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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.

169,236 papers · 148 categories

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48 results for home bias

The study measures home bias in stock portfolios of emerging and developed markets.

problem Measuring and understanding home bias in stock portfolios across emerging and developed markets.
method An international capital asset pricing model with cross-section econometrics, analyzing 20 countries from 2008 to 2013.
result All countries have high home bias in their stock portfolios, with different factors affecting them.

Optimal buying and selling times for homes in fluctuating interest rates.

problem Maximizing profit from buying and selling homes in a market with variable interest rates.
method Nested optimal stopping problem solved using a nonnegative concave majorant approach.
result Investor's optimal buying and selling strategies derived for CIR interest rates.

Arcades uses deep learning to adapt smart-home behavior based on context.

problem Adaptive decision making in voice-controlled smart-home environments.
method Deep reinforcement learning with graphical representation of home automation system.
result Arcades promises long-term context-aware control of smart-home systems.

The paper introduces mortgage-rate-adjusted home prices to help buyers and adjust housing indices.

problem Impact of mortgage rates on home prices and property purchase decisions.
method Derives mortgage-rate-adjusted 'effective price' and constructs a price-mortgage rate neutrality line.
result Mortgage rates significantly affect home prices over long periods but not during the pandemic.

Examines how extending home loan durations affects French households financially.

problem Financial implications for households with extended home loan durations.
method Analysis of French and international home loan systems, including bullet loans and Japanese home loans.
result Extending home loan durations can reduce monthly payments but raises financial risks.

This paper presents a case study of a recommender system that can be used to save energy in smart homes without lowering the comfort of the inhabitants. We present an algorithm that uses consumer behavior data only and uses machine learning to suggest actions for inhabitants to reduce the energy consumption of their ho…

2015-09-18abs ↗pdf ↗

Study uses SVM to predict weather-induced home insurance claims and losses.

problem Assessing future weather-induced home insurance claims and losses for disaster preparedness.
method Support Vector Machine (SVM) regression for forecasting future claim dynamics.
result Illustrates SVM approach in forecasting weather-induced home insurance claims in a Canadian city.

Efficient neural network improves disaggregation of home energy usage.

problem Estimating power consumption of individual appliances from total home power.
method Fully convolutional neural network architecture with improved computational efficiency.
result Achieves state-of-the-art disaggregation performance with reduced training and prediction times.

Deep learning model classifies human activities without prior knowledge.

problem Human activity recognition using smart home sensors.
method Long Short Term Memory (LSTM) Recurrent Neural Network applied to three real-world datasets.
result The proposed approach outperforms existing methods in terms of accuracy and performance.

Paper explores activity recognition and prediction in real homes using sensor data and video.

problem Improving accuracy of activity recognition and prediction in real home environments.
method Binary sensor data, depth video data, field trial, probabilistic methods, LSTM networks, transfer learning, IIR filter.
result Achieved good accuracy in predicting next sensor event and its mean time of occurrence using LSTM model.

Bayesian algorithm learns consumer preferences for energy-saving home automation.

problem Effective energy saving for residential consumers in real-time tariffs.
method Bayesian learning algorithm to estimate comfort level from appliance use history.
result Algorithm outperforms regression analysis in numeric experiments with simulated consumer behavior.

Study shows how algorithmic prediction affects US housing market, reducing racial wealth disparities.

problem Impact of algorithmic prediction on housing market and racial wealth disparities.
method Natural experiment using digitization of housing records to study entry, allocation, and prices.
result Digitization leads to increased sale prices for minority-owned homes, reducing racial wealth disparities.

FedRule uses graph neural networks to recommend rules for smart homes without centralizing data.

problem Manual rule setup for smart devices is inefficient and privacy-compromising.
method FedRule constructs user-specific graphs for rule recommendation, using federated learning to protect privacy.
result FedRule achieves comparable performance to centralized methods and outperforms others.

Study on systemic risk in European insurance sector, showing insurer connections during stress.

problem Understanding systemic risk connectedness in European insurance sector.
method Common connectedness framework applied to returns, volatility, value-at-risk, and expected shortfall.
result Insurers are a significant component of systemic risk connectedness, especially during stress episodes.

