arXiv research

Analyzes compound interest with constant payments and interest rate.

We present a model of credit card profitability, assuming that the card-holder always pays the full outstanding balance. The motivation for the model is to calculate an optimal credit limit, which requires an expression for the expected outstanding balance. We derive its Laplace transform, assuming that purchases are m…

New mortgage contracts reduce underwater default by adjusting loan balances, but must balance prepayment incentives.

Reinforcement learning improves insurance claims reserving by learning from all claim trajectories.

Progress in machine learning is measured by careful evaluation on problems of outstanding common interest. However, the proliferation of benchmark suites and environments, adversarial attacks, and other complications has diluted the basic evaluation model by overwhelming researchers with choices. Deliberate or accident…

This paper visualizes uncertainty in classifier performance metrics.

Research improves LGD approximation using XGBoost for cash-flow-limited data.

Neural network model improves loss reserving accuracy and distribution flexibility.

Proposes a new method for finding non-redundant, standout subgroups in numeric datasets.

Robust tensor ring completion improves tensor recovery accuracy and efficiency.

Proposes a method to calibrate deep neural network predictions using stochastic inferences.

Convolution Neural Network (CNN) has gained tremendous success in computer vision tasks with its outstanding ability to capture the local latent features. Recently, there has been an increasing interest in extending convolution operations to the non-Euclidean geometry. Although various types of convolution operations h…

Withdrawal guarantees ensure the periodical deduction of a constant dollar-amount from a fund investment for a fixed number of periods. If the fund depletes before the last withdrawal, the guarantor has to finance the outstanding withdrawals. We derive a robust hedging strategy which leads to closed form solutions for …

This work prunes CNN filters based on their functionality, not just size.

We note a simple mechanism that may at least partially resolve several outstanding economic puzzles, including why the cyclically adjusted price to earnings ratio of the S&P 500 index has been oddly high for the past two decades, why gains to capital have outpaced gains to wages, and the persistence of the equity premi…

By mapping the most advanced elements of the contemporary social interactions, the world scientific collaboration network develops an extremely involved and heterogeneous organization. Selected characteristics of this heterogeneity are studied here and identified by focusing on the scientific collaboration community of…

Rokhlin's work simplified signature theorems for mathematicians.

The combination of the network theoretic approach with recently available abundant economic data leads to the development of novel analytic and computational tools for modelling and forecasting key economic indicators. The main idea is to introduce a topological component into the analysis, taking into account consiste…

We propose a novel approach for loss reserving based on deep neural networks. The approach allows for joint modeling of paid losses and claims outstanding, and incorporation of heterogeneous inputs. We validate the models on loss reserving data across lines of business, and show that they improve on the predictive accu…

This is an expository paper on Mom-technology, describing the recent work of the authors in this area (found in arXiv:math/0606072, arXiv:0705.4325, and arXiv:0809.0346) concerning the use of Mom-technology to find the minimum-volume compact hyperbolic 3-manifold and the 10 smallest cusped hyperbolic 3-manifolds. In ad…

Optimal control of reserve assets for stablecoins to maintain peg stability.

We present new computations of tight shapes obtained using the constrained gradient descent code RIDGERUNNER for 544 composite knots with 12 and fewer crossings, expanding our dataset to 943 knots and links. We use the new data set to analyze two outstanding conjectures about tight knots, namely that the ropelengths of…

This study proposes a deep learning framework using ResNeXt for efficient financial data mining.

Generalizes balanced manifolds to complex spaces, studying their properties and relations.

Study shows stability of locally conformally balanced condition under modifications but not under small deformations.

Study on balanced Hermitian structures on Lie algebras twisted by representations.

We study the intrinsic geometrical structure of hypersurfaces in 6-manifolds carrying a balanced Hermitian SU(3)-structure, which we call {\em balanced} SU(2)-{\em structures}. We provide conditions which imply that such a 5-manifold can be isometrically embedded as a hypersurface in a manifold with a balanced SU(3)-st…

The study identifies assets with local balance deviating from global balance to mitigate financial risk.

Buying or selling assets leads to transaction costs for the investor. On one hand, it is well know to all market practionaires that the transaction costs are positive on average and present therefore systematic loss. On the other hand, for every trade, there is a buy side and a sell side, the total amount of asset and …

Proposes $φ$-balancing for more balanced expert utilization in MoE models.

Estimates causal effects using neural networks for balancing covariates.

Blowing up flat metrics yields balanced ones with constant curvature.

Study properties of balanced hyperbolic compact complex manifolds.

Study balanced Hermitian structures on almost abelian Lie algebras, classifying six-dimensional cases.

Study examines how balancing methods affect model behavior in imbalanced classification problems.

The paper argues for using Neyman orthogonal score for balancing in debiased machine learning.

Determined the balanced cone of a specific geometric space.

Paper proves Chow stability implies balanced embedding.

Improves causal inference with observational data by balancing features and weights.

Study on balanced Hermitian threefolds with parallel Bismut torsion.

Finite presentation for a specific group in 3D handlebody topology.

Paper proves non-existence of certain balanced metrics on six-manifolds.

Study confirms asymptotic behavior of logarithmic balanced metric near infinity.

Positive factorization found for a specific map on surfaces.

In this work we show that the systems of balance equations (balance systems) of continuum thermodynamics occupy a natural place in the variational bicomplex formalism. We apply the vertical homotopy decomposition to get a local splitting (in a convenient domain) of a general balance system as the sum of a Lagrangian pa…

This paper optimizes revenue and resource balance in network revenue management.

The paper finds conditions for smooth curves of balanced metrics in Hermitian non-Kähler settings.

New framework improves fraud prediction with incremental data balancing for massive data streams.