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.
Spain uses DEA to select international markets for exports.
Study reveals clusters of resilient and vulnerable Spanish agri-food firms post-Ukraine-Russia war.
Bayesian-Deep Learning model predicts Covid-19 evolution in Spain.
Study evaluates deep learning methods for climate downscaling over Spain.
This paper assesses the role of financial performance in explaining firms' investment dynamics in the wine industry from the three European Union (EU) largest producers. The wine sector deserves special attention to investigate firms' investment behavior given the high competition imposed by the latecomers. More precis…
This is the Proceedings of NIPS 2016 Workshop on Interpretable Machine Learning for Complex Systems, held in Barcelona, Spain on December 9, 2016
This study assesses the influence of the forecast horizon on the forecasting performance of several machine learning techniques. We compare the fo recast accuracy of Support Vector Regression (SVR) to Neural Network (NN) models, using a linear model as a benchmark. We focus on international tourism demand to all sevent…
This study presents an extension of the Gaussian process regression model for multiple-input multiple-output forecasting. This approach allows modelling the cross-dependencies between a given set of input variables and generating a vectorial prediction. Making use of the existing correlations in international tourism d…
(ABRIDGED) In previous work, two platforms have been developed for testing computer-vision algorithms for robotic planetary exploration (McGuire et al. 2004b,2005; Bartolo et al. 2007). The wearable-computer platform has been tested at geological and astrobiological field sites in Spain (Rivas Vaciamadrid and Riba de S…
These notes are based on a lecture course given by the first author in the Sedano Winter School on K-theory held in Sedano, Spain, on January 22-27th of 2007. They aim at introducing K-theory of C^*-algebras, equivariant K-homology and KK-theory in the context of the Baum-Connes conjecture.
Paper proposes a method to estimate project cost contingency reserves considering various types of uncertainty.
Labor productivity in Turkey, Spain, Belgium, Austria, Switzerland, and New Zealand has been analyzed and modeled. These counties extend the previously analyzed set of the US, UK, Japan, France, Italy, and Canada. Modelling is based on the link between the rate of labor participation and real GDP per capita. New result…
Study evaluates sustainability of European banks using a new model.
We propose a novel multi-layered nonlinear model that is able to capture and predict the housing-demographic dynamics of the real-state market by simulating the transitions of owners among price-based house layers. This model allows us to determine which parameters are most effective to smoothen the severity of a poten…
The abstract discusses open data resources for studying and controlling the spread of COVID-19.
Study examines barriers to grid-connected battery systems in Spain, finding high cycle cost remains main obstacle.
In this paper, we propose a novel approach to automatically determine the batch size in stochastic gradient descent methods. The choice of the batch size induces a trade-off between the accuracy of the gradient estimate and the cost in terms of samples of each update. We propose to determine the batch size by optimizin…
FinCausal 2020 task detects financial document causality.
This paper analyses the behaviour of volatility for several international stock market indexes, namely the SP 500 (USA), the Nikkei (Japan), the PSI 20 (Portugal), the CAC 40 (France), the DAX 30 (Germany), the FTSE 100 (UK), the IBEX 35 (Spain) and the MIB 30 (Italy), in the context of non-stationarity. Our empirical …
Investment tool predicts higher returns for Madrid real estate units.
Study links public concern in Italy to financial markets worldwide.
Growth rate of real GDP per capita is represented as a sum of two components -- a monotonically decreasing economic trend and fluctuations related to a specific age population change. The economic trend is modeled by an inverse function of real GDP per capita with a numerator potentially constant for the largest develo…
This paper is an exposition of the new subject of String Topology. We present an introduction to this exciting new area, as well as a survey of some of the latest developments, and our views about future directions of research. We begin with reviewing the seminal paper of Chas and Sullivan, which started String Topolog…
Study applies financial models to predict COVID-19 pandemic.
Improved NTL detection using human-in-the-loop approach with explainability.
Study on Spanish households' investment choices in housing, deposits, and stocks.
Deep learning predicts contagion dynamics on complex networks.
Most of the analytical techniques used in the business cycle synchronisation literature rely upon the estimation of an empirical correlation matrix of time series data of macroeconomic aggregates, real GDP usually being the key variable. But the small number of available observations and small number of economies mean …
The automatic classification of applications and services is an invaluable feature for new generation mobile networks. Here, we propose and validate algorithms to perform this task, at runtime, from the raw physical channel of an operative mobile network, without having to decode and/or decrypt the transmitted flows. T…
New method combines neural nets with epidemic models for better prediction.
Study reveals different drivers of electricity price volatility across Europe.
Predict water pipe failures using machine learning and survival analysis.
Intensive development of urban systems creates a number of challenges for urban planners and policy makers in order to maintain sustainable growth. Running efficient urban policies requires meaningful urban metrics, which could quantify important urban characteristics including various aspects of an actual human behavi…
We propose a network independent, hand-held system to translate and disambiguate foreign restaurant menu items in real-time. The system is based on the use of a portable multimedia device, such as a smartphones or a PDA. An accurate and fast translation is obtained using a Machine Translation engine and a context-speci…
This work uses the stocks of the 197 largest companies in the world, in terms of market capitalization, in the financial area in the study of causal relationships between them using Transfer Entropy, which is calculated using the stocks of those companies and their counterparts lagged by one day. With this, we can asse…
The recent financial crisis of 2008 and the 2011 indebtedness of Greece highlight the importance of understanding the structure of the global financial network. In this paper we set out to analyze and characterize this network, as captured by the IMF Coordinated Portfolio Investment Survey (CPIS), in two ways. First, t…
This article is mostly a writeup of two talks, the first given in the Besse Seminar at the Ecole Polytechnique in 1998 and the second given at the 2000 International Congress on Differential Geometry in memory of Alfred Gray in Bilbao, Spain. It begins with a discussion of basic geometry of almost complex 6-manifolds. …
Estimates graph process with high-frequency data, proving asymptotic properties.
Study on time-zero efficiency of European power derivatives markets using statistical tests and trading rules.
Recovering hidden influence networks from cascade data using Jacobian-based machine learning.
We consider extensive data on Spanish international trades and population composition and, through statistical-mechanics and graph-theory driven analysis, we unveil that the social network made of native and foreign-born individuals plays a role in the evolution and in the diversification of trades. Indeed, migrants na…
There is an extensive historical dataset on real GDP per capita prepared by Angus Maddison. This dataset covers the period since 1870 with continuous annual estimates in developed countries. All time series for individual economies have a clear structural break between 1940 and 1950. The behavior before 1940 and after …
The study visualizes Spanish fish and meat processing companies using financial, environmental, and social ratios.
We found in 2016 a few results on the mathematical structure of the conformal Killing differential sequence in arbitrary dimension , in particular the rank and order changes of the successive differential operators for or . They were so striking that we did not dare to publish them before our form…
The distribution of firms' growth and firms' sizes is a topic under intense scrutiny. In this paper we show that a thermodynamic model based on the Maximum Entropy Principle, with dynamical prior information, can be constructed that adequately describes the dynamics and distribution of firms' growth. Our theoretical fr…
Financial networks are dynamic. To assess their systemic importance to the world-wide economic network and avert losses we need models that take the time variations of the links and nodes into account. Using the methodology of classical mechanics and Laplacian determinism we develop a model that can predict the respons…
This study evaluates methods to measure traffic forecasting model confidence.
This Ph.D. thesis deals with the optimization of several renewable energy resources development as well as the improvement of facilities management in oceanic engineering and airports, using computational hybrid methods belonging to AI to this end. Energy is essential to our society in order to ensure a good quality of…