This paper solves the problem of optimal dynamic consumption, investment, and healthcare spending with isoelastic utility, when natural mortality grows exponentially to reflect Gompertz' law and investment opportunities are constant. Healthcare slows the natural growth of mortality, indirectly increasing utility from c…
arXiv research
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.
Trend · papers per month
Study optimal healthcare spending under Epstein-Zin preferences for longevity.
LMM predicts healthcare costs and risks with improved accuracy.
A statistical description and model of individual healthcare expenditures in the US has been developed for measuring value in healthcare. We find evidence that healthcare expenditures are quantifiable as an infusion-diffusion process, which can be thought of intuitively as a steady change in the intensity of treatment …
One of the main issues affecting the Italian NHS is the healthcare deficit: according to current agreements between the Italian State and its Regions, public funding of regional NHS is now limited to the amount of regional deficit and is subject to previous assessment of strict adherence to constraint on regional healt…
Clinical data for ambulatory care, which accounts for 90% of the nations healthcare spending, is characterized by relatively small sample sizes of longitudinal data, unequal spacing between visits for each patient, with unequal numbers of data points collected across patients. While deep learning has become state-of-th…
There is, among the economist ecosystem, the idea of virtuous public spending as a form of promotion of economic growth. If we think on the way GDP is measured, it is not possible to get that conclusion because it becomes circular: measuring the money flow obviously will detect directly the public spending but always m…
New framework guides resource usage to achieve sublinear regret in adversarial settings.
This paper improves credit line impact analysis by considering spending as a distribution.
Investors adjust spending based on a social norm, spending less during losses and more during gains.
The effects of saving and spending patterns on holding time distribution of money are investigated based on the ideal gas-like models. We show the steady-state distribution obeys an exponential law when the saving factor is set uniformly, and a power law when the saving factor is set diversely. The power distribution c…
Automating the customer analytics process is crucial for companies that manage distinct customer bases. In such data-rich and dynamic environments, visualization plays a key role in understanding events of interest. These ideas have led to the popularity of analytics dashboards, yet academic research has paid scant att…
Optimizes retirement spending and asset allocation to maximize withdrawals and shortfall.
Study optimal consumption for loss-averse agents considering past spending peaks.
During the Great Recession, Democrats in the United States argued that government spending could be utilized to "grease the wheels" of the economy in order to create wealth and to increase employment; Republicans, on the other hand, contended that government spending is wasteful and discouraged investment, thereby incr…
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 …
Estimates causal effect of managed care plans on NYC Medicaid spending.
The distribution of health care payments to insurance plans has substantial consequences for social policy. Risk adjustment formulas predict spending in health insurance markets in order to provide fair benefits and health care coverage for all enrollees, regardless of their health status. Unfortunately, current risk a…
Understanding consumption dynamics and its impact on the whole economy and welfare within the present economic crisis is not an easy task. Indeed the level of consumer demand for different goods varies with the prices, consumer incomes and demographic factors. Furthermore crisis may trigger different behaviors which re…
Probabilistic ML improves healthcare data analysis.
Tourism is one of the most important economic activities in the world: for many countries it represents the single largest product in their export basket. However, it is a product difficult to chart: "exporters" of tourism do not ship it abroad, but they welcome importers inside the country. Current research uses socia…
Big data analytics improves healthcare through early detection and quality life.
Study identifies what healthcare tasks can and should be automated.
MPVAA learns holistic patient representations from mixed healthcare data.
Study improves retail demand forecasting by integrating macroeconomic data.
Survey on securing ML for healthcare, addressing privacy and robustness issues.
We compute the asymptotic growth rate of the number N(C, R) of closed geodesics of length less than R in a connected component C of a stratum of quadratic differentials. We prove that for any 0 < θ< 1, the number of closed geodesics of length at most R that spend at least θ-fraction of time outside of a compact subset …
We show that if Teichmüller geodesics spend enough time in the thick part of moduli space, they display CAT(-1)-type properties. In particular, they exponentially contract along strongly stable leaves. As an application we prove two closing lemmas.
A major challenge in Bayesian Optimization is the boundary issue (Swersky, 2017) where an algorithm spends too many evaluations near the boundary of its search space. In this paper, we propose BOCK, Bayesian Optimization with Cylindrical Kernels, whose basic idea is to transform the ball geometry of the search space us…
Study improves conformal prediction for EEG classification in healthcare, enhancing coverage.
A recommendation framework helps users choose healthcare interventions.
Interpretability of ML models improves healthcare decisions.
Inpatient care is a large share of total health care spending, making analysis of inpatient utilization patterns an important part of understanding what drives health care spending growth. Common features of inpatient utilization measures include zero inflation, over-dispersion, and skewness, all of which complicate st…
I studied what role the US stock markets and money markets have possibly played in the Gross Private Domestic Investment (GPDI) of the United States from the year 1959 to the year 2001, Gross Private Domestic Investment refers to the total amount of investment spending by businesses and firms located within the borders…
For the first time ever, we analyze a unique public procurement database, which includes information about a number of bidders for a contract, a final price, an identification of a winner and an identification of a contracting authority for each of more than 40,000 public procurements in the Czech Republic between 2006…
Study improves healthcare time series imputation by considering structured missingness.
Optimizes marketing strategies with practical constraints.
Bitcoin mining costs remain stable despite increased activity.
Unified framework for imputation and prediction in healthcare time series.
Study analyzes factors influencing healthcare providers' engagement with SMS campaigns.
MCRAGE generates synthetic data to balance healthcare datasets.
Modeling disease progression in healthcare administrative databases is complicated by the fact that patients are observed only at irregular intervals when they seek healthcare services. In a longitudinal cohort of 76,888 patients with chronic obstructive pulmonary disease (COPD), we used a continuous-time hidden Markov…
Research predicts healthcare index movements using historical OHLC data.
Unsupervised model detects healthcare fraud from patient visit data.
Proposes a method to improve rare event prediction in healthcare.
VHGM-MAE generates synthetic humans from healthcare data.
The paper analyzes optimal consumption with past spending maximum as a reference.
Optimal healthcare investment timing in a dynamic model with mortality risk.