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.
New ML approach predicts glare in open-plan offices with high accuracy.
The study uses machine learning to analyze office floor plans and predict function based on geometry.
Building models, or maps, of robot environments is a highly active research area; however, most existing techniques construct unstructured maps and assume static environments. In this paper, we present an algorithm for learning object models of non-stationary objects found in office-type environments. Our algorithm exp…
As part of the 2016 public evaluation challenge on Detection and Classification of Acoustic Scenes and Events (DCASE 2016), the second task focused on evaluating sound event detection systems using synthetic mixtures of office sounds. This task, which follows the `Event Detection - Office Synthetic' task of DCASE 2013,…
Post-pandemic, work patterns shifted with fewer days in offices and a new midweek mountain.
New technique reduces FRTB IMA capital calculation burden by over 90%.
Mathematical framework for transfer learning feasibility and transfer risk.
Spacematch matches office workers with suitable workspaces based on their preferences.
Study finds strict collection policies improve portfolio quality of microfinance banks.
Regulatory compliance is an organization's adherence to laws, regulations, guidelines and specifications relevant to its business. Compliance officers responsible for maintaining adherence constantly struggle to keep up with the large amount of changes in regulatory requirements. Keeping up with the changes entail two …
In this paper, we study the ability to make the short-term prediction of the exchange price fluctuations towards the United States dollar for the Bitcoin market. We use the data of realized volatility collected from one of the largest Bitcoin digital trading offices in 2016 and 2017 as well as order information. Experi…
The paper tackles MSDA by learning dictionary atoms in Wasserstein space.
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 …
The Financial Crisis of 2008 is a worldwide financial crisis causing a worldwide economic decline that is the most severe since the 1930s. According to the International Monetary Fund (IMF), the global financial crisis gave impact on USD 3.4 trillion losses from financial institutions around the world between 2007 and …
Using the empirical data from the Norwegian tax office, we analyse the wealth and income of the richest individuals in Norway during the period 2010--2013. We find that both annual income and wealth level of the richest individuals are describable using the Pareto law. We find that the robust mean Pareto exponent over …
Selective pseudo-labeling improves unsupervised domain adaptation.
Facial recognition is a key enabling component for emerging Internet of Things (IoT) services such as smart homes or responsive offices. Through the use of deep neural networks, facial recognition has achieved excellent performance. However, this is only possibly when trained with hundreds of images of each user in dif…
For localization and mapping of indoor environments through WiFi signals, locations are often represented as likelihoods of the received signal strength indicator. In this work we compare various measures of distance between such likelihoods in combination with different methods for estimation and representation. In pa…
In this paper we extend the existing literature on xVA along three directions. First, we enhance current BSDE-based xVA frameworks to include initial margin in presence of defaults. Next, we solve the consistency problem that arises when the front-office desk of the bank uses trade-specific discount curves (CSA discoun…
In the first half of 2018, the Federal Statistical Office of Germany (Destatis) carried out a "Proof of Concept Machine Learning" as part of its Digital Agenda. A major component of this was surveys on the use of machine learning methods in official statistics, which were conducted at selected national and internationa…
Study shows visual feedback and monetary incentives reduce plugload energy consumption in commercial buildings.
Study on excess mortality in Germany during 2020-21.
The learning of domain-invariant representations in the context of domain adaptation with neural networks is considered. We propose a new regularization method that minimizes the discrepancy between domain-specific latent feature representations directly in the hidden activation space. Although some standard distributi…
Overlay framework simplifies exotic derivative pricing.
Video applications and analytics are routinely projected as a stressing and significant service of the Nationwide Public Safety Broadband Network. As part of a NIST PSCR funded effort, the New Jersey Office of Homeland Security and Preparedness and MIT Lincoln Laboratory have been developing a computer vision dataset o…
Gamification enhances law enforcement training on terrorism financing.
New sEMG dataset for ADL activities recognized with high accuracy.
CDSPP learns domain-specific projections for heterogeneous domain adaptation.
Research finds investors may lose from more diverse workplaces.
Machine learning predicts TV show success based on factors like characters and direction.
Methodology measures financial impacts using existing credit loss infrastructure.
Population attributes are essential in health for understanding who the data represents and precision medicine efforts. Even within disease infection labels, patients can exhibit significant variability; "fever" may mean something different when reported in a doctor's office versus from an online app, precluding direct…
We propose a simple probabilistic model to explain the spatial structure of the rent distribution of housing market in city of Sapporo. Here we modify the mathematical model proposed by Gauvin et. al. Especially, we consider the competition between two distances, namely, the distance between house and center, and the d…
Deep learning has been extended to a number of new domains with critical success, though some traditional orienteering problems such as the Travelling Salesman Problem (TSP) and its variants are not commonly solved using such techniques. Deep neural networks (DNNs) are a potentially promising and under-explored solutio…
A new method trains deep neural networks for open set domain adaptation without negative open set difference.
We present a database of parliamentary debates that contains the complete record of parliamentary speeches from Dáil Éireann, the lower house and principal chamber of the Irish parliament, from 1919 to 2013. In addition, the database contains background information on all TDs (Teachta Dála, members of parliament), such…
Deep learning boosts building energy load forecasting.
Experts predict significant adoption of decentralized finance by 2034, with traditional finance adapting.
In conventional domain adaptation, a critical assumption is that there exists a fully labeled domain (source) that contains the same label space as another unlabeled or scarcely labeled domain (target). However, in the real world, there often exist application scenarios in which both domains are partially labeled and n…
I studied what role the US stock markets and money markets have possibly played in the Gross Private Domestic Investment (GPDI) of the United States from the year 1959 to the year 2001, Gross Private Domestic Investment refers to the total amount of investment spending by businesses and firms located within the borders…
Top 8 robotic vision systems tackled lifelong object recognition challenges.
Paper classifies institutions based on credit, debit, and funding adjustment paradigms.
This report was originally written as an industry white paper on Hedge Funds. This paper gives an overview to Hedge Funds, with a focus on risk management issues. We define and explain the general characteristics of Hedge Funds, their main investment strategies and the risk models employed. We address the problems in H…
Optimal transport aligns source and target distributions for domain adaptation.
Semi-supervised anomaly detection with domain adaptation.
Paper tackles adapting multiple domains to a target domain using distillation and dictionary learning.
'There is no terror in the bang, only is the anticipation of it' - Alfred Hitchcock. Yet there is everything in correctly anticipating the bang a movie would make in the box-office. Movies make a high profile, billion dollar industry and prediction of movie revenue can be very lucrative. Predicted revenues can be used …
Paper finds closed-form solutions for tontine with bequest motive.