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.
Golden age of mathematical finance in the late 20th century.
Private business schools in India face a common problem of selecting quality students for their MBA programs to achieve the desired placement percentage. Generally, such data sets are biased towards one class, i.e., imbalanced in nature. And learning from the imbalanced dataset is a difficult proposition. This paper pr…
Students hiring ghostwriters to write their assignments is an increasing problem in educational institutions all over the world, with companies selling these services as a product. In this work, we develop automatic techniques with special focus on detecting such ghostwriting in high school assignments. This is done by…
Hierarchical causal models help understand cause and effect in nested data.
In this paper we do the first large scale analysis of writing style development among Danish high school students. More than 10K students with more than 100K essays are analyzed. Writing style itself is often studied in the natural language processing community, but usually with the goal of verifying authorship, assess…
Hans Duistermaat was scheduled to lecture in the 2010 School on Poisson Geometry at IMPA, but passed away suddenly. This is a record of a talk I gave at the 2010 Conference on Poisson Geometry (the week after the School) to share some of my memories of him and to give a brief assessment of his impact on the subject.
Kernel ridge regression inference for nonstandard data.
These are lecture notes from the Clay Mathematics Institute summer school ``Floer Homology, Gauge Theory, and Low Dimensional Topology'' Alfred Renyi Institute; www.claymath.org/programs/summer_school/2004/. The main goal of these notes is to sketch a proof of Giroux correspondence between open book decompositions of t…
Study uses echo-sounder buoys to analyze tuna schools' association with dFADs globally.
Survey on curvature bounds and isoperimetric inequalities.
This is an introductory text to differential geometry (written in Polish) aimed for high-school students.
In this paper we propose two new algorithms based on biclustering analysis, which can be used at the basis of a recommender system for educational orientation of Russian School graduates. The first algorithm was designed to help students make a choice between different university faculties when some of their preference…
Lectures given at the summer school on Algebraic Groups, Goettingen, June 27 - July 15 2005
Survey on non-positively curved cube complexes and geometric group theory.
This study is motivated by the magnitude of the problem of Louisiana high school dropout and its negative impacts on individual and public well-being. Our goal is to predict students who are at risk of high school dropout, by examining Louisiana administrative dataset. Due to the imbalanced nature of the dataset, imbal…
Lecture notes for a minicourse to given in the XVII Brazilian School of Geometry, UFAM (Amazonas), Brazil, July 2012.
Preschool attendance correlates with lower developmental vulnerabilities in Queensland, Australia.
Tracking the abundance of underwater species is crucial for understanding the effects of climate change on marine ecosystems. Biologists typically monitor underwater sites with echosounders and visualize data as 2D images (echograms); they interpret these data manually or semi-automatically, which is time-consuming and…
This is a set of lecture notes for a course given at the 2005 Summer School in Poisson Geometry held at ICTP-Trieste.
The source of these notes is a series of lectures given at the CIMPA's summer school "Recent Topics in Geometric Analysis".
This chapter is based on lectures on Randomized Numerical Linear Algebra from the 2016 Park City Mathematics Institute summer school on The Mathematics of Data.
Lecture notes from the Third International School on Geometry and Physics at the Centre de Recerca Matematica in Barcelona, March 26--30, 2012.
This paper proposes a method for estimating the effect of a policy intervention on an outcome over time. We train recurrent neural networks (RNNs) on the history of control unit outcomes to learn a useful representation for predicting future outcomes. The learned representation of control units is then applied to the t…
The paper reviews methods for estimating individual treatment effects using non-parametric regression models.
Lecture notes for the minicourse "Holonomy Groups in Riemannian geometry", a part of the XVII Brazilian School of Geometry, to be held at UFAM (Amazonas, Brazil), in July of 2012.
These are notes from the lecture of Devavrat Shah given at the autumn school "Statistical Physics, Optimization, Inference, and Message-Passing Algorithms", that took place in Les Houches, France from Monday September 30th, 2013, till Friday October 11th, 2013. The school was organized by Florent Krzakala from UPMC & E…
These notes from the 2014 summer school Quantum Topology at the CIRM in Luminy attempt to provide a rough guide to a selection of developments in Khovanov homology over the last fifteen years.
