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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.

168,695 papers · 148 categories

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3877115153 · Jun 202019922001200920172026
48 results for climate uncertainty

CE improves climate uncertainty quantification using GCM ensembles and observational data.

problem Uncertainty in climate projections due to model inadequacies and variability.
method Conformal ensembles integrating GCM ensembles and observational data.
result CE generates statistically rigorous, easy-to-interpret uncertainty estimates.

Bayesian framework quantifies uncertainty in portfolio temperature alignment.

problem Uncertainty in portfolio temperature alignment models.
method X-Degree Compatibility (XDC) approach with FaIR climate model, adaptive MCMC, deep learning emulator.
result Robust parametric uncertainty quantification for FaIR model.

Climate projections suffer from uncertain equilibrium climate sensitivity. The reason behind this uncertainty is the resolution of global climate models, which is too coarse to resolve key processes such as clouds and convection. These processes are approximated using heuristics in a process called parameterization. Th…

2019-06-16abs ↗pdf ↗

Study models risks for low-carbon economy in Balkan countries, focusing on shadow economy and populism.

problem Risks and uncertainties in establishing a low-carbon economy in Balkan countries with transition economies.
method Transdisciplinary approach combining economic policy, public opinion, and climate change models.
result Identifies shadow economy and populism as key risk factors for low-carbon economy implementation.

Ensembles of climate models are commonly used to improve climate predictions and assess the uncertainties associated with them. Weighting the models according to their performances holds the promise of further improving their predictions. Here, we use an ensemble of decadal climate predictions to demonstrate the abilit…

2015-09-17abs ↗pdf ↗

Proposes a new framework for uncertainty evaluation in ML classification models.

problem Uncertainty evaluation for ML classification models not addressed by existing metrological guidelines.
method Develops a metrological framework based on probability mass functions and summary statistics.
result Extends the GUM to uncertainty for nominal properties, applicable to ML classification models.

Study uses TV news to measure climate risks affecting clean energy firms.

problem Understanding how climate risks impact clean energy firms' financial stability.
method Developed climate risk measures from TV news coverage and analyzed their effects on clean energy firms' risks.
result Increased TV news coverage of climate risks correlates with higher systematic risk and lower idiosyncratic risk for clean energy firms.

Study analyzes climate impact on agricultural prices, offering insurance solutions.

problem Financial risk from climate-induced agricultural price volatility.
method Historical and future climate projections, EGARCH and SARIMAX models, Black-Scholes framework.
result Improved agricultural risk modeling and insurance mechanisms.

Develops scalable methods to assess sensitivity and uncertainty in continuous treatment effects.

problem Estimating effects of continuous-valued interventions from observational data, especially when ignorability and positivity assumptions are violated.
method Continuous treatment-effect marginal sensitivity model (CMSM), scalable algorithm, uncertainty-aware deep models.
result Derives bounds that agree with observed data and a defined level of hidden confounding.

This paper corrects climate model biases using a factor model approach.

problem Systematic biases in GCM outputs due to unobserved confounders.
method Factor model approach to learn latent confounders from historical data and apply them to enhance bias correction.
result Significant improvements in the accuracy of precipitation outputs.

The representation of nonlinear sub-grid processes, especially clouds, has been a major source of uncertainty in climate models for decades. Cloud-resolving models better represent many of these processes and can now be run globally but only for short-term simulations of at most a few years because of computational lim…

2018-06-12abs ↗pdf ↗

Hybrid framework predicts Arctic permafrost decline, risks infrastructure, and provides tools.

problem Tackles permafrost decline and infrastructure risk assessment in Arctic territories.
method Hybrid physics-machine learning framework integrating 2.9 million observations.
result Projects mean permafrost fraction decline of -20.3 pp under RCP8.5 forcing, with high-risk zones identified.

Modeling climate change costs with stochastic interest rates shows inequality, but funding abatement can reduce this.

problem Evaluating the costs and benefits of climate change mitigation with uncertain discount rates.
method Amended DICE model with stochastic interest rates and funding abatement costs.
result Introducing funding abatement can reduce intergenerational inequality in climate change costs.

Enhances ocean floor mapping with adaptive uncertainty estimates.

problem Inaccurate bathymetric data for precise ocean modeling.
method Block-based conformal prediction with VQ-VAE architecture.
result Significant improvements in reconstruction quality and uncertainty estimation reliability.

Developing a climate-aware pricing framework for XL reinsurance and CAT bonds under non-stationary catastrophe risk.

problem Pricing excess-of-loss (XL) reinsurance and catastrophe (CAT) bonds under climate uncertainty.
method Modeling catastrophe arrivals as a Cox process with a temperature-dependent stochastic intensity and aggregate losses following a compound Cox structure.
result Climate dependence materially changes the loss-generation mechanism and affects the valuation of catastrophe-linked contracts.

Model shows how discount rates affect intergenerational equity in climate mitigation.

problem Intergenerational equity in climate mitigation decisions.
method Extended DICE model with stochastic discount rates and financing extensions.
result Discount-rate uncertainty amplifies intergenerational inequality in climate mitigation.

