arXiv research

Proposes a stochastic model for South African actuarial use.

New method for selecting clusters in residential electricity data.

Optimizes QoS in FSO links over South Africa using ensemble learning.

There certainly is little or no doubt that politicians, sometimes consciously and sometimes not, exert a significant impact on stock markets. The evolving volatility over the Republican Donald Trump's surprise victory in the US presidential election is a perfect example when politicians, through announced policies, sen…

What are East Africa's industrial opportunities? In this article we explore this question by using the Product Space to study the productive structure of five south-east African countries: Kenya, Mozambique, Rwanda, Tanzania and Zambia. The Product Space is a network connecting products that tend to be exported by the …

Study compares market microstructure between two South African exchanges.

We tested 45 indices and common stocks traded in the South African stock market for the possible existence of a bubble over the period from Jan. 2003 to May 2006. A bubble is defined by a faster-than-exponential acceleration with significant log-periodic oscillations. The faster-than-exponential acceleration characteri…

The forecasting and reconstruction of ocean and atmosphere dynamics from satellite observation time series are key challenges. While model-driven representations remain the classic approaches, data-driven representations become more and more appealing to benefit from available large-scale observation and simulation dat…

We use bank-level balance sheet data from 2005 to 2010 to study interactions within the banking system of five emerging countries: Argentina, Brazil, Mexico, South Africa, and Taiwan. For each country we construct a financial network based on the leverage ratio dependence between each pair of banks, and find results th…

High and volatile global food prices have led to food riots and played a critical role in triggering the Arab Spring revolutions in recent years. The severe drought in the US in the summer of 2012 led to a new increase in food prices. Through the fall, they remained at a threshold above which the riots and revolutions …

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…

EcoCast predicts biodiversity risks using satellite data and citizen science records.

This paper forecasts renewable energy prospects in South America through cross-border interconnection.

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

A statistical analysis of financial, economic, and demographic indicators performed by the authors demonstrates (1) that the main countries of East Africa (Uganda, Kenya, and Tanzania) have not escaped the Malthusian Trap yet; (2) that this countries are not likely to follow the "North African path" and to achieve this…

One of the fundamental postulates of the Unified Growth Theory is the claimed existence of three distinctly different regimes of economic growth governed by three distinctly different mechanisms of growth. However, Galor also proposed that the timing of these regimes is different for developed countries and for less-de…

Machine learning predicts seasonal precipitation for East Africa.

Let $\varphi$ be a hyperbolic outer automorphism of a non-abelian free group $F_N$ such that $\varphi$ and $\varphi^{-1}$ admit absolute train track representatives. We prove that $\varphi$ acts on the space of projectivized geodesic currents on $F_N$ with generalized uniform North-South dynamics.

Model predicts unseen climate extremes to inform risk planning.

We consider the action of a pseudo-Anosov mapping class on $\mathcal{PML}(S)$. 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…

A new risk measure (FRM) for EM FI returns helps investors protect against volatility and policy instability.

Based on 46 in-depth interviews with scientists, engineers, and CEOs, this document presents a list of concrete machine research problems, progress on which would directly benefit tech ventures in East Africa.

SAGDA generates synthetic agricultural datasets to improve ML in African farming.

Plasmodium falciparum malaria still poses one of the greatest threats to human life with over 200 million cases globally leading to half-million deaths annually. Of these, 90% of cases and of the mortality occurs in sub-Saharan Africa, mostly among children. Although malaria prediction systems are central to the 2016-2…

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

Thousands of first-millennium BCE ivory carvings have been excavated from Neo-Assyrian sites in Mesopotamia (primarily Nimrud, Khorsabad, and Arslan Tash) hundreds of miles from their Levantine production contexts. At present, their specific manufacture dates and workshop localities are unknown. Relying on subjective, …

In this paper, we analyse the South African implied volatility in various setting. We assess the information content in SAVI implied volatility using daily markets data. Our empirical application is focused on the FTSE/JSE Top 40 index and we emphasize our models performance in distinct sub-periods. Our results are com…

We introduce the south-pointing chariot, an intriguing mechanical device from ancient China. We use its ability to keep track of a global direction as it travels on an arbitrary path as a tool to explore the geometry of curved surfaces. This takes us as far as a famous result of Gauss on the impossibility of a faithful…

The UN Sustainable Development Goals allude to the importance of infrastructure quality in three of its seventeen goals. However, monitoring infrastructure quality in developing regions remains prohibitively expensive and impedes efforts to measure progress toward these goals. To this end, we investigate the use of wid…

Tackling air pollution is an imperative problem in South Korea, especially in urban areas, over the last few years. More specially, South Korea has joined the ranks of the world's most polluted countries alongside with other Asian capitals, such as Beijing or Delhi. Much research is being conducted in environmental sci…

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.

We present a network-based framework for simulating systemic risk that considers shock propagation in banking systems. In particular, the framework allows the modeller to reflect a top-down framework where a shock to one bank in the system affects the solvency and liquidity position of other banks, through systemic mar…

We classify SO(n)-equivariant principal bundles over $S^n$ in terms of their isotropy representations over the north and south poles. This is an example of a general result classifying equivariant $(Π, G)$-bundles over cohomogeneity one manifolds.

Study uses reinforcement learning to optimize portfolios under recursive utility.

Satellite imagery helps adjust for unobserved confounders in observational studies.

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…

We prove that all atoroidal automorphisms of $Out(F_N)$ 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 $Out(F_N)$ such that the corresponding free group extension is hyp…

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-…

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

We introduce the concept of spontaneous symmetry breaking to arbitrage modeling. In the model, the arbitrage strategy is considered as being in the symmetry breaking phase and the phase transition between arbitrage mode and no-arbitrage mode is triggered by a control parameter. We estimate the control parameter for mom…

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 $g_0$ 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)…

New L0 norm added to TDA for market analysis.

This work introduces oblivious fairness definitions for image generation.

Proposes a new method for determining LGD discount rates based on cost of capital.

These notes were prepared to supplement the talk that I gave on Feb 19, 2004, at the First East Asian School of Knots and Related Topics, Seoul, South Korea. In this article I review aspects of the interconnections between braids, knots and contact structures on Euclidean 3-space. I discuss my recent work with William …

Mobile apps and machine learning improve malaria prevention and treatment.

ragamAI uses machine learning to create concert recitals for Carnatic music.

We implement a systematic asset allocation model using the Historical Simulation with Flexible Probabilities (HS-FP) framework developed by Meucci. The HS-FP framework is a flexible non-parametric estimation approach that considers future asset class behavior to be conditional on time and market environments, and deriv…