New theory of co~events resolves debates between Bayesianists and frequentists.
problem Fierce debates between Bayesianists and frequentists over Bayesian scheme.
method Developed new co~event axiomatics and theory to study experience and chance as a single co~event.
result Demonstrated effectiveness of new theory in resolving debates over Bayesian scheme.
TailCoR measures co-movement of financial crises events.
problem Measuring co-movement of financial crises events.
method Combines linear and non-linear dependencies using tail inter quantile range.
result TailCoR performs well in small samples and no optimisations are needed.
Co-branding improves stock performance for firms.
problem Little research on co-branding's impact on firm stock value.
method Developed a conceptual framework and tested hypotheses.
result Co-branding events lead to positive abnormal returns.
Data of practical interest - such as personal records, transaction logs, and medical histories - are sequential collections of events relevant to a particular source entity. Recent studies have attempted to link sequences that represent a common entity across data sets to allow more comprehensive statistical analyses a…
This study examines local co-movements in energy, agriculture, and metal markets using copulas.
problem Identifying local dependencies and asymmetries in energy, agriculture, and metal markets.
method Non-parametric mixture copula and copula-based local Kendall's tau approach.
result Increased co-movements in extreme situations, asymmetric local dependence, and diversification potential.
A method to identify new classes of price jumps in financial markets.
problem Separating endogenous and exogenous causes of price jumps.
method Wavelet-based representation of jump time-series.
result Identification of new classes of jumps and investigation of co-jumps.
DDP models dynamic comorbidity networks from event data.
problem Understanding complex temporal patterns of co-occurring diseases.
method Developed deep diffusion processes (DDP) to model dynamic comorbidity networks.
result DDP enables accurate risk prediction and interpretable disease trajectories.
Study analyzes market co-movements in critical mineral investments using change point detection and cross-sectional analysis.
problem Market dynamics in critical mineral investments during significant global events.
method Combines change-point detection (PELT algorithm) with cross-sectional analysis on ESG-ranked ETFs.
result Investors herded during market downturns and shifted to anti-herding after positive news and geopolitical shocks.
The study uses financial events to predict stock market movements.
problem Predicting stock market movements using financial events.
method Combined event extraction method, BERT/ALBERT enhanced event representation, and extended hierarchical attention network.
result Significantly better accuracies and higher simulated returns compared to state-of-the-art models.
ProxiModel extracts high-quality news events from news corpora.
problem Mining high-quality structured event knowledge from noisy news data.
method ProxiModel uses a proximity-network to model event correlation within and across news corpora.
result ProxiModel efficiently and effectively extracts high-quality event descriptors and attributes.
Model learns hierarchical EHR representation for clinical outcome prediction.
problem Capturing temporal patterns in irregular clinical event sequences.
method Proposes differentiated mechanisms to model events at different time scales, learning hierarchical representations.
result Significantly improves clinical outcome prediction, achieving AUC scores of 0.94 and 0.90 for death and ICU admission respectively.
Anomaly detection plays an important role in modern data-driven security applications, such as detecting suspicious access to a socket from a process. In many cases, such events can be described as a collection of categorical values that are considered as entities of different types, which we call heterogeneous categor…
Co-TSFA improves time series forecasting by distinguishing between short-lived and persistent anomalies.
problem Standard forecasting models fail to distinguish between short-lived and persistent anomalies, leading to overreaction or underreaction.
method Co-TSFA learns to ignore forecast-irrelevant anomalies and respond to forecast-relevant ones through input-only and input-output augmentations and a latent-output alignment loss.
result Co-TSFA improves performance under anomalous conditions while maintaining accuracy on normal data.
TransformerLSR models longitudinal, recurrent, and survival data jointly.
problem Joint modeling of longitudinal measurements, recurrent events, and survival data with dependencies.
method Transformer-based deep learning framework integrating deep temporal point processes and latent structure representation.
result TransformerLSR effectively models all three components simultaneously, demonstrating necessity and effectiveness through simulations and real-world data.
Machine learning detects geyser eruptions in noisy data.
problem Discerning geyser eruptions from background noise.
method Random Forests (RF) on filtered seismic data.
result RF achieves >90% accuracy in geyser state classification.
The paper uses machine learning to find causal rules from business process logs.
problem Discovering causal relationships in business process logs.
method Action rule mining followed by causal machine learning (uplift trees).
result Identifies treatments with high causal effect on outcomes.
