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.
Enhances weather detection by learning from auxiliary information.
This paper improves operational risk modeling by selecting better loss severity distributions.
Paper proposes a risk index combining frequency and severity of abnormal driving patterns.
Ensemble models struggle with detecting mild faults.
The paper introduces BCART models for aggregate claim amount, improving frequency-severity and joint modeling.
Study examines cyber losses across sectors, finds high severity and frequency.
Classification may not be reliable for several reasons: noise in the data, insufficient input information, overlapping distributions and sharp definition of classes. Faced with several possibilities neural network may in such cases still be useful if instead of a classification elimination of improbable classes is done…
We show the equivalence of several definitions of compact infra-solvmanifolds that appear in various math literatures.
Several new invariants for Lie algebroids have been discovered recently. We give an overview of these invariants and establish several relationships between them.
Bayesian model identifies health disparities in disease progression.
Several proofs of Fáry--Milnor theorem are presented.
Models use embeddings and attention for better claim severity prediction.
We describe GTApprox - a new tool for medium-scale surrogate modeling in industrial design. Compared to existing software, GTApprox brings several innovations: a few novel approximation algorithms, several advanced methods of automated model selection, novel options in the form of hints. We demonstrate the efficiency o…
We present an approach to estimate the severity of traffic related accidents in aggregated (area-level) and disaggregated (point level) data. Exploring spatial features, we measure complexity of road networks using several area level variables. Also using temporal and other situational features from open data for New Y…
A new method for predicting insurance claims with statistical guarantees.
The aim of this paper is to write explicit expression in terms of a given principal connection of the Lagrange-d'Alembert-Poincarè equations in several stages. This is obtained by using a reduced Lagrange-d'Alembert's Principle in several stages, extending methods introduced for the case of two stages by one of the aut…
Study uses ML to forecast ionospheric scintillation severity.
It has recently been observed that certain extremely simple feature encoding techniques are able to achieve state of the art performance on several standard image classification benchmarks including deep belief networks, convolutional nets, factored RBMs, mcRBMs, convolutional RBMs, sparse autoencoders and several othe…
Deep learning identifies transcriptomic patterns and cell types associated with SARS-CoV-2 infection and COVID-19 severity.
A new method tests Expected Shortfall by analyzing both duration and severity of VaR violations.
Functions of several octonion variables are investigated and integral representation theorems for them are proved. With the help of them solutions of the -equations are studied. More generally functions of several Cayley-Dickson variables are considered. Integral formulas of the Martinelli-Bochner,…
We study a certain class of embedded two-foams that arise from gluing discs into ribbon torus knots along nonintersecting torus meridians. We exhibit several equivalent diagrammatic formalisms for these objects and identify several of their invariants, including a unique prime decomposition.
We present a new method for searching optimal hyperparameters among several tasks and several criteria. Multi-Task Multi Criteria method (MTMC) provides several Pareto-optimal solutions, among which one solution is selected with given criteria significance coefficients. The article begins with a mathematical formulatio…
Han discusses variants of digital covering maps and their equivalences.
Study compares machine learning models for insurance pricing, including neural networks and GLMs.
Limit order books (LOBs) match buyers and sellers in more than half of the world's financial markets. This survey highlights the insights that have emerged from the wealth of empirical and theoretical studies of LOBs. We examine the findings reported by statistical analyses of historical LOB data and discuss how severa…
We extend several classical invariants of links in the 3-sphere to links in so-called quasi-cylinders. These invariants include the linking number, the Seifert form, the Alexander module, the Alexander-Conway polynomial and the Murasugi-Tristram-Levine signatures.
