arXiv research

A novel probabilistic approach forecasts imbalance prices in Belgium.

Smart Close-out Netting aims to automate close-out netting processes.

regvis.net offers a visual survey of regulatory visualization.

Regulated Bitcoin futures led to higher volatility and trading volume.

MiCA regulation led to a shift in stablecoin dominance.

We develop a universal distributional calculus for regulated volumes of metrics that are singular along hypersurfaces. When the hypersurface is a conformal infinity we give simple integrated distribution expressions for the divergences and anomaly of the regulated volume functional valid for any choice of regulator. Fo…

Accurate volume segmentation from the Computed Tomography (CT) scan is a common prerequisite for pre-operative planning, intra-operative guidance and quantitative assessment of therapeutic outcomes in robot-assisted Minimally Invasive Surgery (MIS). 3D Deep Convolutional Neural Network (DCNN) is a viable solution for t…

The digital revolution of the banking system with evolving European regulations have pushed the major banking actors to innovate by a newly use of their clients' digital information. Given highly sparse client activities, we propose CPOPT-Net, an algorithm that combines the CP canonical tensor decomposition, a multidim…

For a hyperbolic link complement with a triangulation, there are hyperbolicity equations of the triangulation, which guarantee the hyperbolic structure of the link complement. In this paper, we explain that the number of the essential solutions of the equations is equal to or bigger than the extension degree of the inv…

We develop a general regulated volume expansion for the volume of a manifold with boundary whose measure is suitably singular along a separating hypersurface. The expansion is shown to have a regulator independent anomaly term and a renormalized volume term given by the primitive of an associated anomaly operator. Thes…

We will prove that Ruelle L-function for a cuspidal local system on an odd dimensional hyperbolic manifold with finite volume satisfies a functional equation and an analog of the Riemann hypothesis. We will also compute its Laurent expansion at the origin and will prove that the second coefficient coincides with a rati…

In this paper, by using the regulator map of Beilinson-Deligne on a curve, we show that the quantization condition posed by Gukov is true for the SL_2(C) character variety of the hyperbolic knot in S^3. Furthermore, we prove that the corresponding $\mathbb{C}^{*}$-valued closed 1-form is a secondary characteristic clas…

Model predicts trade volume changes from financial filings.

We build an agent-based model for the order book with three types of market participants: informed trader, noise trader and competitive market makers. Using a Glosten-Milgrom like approach, we are able to deduce the whole limit order book (bid-ask spread and volume available at each price) from the interactions between…

Study shows flash crashes in finance are self-organized criticality events.

The paper shows equidistribution of geodesics and nets on manifolds.

This paper examines how wash traders exploit market conditions in Bitcoin, finding strategic timing and spillover effects.

Commercial banks and other depository institutions in some countries are required to hold in reserve against deposits made by their customers at their Central Bank or Federal Reserve. Although some countries have been eliminated it, this requirement is useful as one of many Central Bank's regulation made to control rat…

Study reveals optimal price prediction through volume imbalance analysis.

In this paper, we study the $SL_2(\mathbb{C})$ character variety of a hyperbolic link in $S^3$. We analyze a special smooth projective variety $Y^h$ arising from some 1-dimensional irreducible slices on the character variety. We prove that a natural symbol obtained from these 1-dimensional slices is a torsion in $K_2({…

Predictive models that are developed in a regulated industry or a regulated application, like determination of credit worthiness, must be interpretable and rational (e.g., meaningful improvements in basic credit behavior must result in improved credit worthiness scores). Machine Learning technologies provide very good …

A novel federated learning framework resolves structural misalignment in model fusion.

Mack-Net model combines Mack's model with RNNs for better insurance liability estimation.

Machine Learning has considerably improved medical image analysis in the past years. Although data-driven approaches are intrinsically adaptive and thus, generic, they often do not perform the same way on data from different imaging modalities. In particular Computed tomography (CT) data poses many challenges to medica…

Sound source separation has attracted attention from Music Information Retrieval(MIR) researchers, since it is related to many MIR tasks such as automatic lyric transcription, singer identification, and voice conversion. In this paper, we propose an intuitive spectrogram-based model for source separation by adapting U-…

We formalize and verify double auctions for multiple-quantity trades.

POSL predicts dynamic convection volumes in hemodiafiltration patients.

The paper connects arithmetic invariants of hyperbolic 3-manifolds.

Background: Cardiac MRI derived biventricular mass and function parameters, such as end-systolic volume (ESV), end-diastolic volume (EDV), ejection fraction (EF), stroke volume (SV), and ventricular mass (VM) are clinically well established. Image segmentation can be challenging and time-consuming, due to the complex a…

The paper proves a bound on the length of the shortest geodesic flower on certain manifolds.

Applying traditional collaborative filtering to digital publishing is challenging because user data is very sparse due to the high volume of documents relative to the number of users. Content based approaches, on the other hand, is attractive because textual content is often very informative. In this paper we describe …

In the United States, heart disease is the leading cause of death for both men and women, accounting for 610,000 deaths each year [1]. Physicians use Magnetic Resonance Imaging (MRI) scans to take images of the heart in order to non-invasively estimate its structural and functional parameters for cardiovascular diagnos…

We prove the Bloch conjecture : $ c_2(E) \in H^4_\cald (X,\bbz(2))$ is torsion for holomorphic rank two vector bundles $E$ with an integrable connection over a complex projective variety $X$. We prove also the rationality of the Chern-Simons invariant of compact arithmetic hyperbolic three-manifolds. We give a sharp hi…

This paper detects fraudulent trading in the NFT market.

We provide direct evidence of market manipulation at the beginning of the financial crisis in November 2007. The type of manipulation, a "bear raid," would have been prevented by a regulation that was repealed by the Securities and Exchange Commission in July 2007. The regulation, the uptick rule, was designed to preve…

In this paper, by using the regulator map of Beilinson-Deligne, we show that the quantization condition posed by Gukov is true for the SL_2(\mathbb{C}) character variety of the hyperbolic knot in S^3. Furthermore, we prove that the corresponding \mathbb{C}^{*}-valued 1-form is a secondary characteristic class (Chern-Si…

The paper analyzes how leverage affects manipulation in event-linked markets, offering new insights into regulation.

New neural network processes 3D volumes with improved equivariance.

Study shows SEC crypto classification led to significant market reactions.

We define an extended Bloch group for an arbitrary field F, and show that this group is canonically isomorphic to K_3^ind(F) if F is a number field. This gives an explicit description of K_3^ind(F) in terms of generators and relations. We give a concrete formula for the regulator, and derive concrete symbol expressions…

Model proposes how regulators should oversee complex algorithms in high-stakes applications.

Regulated curves on Banach manifolds with continuous projections and regulated derivatives are studied.

Appropriate traffic regulations, e.g. planned road closure, are important in congested events. Crowd simulators have been used to find appropriate regulations by simulating multiple scenarios with different regulations. However, this approach requires multiple simulation runs, which are time-consuming. In this paper, w…

DGNN predicts financial margin calls under stress tests.

We show that any objective risk measurement algorithm mandated by central banks for regulated financial entities will result in more risk being taken on by those financial entities than would otherwise be the case. Furthermore, the risks taken on by the regulated financial entities are far more systemically concentrate…

New mechanism designs regulate herding in financial markets.

In a market system, regulations are designed to prevent or rectify market failures that inhibit fair exchange, such as monopoly or transactions with hidden costs. Because regulations reduce profits to those possessing unfair advantage, these advantaged corporations (whether individuals, companies, or other collective o…

Clarifies interest rate cap rules for loans with unconventional cash flows.