We suggest a novel method of clustering and exploratory analysis of temporal event sequences data (also known as categorical time series) based on three-dimensional data grid models. A data set of temporal event sequences can be represented as a data set of three-dimensional points, each point is defined by three varia…
Paper models spatio-temporal extremes using conditional variational autoencoders.
problem Modeling co-occurrence of extreme weather events under changing climate conditions.
method Conditional Variational Autoencoder (cXVAE) with CNN integration.
result Accurately emulates spatial fields and recovers extremal dependence with low computational cost.
The paper develops a test for independence of selected Gaussian variables after thresholding correlations.
problem Testing independence of selected Gaussian variables after thresholding correlations.
method The approach involves conditioning on the selection event and using a new characterization of the conditioning event in terms of canonical correlation.
result The proposed test has higher power than a naive approach that ignores selection effects.
Efficiently estimates GEV distribution parameters using neural networks.
problem Computational intensity of maximum likelihood estimation for GEV distribution.
method Neural network-based likelihood-free estimation method.
result Comparable accuracy to maximum likelihood method with significant speedup.
Study finds significant BTC co-movements with equity markets, highlighting dynamic risk management needs.
problem Understanding the impact of corporate Bitcoin holdings on equity markets.
method Dataset of 39 firms, daily returns analysis, Pearson correlations, single factor model regressions, transfer entropy.
result BTC has a significant positive beta with equity markets, with BTC as the dominant information driver.
Regularized recurrent attention filter combines sensor inputs.
problem Combining information from different sensor modalities.
method Regularized recurrent attention filter, co-learning mechanism, probabilistic graphical model.
result Dynamic sensor fusion and latent representation recovery.
Crypto markets show negative spillovers between chains, not positive co-movements.
problem Negative spillovers in crypto asset returns across different blockchains.
method On-chain data from multiple blockchains (Ethereum, Solana, Binance, Arbitrum, Avalanche) analyzed over 2022-2025.
result Surges on one chain often coincide with declines on others, especially during attention shocks.
Information diffusion in online social networks is affected by the underlying network topology, but it also has the power to change it. Online users are constantly creating new links when exposed to new information sources, and in turn these links are alternating the way information spreads. However, these two highly i…
Proves eventological H-theorem complementing Boltzmann's.
problem Mathematical justification for the second law of eventology.
method Proves eventological H-theorem using relative entropy.
result Mathematical support for Gibbs and anti-Gibbs distributions.
We show that world trade network datasets contain empirical evidence that the dynamics of innovation in the world economy follows indeed the concept of creative destruction, as proposed by J.A. Schumpeter more than half a century ago. National economies can be viewed as complex, evolving systems, driven by a stream of …
New approach predicts crime and terrorism events with high accuracy and transparency.
problem Predicting crime and terrorism events with high accuracy and interpretability.
method Granger Network inference for local transport rules learning.
result Achieved AUC of ~90% for crime predictions and ~80% for terrorism predictions.
Paper explores learning patterns in binary sequences, finding no method consistently outperforms others.
problem Learning patterns in infinite binary sequences.
method Various learning methods are compared, finding no method consistently outperforms others.
result No learning method consistently outperforms others in predicting binary sequences.
Proposes COALA method for learning audio representations aligned with tags.
problem Lack of annotated data for high-performance audio representation learning.
method Aligns latent representations of audio and tags using a contrastive loss.
result Audio embedding model captures both acoustic and semantic characteristics.
FedRD improves risk difference estimation in federated learning for clinical outcomes.
problem Privacy-preserving model co-training in medical research is hindered by server-dependent architectures and focus on relative effect measures.
method FedRD is a server-independent, communication-efficient framework for federated risk difference estimation in distributed survival data.
result FedRD provides valid confidence intervals and hypothesis testing, and is asymptotically equivalent to pooled individual-level analysis.
We quantify how co-jumps impact correlations in currency markets. To disentangle the continuous part of quadratic covariation from co-jumps, and study the influence of co-jumps on correlations, we propose a new wavelet-based estimator. The proposed estimation framework is able to localize the co-jumps very precisely th…
The paper studies co-Hamiltonian diffeomorphisms on compact cosymplectic manifolds.
problem Fix-point theory and co-Hamiltonian diffeomorphisms on compact cosymplectic manifolds.
method Fix-point theory, Arnold's conjecture, co-Hofer norms, topologies, approximations lemmas.
result Minimum number of fix points for co-Hamiltonian diffeomorphisms is at least 1.
