arXiv research

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

We apply RMT, Network and MF-DFA methods to investigate correlation, network and multifractal properties of 20 global financial indices. We compare results before and during the financial crisis of 2008 respectively. We find that the network method gives more useful information about the formation of clusters as compar…

Multi-task learning (MTL) aims to improve generalization performance by learning multiple related tasks simultaneously. While sometimes the underlying task relationship structure is known, often the structure needs to be estimated from data at hand. In this paper, we present a novel family of models for MTL, applicable…

Homicide mortality is a worldwide concern and has occupied the agenda of researchers and public managers. In Brazil, homicide is the third leading cause of death in the general population and the first in the 15-39 age group. In South America, Brazil has the third highest homicide mortality, behind Venezuela and Colomb…

This paper ranks Latin American countries based on AI potential.

Applying machine learning models to meteorological data brings many opportunities to the Geosciences field, such as predicting future weather conditions more accurately. In recent years, modeling meteorological data with deep neural networks has become a relevant area of investigation. These works apply either recurren…

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

Peru's abundant natural resources and friendly trade policies has made the country a major economic player in both South America and the global community. Consequently, exports are playing an increasingly important role in Peru's national economy. Indeed, growing from 13.1% as of 1994, exports now contribute approximat…

In this paper, we propose a stochastic investment model for actuarial use in South Africa by modelling price inflation rates, share dividends, long term and short-term interest rates for the period 1960-2018 and inflation-linked bonds for the period 2000-2018. Possible bi-directional relations between the economic seri…

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.

We have studied statistical characteristics of five share price time series. For each stock price, we estimated a best fit quantitative model for the monthly closing price as based on the decomposition into two defining consumer price indices selected from a large set of CPIs. It was found that there are two pairs of s…

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…

Study compares market microstructure between two South African exchanges.

Real-time ionospheric images created from limited data using parallel Kalman filters.

Introduces challenges and techniques for creating machine translation for indigenous languages.

Survival analysis models predict economic convergence across Americas.

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…

New method for selecting clusters in residential electricity data.

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…

Recent work has shown that a country's productive structure constrains its level of economic growth and income inequality. Here, we compare the productive structure of countries in Latin America and the Caribbean (LAC) with that of China and other High-Performing Asian Economies (HPAE) to expose the increasing gap in t…

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…

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

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…

Using transfer entropy, we observed the strength and direction of information flow between stock indices. We uncovered that the biggest source of information flow is America. In contrast, the Asia/Pacific region the biggest is receives the most information. According to the minimum spanning tree, the GSPC is located at…

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.

This paper evaluates investment risks in LATAM AI startups using DCF method.

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…

Historical economic growth in Latin America is analysed using the data of Maddison. Unified Growth Theory is found to be contradicted by these data in the same way as it is contradicted by the economic growth in Africa, Asia, former USSR, Western Europe, Eastern Europe and by the world economic growth. Paradoxically, U…

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 utilize long-term memory, fractal dimension and approximate entropy as input variables for the Efficiency Index [Kristoufek & Vosvrda (2013), Physica A 392]. This way, we are able to comment on stock market efficiency after controlling for different types of inefficiencies. Applying the methodology on 38 stock marke…

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…

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…

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…

South Indian classical music (Carnatic music) is best consumed through live concerts. A carnatic recital requires meticulous planning accounting for several parameters like the performers' repertoire, composition variety, musical versatility, thematic structure, the recital's arrangement, etc. to ensure that the audien…

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)…

We introduce a new measure for the capital market efficiency. The measure takes into consideration the correlation structure of the returns (long-term and short-term memory) and local herding behavior (fractal dimension). The efficiency measure is taken as a distance from an ideal efficient market situation. Methodolog…

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 …

New L0 norm added to TDA for market analysis.

This work introduces oblivious fairness definitions for image generation.

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 …

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

Power load forecast with Machine Learning is a fairly mature application of artificial intelligence and it is indispensable in operation, control and planning. Data selection techniqies have been hardly used in this application. However, the use of such techniques could be beneficial provided the assumption that the da…