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.
System detects controversial events on social media and impacts markets.
This paper uses SLT to ensure learning guarantees in CD detection.
Interval Neural Networks detect instabilities in image reconstructions.
China Vanke Co. faced a hostile takeover by Baoneng Group, sparking controversy.
Finding regions for which there is higher controversy among different classifiers is insightful with regards to the domain and our models. Such evaluation can falsify assumptions, assert some, or also, bring to the attention unknown phenomena. The present work describes an algorithm, which is based on the Exceptional M…
Recidivism prediction instruments provide decision makers with an assessment of the likelihood that a criminal defendant will reoffend at a future point in time. While such instruments are gaining increasing popularity across the country, their use is attracting tremendous controversy. Much of the controversy concerns …
Recidivism prediction instruments (RPI's) provide decision makers with an assessment of the likelihood that a criminal defendant will reoffend at a future point in time. While such instruments are gaining increasing popularity across the country, their use is attracting tremendous controversy. Much of the controversy c…
New approach for handling uncertain probabilities.
Nowadays with a growing number of online controlling systems in the organization and also a high demand of monitoring and stats facilities that uses data streams to log and control their subsystems, data stream mining becomes more and more vital. Hoeffding Trees (also called Very Fast Decision Trees a.k.a. VFDT) as a B…
Since the 1960s, the question whether markets are efficient or not is controversially discussed. One reason for the difficulty to overcome the controversy is the lack of a universal, but also precise, quantitative definition of efficiency that is able to graduate between different states of efficiency. The main purpose…
Study finds optimal board gender diversity for emissions performance.
The bubble is a controversial and important issue. Many methods which based on the rational expectation have been proposed to detect the bubble. However, for some developing countries, epically China, the asset markets are so young that for many companies, there are no dividends and fundamental value, making it difficu…
Study shows social media impacts shareholder returns on ESG risks.
Geroch's theorem about the splitting of globally hyperbolic spacetimes is a central result in global Lorentzian Geometry. Nevertheless, this result was obtained at a topological level, and the possibility to obtain a metric (or, at least, smooth) version has been controversial since its publication in 1970. In fact, th…
Tests neural networks for compositional generalization in language.
We introduce a simple model for addressing the controversy in the study of financial systems, sometimes taken as brownian-like processes and other as critical systems with fluctuations of arbitrary magnitude. The model considers a collection of economical agents which establish trade connections among them according to…
Controversies around race and machine learning have sparked debate among computer scientists over how to design machine learning systems that guarantee fairness. These debates rarely engage with how racial identity is embedded in our social experience, making for sociological and psychological complexity. This complexi…
Paper proposes auction method for smart derivatives to avoid disputes.
Recent research in psycholinguistics has provided increasing evidence that humans predict upcoming content. Prediction also affects perception and might be a key to robustness in human language processing. In this paper, we investigate the factors that affect human prediction by building a computational model that can …
Nearly all field theories suffer from singularities when particles are introduced. This is true in both classical and quantum physics. Classical field singularities result in the notorious self-force problem, where it is unknown how the dynamics of a particle change when the particle interacts with its own (self) field…
Bitcoin has emerged as a fascinating phenomenon of the financial markets. Without any central authority issuing the currency, it has been associated with controversy ever since its popularity and public interest reached high levels. Here, we contribute to the discussion by examining potential drivers of Bitcoin prices …
This article presents a proof of Pogorelov's result that there exists a metric with no local realization in . It also construct in a very elementary way a realization of this metric. Pogorelov's result is somewhat controversial among the community of researchers that study isomet…
The notion of a causal boundary for a spacetime has been a controversial topic during the last three decades. Moreover, recently the role of the boundary in the AdS/CFT correspondence for plane waves, have stimulated its redefinition with some possible alternatives. Our aim is threefold. First, to review the different …
Following findings by Ormerod and Mounfield, Wright rises the problem whether a power or an exponential law describes the distribution of occurrences of economic recession periods. In order to clarify the controversy a different set of GDP data is hereby examined. The conclusion about a power law distribution of recess…
We test whether the futures prices of some commodity and energy markets are determined by stochastic rules or exhibit nonlinear deterministic endogenous fluctuations. As for the methodologies, we use the maximal Lyapunov exponents (MLE) and a determinism test, both based on the reconstruction of the phase space. In par…
Bayesian methods can handle causal inference without needing do-calculus.
In a crisis of public finances, France bases all its hopes on the "evaluation of performance" to moderate the effects of a complex crisis. Under the banner of "modernization of the State", a new "financial constitution" called the Organic Law on finance laws (LOLF) became the main lever of reform of public management. …
There are two theories describing the linearizability of 3-webs: one is developed in the article "On the linearizability of 3-webs" (Nonlinear analysis 47, (2001) pp.2643-2654) and another in the article "On the Blaschke conjecture for 3-webs" (J. Geom. Anal. 16, 1 (2006), 69-115). Unfortunately, they cannot be both co…
This paper studies users' perception regarding a controversial product, namely self-driving (autonomous) cars. To find people's opinion regarding this new technology, we used an annotated Twitter dataset, and extracted the topics in positive and negative tweets using an unsupervised, probabilistic model known as topic …
The paper limits the profitability of technical trading rules and finds they are not better than random trading.
Generalized differential geometry uses infinitesimals to solve singularities in differential equations.
Introduces info intervention to handle causal questions and check counterfactual variables.
This paper uses Bayesian models to analyze CTA returns across short and long-term trends.
Working in high-dimensional latent spaces, the internal encoding of data in Variational Autoencoders becomes naturally sparse. We discuss this known but controversial phenomenon sometimes refereed to as overpruning, to emphasize the under-use of the model capacity. In fact, it is an important form of self-regularizatio…
Paper characterizes star-shaped risk measures and their properties.
New methods improve cross-correlation analysis of time series data.
New fair-by-design model reduces bias in recidivism prediction.
Credit risk prediction is an effective way of evaluating whether a potential borrower will repay a loan, particularly in peer-to-peer lending where class imbalance problems are prevalent. However, few credit risk prediction models for social lending consider imbalanced data and, further, the best resampling technique t…
In recent years, multi-label classification problem has become a controversial issue. In this kind of classification, each sample is associated with a set of class labels. Ensemble approaches are supervised learning algorithms in which an operator takes a number of learning algorithms, namely base-level algorithms and …
This is an invited article for the Discussion and Debate special issue of The European Physical Journal Special Topics on the subject "Can Economics Be a Physical Science?" The first part of the paper traces the personal path of the author from theoretical physics to economics. It briefly summarizes applications of sta…
Paper introduces score embedding for Twitter sentiment analysis of health care issues.
Investors prioritize ESG in crypto-assets, showing higher exposure than traditional assets.
New definition of interpretability for deep neural networks.
Avoids resentment in classifier fairness by using monotonic models.
The efficient market hypothesis has been considered one of the most controversial arguments in finance, with the academia divided between who claims the impossibility of beating the market and who believes that it is possible to gain over the average profits. If the hypothesis holds, it means, as suggested by Burton Ma…
Mathematical models help keep vaccine prices low.
Technical trading rules have been widely used by practitioners in financial markets for a long time. The profitability remains controversial and few consider the stationarity of technical indicators used in trading rules. We convert MA, KDJ and Bollinger bands into stationary processes and investigate the profitability…
Low redispatch prices boost green hydrogen production cost, encouraging electrolyzer siting.