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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.

168,742 papers · 148 categories

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45 results for West Frisian

West Frisian lemmatizer, POS tagger, and parser created.

problem Creating accurate lemmatization, POS tagging, and dependency parsing for West Frisian.
method Using a corpus of 44,714 words annotated according to Universal Dependency version 2. Applying Dutch POS tags and morphological/syntactic annotations to create Frisian translations.
result Significant improvement in lemma accuracy compared to default parameters.

WEST uses EHRs and expert cases to improve rare disease phenotyping.

problem Limited labeled data for rare diseases.
method Weakly supervised transformer model trained on probabilistic silver-standard labels.
result WEST outperforms existing methods in phenotype classification and subphenotyping.

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…

2018-11-20abs ↗pdf ↗

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…

2005-06-03abs ↗pdf ↗

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 …

2018-08-17abs ↗pdf ↗

THEOREM. For every prime pp and each n=2,3,...n=2, 3, ... \infty, there is an action of G=i=1(Z/pZ)G=\prod_{i=1}^{\infty}(Z/ pZ) on a two-dimensional compact metric space XX with nn-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…

2002-12-23abs ↗pdf ↗

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 …

2018-03-01abs ↗pdf ↗

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…

2019-06-18abs ↗pdf ↗

Derives a size premium from automated market makers in decentralized AI subnets.

problem Determining the profitability and risk of decentralized AI subnets.
method Analyzes daily data on 128 subnets, tests the size premium, and calculates transaction costs.
result The size premium is reduced by a halving of token emissions but remains profitable only below a certain asset threshold.

A singular Riemannian foliation FF on a complete Riemannian manifold MM is called a polar foliation if, for each regular point pp, there is an immersed submanifold ΣΣ, called section, that passes through pp and that meets all the leaves and always perpendicularly. A typical example of a polar foliation is the part…

2011-02-04abs ↗pdf ↗

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…

2017-11-22abs ↗pdf ↗

The paper improves marine buoy placement to detect ships robustly against disruptions.

problem Detecting fishing vessels in the presence of natural and man-made disruptions.
method Formulated as a clustering problem, used dropout k-means and k-median to improve buoy placement robustness.
result Improved ship detection probability with dropout k-means compared to classic methods.

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…

2001-01-23abs ↗pdf ↗

Examines how central bank policies affect stock markets and asset prices.

problem Understanding the impact of monetary policy on stock markets and asset prices.
method Used Taylor rule equations to analyze data from 1990 to 2020 for US and UK, testing with various econometric methods.
result Monetary policy can explain asset price volatility and output gap better than just inflation rate.

The study uses equity order flow to forecast stock returns and resolves the liquidity premium puzzle.

problem The liquidity premium and its relation to investment horizons.
method Directly estimated Kyle's price-impact coefficient λ from daily equity order flow data.
result Signed order flow predicts stock returns, with volume volatility predicting lower returns.

Estimates disease prevalence using non-ignorable missing data in health surveys.

problem Estimating disease prevalence in non-representative samples with non-ignorable missing data.
method Connects auxiliary proxy variable framework to label shift setting, uses high-dimensional covariates without generative models.
result Fails to account for non-ignorable missingness can lead to significant misestimations.

The study finds that supply chain information from LLM embeddings improves stock returns predictions.

problem Predicting stock returns using textual information from annual reports.
method Combining LLM embeddings of annual reports with supply chain knowledge graph propagation.
result Network-augmented embeddings significantly predict stock returns with a Sharpe ratio of 0.86 and alpha of 7.27%.

Kalshi prediction markets forecast cryptocurrency volatility through monetary policy and inflation signals.

problem Forecasting cryptocurrency volatility using prediction markets.
method Monetary policy and inflation signals from Kalshi prediction markets.
result Signals from Kalshi prediction markets predict cryptocurrency volatility with statistical significance.

Study improves flood loss risk models using historical data and rainfall data.

problem Predicting financial losses from flooding events.
method Used neural networks, decision trees, and kernel-based regressors on NFIP dataset, incorporating rainfall data.
result Extreme Gradient Boosting provided the best results, and bias correction improved model performance.

A new Bachelier model explains oil option volatility during the pandemic.

problem Describing and predicting the volatility surface of oil options during the pandemic.
method Additive Bachelier model with three parameters: volatility term structure, vol-of-vol, and skew.
result The model accurately describes the volatility surface and supports efficient pricing of exotic options.

Paper improves SVaR estimation for stress testing under macro scenarios using a hybrid GPR-HS framework.

problem Numerical instability in traditional SVaR estimation under extreme shocks.
method Extends GPR-HS framework to forward-looking stress scenarios with SACS for stable covariance.
result Stable SVaR ranges from -2.1020% to -2.2231%, preserving coherence property.

SHARC explains machine learning risk models for regulatory capital, linking outputs to scenarios.

problem Inability to explain machine learning model outputs to regulatory bodies.
method SHAP-based explainability framework for Hybrid GPR-HS architecture and SVaR stress-testing.
result SHARC links SVaR outputs to scenario inputs, providing auditable traceability.

Study uses APT and QR to identify risk factors affecting crude oil returns.

problem Determining the risk factors impacting crude oil returns.
method Employed Arbitrage Pricing Theory and Quantile Regression.
result Identified key risk factors: industrial production, inflation, energy prices, yield curve shape, and economic policy uncertainty.

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…

2011-09-11abs ↗pdf ↗

The paper evaluates the probability distributions of analog-to-target distances for multiple analogs.

problem Understanding the performance of analog applications through the distribution of distances to target states.
method Theoretical analysis and numerical experiments using dynamical systems theory.
result The size of the catalog and dimensionality affect the probability distributions of the K-best analogs.

New method fuses optical and SAR data to fill LAI gaps during cloudy periods.

problem Cloudy periods mask key crop growth stages, leading to unreliable yield predictions.
method Multi-Output Gaussian Process (MOGP) regression for fusing Sentinel-1 RVI and Sentinel-2 LAI time series.
result MOGP provides improved LAI estimations even during cloudy periods, especially for long gaps.

TinyBayes detects crop diseases from images on edge devices with high accuracy and minimal resources.

problem Automated disease detection for cocoa crops in resource-constrained settings.
method Combines YOLOv8-Nano for lesion localisation, MobileNetV3-Small for feature extraction, and Jacobi prior for Bayesian classification.
result Achieves 78.7% accuracy on Amini Cocoa Contamination Challenge dataset with 9.5 MB model size and 150 ms inference time.

This study analyzes dynamic connectedness in global supply chain infrastructure portfolios, identifying key risk factors and extreme events.

problem Understanding dynamic connectedness in global supply chain infrastructure portfolios under various risk factors and extreme events.
method Time-varying parameter vector autoregression (TVP-VAR) model to study spillover and interconnectedness of risk factors.
result Risk shocks influence dynamic connectedness between portfolios and risk factors, and extreme events affect investment outcomes.

This paper proposes a continuous timing strategy for growth vs. defensive style allocation.

problem Dynamic allocation of growth and defensive ETF baskets using macro-market timing signals.
method Continuous smooth score combining multiple factors, mapped to G/D weights, smoothed with EWMA.
result Continuous style timing strategy outperforms static benchmarks in risk-adjusted returns.