West Frisian lemmatizer, POS tagger, and parser created.
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.
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WEST uses EHRs and expert cases to improve rare disease phenotyping.
Most of the parameters in large vocabulary models are used in embedding layer to map categorical features to vectors and in softmax layer for classification weights. This is a bottle-neck in memory constraint on-device training applications like federated learning and on-device inference applications like automatic spe…
Paper classifies symmetries of cross caps using invariants.
We analyze the quarterly average sale prices of new houses sold in the USA as a whole, in the northeast, midwest, south, and west of the USA, in each of the 50 states and the District of Columbia of the USA, to determine whether they have grown faster-than-exponential which we take as the diagnostic of a bubble. We fin…
Twitter has provided a great opportunity for public libraries to disseminate information for a variety of purposes. Twitter data have been applied in different domains such as health, politics, and history. There are thousands of public libraries in the US, but no study has yet investigated the content of their social …
I present a construction of real or complex selfdual conformal 4-manifolds (of signature (2,2) in the real case) from a natural gauge field equation on a real or complex projective surface, the gauge group being the group of diffeomorphisms of a real or complex 2-manifold. The 4-manifolds obtained are characterized by …
Machine learning predicts mask mandates reduce COVID-19 deaths.
Neural network model improves longevity risk assessment.
THEOREM. For every prime and each , there is an action of on a two-dimensional compact metric space with -dimensional orbit space. This theorem was proved in [DW: A.N. Dranishnikov and J.E. West, Compact group actions that raise dimension to infinity, Topol…
In this paper, we discuss the impact of some mortality data anomalies on an internal model capturing longevity risk in the Solvency 2 framework. In particular, we are concerned with abnormal cohort effects such as those for generations 1919 and 1920, for which the period tables provided by the Human Mortality Database …
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…
Precisely forecasting wind speed is essential for wind power producers and grid operators. However, this task is challenging due to the stochasticity of wind speed. To accurately predict short-term wind speed under uncertainties, this paper proposed a multi-variable stacked LSTMs model (MSLSTM). The proposed method uti…
Derives a size premium from automated market makers in decentralized AI subnets.
This paper analyzes the informational efficiency of oil market during the last three decades, and examines changes in informational efficiency with major geopolitical events, such as terrorist attacks, financial crisis and other important events. The series under study is the daily prices of West Texas Intermediate (WT…
Over the past few years, the futures market has been successfully developing in the North-West region. Futures markets are one of the most effective and liquid-visible trading mechanisms. A large number of buyers are forced to compete with each other and raise their prices. A large number of sellers make them reduce pr…
A singular Riemannian foliation on a complete Riemannian manifold is called a polar foliation if, for each regular point , there is an immersed submanifold , called section, that passes through and that meets all the leaves and always perpendicularly. A typical example of a polar foliation is the part…
Understanding and accurately predicting within-field spatial variability of crop yield play a key role in site-specific management of crop inputs such as irrigation water and fertilizer for optimized crop production. However, such a task is challenged by the complex interaction between crop growth and environmental and…
Cost overruns in transport infrastructure projects know no geographical limits, overruns are a global phenomenon. Nevertheless, the size of cost overruns varies with location. In the Netherlands, cost overruns appear to be smaller compared to the rest of the world. This paper tests whether Dutch projects perform signif…
Effective utilization of photovoltaic (PV) plants requires weather variability robust global solar radiation (GSR) forecasting models. Random weather turbulence phenomena coupled with assumptions of clear sky model as suggested by Hottel pose significant challenges to parametric & non-parametric models in GSR conversio…
The paper improves marine buoy placement to detect ships robustly against disruptions.
In 1969 M. Gromov in his PhD thesis greatly generalized Smale-Hirsch-Phillips immersion-submersion theory by proving what is now called the h-principle for invariant open differential relations over open manifolds. Gromov extracted the original geometric idea of Smale and put it to work in the maximal possible generali…
Examines how central bank policies affect stock markets and asset prices.
The study uses equity order flow to forecast stock returns and resolves the liquidity premium puzzle.
A singular riemannian foliation F on a complete riemannian manifold M is said to admit sections if each regular point of M is contained in a complete totally geodesic immersed submanifold (a section) that meets every leaf of F orthogonally and whose dimension is the codimension of the regular leaves of F. We prove that…
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…
Estimates disease prevalence using non-ignorable missing data in health surveys.
The study finds that supply chain information from LLM embeddings improves stock returns predictions.
Distribution feeder long-term load forecast (LTLF) is a critical task many electric utility companies perform on an annual basis. The goal of this task is to forecast the annual load of distribution feeders. The previous top-down and bottom-up LTLF methods are unable to incorporate different levels of information. This…
Study uses multiple online media to predict crude oil prices.
Kalshi prediction markets forecast cryptocurrency volatility through monetary policy and inflation signals.
Paper finds a fast method for a matrix norm proximal operator.
Study improves flood loss risk models using historical data and rainfall data.
In power systems, an asset class is a group of power equipment that has the same function and shares similar electrical or mechanical characteristics. Predicting failures for different asset classes is critical for electric utilities towards developing cost-effective asset management strategies. Previously, physical ag…
A new Bachelier model explains oil option volatility during the pandemic.
Paper improves SVaR estimation for stress testing under macro scenarios using a hybrid GPR-HS framework.
The performance of land surface models (LSMs) significantly affects the understanding of atmospheric and related processes. Many of the LSMs' soil and vegetation parameters were unknown so that it is crucially important to efficiently optimize them. Here I present a globally applicable and computationally efficient met…
SHARC explains machine learning risk models for regulatory capital, linking outputs to scenarios.
Study uses APT and QR to identify risk factors affecting crude oil returns.
We propose the Bayesian bridge estimator for regularized regression and classification. Two key mixture representations for the Bayesian bridge model are developed: (1) a scale mixture of normals with respect to an alpha-stable random variable; and (2) a mixture of Bartlett--Fejer kernels (or triangle densities) with r…
The paper evaluates the probability distributions of analog-to-target distances for multiple analogs.
New method fuses optical and SAR data to fill LAI gaps during cloudy periods.
TinyBayes detects crop diseases from images on edge devices with high accuracy and minimal resources.
This study analyzes dynamic connectedness in global supply chain infrastructure portfolios, identifying key risk factors and extreme events.
This paper proposes a continuous timing strategy for growth vs. defensive style allocation.