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.
SAGDA generates synthetic agricultural datasets to improve ML in African farming.
This study analyzes the correlation structure of global agricultural futures markets using RMT.
Study measures risk spillovers between US and China's agricultural futures markets.
Russia-Ukraine conflict impacts global agricultural futures and spot markets' extreme risks.
The paper examines spillovers between agriculture, crude oil, carbon, and climate markets.
Risk is an inherent feature of agricultural production and marketing and accurate measurement of it helps inform more efficient use of resources. This paper examines three tail quantile-based risk measures applied to the estimation of extreme agricultural financial risk for corn and soybean production in the US: Value …
Study improves paddy rice yield predictions in Peru using sparse regression and climatic variables.
Precision farming uses data analysis to optimize crop management.
Deep learning constitutes a recent, modern technique for image processing and data analysis, with promising results and large potential. As deep learning has been successfully applied in various domains, it has recently entered also the domain of agriculture. In this paper, we perform a survey of 40 research efforts th…
Study finds farmers are willing to pay higher premiums for higher coverage in agricultural insurance.
Python tool assesses European agricultural production resilience.
This paper uses Monte Carlo simulation to value quality options in agricultural futures contracts.
Recent introduction of ICT in agriculture has brought a number of changes in the way farming is done. This means use of Internet of Things(IoT), Cloud Computing(CC), Big Data (BD) and automation to gain better control over the process of farming. As the use of these technologies in farms has grown exponentially with ma…
Study analyzes climate impact on agricultural prices, offering insurance solutions.
Deep learning predicts crop prices with improved accuracy.
Study reveals clusters of resilient and vulnerable Spanish agri-food firms post-Ukraine-Russia war.
Study reveals dynamic linkage between Peanut and Soybean Oil futures markets.
Botswana's agricultural credit scheme is unsustainable and needs reform.
Study finds multifractal cross-correlations between agricultural markets and external uncertainties.
In this article, we analyze the application of options contract in special commodity supply chain such as fresh agricultural products. This problem is discussed in the point of the retailer. When spot market and future market are both available, we discuss how the retailer chooses the optimal production. Furthermore, o…
This study examines local co-movements in energy, agriculture, and metal markets using copulas.
In this paper we investigate the adaptive market efficiency of the agricultural commodity futures market, using a sample of eight futures contracts. Using a battery of nonlinear tests, we uncover the nonlinear serial dependence in the returns series. We run the Hinich portmanteau bicorrelation test to uncover the momen…
We investigate an economic system in which one large agent - the Japan government changes the environment of numerous smaller agents - the Japan agriculture producers by indirect regulation of prices of agriculture goods. The reason for this intervention was that before the oil crisis in 1974 Japan agriculture producti…
Develops adaptive algorithms for sustainable fertilizer use in agriculture.
Digital technologies ignited a revolution in the agrifood domain known as precision agriculture: a main question for enabling precision agriculture at scale is if accurate product quality control can be made available at minimal cost, leveraging existing technologies and agronomists' skills. As a contribution along thi…
Weather is a key production factor in agricultural crop production and at the same time the most significant and least controllable source of peril in agriculture. These effects of weather on agricultural crop production have triggered a widespread support for weather derivatives as a means of mitigating the risk assoc…
What are East Africa's industrial opportunities? In this article we explore this question by using the Product Space to study the productive structure of five south-east African countries: Kenya, Mozambique, Rwanda, Tanzania and Zambia. The Product Space is a network connecting products that tend to be exported by the …
This study assesses how economic shocks affect the efficiency and robustness of international pesticide trade networks.
In developing countries like India agriculture plays an extremely important role in the lives of the population. In India, around 80\% of the population depend on agriculture or its by-products as the primary means for employment. Given large population dependency on agriculture, it becomes extremely important for the …
Project forecasts crop prices to help Indian farmers choose optimal crops for better ROI.
Data mining involves the systematic analysis of large data sets, and data mining in agricultural soil datasets is exciting and modern research area. The productive capacity of a soil depends on soil fertility. Achieving and maintaining appropriate levels of soil fertility, is of utmost importance if agricultural land i…
The paper presents a method to improve trust in deep learning models for crop and weed classification.
Agricultural research has been profited by technical advances such as automation, data mining. Today, data mining is used in a vast areas and many off-the-shelf data mining system products and domain specific data mining application soft wares are available, but data mining in agricultural soil datasets is a relatively…
Volatility is a key measure of risk in financial analysis. The high volatility of one financial asset today could affect the volatility of another asset tomorrow. These lagged effects among volatilities - which we call volatility spillovers - are studied using the Vector AutoRegressive (VAR) model. We account for the p…
The effects of weather on agriculture in recent years have become a major global concern. Hence, the need for an effective weather risk management tool (i.e., weather derivatives) that can hedge crop yields against weather uncertainties. However, most smallholder farmers and agricultural stakeholders are unwilling to p…
Study presents a low-cost local motion planner for vineyard navigation.
Study models forest transitions with deep learning for parameter estimation.
In this work, we introduce a recently developed early classification mechanism to satellite-based agricultural monitoring. It augments existing classification models by an additional stopping probability based on the previously seen information. This mechanism is end-to-end trainable and derives its stopping decision s…
The paper introduces ESE scores for farmers to assess climate change risks.
A statistical analysis of financial, economic, and demographic indicators performed by the authors demonstrates (1) that the main countries of East Africa (Uganda, Kenya, and Tanzania) have not escaped the Malthusian Trap yet; (2) that this countries are not likely to follow the "North African path" and to achieve this…
Develops new techniques for learning from sequential data groups.
Favorit strategy helps farmers mitigate market price fluctuations.
WeatherFormer learns robust weather features from small datasets.
We introduce a multi-factor stochastic volatility model for commodities that incorporates seasonality and the Samuelson effect. Conditions on the seasonal term under which the corresponding volatility factor is well-defined are given, and five different specifications of the seasonality pattern are proposed. We calcula…
We present the results of study of a possible relationship between the space weather and terrestrial markets of agricultural products. It is shown that to implement the possible effect of space weather on the terrestrial harvests and prices, a simultaneous fulfillment of three conditions is required: 1) sensitivity of …
New algorithm assesses credit risk in multilayer networks over time.
Semantic segmentation of land cover classes is fundamental for agricultural and economic development work, from sustainable forestry to urban planning, yet existing training datasets have significant limitations. To generate an open and comprehensive training library of high resolution Earth imagery and high quality la…
We analyze the market efficiency of 25 commodity futures across various groups -- metals, energies, softs, grains and other agricultural commodities. To do so, we utilize recently proposed Efficiency Index to find that the most efficient of all the analyzed commodities is heating oil, closely followed by WTI crude oil,…