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.
We present a large-scale study of gender bias in occupation classification, a task where the use of machine learning may lead to negative outcomes on peoples' lives. We analyze the potential allocation harms that can result from semantic representation bias. To do so, we study the impact on occupation classification of…
In this short paper, in order to price occupation-time options, such as (double-barrier) step options and quantile options, we derive various joint distributions of a mixed-exponential jump-diffusion process and its occupation times of intervals.
In this paper, we obtain analytical expression for the distribution of the occupation time in the red (below level 0) up to an (independent) exponential horizon for spectrally negative Lévy risk processes and refracted spectrally negative Lévy risk processes. This result improves the existing literature in which only…
We find the optimal investment strategy to minimize the expected time that an individual's wealth stays below zero, the so-called {\it occupation time}. The individual consumes at a constant rate and invests in a Black-Scholes financial market consisting of one riskless and one risky asset, with the risky asset's price…
A generalized gamification framework is introduced as a form of smart infrastructure with potential to improve sustainability and energy efficiency by leveraging humans-in-the-loop strategy. The proposed framework enables a Human-Centric Cyber-Physical System using an interface to allow building managers to interact wi…
Building performance discrepancies between building design and operation are one of the causes that lead many new designs fail to achieve their goals and objectives. One of main factors contributing to the discrepancy is occupant behaviors. Occupants responding to a new design are influenced by several factors. Existin…
Thermal preferences vary from person to person and may change over time. The main objective of this paper is to sequentially pose intelligent queries to occupants in order to optimally learn the indoor air temperature values which maximize their satisfaction. Our central hypothesis is that an occupant's preference rela…
There is a growing body of work that proposes methods for mitigating bias in machine learning systems. These methods typically rely on access to protected attributes such as race, gender, or age. However, this raises two significant challenges: (1) protected attributes may not be available or it may not be legal to use…
Occupant behavior (OB) and in particular window openings need to be considered in building performance simulation (BPS), in order to realistically model the indoor climate and energy consumption for heating ventilation and air conditioning (HVAC). However, the proposed OB window opening models are often biased towards …
A deep learning model is applied for predicting block-level parking occupancy in real time. The model leverages Graph-Convolutional Neural Networks (GCNN) to extract the spatial relations of traffic flow in large-scale networks, and utilizes Recurrent Neural Networks (RNN) with Long-Short Term Memory (LSTM) to capture …
Accurate classification of self-care problems in children who suffer from physical and motor affliction is an important problem in the healthcare industry. This is a difficult and a time consumming process and it needs the expertise of occupational therapists. In recent years, healthcare professionals have opened up to…
Energy consumption for hot water production is a major draw in high efficiency buildings. Optimizing this has typically been approached from a thermodynamics perspective, decoupled from occupant influence. Furthermore, optimization usually presupposes existence of a detailed dynamics model for the hot water system. The…
How do regions acquire the knowledge they need to diversify their economic activities? How does the migration of workers among firms and industries contribute to the diffusion of that knowledge? Here we measure the industry, occupation, and location-specific knowledge carried by workers from one establishment to the ne…
Many modern Artificial Intelligence (AI) systems make use of data embeddings, particularly in the domain of Natural Language Processing (NLP). These embeddings are learnt from data that has been gathered "from the wild" and have been found to contain unwanted biases. In this paper we make three contributions towards me…