Randomized spectral co-clustering speeds up large-scale directed networks.
problem Co-clustering directed networks efficiently for large-scale data.
method Randomized spectral co-clustering algorithms using random-projection and random-sampling techniques.
result Theoretical and numerical validation of approximation and misclustering error rates.
Study reveals strong co-jumping behavior in U.S. yield curves compared to Europe.
problem Understanding co-jumps in interest rate futures markets.
method Localized co-jumps through wavelet coefficients, identified statistically significant ones, and analyzed using high frequency data.
result Stronger co-jumping behavior in U.S. yield curves compared to European ones.
Paper proposes a new co-clustering method for overlapping clusters and outliers.
problem Real-world datasets often contain overlaps and outliers in co-clusters.
method Formulated Non-Exhaustive, Overlapping Co-Clustering problem and developed NEO-CC algorithm.
result NEO-CC algorithm effectively captures underlying co-clustering structure of real-world data.
ecpc R-package improves high-dimensional prediction with co-data.
problem High-dimensional prediction with more variables than samples.
method Adaptive ridge penalised models with co-data, including continuous co-data.
result Improved variable selection and prediction performance.
On the fifth of February, 2018, the Dow Jones Industrial Average dropped 1,175.21 points, the largest single-day fall in history in raw point terms. This followed a 666-point loss on the second, and another drop of over a thousand points occurred three days later. It is natural to ask whether these events indicate a tr…
Study co-Higgs sheaves on toric varieties, finding explicit examples.
problem Characterizing and understanding co-Higgs sheaves on toric varieties.
method Characterization and explicit computation of examples.
result Explicit examples of co-Higgs sheaves on toric varieties computed.
Identifies images of determinant morphism for specific co-Higgs bundles.
problem Determining images of determinant morphism for co-Higgs bundles.
method Identifying images of the determinant morphism of trace-free co-Higgs bundles modeled on rank 2 Schwarzenberger bundles.
result Identified images of the determinant morphism for specific co-Higgs bundles.
A new NMF model for co-clustering and data approximation.
problem Finding a low rank approximation for nonnegative data.
method Generalizes separability assumption for NMF, proposing Co-Separable NMF (CoS-NMF).
result CoS-NMF outperforms state-of-the-art methods in co-clustering and data approximation.
We show that there exist infinitely many pairwise distinct non-closed G_2-manifolds (some of which have holonomy full G_2) such that they admit co-oriented contact structures and have co-oriented contact submanifolds which are also associative. Along the way, we prove that there exists a tubular neighborhood N of every…
Scoping review finds EEG key in MCI research, identifying ERP/EEG, QEEG, and machine learning.
problem Identifying MCI early and accurately.
method Scoping review with co-occurrence analysis and PAGER framework.
result Main research themes identified: ERP/EEG, QEEG, and EEG-based machine learning.
New COS method formula improves option pricing accuracy.
problem Determining the optimal truncation range for COS method.
method Derive new formula using Markov's inequality to ensure convergence.
result New formula leads to more accurate option pricing.
Develops Co_SVR for multi-fidelity modeling combining HF and LF models.
problem Combining high-fidelity and low-fidelity models for efficient design.
method Support vector regression with kernel function and heuristic algorithm.
result Co_SVR outperforms other multi-fidelity surrogate models in prediction accuracy.
We construct cup and cap products in intersection (co)homology with field coefficients. The existence of the cap product allows us to give a new proof of Poincare duality in intersection (co)homology which is similar in spirit to the usual proof for ordinary (co)homology of manifolds.
Proposes a method for two-sided clustering of co-occurrence data.
problem Efficient clustering of co-occurrence data in multi-view settings.
method Information-theoretic multi-view co-clustering (MV-ITCC).
result Demonstrates superior performance on text and image datasets.
Develops a measure-theoretic framework for complex co-occurrence data.
problem Modeling and interpreting complex co-occurrences in high-dimensional data.
method Introduces measure-theoretic probability and conditional probability, investigates E-integrals.
result Establishes a rigorous measure-theoretic foundation for co-occurrence modeling.
A new method for higher-order co-occurrences in hypergraphs.
problem Computing higher-order co-occurrences in hypergraphs.
method Face-splitting product or transpose Khatri-Rao product for higher order tuple co-occurrences.
result Demonstrates the utility of the higher order co-occurrence tensor in NLP and hypergraph models.