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.
The paper outlines future work in random sets theory.
One important effect of price shocks in the United States has been increased political attention paid to the structure and performance of oil and natural gas markets, along with some governmental support for energy conservation. This paper describes how price changes helped lead the emergence of a political agenda acco…
Two computational models analyze political topics in social media tweets.
Tackling climate change is at the top of many agendas. In this context, emission trading schemes are considered as promising tools. The regulatory framework for an emission trading scheme introduces a market for emission allowances and creates a need for risk management by appropriate financial contracts. In this work,…
New eco-systemic prudential policies aim to finance green companies, reducing systemic financial risk.
Advocates for user-friendly RL problem descriptions to improve usability and generalization.
In this article I describe a research agenda for securing machine learning models against adversarial inputs at test time. This article does not present results but instead shares some of my thoughts about where I think that the field needs to go. Modern machine learning works very well on I.I.D. data: data for which e…
In the first half of 2018, the Federal Statistical Office of Germany (Destatis) carried out a "Proof of Concept Machine Learning" as part of its Digital Agenda. A major component of this was surveys on the use of machine learning methods in official statistics, which were conducted at selected national and internationa…
Study maps research streams in biodiversity finance, identifies key areas.
Survey connects XAI and surrogate modeling for better understanding of complex systems.
TabNet improves fraud detection in bank transactions.
Land use classification of low resolution spatial imagery is one of the most extensively researched fields in remote sensing. Despite significant advancements in satellite technology, high resolution imagery lacks global coverage and can be prohibitively expensive to procure for extended time periods. Accurately classi…
This essay examines how what is considered to be artificial intelligence (AI) has changed over time and come to intersect with the expertise of the author. Initially, AI developed on a separate trajectory, both topically and institutionally, from pattern recognition, neural information processing, decision and control …
AI framework for automated policy-making connects with econometrics and social choice.
Paper proposes using word embeddings to detect trolls in social media debates.
New framework forecasts both supply and demand in rental markets.
New framework uses OR to ensure AI systems make safe decisions.
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…
User Simulators are one of the major tools that enable offline training of task-oriented dialogue systems. For this task the Agenda-Based User Simulator (ABUS) is often used. The ABUS is based on hand-crafted rules and its output is in semantic form. Issues arise from both properties such as limited diversity and the i…
Policy shifts between Trump and Biden impact ESG investments, creating volatility.
Central banks play a key role in promoting sustainable finance.
Triangulation filters spurious circuits in multilingual models.
Understanding the causes of crime is a longstanding issue in researcher's agenda. While it is a hard task to extract causality from data, several linear models have been proposed to predict crime through the existing correlations between crime and urban metrics. However, because of non-Gaussian distributions and multic…
For long time the measurement of innovation has been in the forefront of policy makers' and researchers' agenda worldwide. Therefore, there is an ongoing debate about which indicators should be used to measure innovation. Recent approaches have favoured the use of composite innovation indicators. However, there is no c…
In the eyes of a rationalist like Descartes or Spinoza, human reasoning is flawless, marching toward uncovering ultimate truth. A few centuries later, however, culminating in the work of Kahneman and Tversky, human reasoning was portrayed as anything but flawless, filled with numerous misjudgments, biases, and cognitiv…
New benchmarks focus on LLM risk in finance, not just accuracy.
This paper quantifies the impact of Dow Jones Sustainability Index listing on stock returns.
Machine learning has evolved into an enabling technology for a wide range of highly successful applications. The potential for this success to continue and accelerate has placed machine learning (ML) at the top of research, economic and political agendas. Such unprecedented interest is fuelled by a vision of ML applica…
Paper analyzes how latency affects optimal order execution in markets.
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…
FairCal improves face verification accuracy while making results fairer.
This study shows how trade policy uncertainty affects stock-T bill correlations.
Paper develops a consistent model selection framework for learning Hypotheses Space from data.
We present a broad agenda for meaningful banking regulation reform aiming the creation of evolutive competitive environment to maximize the effectiveness of international financial system through the introduction of fair competition process among the banks in free market capitalism. We assume that the international fin…
We educe a perspective on how best to regulate the bank of tomorrow in frames of debate launched by the International Centre for Financial Regulation and Financial Times. Our goal is to create a conceptual framework for policymakers and regulators to shape the international financial system in century of globalization …
Study shows Julia sets and gasket limit sets are quasiconformally different.
New deep learning model for matching sets of items, preserving exchangeability.
Study shows non-symmetric convex sets have full boundary limits.
The paper analyzes set-to-set matching with neural networks, focusing on theoretical generalization.
Generative model learns to autoencode and generate sets of images.
Study on cold and freezing sets in digital images.
Paper solves whether zero sets are mapping degree sets.
Maps sets to probability distributions to minimize information loss.
New set-valued star-shaped risk measures introduced for better risk assessment.
We introduce the concept of hereditarily non uniformly perfect sets, compact sets for which no compact subset is uniformly perfect, and compare them with the following: Hausdorff dimension zero sets, logarithmic capacity zero sets, Lebesgue 2-dimensional measure zero sets, and porous sets. In particular, we give an exa…
Study dynamics and topology of flows near non-saddle sets or W-sets.
The study explores mapping degree sets and their properties for manifolds.
Current approaches for predicting sets from feature vectors ignore the unordered nature of sets and suffer from discontinuity issues as a result. We propose a general model for predicting sets that properly respects the structure of sets and avoids this problem. With a single feature vector as input, we show that our m…