This is a survey of recent contributions to the area of special Kaehler geometry. It is based on lectures given at the 21st Winter School on Geometry and Physics held in Srni in January 2001.
These are lecture notes from a series of lectures at the SMF summer school on "Geometric and Quantum Topology in Dimension 3", June 2014. The focus is on Heegaard Floer homology from the perspective of sutured Floer homology.
These notes have been prepared as reading material for the mini-course that the author gave at IMS, National University of Singapore, as part of the "Summer school on the moduli space of Higgs bundles".
The existence theorem for mapping cylinder neighborhoods is discussed as a prototypical example of controlled topology and its applications. The first of a projected series developed from lectures at the Summer School on High-Dimensional Topology, Trieste Italy 2001
These are the lecture notes for the summer course given for 2018 Mathematical Finance Summer School at Shandong Unversity. It contains a brief introduction to the Kyle model and the related topics in filtering, enlargement of filtrations and Markov bridges.
The Oseledets Multiplicative Ergodic theorem is a basic result with numerous applications throughout dynamical systems. These notes provide an introduction to this theorem, as well as subsequent generalizations. They are based on lectures at summer schools in Brazil, France, and Russia.
These are the lecture notes from my course in the January 2011 School on Moduli Spaces at the Newton Institute. I give an introduction to Higgs bundles and their application to the study of character varieties for surface group representations.
In those lecture notes, we review some applications of heat semigroups methods in Riemannian and sub-Riemannian geometry. The notes contain parts of courses taught at Purdue University, Institut Henri Poincaré, Levico Summer School and Tata Institute.
This paper surveys a few aspects of the global theory of wave equations. This material is structured around the contents of a minicourse given by the second author during the CMI/ETH Summer School on evolution equations during the Summer of 2008.
Survey article on loop groups and their representations, following a course of three lectures held at the summer school "algebraic groups" at the Georg-August-Universitaet zu Goettingen, June 27--July 13, 2005. We discuss loop groups, their central extensions, and positive energy representations.
We present proofs of classical results in Poisson geometry using techniques from Dirac geometry. This article is based on mini-courses at the Poisson summer school in Geneva, June 2016, and at the workshop "Quantum Groups and Gravity" at the University of Waterloo, April 2016.
These notes are based on a series of lectures given by the first author at the school of `Poisson 2010', held at IMPA, Rio de Janeiro. They contain an exposition of the theory of super- and graded manifolds, cohomological vector fields, graded symplectic structures, reduction and the AKSZ-formalism.
The goal of this article is to give an elementary introduction to Dirac geometry and group-valued moment maps, via pure spinors. The material is based on my lectures at the summer school on 'Poisson geometry in Mathematics and Physics' at Keio University, June 2006.
These notes accompany some lectures given at the autumn school "Tresses in Pau" in October 2009. The abelian Reidemeister torsion for 3-manifolds, and its refinements by Turaev, are introduced. Some applications, including relations between the Reidemeister torsion and other classical invariants, are surveyed.
Bayesian Causal Forests model assesses part-time work's impact on student growth.
These notes briefly summarize the lectures for the Summer School "Optimal transportation: Theory and applications" held by the second author in Grenoble during the week of June 22-26, 2009. Their goal is to describe some recent results on Brenier's variational models for incompressible Euler equation.
These notes are based on lectures given at the school on Geometric and Topological Methods for Quantum Field Theory, in Villa de Leyva, Colombia, in 2009. We present a basic introduction to Dirac manifolds, recalling the original context in which they were defined, their main features, and briefly mentioning more recen…
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.
We provide a conceptual map to navigate causal analysis problems. Focusing on the case of discrete random variables, we consider the case of causal effect estimation from observational data. The presented approaches apply also to continuous variables, but the issue of estimation becomes more complex. We then introduce …
Study identifies key health behaviors linked to adolescent suicide attempts.
Survey on complex Monge-Ampère equations in Hermitian contexts.