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.
Bayesian model detects internal bleeding in ICU patients.
Veterans with mild traumatic brain injury (mTBI) have reported auditory and visual dysfunction that persists beyond the acute incident. The etiology behind these symptoms is difficult to characterize with current clinical imaging. These functional deficits may be caused by shear injury or micro-bleeds, which can be det…
Bayesian optimization (BO) is a popular algorithm for solving challenging optimization tasks. It is designed for problems where the objective function is expensive to evaluate, perhaps not available in exact form, without gradient information and possibly returning noisy values. Different versions of the algorithm vary…
Reverses simplification of risk measurement, focusing on portfolio covariance.
A continuing mystery in understanding the empirical success of deep neural networks is their ability to achieve zero training error and generalize well, even when the training data is noisy and there are more parameters than data points. We investigate this overparameterized regime in linear regression, where all solut…
Internal Lagrangians derived from variational principles.
This paper develops a dynamic internal fraud model for operational losses in retail banking. It considers public operational losses arising from internal fraud in retail banking within a group of international banks. Additionally, the model takes into account internal factors such as the ethical quality of workers and …
Examines international taxation's impact on Georgian businesses.
Optimized execution model using interbank and internal liquidity.
This study assesses how economic shocks affect the efficiency and robustness of international pesticide trade networks.
There are few papers about the international trade of flowers, so it is believed that this paper, with this topic, could be an important contribution to the international scientific community. It is intended to analyze if the international trade flowers tendencies and policies are adapted to the actual world global con…
Spain uses DEA to select international markets for exports.
Improved speech recognition model with better performance.
Introduces internal Lagrangians for differential equations and connects them to presymplectic structures.
New findings show that some knotted surfaces remain distinct even after many stabilizations.
This paper develops a non-Bayesian methodology to analyze the time-varying structure of international linkages and market efficiency in G7 countries. We consider a non-Bayesian time-varying vector autoregressive (TV-VAR) model, and apply it to estimate the joint degree of market efficiency in the sense of Fama (1970, 1…
Investigates optimal strategies for market makers using internal liquidity.
Mathematical model predicts international trade and global economy dynamics.
Random feature maps improve forecasting with cheaper computation.
Study uses AI to predict changes in international public finances based on US markets.
Bilateral trade relationships in the international level between pairs of countries in the world give rise to the notion of the International Trade Network (ITN). This network has attracted the attention of network researchers as it serves as an excellent example of the weighted networks, the link weight being defined …
Improves LSTM performance by initializing states via manifold learning.
To meet the Basel II regulatory requirements for the Advanced Measurement Approaches in operational risk, the bank's internal model should make use of the internal data, relevant external data, scenario analysis and factors reflecting the business environment and internal control systems. One of the unresolved challeng…
This paper evaluates and validates cluster results using external and internal evaluation methods.
Paper predicts international trade flows using machine learning and factorization models.
Relates two types of skein algebras using explicit correspondences.
Trade finance history traced from medieval origins to modern markets.
Method determines latent dimensionality in international trade flows.
In this article, we investigate whether exchange rate risk is priced. We use a multivariate GARCH-in-Mean specification and test alternative conditional international CAPM versions. Our results support strongly the international asset-pricing model that includes exchange rate risk for both developed and emerging stock …
The study reveals the hierarchical structure of the international FOREX market using currency fluctuation distribution similarities.
The study reveals asymmetries in US financial shocks' international impacts.
For Portugal there are few or none works about the international trade of fruits between Portugal and the other countries. In this work it aims to analyze the more recent data for the Portuguese international trade of fruits. They were used data for the years from 2006 to 2010, available by the INE (Statistics Portugal…
This paper reviews and proposes a new approach for evaluating internal cluster validation indices.
Source separation for music is the task of isolating contributions, or stems, from different instruments recorded individually and arranged together to form a song. Such components include voice, bass, drums and any other accompaniments.Contrarily to many audio synthesis tasks where the best performances are achieved b…
This paper studies four trading algorithms of a professional trader at a multilateral trading facility, observing a realistic two-sided limit order book whose dynamics are driven by the order book events. The identity of the trader can be either internalizing or regular, either a hedge fund or a brokery agency. The spe…
We present a comprehensive classification of supersymmetric vacua of M-theory compactification on seven-dimensional manifolds with general four-form fluxes. We analyze the cases where the resulting four-dimensional vacua have N = 1,2,3,4 supersymmetry and the internal space allows for SU(2), SU(3) or G_2 structures. In…
Paper optimizes internal balancing of wind and hydropower to reduce intraday market volatility.
In today's increasingly international economy, return and volatility spillover effects across international equity markets are major macroeconomic drivers of stock dynamics. Thus, information regarding foreign markets is one of the most important factors in forecasting domestic stock prices. However, the cross-correlat…
We unveil the geometric nature of the multiplet of fundamental fermions in the Standard Model of fundamental particles as a noncommutative analogue of de Rham forms on the internal finite quantum space.
Study uses Google matrix analysis to show how COVID-19 changed international trade flows.
Missing values challenge data analysis because many supervised and unsupervised learning methods cannot be applied directly to incomplete data. Matrix completion based on low-rank assumptions are very powerful solution for dealing with missing values. However, existing methods do not consider the case of informative mi…
This is an index to the papers that appear in the Proceedings of the 29th International Conference on Machine Learning (ICML-12). The conference was held in Edinburgh, Scotland, June 27th - July 3rd, 2012.
For many externally driven complex systems neither the noisy driving force, nor the internal dynamics are a priori known. Here we focus on systems for which the time dependent activity of a large number of components can be monitored, allowing us to separate each signal into a component attributed to the external drivi…
We show that some specific market risk measures implied by current international capital regulation (the Basel Accords and the Capital Adequacy Directive of the European Union) violate the obvious requirement of convexity in some regions in the space of portfolio weights.
In this paper, we model the impact of oil price volatility on Tehranstock and industry indices in two periods of international sanctions and post-sanction. To analyse the purpose of study, we use Feed-forward neural net-works. The period of study is from 2008 to 2018 that is split in two periods during international en…
Study of tangent spaces in diffeological spaces under Lie group actions.
Proposes a Coulomb-like model for international trade flows, fitting real-world data.
Complex behaviors are often driven by an internal model, which integrates sensory information over time and facilitates long-term planning. Inferring an agent's internal model is a crucial ingredient in social interactions (theory of mind), for imitation learning, and for interpreting neural activities of behaving agen…