One of the greatest sources of uncertainty in future climate projections comes from limitations in modelling clouds and in understanding how different cloud types interact with the climate system. A key first step in reducing this uncertainty is to accurately classify cloud types at high spatial and temporal resolution…

2019-11-05abs ↗pdf ↗

Unified framework detects shifts in climate boundaries using GP regression and MAD test.

problem Challenges in quantifying and testing for temporal shifts in spatial boundaries from noisy data.
method Combines heteroskedastic GP regression with scaled MAD GET.
result No significant decade-scale changes in arid and semi-arid interfaces, but localized shifts during extreme droughts identified.

NN-GPR improves climate model predictions by preserving fine-scale spatial information.

problem Dilution of fine-scale spatial information and bias in model averaging.
method Gaussian process regression with an infinitely wide deep neural network.
result NN-GPR produces more accurate and detailed climate projections.

Paper models uncertainty in electricity and gas markets to assess its impact.

problem Addressing uncertainties in coupled electricity and gas markets.
method Integrated and stochastic optimisation approaches for large-scale energy systems.
result Quantifies the value of encoding uncertainty in models.

Though machine learning has achieved notable success in modeling sequential and spatial data for speech recognition and in computer vision, applications to remote sensing and climate science problems are seldom considered. In this paper, we demonstrate techniques from unsupervised learning of future video frame predict…

2019-10-20abs ↗pdf ↗

Deep learning framework predicts streamflow and flood probabilities in Australian catchments.

problem Large-scale flooding prediction challenges due to model calibration and missing data.
method Ensemble quantile-based deep learning framework using quantile regression and CAMELS dataset.
result Notable efficacy and uncertainties in streamflow forecasts with varied catchment properties.

Models assess how USDA orange production forecasts impact FCOJ market decisions.

problem High volatility in FCOJ futures due to limited U.S. orange production.
method Developed models to assess the impact of USDA October orange production forecasts on FCOJ market participants.
result Probabilistic forecasts of USDA production forecast error can reduce FCOJ price volatility.

CRUDE calibrates regression uncertainty without assuming specific error distributions.

problem Uncalibrated uncertainty estimates in regression models, especially for modern predictive tasks.
method CRUDE assumes error distributions have a constant shape, shifted and scaled by predicted mean and standard deviation.
result CRUDE produces sharper, better calibrated, and more accurate uncertainty estimates than existing methods.

First-best climate policy is a uniform carbon tax which gradually rises over time. Civil servants have complicated climate policy to expand bureaucracies, politicians to create rents. Environmentalists have exaggerated climate change to gain influence, other activists have joined the climate bandwagon. Opponents to cli…

2016-08-19abs ↗pdf ↗

Study uses SVM to predict weather-induced home insurance claims and losses.

problem Assessing future weather-induced home insurance claims and losses for disaster preparedness.
method Support Vector Machine (SVM) regression for forecasting future claim dynamics.
result Illustrates SVM approach in forecasting weather-induced home insurance claims in a Canadian city.

Neural-network emulators predict sea-level changes due to Antarctic ice melt.

problem High computational cost and time in projecting sea-level changes.
method Built neural-network emulators of sea-level change using GRD effects from future Antarctic Ice Sheet mass change.
result Neural-network emulators are as accurate as baseline machine learning emulators and offer substantial computational efficiency.

Study improves seasonal forecasts using deep learning.

problem Challenges in generating large forecast ensembles and limited observations for verification.
method Developed a probabilistic deep neural network model.
result Demonstrated favorable skill compared to state-of-the-art dynamical forecast systems.

Bayesian Neural Networks improve geophysical model ensembles with reduced uncertainty.

problem Improving geophysical model projections and uncertainty quantification.
method Developed a Bayesian Neural Network ensemble strategy for geophysical models.
result Bayesian Neural Network ensemble outperforms existing methods in ozone prediction.

One of the most pressing questions in climate science is that of the effect of anthropogenic aerosol on the Earth's energy balance. Aerosols provide the `seeds' on which cloud droplets form, and changes in the amount of aerosol available to a cloud can change its brightness and other physical properties such as optical…

2019-11-29abs ↗pdf ↗

We use diffusion models to sample from complex GP priors in climate data.

problem Sampling from non-stationary Gaussian process priors is computationally hard.
method Replace GP prior with a diffusion model surrogate and use training-free guidance algorithms.
result Generated distributions are close to GP priors and can be fine-tuned.

Proposes a new stochastic method to calibrate climate risks in financial models.

problem Estimating climate-related financial risks in bank loan portfolios.
method Stochastic forward-looking methodology to calibrate climate macro-correlation evolution from scientific data.
result A new framework to evaluate climate risks without specific scenario assumptions.

Geospatial framework assesses climate risks for California's banking and exposed sectors.

problem Evaluating climate risks on banking and exposed sectors in California.
method Integrates hazard mapping, exposure analysis, and scenario-based financial risk assessment.
result Framework supports portfolio monitoring and institutional readiness under new standards.

Framework identifies causal factors of climate change using correlations and machine learning.

problem Understanding socioeconomic factors influencing carbon emissions and climate change.
method Three-step framework: correlation analysis, causal discovery, LLM interpretations.
result Adaptable solutions for data-driven policy-making and strategic decision-making.