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.
The study reveals nations drive scientific research for social and economic interests.
Develops methods for AI self-assessment to improve trustworthiness.
Study examines how BRICS nations' economies respond to COVID-19.
National statistical systems are the enterprises tasked with collecting, validating and reporting societal attributes. These data serve many purposes - they allow governments to improve services, economic actors to traverse markets, and academics to assess social theories. National statistical systems vary in quality, …
Study shows cryptocurrency price fluctuations become more similar to national currencies over time.
Deep neural networks classify nation-state malware with high accuracy.
Data mining revealed a cluster of economic, psychological, social and cultural indicators that in combination predicted corruption and wealth of European nations. This prosperity syndrome of self-reliant citizens, efficient division of labor, a sophisticated scientific community, and respect for the law, was clearly di…
In recent years numerous advanced malware, aka advanced persistent threats (APT) are allegedly developed by nation-states. The task of attributing an APT to a specific nation-state is extremely challenging for several reasons. Each nation-state has usually more than a single cyber unit that develops such advanced malwa…
Study shows how national culture influences investors' tendency to hold or sell stocks.
This paper evaluates random forest models for predicting stock price trends.
Metaheuristics improve yield curve estimation for Costa Rica.
Public debt is one of the important economic variables that quantitatively describes a nation's economy. Because bankruptcy is a risk faced even by institutions as large as governments (e.g. Iceland), national debt should be strictly controlled with respect to national wealth. Also, the problem of eliminating extreme p…
Cointegration helps insurers understand long-range mortality patterns.
The DoD needs a robust process to evaluate AI/ML model performance and robustness.
Energy policy in Europe has been driven by the three goals of security of supply, economic competitiveness and environmental sustainability, referred to as the energy trilemma. Although there are clear conflicts within the trilemma, member countries have acted to facilitate a fully integrated European electricity marke…
Machine learning used in German official statistics.
New complete panel dataset for LMICs helps analyze innovation and development.
Study examines the impact of employment benefit costs on firm profitability.
Prize linked savings accounts provide a return in the form of randomly chosen accounts receiving large cash prizes, in lieu of a guaranteed and uniform interest rate. This model became legal for American national banks upon bipartisan passage of the American Savings Promotion Act in December 2014, and many states have …
We aim to create a framework for transfer learning using latent factor models to learn the dependence structure between a larger source dataset and a target dataset. The methodology is motivated by our goal of building a risk-assessment model for surgery patients, using both institutional and national surgical outcomes…
One unexamined assumption in foreign ownership regulation is the notion that majority voting rights translate to 'effective control'. This assumption is so deeply entrenched in foreign investments law that possession of majority voting rights can determine the nationality of a corporation and its capacity to engage in …
CPAS uses machine learning to plan hospital resources for COVID-19.
Paper presents an econophysics model for mixed economies.
During the last two years, Europe has been facing a debt crisis, and Greece has been at its center. In response to the crisis, drastic actions have been taken, including the halving of Greek debt. Policy makers acted because interest rates for sovereign debt increased dramatically. High interest rates imply that defaul…
We propose a diffusion process to describe the global dynamic evolution of credit operations at a national level given observed operations at a subnational level in a sovereign country. Empirical analysis with a unique dataset from Brazilian federate constituents supports the conclusions. Despite the heterogeneity obse…
Analyzes national real estate investment risks and returns.
The application of existing methods for constructing optimal dynamic treatment regimes is limited to cases where investigators are interested in optimizing a utility function over a fixed period of time (finite horizon). In this manuscript, we develop an inferential procedure based on temporal difference residuals for …
Back cover text: Megaprojects and Risk provides the first detailed examination of the phenomenon of megaprojects. It is a fascinating account of how the promoters of multibillion-dollar megaprojects systematically and self-servingly misinform parliaments, the public and the media in order to get projects approved and b…
We estimate treatment cost-savings from early cancer diagnosis. For breast, lung, prostate and colorectal cancers and melanoma, which account for more than 50% of new incidences projected in 2017, we combine published cancer treatment cost estimates by stage with incidence rates by stage at diagnosis. We extrapolate to…
This is an expanded and updated version of a lecture series I gave at Seoul National University in September 1997. It is in some sense an update of the 1979 Griffiths and Harris paper with a similar title. I discuss: Homogeneous varieties, Topology and consequences Projective differential invariants, Varieties with deg…
Deep learning for particle classification on large event images.
Georg de Buquoy, Lord de Vaux, lived in Nove Hrady, Prague and Cerveny Hradek for most of his productive life. From his extensive scientific contributions, both theoretical and experimental, we expand here the discussion of his contributions to mathematical economy. He is mainly celebrated as the first persons to defin…
Study on financial impacts of zombie outbreak on economy.
Locally adaptive interpretable regression improves linear regression's predictability.
This paper uses NARX neural networks for macroeconomic forecasting and goal setting.
Machine learning predicts homicide clearance rates with SHAP explaining key features.
These notes have been prepared as reading material for the mini-course that the author gave at IMS, National University of Singapore, as part of the "Summer school on the moduli space of Higgs bundles".
We propose a novel multi-layered nonlinear model that is able to capture and predict the housing-demographic dynamics of the real-state market by simulating the transitions of owners among price-based house layers. This model allows us to determine which parameters are most effective to smoothen the severity of a poten…
Model predicts Mozambique bank failures, aiding risk management.
Economies grow by upgrading the type of products they produce and export. The technology, capital, institutions and skills needed to make such new products are more easily adapted from some products than others. We study the network of relatedness between products, or product space, finding that most upscale products a…
Soil organic carbon (SOC) plays a major role in the global carbon budget. It can act as a source or a sink of atmospheric carbon, thereby possibly influencing the course of climate change. Improving the tools that model the spatial distributions of SOC stocks at national scales is a priority, both for monitoring change…
New methods improve electricity load forecasting using hierarchical transfer learning.
Study shows a positive effect of mindset interventions on student performance, with significant heterogeneity.
Study uses epidemiological models to analyze financial contagion risks.
DRUM transfers cardiac arrest models across registries with missing covariates.
Study models systemic risks in BRICS banks under geopolitical shocks.
The professional services sector is at a turning point, with some industries showing growth opportunities.
It is common wisdom that no nation is an isolated economic island. All nations participate in the global economy and are linked together through trade and finance. Here we analyze international trade network (ITN), being the network of import-export relationships between countries. We show that in each year over the an…