Optimal ski rental strategies with machine learning predictions.
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.
Trend · papers per month
The paper proposes calibration to improve algorithm performance using machine learning predictions.
New approach for algorithms that learn predictors to improve performance.
It is shown that if is a strongly causal free of naked singularities space-time, then its causal structure is completely characterized by a partial order in the space of skies defined by means of a class non-negative Legendrian isotopies. It is also proved that such partial order is determined by the class of futur…
Investment tool predicts higher returns for Madrid real estate units.
A new GP inference method using simplices for high-dimensional data.
We introduce a new structured kernel interpolation (SKI) framework, which generalises and unifies inducing point methods for scalable Gaussian processes (GPs). SKI methods produce kernel approximations for fast computations through kernel interpolation. The SKI framework clarifies how the quality of an inducing point a…
SKI accelerates GP inference with sparse grids to handle higher dimensions.
This paper analyzes error in SKI for Gaussian Processes, providing conditions for linear time inference.
Study examines diversification of mid-mountain ski tourism.
Grey-box model combines GP with motion data to analyze skiing forces.
A reconstruction theorem in terms of the topology and geometrical structures on the spaces of light rays and skies of a given space-time is discussed. This result can be seen as part of Penrose and Low's programme intending to describe the causal structure of a space-time in terms of the topological and geometrical…
Efficiently maps indoor magnetic fields with SKI and D-SKI.
Project uses machine learning to identify skiers' techniques from power meter data.
A commonly expressed concern about the rise of the peer-to-peer rental market Airbnb is that hosts---those renting out their properties---impose costs on their unwitting neighbors. I consider the question of whether apartment building owners will, in a competitive rental market, set a building-specific Airbnb hosting p…
New framework forecasts both supply and demand in rental markets.
SoftKI combines SKI and variational methods for scalable GP regression.
In this paper, we show how using publicly available data streams and machine learning algorithms one can develop practical data driven services with no input from domain experts as a form of prior knowledge. We report the initial steps toward development of a real estate portal in Switzerland. Based on continuous web c…
Recent work shows that inference for Gaussian processes can be performed efficiently using iterative methods that rely only on matrix-vector multiplications (MVMs). Structured Kernel Interpolation (SKI) exploits these techniques by deriving approximate kernels with very fast MVMs. Unfortunately, such strategies suffer …
SKI speeds up Toeplitz Neural Networks by avoiding explicit decay bias and using frequency response.
Paper predicts Airbnb prices using machine learning and customer reviews.
The paper examines properties of self-affine Sierpiński sponges using metric invariants.
Applying a theorem due to Belopol'ski and Birman, we show that the Laplace-Beltrami operator on 1-forms on endowed with an asymptotically Euclidean metric has absolutely continuous spectrum equal to .
The paper analyzes the pricing of a new compute futures asset.
We consider a simple stochastic model of a urban rental housing market, in which the interaction of tenants and landlords induces rent fluctuations. We simulate the model numerically and measure the equilibrium rent distribution, which is found to be close to a lognormal law. We also study the influence of the density …
Optimal hashing embeddings reduce linear least squares solving time.
The set N of all null geodesics of a globally hyperbolic (d+1)-dimensional spacetime (M,g) is naturally a smooth (2d-1)-dimensional contact manifold. The sky of an event is the subset of N defined by all null geodesics through that event, and is an embedded Legendrian submanifold of N diffeomorphic to a (d-1)-dimension…
User preferences for items can be inferred from either explicit feedback, such as item ratings, or implicit feedback, such as rental histories. Research in collaborative filtering has concentrated on explicit feedback, resulting in the development of accurate and scalable models. However, since explicit feedback is oft…
We define a conformal reference frame, i.e., a special projection of the six-dimensional sky bundle of a Lorentzian manifold (or the five-dimensional twistor space) to a three-dimensional manifold. We construct an example, a conformal compactification, for Minkowski space. Based on the complex structure on the skies, w…
Model analyzes debt recycling strategies under various fiscal regimes and jurisdictions.
A new sampler tackles high-dimensional models with intractable likelihoods.
We study platforms in the sharing economy and discuss the need for incentivizing users to explore options that otherwise would not be chosen. For instance, rental platforms such as Airbnb typically rely on customer reviews to provide users with relevant information about different options. Yet, often a large fraction o…
We show that every inner metric space X is the metric quotient of a complete R-tree via a free isometric action, which we call the covering R-tree of X. The quotient mapping is a weak submetry (hence, open) and light. In the case of compact 1-dimensional geodesic space X, the free isometric action is via a subgroup of …
Let be a compact, orientable surface of hyperbolic type. Let be a pair of negative numbers and let be a pair of marked metrics over of constant curvature equal to and respectively. Using a functional introduced by Bonsante, Mondello \& Schlenker, we show that there exists a …
Startups is a popular phenomenon that has a significant impact on global economy growth, innovation and society development. However, there is still insufficient understanding about startups, particularly, how to start a new business in the relation to consequent performance. Toward this knowledge, we have performed an…
PriceAggregator optimizes hotel price fetching to increase Agoda's bookings.
Estimates nonparametric densities from mixed samples.
Researchers compute contact structures for null geodesics on specific spacetimes.
Estimator improves prediction with missing data in multi-environment settings.
The real estate market is exposed to many fluctuations in prices because of existing correlations with many variables, some of which cannot be controlled or might even be unknown. Housing prices can increase rapidly (or in some cases, also drop very fast), yet the numerous listings available online where houses are sol…
Quandle coloring detects causality in spacetime links.
Study shows houses appreciated more during pandemic due to speculation, not just price uncertainty.
The linking number is defined if link components are zero homologous. Our affine linking invariant generalizes to the case of linked submanifolds with arbitrary homology classes. We apply to the study of causality in Lorentz manifolds. Let be a spacelike Cauchy surface in a globally hyperbol…