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.
Market inefficiencies arise from density-dependent returns in a noisy environment.
New insights into optimal portfolios and ecological equilibria reveal surprising complexity.
Although classical economic theory is based on the concept of stable equilibrium, real economic systems appear to be always out of equilibrium. Indeed, they share many of the dynamical features of other complex systems, e.g., ecological food-webs. We focus on the relation between increasing complexity of the economic n…
Machine learning detects tipping points in complex systems.
The study examines how language models learn to represent the world, identifying conditions for ecological veridicality.
The methods of statistical physics are widely used for modelling complex networks. Building on the recently proposed Equilibrium Expectation approach, we derive a simple and efficient algorithm for maximum likelihood estimation (MLE) of parameters of exponential family distributions - a family of statistical models, th…
Machine learning methods have had spectacular success on numerous problems. Here we show that a prominent class of learning algorithms - including Support Vector Machines (SVMs) -- have a natural interpretation in terms of ecological dynamics. We use these ideas to design new online SVM algorithms that exploit ecologic…
Sustainability became the most important component of world development, as countries worldwide fight the battle against the climate change. To understand the effects of climate change, the ecological footprint, along with the biocapacity should be observed. The big part of the ecological footprint, the carbon footprin…
Classification is an important supervised machine learning method, which is necessary and challenging issue for ecological research. It offers a way to classify a dataset into subsets that share common patterns. Notably, there are many classification algorithms to choose from, each making certain assumptions about the …
Ecological systems have a high level of complexity combined with stability and rich biodiversity. Recently, the analysis of their properties and evolution has been pushed forward on a basis of concept of mutualistic networks that provides a detailed understanding of their features being linked to a high nestedness of t…
StatEcoNet models species distribution using neural networks to correct observation errors.
Evology models US equity mutual funds interactions for investment strategies.
Decodes neural activity to assess latent states in real-world driving tasks.
Study finds cryptocurrency market diversity patterns inconsistent with neutral models.
We combine fine-grained spatially referenced census data with the vote outcomes from the 2016 US presidential election. Using this dataset, we perform ecological inference using distribution regression (Flaxman et al, KDD 2015) with a multinomial-logit regression so as to model the vote outcome Trump, Clinton, Other / …
Ecologists have long suspected that species are more likely to interact if their traits match in a particular way. For example, a pollination interaction may be more likely if the proportions of a bee's tongue fit a plant's flower shape. Empirical estimates of the importance of trait-matching for determining species in…
Framework for inferring latent structure from sparse, imperfectly detected bipartite networks.
The rise in online social networking has brought about a revolution in social relations. However, its effects on offline interactions and its implications for collective well-being are still not clear and are under-investigated. We study the ecology of online and offline interaction in an evolutionary game framework wh…
Earth observation embeddings can convert discrete biome maps into continuous representations that better capture ecological variation.
The paper uses a graph autoencoder to learn unbiased plant-pollinator interaction embeddings.
Study uses machine learning to predict predator-prey dynamics without prior knowledge.
Hybrid model improves forest growth predictions.
A review of ML and DL for ecological data analysis.
Improved forecasting of suicide attempts using LSGPs for patients with little data.
Reflective of income and wealth distributions, philanthropic gifting appears to follow an approximate power-law size distribution as measured by the size of gifts received by individual institutions. We explore the ecology of gifting by analysing data sets of individual gifts for a diverse group of institutions dedicat…
A policy compass indicates the direction in which an institution is going in terms of three general qualities. The three qualities are: suppression, harmony and passion. Any formal institution can develop a policy compass to examine the discrepancy between what the institution would like to do (suggested in its mandate…
High-dimensional random geometry shows phase transitions in various problems.
Bipartite networks provide an insightful representation of many systems, ranging from mutualistic networks of species interactions to investment networks in finance. The analysis of their topological structures has revealed the ubiquitous presence of properties which seem to characterize many - apparently different - s…
A \emph{new} notion of equilibrium, which we call \emph{strong equilibrium}, is introduced for time-inconsistent stopping problems in continuous time. Compared to the existing notions introduced in ArXiv: 1502.03998 and ArXiv: 1709.05181, which in this paper are called \emph{mild equilibrium} and \emph{weak equilibrium…
We consider a problem of ecological inference, in which individual-level covariates are known, but labeled data is available only at the aggregate level. The intended application is modeling voter preferences in elections. In Rosenman and Viswanathan (2018), we proposed modeling individual voter probabilities via a log…
Modeling vessel speed to balance efficiency and environmental risks in Arctic shipping.
Two-cycle GEILA equilibria are OLG equilibria and vice versa, with applications to indeterminacy and bubbles.
Exact results on power-law distributions in systems with resets.
We prove the existence of a Radner equilibrium in a model with proportional transaction costs on an infinite time horizon and analyze the effect of transaction costs on the endogenously determined interest rate. Two agents receive exogenous, unspanned income and choose between consumption and investing into an annuity.…
A new method relaxes molecules without needing non-equilibrium data.
The paper explores how innovative financing solutions boost Moroccan businesses' performance.
In this paper, we show how simple logistic growth that was studied intensively during the last 200 years in many domains of science could be extended in a rather simple way and with these extensions is capable to produce a collection of behaviors widely observed in an enormous number of real-life systems in Economics, …
Existence of Radner equilibrium proven with growing population.
Study how transaction costs impact stock returns and holdings in equilibrium.
Critiques causal reductionism in financial studies, suggesting alternative approaches.
Equilibrium found for multi-agent trading with transaction costs.
Neural likelihood approximates integer time series data efficiently.
The paper examines Nash equilibrium in GANs for stationary Gaussian processes.
Study on equilibrium with non-convex preferences.
How are economic activities linked to geographic locations? To answer this question, we use a data-driven approach that builds on the information about location, ownership and economic activities of the world's 3,000 largest firms and their almost one million subsidiaries. From this information we generate a bipartite …
We combine general equilibrium theory and theorie generale of stochastic processes to derive structural results about equilibrium state prices.
The theorems we proved describe the structure of economic equilibrium in the exchange economy model. We have studied the structure of property vectors under given structure of demand vectors at which given price vector is equilibrium one. On this ground, we describe the general structure of the equilibrium state and gi…
Study equilibrium consumption habits in a large population using mean field games.