A topological version of a longstanding conjecture of H. Hopf, originally proposed by W. Thurston, states that the sign of the Euler characteristic of a closed aspherical manifold of dimension depends only on the parity of . Gromov defined several hyperbolization functors which produce an aspherical manifold …
We study differential geometric properties of cuspidal edges with boundary. There are several differential geometric invariants which are related with the behavior of the boundary in addition to usual differential geometric invariants of cuspidal edges. We study the relation of these invariants with several other invar…
In this paper, we propose several "measurements" of the "non-stopping timeness" of ends g of previsible sets, such that g avoids stopping times, in an ambiant filtration. We then study several explicit examples, involving last passage times of some remarkable martingales.
Paper uses machine learning to estimate IRI from pavement distress types, densities, and severities.
We prove the existence of isometric immersions of several classes of metrics on surfaces into the three-dimensional Euclidean space , where the metrics have strictly negative curvature. These include the standard hyperbolic plane, generalised helicoid-type metrics and gener…
The paper is devoted to Hardy type inequalities on closed manifolds. By means of various weighted Ricci curvatures, we establish several sharp Hardy type inequalities on closed weighted Riemannian manifolds. Our results complement in several aspects those obtained recently in the noncompact Riemannian setting.
Many real-world problems encountered in several disciplines deal with the modeling of time-series containing different underlying dynamical regimes, for which probabilistic approaches are very often employed. In this paper we describe several such approaches in the common framework of graphical models. We give a unifie…
Hilbert's fourth problem asks for the construction and the study of metrics on subsets of projective space for which the projective line segments are geodesics. Several solutions of the problem were given so far, depending on more precise interpretations of this problem, with various additional conditions satisfied. Th…
We define a finite-dimensional cubic quotient of the group algebra of the braid group, endowed with a (essentially unique) Markov trace which affords the Links-Grould invariant of knots and links. We investigate several of its properties, and state several conjectures about its structure.
Several uniqueness results on compact maximal hypersurfaces in a wide class of sta- bly causal spacetimes are given. They are obtained from the study of a distinguished function on the maximal hypersurface, under suitable natural first order conditions of the spacetime. As a consequence several applications to Geometri…
We extend to the context of Courant algebroids several hierarchies that can be constructed on Poisson-Nijenhuis manifolds. More precisely, we introduce several notions (Poisson-Nijenhuis, deformation-Nijenhuis and Nijenhuis pairs) that extend to Courant algebroids the notion of a Poisson-Nijenhuis manifold, by using th…
A framework for designing and evaluating new GCN variants.
We considered observational data available from the MIMIC-III open-access ICU database and collected within a study period between year 2002 up to 2011. If a patient had multiple admissions to the ICU during the 30 days before death, only the first stay was analyzed, leading to a final set of 6,436 unique ICU admission…
Ensemble techniques are powerful approaches that combine several weak learners to build a stronger one. As a meta learning framework, ensemble techniques can easily be applied to many machine learning techniques. In this paper we propose a neural network extended with an ensemble loss function for text classification. …
Blockchain protocol improves traditional mutual funds with performance fees and investor protection.
In high dimensions, most machine learning methods are brittle to even a small fraction of structured outliers. To address this, we introduce a new meta-algorithm that can take in a base learner such as least squares or stochastic gradient descent, and harden the learner to be resistant to outliers. Our method, Sever, p…
Framework predicts clinical severity from rs-fMRI data using network optimization.
Study improves prediction of UK road accidents' severity using AI.
According to the definition of the London Interbank Offered Rate (LIBOR), contributing banks should give fair estimates of their own borrowing costs in the interbank market. Between 2007 and 2009, several banks made inappropriate submissions of LIBOR, sometimes motivated by profit-seeking from their trading positions. …
Community detection is a fundamental problem in network analysis with many methods available to estimate communities. Most of these methods assume that the number of communities is known, which is often not the case in practice. We study a simple and very fast method for estimating the number of communities based on th…
Financial econometrics has become an increasingly popular research field. In this paper we review a few parametric and nonparametric models and methods used in this area. After introducing several widely used continuous-time and discrete-time models, we study in detail dependence structures of discrete samples, includi…