Optimizes web publisher revenues from RTB auctions.
arXiv research
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.
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New method reconstructs data subsets from limited published statistics.
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 …
This is the first in a series of papers showing that Haken manifolds have hyperbolic structures; this first was published, the second two have existed only in preprint form, and later preprints were never completed. This eprint is only an approximation to the published version, which is the definitive form for part I, …
Raising statistical hurdles may not be justified due to data bias.
We propose a new input perturbation mechanism for publishing a covariance matrix to achieve -differential privacy. Our mechanism uses a Wishart distribution to generate matrix noise. In particular, We apply this mechanism to principal component analysis. Our mechanism is able to keep the positive semi-definitene…
Study finds ML4H lacks reproducibility compared to other fields.
These are notes of a talk I gave in a seminar at the University of Pennsylvania summarizing results in the Habilitation by Jost Eschenburg on "Freie isometrische Aktionen auf kompakten Lie-Gruppen mit positiv gekruemmten Orbitraeumen". Due to the fact that it is published in a not easily accesible journal (and is writt…
In a context where most published articles are devoted to the development of "new methods", comparison studies are generally appreciated by readers but surprisingly given poor consideration by many scientific journals. In connection with recent articles on over-optimism and epistemology published in Bioinformatics, thi…
This study investigates the content of the published scientific literature in the fields of operations research and management science (OR/MS) since the early 1950s. Our study is based on 80,757 published journal abstracts from 37 of the leading OR/MS journals. We have developed a topic model, using Latent Dirichlet Al…
Short survey to be published at the Encyclopedia of Mathematical Physics.
The paper analyzes and proposes methods for privately sharing individual privacy losses using per-instance differential privacy.
Publish a core-set of data to protect against adversarial use.
We give a possible generalization of Lutz twist to all dimensions. This reproves the fact that every contact manifold can be given a non-fillable contact structure and also shows great flexibility in the manifolds that can be realized as cores of overtwisted families. We moreover show that has at least three…
Some online advertising offers pay only when an ad elicits a response. Randomness and uncertainty about response rates make showing those ads a risky investment for online publishers. Like financial investors, publishers can use portfolio allocation over multiple advertising offers to pursue revenue while controlling r…
Estimates citation impact to recommend best publication venue.
This paper has been withdrawn by the author and it is published in AGAG
This paper has been withdrawn. Its new version has been published.
This is an overview article on the Kontsevich integral written for the Encyclopedia of Mathematical Physics, to be published by Elsevier.
The paper predicts and explains the decay of stock anomaly performance over time.
Much information available on the web is copied, reused or rephrased. The phenomenon that multiple web sources pick up certain information is often called trend. A central problem in the context of web data mining is to detect those web sources that are first to publish information which will give rise to a trend. We p…
Before retiring, looking back to forty years of writing and publishing scientific papers, I decided to present to the scientific community a selection of my scientific works. I chose mostly articles published in prestigious journals or Proceedings that made a certain impact in the scientific world. I have selected thir…
This survey treats the problem of ruin in a risk model when assets earn investment income. In addition to a general presentation of the problem, topics covered are a presentation of the relevant integro-differential equations, exact and numerical solutions, asymptotic results, bounds on the ruin probability and also th…
This is a survey article on finite type invariants of 3-manifolds written for the Encyclopedia of Mathematical Physics to be published by Elsevier.
In their papers published in 1993 and 1994, by expressing certain physical quantity in two distinct ways, Bershadsky-Cecotti-Ooguri-Vafa discovered a remarkable equivalence between Ray-Singer analytic torsion and elliptic instanton numbers for Calabi-Yau threefolds. After their discovery, in a paper published in 2008, …
The paper gives a review of progress towards extending the Thurston programme to the Poincare duality case. For a full abstract, see the published version at the above link.
This article was originally published in Topology 31 (1992). The present hyperTeXed redaction corrects a few typographical errors and updates the references.
In the industry of video content providers such as VOD and IPTV, predicting the popularity of video contents in advance is critical not only from a marketing perspective but also from a network optimization perspective. By predicting whether the content will be successful or not in advance, the content file, which is l…
DP-CDA generates synthetic data to enhance privacy in high-dimensional datasets.
Over the last decade, digital media (web or app publishers) generalized the use of real time ad auctions to sell their ad spaces. Multiple auction platforms, also called Supply-Side Platforms (SSP), were created. Because of this multiplicity, publishers started to create competition between SSPs. In this setting, there…
This is a survey article, based on the author's lectures in the 2015 Current developments in Mathematics meeting; published in "Current developments in Mathematics". Version 2, references corrected and added.
This is the second of a Series of three papers, the first one published in Geom Dedicata 167 p. 91-121 (2013), proving that all finitely presented groups are QSF.
We apply our statistically deterministic machine learning/clustering algorithm *K-means (recently developed in https://ssrn.com/abstract=2908286) to 10,656 published exome samples for 32 cancer types. A majority of cancer types exhibit mutation clustering structure. Our results are in-sample stable. They are also out-o…
This is a corrected version of our paper published in Osaka Journal of Mathematics 51(2014), 673-693. We correct Theorem~1.1, Proposition~3.3 and their proofs.
This paper was first written in 1990, but was never published. In it, the author presents a novel approach to the study of constant curvature spacetimes in 2+1 dimensions. A parameterization of flat 2+1-dimensional domains of dependence is given in terms of measured geodesic laminations. There is also an interesting re…
This paper has been withdrawn by the author due to an extended and largely modified version of the paper was published in arXiv (see arXiv:0807.3694, Disjoint minimal graphs).
In "On the homotopy theory of arrangements," published in 1986, the authors gave a comprehensive survey of the subject. This article updates and continues the earlier article, noting some key open problems.
Finding examples of tangentially degenerate submanifolds (submanifolds with degenerate Gauss mappings) in an Euclidean space that are noncylindrical and without singularities is an important problem of differential geometry. The first example of such a hypersurface was constructed by Sacksteder in 1960. In 1995 W…
This is an article on the interaction between topology and physics which will appear in 1998 in a book called: A History of Topology, edited by Ioan James and published by Elsevier-North Holland.
These are notes of a talk I gave in a seminar at the University of Pennsylvania summarizing results in the Ph.D. thesis of Michael Mueter obtained under the direction of Wolfgang Meyer at the University of Muenster. His thesis on "Kruemmungserhoehende Deformationen mittels Gruppenaktionen" examines in detail curvature …
Formula connects analytic torsion forms of fibration and its pieces.
A popular approach to selling online advertising is by a waterfall, where a publisher makes sequential price offers to ad networks for an inventory, and chooses the winner in that order. The publisher picks the order and prices to maximize her revenue. A traditional solution is to learn the demand model and then subseq…
I present a selection of results on locally conformally Kähler geometry published after 1997. The proofs are mainly sketched, some of them are even omitted. Several open problems are indicated in the end.
Accurate forecasts of electricity spot prices are essential to the daily operational and planning decisions made by power producers and distributors. Typically, point forecasts of these quantities suffice, particularly in the Nord Pool market where the large quantity of hydro power leads to price stability. However, wh…
We survey some recent results and constructions of almost-Kähler manifolds whose curvature tensors have certain algebraic symmetries. This is an updated and corrected version of the (to be) published manuscript.
This study improves user segmentation for online news recommendation systems.
Method detects if text is generated by a language model with watermarks.
The paper highlights issues with fixed point claims in digital images.