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.
Study shows death ratio of COVID-19 deaths increases financial volatility.
Machine learning predicts mask mandates reduce COVID-19 deaths.
Study shows oil prices but not COVID-19 cases affect US economic policy uncertainty.
The paper audits trading filters, finding a high save-to-miss ratio.
Probabilistic bounds on neuron death in deep networks, showing depth can be increased indefinitely.
AI generates a sequence of death causes from hospital records.
Model predicts US COVID-19 deaths with quantile estimates.
Underlying cause of death coding from death certificates is a process that is nowadays undertaken mostly by humans with a potential assistance from expert systems such as the Iris software. It is as a consequence an expensive process that can in addition suffer from geospatial discrepancies, thus severely impairing the…
Recently we developed a new framework in Hirz et al (2015) to model stochastic mortality using extended CreditRisk methodology which is very different from traditional time series methods used for mortality modelling previously. In this framework, deaths are driven by common latent stochastic risk factors which may…
Study identifies clusters of EU countries with similar young mortality patterns.
We propose a general method to obtain approximation of the first passage time distribution for the birth-death processes. We rely on the general properties of birth-death processes, Keilson's theorem and the concept of Riemann sum to obtain closed-form expressions. We apply the method to the three selected birth-death …
Jointly models cause-of-death mortality rates across multiple countries and genders.
Study birth-death dynamics for sampling Gibbs measures with nonconvex potentials.
New method evaluates personalized treatment in critical care, robust to death.
We consider models of the population or opinion dynamics which result in the non-linear stochastic differential equations (SDEs) exhibiting the spurious long-range memory. In this context, the correspondence between the description of the birth-death processes as the continuous-time Markov chains and the continuous SDE…
Equity-Directed Bootstrapping improves model performance across groups in imbalanced datasets.
The paper proposes a method to identify subgroups with different treatment effects in time-to-event data.
Random forest models predict CLABSI risk in hospital admissions, with static models performing similarly to dynamic ones.
We employ stochastic dynamic microsimulations to analyse and forecast the pension cost dependency ratio for England and Wales from 1991 to 2061, evaluating the impact of the ongoing state pension reforms and changes in international migration patterns under different Brexit scenarios. To fully account for the recently …
Model predicts drug overdose hotspots using EMS and toxicology data.
Identifying anomalous patterns in real-world data is essential for understanding where, when, and how systems deviate from their expected dynamics. Yet methods that separately consider the anomalousness of each individual data point have low detection power for subtle, emerging irregularities. Additionally, recent dete…
We find the optimal investment strategy for an individual who seeks to minimize one of four objectives: (1) the probability that his wealth reaches a specified ruin level {\it before} death, (2) the probability that his wealth reaches that level {\it at} death, (3) the expectation of how low his wealth drops below a sp…
A fundamental problem in Bayesian inference and statistical machine learning is to efficiently sample from multimodal distributions. Due to metastability, multimodal distributions are difficult to sample using standard Markov chain Monte Carlo methods. We propose a new sampling algorithm based on a birth-death mechanis…
New method uses birth-death process and exploration component to accelerate sampling from multimodal distributions.
This work develops sampling methods for differential privacy using SHK geometry.
Patients who suffer an acute coronary syndrome are at elevated risk for adverse cardiovascular events such as myocardial infarction and cardiovascular death. Accurate assessment of this risk is crucial to their course of care. We focus on estimating a patient's risk of cardiovascular death after an acute coronary syndr…
In this paper we present a numerical valuation of variable annuities with combined Guaranteed Minimum Withdrawal Benefit (GMWB) and Guaranteed Minimum Death Benefit (GMDB) under optimal policyholder behaviour solved as an optimal stochastic control problem. This product simultaneously deals with financial risk, mortali…
Bayesian networks (BNs) are graphical models that are useful for representing high-dimensional probability distributions. There has been a great deal of interest in recent years in the NP-hard problem of learning the structure of a BN from observed data. Typically, one assigns a score to various structures and the sear…
Looking for associations among multiple variables is a topical issue in statistics due to the increasing amount of data encountered in biology, medicine and many other domains involving statistical applications. Graphical models have recently gained popularity for this purpose in the statistical literature. Following t…
Study quantifies how COVID-19 spread affects US stock markets.
In this paper we study the financial repercussions of the destruction of two fully armed and operational moon-sized battle stations ("Death Stars") in a 4-year period and the dissolution of the galactic government in Star Wars. The emphasis of this work is to calibrate and simulate a model of the banking and financial …
Study uses DNA methylation data to predict suicidal and non-suicidal deaths.
FS&P uses birth-death process to ensure global convergence of stochastic conic particle gradient descent.
This paper addresses the risk-minimization problem, with and without mortality securitization, à la Föllmer-Sondermann for a large class of equity-linked mortality contracts when no model for the death time is specified. This framework includes the situation where the correlation between the market model and the time o…
Recently, a marked Poisson process (MPP) model for life catastrophe risk was proposed in [6]. We provide a justification and further support for the model by considering more general Poisson point processes in the context of extreme value theory (EVT), and basing the choice of model on statistical tests and model compa…
Near a birth-death critical point in a one-parameter family of gradient flows, there are precisely two Morse critical points of index difference one on the birth side. This paper gives a self-contained proof of the folklore theorem that these two critical points are joined by a unique gradient trajectory up to time-shi…
New RL algorithm reduces regret in birth-death queueing problems.
We consider probabilistic programming for birth-death models of evolution and introduce a new widely-applicable inference method that combines an extension of the alive particle filter (APF) with automatic Rao-Blackwellization via delayed sampling. Birth-death models of evolution are an important family of phylogenetic…
condLSTM-Q predicts COVID-19 deaths at county level with quantile forecasts.
Study uses artificial counterfactuals to show lockdowns reduced US case and death counts.
Decision trees are flexible models that are well suited for many statistical regression problems. In a Bayesian framework for regression trees, Markov Chain Monte Carlo (MCMC) search algorithms are required to generate samples of tree models according to their posterior probabilities. The critical component of such an …
Paper disproves conjecture about log-Sobolev constants.
Opioid overdose rates have reached an epidemic level and state-level policy innovations have followed suit in an effort to prevent overdose deaths. State-level drug law is a set of policies that may reinforce or undermine each other, and analysts have a limited set of tools for handling the policy collinearity using st…
Study uses machine learning to optimize antibiotic therapy for MRSA skin infections.
Colorectal cancer (CRC) is the third most common cancer and the second leading cause of cancer-related deaths worldwide. Most CRC deaths are the result of progression of metastases. The assessment of metastases is done using the RECIST criterion, which is time consuming and subjective, as clinicians need to manually me…
Novel method for estimating SIRD model parameters and forecasting COVID-19 deaths in Poland.
Motivated by empirical data, we develop a statistical description of the queue dynamics for large tick assets based on a two-dimensional Fokker-Planck (diffusion) equation, that explicitly includes state dependence, i.e. the fact that the drift and diffusion depends on the volume present on both sides of the spread. "J…
Study forecasts COVID-19 cases in Iran using deep learning.