New mortgage contracts reduce underwater default by adjusting loan balances, but must balance prepayment incentives.

problem Underwater default incentives in mortgages.
method Analyzes automatic balance adjustment and prepayment penalties in mortgage contracts.
result Automatic balance adjustments are preferable to traditional contracts at certain spreads, reducing underwater default.

Homeownership boosts wealth and welfare compared to renting, according to new research.

problem The conventional wisdom that renting is better than owning a home.
method Block-bootstrap lifecycle simulation to compare homeownership and renting strategies.
result Homeownership generates more wealth and welfare gains than renting, especially for households with high labor income.

GAN-based data augmentation can perpetuate biases in synthetic data.

problem Biases in synthetic data generated by GANs.
method Used a dataset of engineering researchers' head-shots to demonstrate how GANs can reinforce and amplify biases.
result GAN-based data augmentation can amplify biases in synthetic data.

Smart meters detect dementia patients' daily activities to prevent crises.

problem Monitoring dementia patients' daily activities without intruding.
method Machine learning and signal processing for smart meter load disaggregation.
result SVM and Decision Forest models accurately detect ADLs and routine changes.

SA-BCP combines long-term and local evidence for efficient, adaptive online prediction.

problem Balancing fast adaptation and stable coverage in online prediction.
method State-Adaptive Bayesian Conformal Prediction (SA-BCP) using gated convex combination of temporal inertia and spatial evidence.
result SA-BCP achieves at-or-above-nominal coverage with substantially sharper intervals compared to discounted Bayesian CP.

Process mining is a research field focused on the analysis of event data with the aim of extracting insights in processes. Applying process mining techniques on data from smart home environments has the potential to provide valuable insights in (un)healthy habits and to contribute to ambient assisted living solutions. …

2016-09-12abs ↗pdf ↗

In this article, we develop a model for the evolution of real estate prices. A wide range of inputs, including stochastic interest rates and changing demands for the asset, are considered. Maximizing their expected utility, home owners make optimal sale decisions given these changing market conditions. Using these opti…

2009-07-10abs ↗pdf ↗

Novel approach integrates Multivariate Square-root Lasso into Synthetic Control for high-dimensional data.

problem Challenges in practical implementation and computational efficiency of Synthetic Control method for high-dimensional disaggregated data.
method Integrates Multivariate Square-root Lasso into Synthetic Control framework.
result Demonstrates superior computational efficiency without compromising estimation accuracy.

New method generates geolocated synthetic populations from real data.

problem Generating synthetic populations with explicit geographic coordinates.
method Mapping coordinates into a latent space using Normalizing Flows (NF), then combining with other features in a Variational Autoencoder (VAE).
result NF+VAE architecture outperforms existing methods in generating geolocated synthetic populations.

Predicts lead contamination in Flint's water system based on home attributes.

problem Understanding and predicting lead contamination in Flint's water system.
method Data science approach using a large dataset of water tests and a crowd-sourced prediction challenge.
result Elevated lead risks can be weakly predicted from observable home attributes.

Complex and Hermitian structures on hom-Lie algebras are introduced and some examples of these structures are presented. Also, it is shown that there not exists a proper complex (Hermitian) home-Lie algebra of dimension two. Then using a hom-left symmetric algebra, a phase space is provided and then a complex structure…

2016-10-25abs ↗pdf ↗

Workplace communications became more siloed during the pandemic, reducing stability within communities.

problem Understanding changes in intra-organizational communication networks during the pandemic.
method Analyzed aggregated email metadata from 4,361 organizations worldwide over 24 months.
result Organizations became more siloed in 2020, with decreased stability within silos.

The purpose of this paper is to identify a relevant statistical correlation between rate of default, RD, and loss given default, LGD, in a major Brazilian financial institution Retail Home Equity exposure rated using the IRB approach, so that we may find a causal relationship between the two risk parameters. Therefore,…

2014-08-03abs ↗pdf ↗

AutoTune learns wireless identifiers for facial recognition in real-world settings.

problem Facial recognition requires extensive user training, making it impractical for widespread deployment.
method Uses ambient wireless identifiers to train deep neural networks for facial recognition without user effort.
result Demonstrates a system that continuously refines facial recognition using wireless identifiers over time.