ask spread and the feedback of sequential market orders of the same kind onto both sides of the order book are essential to ensure consistency at the smallest time scale. All t…

This work introduces significativity indices for agreement values between classifiers.

The problem of maximizing (or minimizing) the agreement between clusterings, subject to given marginals, can be formally posed under a common framework for several agreement measures. Until now, it was possible to find its solution only through numerical algorithms. Here, an explicit solution is shown for the case wher…

SNAP improves robust computation by emphasizing trustworthy items and downweighting outliers.

Artificial neural networks are simple and efficient machine learning tools. Defined originally in the traditional setting of simple vector data, neural network models have evolved to address more and more difficulties of complex real world problems, ranging from time evolving data to sophisticated data structures such …

A Riemann-Poisson Lie group is a Lie group endowed with a left invariant Riemannian metric and a left invariant Poisson tensor which are compatible in the sense introduced in C.R. Acad. Sci. Paris sér. {\bf I 333} (2001) 763-768. We study these Lie groups and we give a characterization of their Lie algebras. We give al…

This text is the extended version of a talk given at the conference Geometry, Topology, QFT and Cosmology hold from May 28 to May 30, 2008 at the Observatoire de Paris. Using exterior differential systems, I provide a positive answer to the generalized isometric embedding problem of vector bundles, and show how conserv…

Explicit presentations found for asymptotically rigid mapping class groups.

In this note, adopting the pullback formalism of global Finsler geometry, we show by a counterexample that the kernel $\text{Ker}_R$ of the h-curvature $R$ of Cartan connection and the associated nullity distribution $\N_R$ do not coincide, contrary to Akbar-Zadeh's result \cite{akbar.nul3.}. We give sufficient conditi…

Let $N_{g,s}$ denote the nonorientable surface of genus g with s boundary components. Recently Paris and Szepietowski obtained an explicit finite presentation for the mapping class group $M(N_{g,s})$ of the surface $N_{g,s}$, where $s\in{0,1}$ and $g+s>3$. Following this work we obtain a finite presentation for the sub…

Discriminatory trade liberalization policies are becoming more popular among world economies. Countries are motivated to enter for regional trade agreements to capture faster economic growth for alleviating poverty. In developing economies like most of the member countries of the Association of South East Asian Nations…

Study analyzes impacts of COVID-19 on French forestry sector, finds mixed results in supply chain.

Model learns brevity by exposing to easy problems, improving efficiency without explicit length penalties.

LFD method improves text classification by making features clearer and less label-leaking.

Area and orientation preserving diffeomorphisms of the standard 2-disc, referred to as symplectomorphisms of $\mathbb{D}^{2}$, allow decompositions in terms of positive twist diffeomorphisms. Using the latter decomposition we utilize the Conley index theory of discrete braid classes as introduced in [Ghrist et al., C. …

Let N_{g,s} denote the nonorientable surface of genus g with s boundary components. Recently Paris and Szepietowski obtained an explicit finite presentation for the mapping class group M(N_{g,s}) of the surface N_{g,s}, where s\in{0,1} and g+s>3. Following this work we obtain a finite presentation for the mapping class…

Formula found for minimum ARI between clusterings of fixed sizes.

New invariant for singular links via bt-algebra.

We report statistical regularities of the opening and closing auctions of French equities, focusing on the diffusive properties of the indicative auction price. Two mechanisms are at play as the auction end time nears: the typical price change magnitude decreases, favoring underdiffusion, while the rate of these events…

In unsupervised machine learning, agreement between partitions is commonly assessed with so-called external validity indices. Researchers tend to use and report indices that quantify agreement between two partitions for all clusters simultaneously. Commonly used examples are the Rand index and the adjusted Rand index. …

In many machine learning problems, labeled training data is limited but unlabeled data is ample. Some of these problems have instances that can be factored into multiple views, each of which is nearly sufficent in determining the correct labels. In this paper we present a new algorithm for probabilistic multi-view lear…

In Bipartite Correlation Clustering (BCC) we are given a complete bipartite graph $G$ with `+' and `-' edges, and we seek a vertex clustering that maximizes the number of agreements: the number of all `+' edges within clusters plus all `-' edges cut across clusters. BCC is known to be NP-hard. We present a novel approx…

Added examples of S^1-manifolds with finite 2nd homotopy group and non-zero A-genus.

The notion of two-numbers of connected Riemannian manifolds was introduced about 35 years ago in [Un invariant geometrique riemannien, C. R. Acad. Sci. Paris Math. 295 (1982), 389--391] by B.-Y. Chen and T. Nagano. Later, two-numbers have been studied by a number of mathematicians and it was then proved that two-number…

Model selection is a problem that has occupied machine learning researchers for a long time. Recently, its importance has become evident through applications in deep learning. We propose an agreement-based learning framework that prevents many of the pitfalls associated with model selection. It relies on coupling the t…

A new method for combining multiple data views in supervised learning.

Computable contracts simplify financial transactions and reduce legal costs.

Conformal invariance plays a significant role in many areas of Physics, such as conformal field theory, renormalization theory, turbulence, general relativity. Naturally, it also plays an important role in geometry: theory of Riemannian surfaces, Weyl tensors, $Q$-curvature, Yang-Mills fields, etc... We shall be concer…

Survey on geometry and topology of maximal antipodal sets.

Generalization and reliability of multilingual translation often highly depend on the amount of available parallel data for each language pair of interest. In this paper, we focus on zero-shot generalization---a challenging setup that tests models on translation directions they have not been optimized for at training t…