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.
This paper uses NARX neural networks for macroeconomic forecasting and goal setting.
The structure of the control network of transnational corporations affects global market competition and financial stability. So far, only small national samples were studied and there was no appropriate methodology to assess control globally. We present the first investigation of the architecture of the international …
Study examines machine learning competitions' impact on AI development.
Protein structure prediction has been a grand challenge problem in the structure biology over the last few decades. Protein quality assessment plays a very important role in protein structure prediction. In the paper, we propose a new protein quality assessment method which can predict both local and global quality of …
A new method assesses regression models' global optimality.
In this study, we investigate the use of global information to speed up the learning process and increase the cumulative rewards of reinforcement learning (RL) in competition tasks. Within the actor-critic RL, we introduce multiple cooperative critics from two levels of the hierarchy and propose a reinforcement learnin…
FLAIR measures LP competitiveness in AMMs, improving LP performance evaluations.
This paper presents an assessment of global economic energy potentials for all major natural energy resources. This work is based on both an extensive literature review and calculations using natural resource assessment data. Economic potentials are presented in the form of cost-supply curves, in terms of energy flows …
This paper evaluates financial competitiveness of Indian real estate companies using entropy method.
GNNRank uses neural networks to learn global rankings from competition match data.
It has been shown that deep neural networks (DNNs) may be vulnerable to adversarial attacks, raising the concern on their robustness particularly for safety-critical applications. Recognizing the local nature and limitations of existing adversarial attacks, we present a new type of global adversarial attacks for assess…
SOO uses bandit theory to optimize functions with limited evaluations.
Graph neural networks help assess how global changes affect plant-pollinator networks.
This study uses OPE methods to quickly assess auction policies.
Algorithm for decentralized competition among adaptive agents.
In this paper, we propose AutoCompete, a highly automated machine learning framework for tackling machine learning competitions. This framework has been learned by us, validated and improved over a period of more than two years by participating in online machine learning competitions. It aims at minimizing human interf…
Study estimates 163 million online freelancers globally.
Kaggle competitions offer valuable insights for business forecasting.
C-FAR automates clustering assessment for neural tracking.
This paper evaluates the impact of the power extent on price in the electricity market. The competitiveness extent of the electricity market during specific times in a day is considered to achieve this. Then, the effect of competitiveness extent on the forecasting precision of the daily power price is assessed. A price…
When society maintains a competitive system to promote an abstract goal, competition by necessity relies on imperfect proxy measures. For instance profit is used to measure value to consumers, patient volumes to measure hospital performance, or the Journal Impact Factor to measure scientific value. Here we note that \t…
Paper refutes EM convergence theory and introduces a new EM algorithm.
Politicians world-wide frequently promise a better life for their citizens. We find that the probability that a country will increase its {\it per capita} GDP ({\it gdp}) rank within a decade follows an exponential distribution with decay constant . We use the Corruption Perceptions Index (CPI) and the Global …
Network theory assesses systemic risk in the insurance sector.
Data competitions rely on real-time leaderboards to rank competitor entries and stimulate algorithm improvement. While such competitions have become quite popular and prevalent, particularly in supervised learning formats, their implementations by the host are highly variable. Without careful planning, a supervised lea…
In this article we propose a novel measure of systemic risk in the context of financial networks. To this aim, we provide a definition of systemic risk which is based on the structure, developed at different levels, of clustered neighbours around the nodes of the network. The proposed measure incorporates the generaliz…
After the shocking series of bankruptcies started in 2008, the public does not trust anymore the classical methods of assessing business risks. The global economic severe downturn caused demand for both developed and emerging economies' exports to drop and the crisis became truly global. However, this current crisis of…
Risk assessment is a major challenge for supply chain managers, as it potentially affects business factors such as service costs, supplier competition and customer expectations. The increasing interconnectivity between organisations has put into focus methods for supply chain cyber risk management. We introduce a gener…
Study applies Gai-Kapadia framework to global equity markets to assess systemic risk and default cascades.
Study extends Gai-Kapadia framework to assess systemic risk in global equity markets.
We investigate the community structure of the global ownership network of transnational corporations. We find a pronounced organization in communities that cannot be explained by randomness. Despite the global character of this network, communities reflect first of all the geographical location of firms, while the indu…
Feature maps, that preserve the global topology of arbitrary datasets, can be formed by self-organizing competing agents. So far, it has been presumed that global interaction of agents is necessary for this process. We establish that this is not the case, and that global topology can be uncovered through strictly local…
Online feature selection has been an active research area in recent years. We propose a novel diverse online feature selection method based on Determinantal Point Processes (DPP). Our model aims to provide diverse features which can be composed in either a supervised or unsupervised framework. The framework aims to pro…
We propose a possible solution to a public challenge posed by the Fair Isaac Corporation (FICO), which is to provide an explainable model for credit risk assessment. Rather than present a black box model and explain it afterwards, we provide a globally interpretable model that is as accurate as other neural networks. O…
Sentiment analysis (SA) is a task related to understanding people's feelings in written text; the starting point would be to identify the polarity level (positive, neutral or negative) of a given text, moving on to identify emotions or whether a text is humorous or not. This task has been the subject of several researc…
Study improves data quality assessment for structural monitoring data.
The study compares M6 competitors' performance to industry benchmarks and discusses incentives for investment managers.
Global models outperform univariate benchmarks in complex time series forecasting.
In this paper, we present a method to determine the global horizontal irradiance (GHI) from the power measurements of one or more PV systems, located in the same neighborhood. The method is completely unsupervised and is based on a physical model of a PV plant. The precise assessment of solar irradiance is pivotal for …
Study creates a global living index to assess quality of life.
We present a broad agenda for meaningful banking regulation reform aiming the creation of evolutive competitive environment to maximize the effectiveness of international financial system through the introduction of fair competition process among the banks in free market capitalism. We assume that the international fin…
Framework assesses variable importance for heterogeneous treatment effects.
Novel approach combines local and global brain changes for AD prediction.
Bayesian optimization has recently emerged as a popular method for the sample-efficient optimization of expensive black-box functions. However, the application to high-dimensional problems with several thousand observations remains challenging, and on difficult problems Bayesian optimization is often not competitive wi…
Modeling wind dynamics in Saudi Arabia using deep learning and stochastic PDEs.
In this paper we propose a modified version of the simulated annealing algorithm for solving a stochastic global optimization problem. More precisely, we address the problem of finding a global minimizer of a function with noisy evaluations. We provide a rate of convergence and its optimized parametrization to ensure a…
EduQG generates better educational questions by pre-training on scientific text.
TREGO improves EGO for global optimization of high-dimensional problems.