arXiv research

The paper optimizes investment strategies with constraints for life-cycle models.

New model predicts sales of new products with short life cycles.

This paper tackles hidden technical debts in fair ML systems for Fintech.

CDLF predicts product life-cycles in cold-start phases with high accuracy.

The determinants of the velocity of money have been examined based on life-cycle hypothesis. The velocity of money can be expressed by reciprocal of the average value of holding time which is defined as interval between participating exchanges for one unit of money. This expression indicates that the velocity is govern…

Modelling all possible life cycles of a company in a highly competitive economic environment gives a significant advantage to the owner in his business investment activities. This article proposes and analyses a dynamic model of a company's life cycle with known action costs and transition probabilities, that can be af…

In this article we solve the problem of maximizing the expected utility of future consumption and terminal wealth to determine the optimal pension or life-cycle fund strategy for a cohort of pension fund investors. The setup is strongly related to a DC pension plan where additionally (individual) consumption is taken i…

New features from early battery cycles predict lifetime with high accuracy.

As machine learning (ML) increasingly affects people and society, awareness of its potential unwanted consequences has also grown. To anticipate, prevent, and mitigate undesirable downstream consequences, it is critical that we understand when and how harm might be introduced throughout the ML life cycle. In this paper…

EBM life cycle project improves MCMC for image generation, defense, and density modeling.

An analytic model is presented that considers the evolution of a market of durable goods. The model suggests that after introduction goods spread always according to a Bass diffusion. However, this phase will be followed by a diffusion process for durable consumer goods governed by a variation-selection-reproduction me…

The study examines how different interpolation methods affect the decomposition of life insurance surplus.

We provide a machine learning solution that replaces the traditional methods for deciding the pesticide application time of Sunn Pest. We correlate climate data with phases of Sunn Pest in its life-cycle and decide whether the fields should be sprayed. Our solution includes two groups of prediction models. The first gr…

Predicting battery lifespan from early cycles using deep learning.

Survey of technologies for trustworthy machine learning systems.

Accurately predicting the future capacity and remaining useful life of batteries is necessary to ensure reliable system operation and to minimise maintenance costs. The complex nature of battery degradation has meant that mechanistic modelling of capacity fade has thus far remained intractable; however, with the advent…

Method detects lithium-ion battery knee onset for early warning.

Reinsurance can help life insurers maintain higher capital guarantees without losing utility.

Investigates optimal life insurance and annuity decisions in inflationary economies.

Let $M$ be a closed Riemannian surface of genus $g$. We construct a family of 1-cycles on $M$ that represents a non-trivial element of the k'th homology group of the space of cycles and such that the mass of each cycle is bounded above by $C \max\{\sqrt{k}, \sqrt{g}\} \sqrt{Area(M)}$. This result is optimal up to a mul…

We present a short complete proof of the existence of the normal cycle of a compact subanalytic set. The approach is inspired by some old ides of Joseph Fu, uses Morse theoretic techniques and $o$-minimal topology.

Paper speeds up topological signal identification and cycle matching.

Concurrent engineering taking into account product life-cycle factors seems to be one of the industrial challenges of the next years. Cost estimation and management are two main strategic tasks that imply the possibility of managing costs at the earliest stages of product development. This is why it is indispensable to…

Continuous integration is an indispensable step of modern software engineering practices to systematically manage the life cycles of system development. Developing a machine learning model is no difference - it is an engineering process with a life cycle, including design, implementation, tuning, testing, and deploymen…

In this paper we study the pricing and hedging problem of a portfolio of life insurance products under the benchmark approach, where the reference market is modelled as driven by a state variable following a polynomial diffusion on a compact state space. Such a model guarantees not only the positivity of the OIS short …

The paper revisits and applies FTAP to life insurance and annuities pricing.

Defines data science as a natural ecosystem with challenges and missions.

Dual decomposition provides a tractable framework for designing algorithms for finding the most probable (MAP) configuration in graphical models. However, for many real-world inference problems, the typical decomposition has a large integrality gap, due to frustrated cycles. One way to tighten the relaxation is to intr…

Accurately estimating the remaining useful life (RUL) of industrial machinery is beneficial in many real-world applications. Estimation techniques have mainly utilized linear models or neural network based approaches with a focus on short term time dependencies. This paper, introduces a system model that incorporates t…

Dynamic model considers private asset markets' complexities.

Homeownership boosts wealth and welfare compared to renting, according to new research.

The financial crisis of 2008 generated interest in more transparent, rules-based strategies for portfolio construction, with Smart beta strategies emerging as a trend among institutional investors. While they perform well in the long run, these strategies often suffer from severe short-term drawdown (peak-to-trough dec…

We give a very short and rather elementary proof of Gromov's filling volume inequality for n-dimensional Lipschitz cycles (with integer and Z_2-coefficients) in $L^\infty$-spaces. This inequality is used in the proof of Gromov's systolic inequality for closed aspherical Riemannian manifolds and is often regarded as the…

Due to the dynamic nature of biological systems, biological networks underlying temporal process such as the development of {\it Drosophila melanogaster} can exhibit significant topological changes to facilitate dynamic regulatory functions. Thus it is essential to develop methodologies that capture the temporal evolut…

Paper finds closed-form solutions for tontine with bequest motive.

Building and expanding on principles of statistics, machine learning, and scientific inquiry, we propose the predictability, computability, and stability (PCS) framework for veridical data science. Our framework, comprised of both a workflow and documentation, aims to provide responsible, reliable, reproducible, and tr…

Paper introduces Cycles Protocol to integrate trade credit into market clearing.

Properties of general Legendrian cycles $T$ acting in ${\mathbb R}^d\times S^{d-1}$ are studied. In particular, we give short proofs for certain uniqueness theorems with respect to the projections on the first and second component of such currents: In general, $T$ is determined by its restriction to the Gauss curvature…

Study of lengths of cycles in large genus random maps converging to Poisson process.

We use a control framework to analyze the digital vendor's profit maximization problem. The vendor captures market share by focusing costly effort on post-launch product maintenance, which influences user perception of the product and drives a revenue stream associated with product use. Our theoretical results show nec…

Predict water pipe failures using machine learning and survival analysis.

This paper examines AI and ML bias and fairness issues.

We prove that given a three manifold with an arbitrary metric $(M^3, g)$ of positive Ricci curvature, there exists a sweepout of $M$ by surfaces of genus $\leq 3$ and areas bounded by $C vol(M^3, g)^{2/3}$. We use this result to construct a sweepout of $M$ by 1-cycles of length at most $C vol(M^3, g)^{1/3}$. The sweepo…

AI models failed to profitably predict cryptocurrency extrema on Binance Spot.

The control of the costs, as soon as possible of the product life cycle, became a major asset in the competitiveness of the companies confronted with the universalization of competition. After having proposed the problems related this control difficulties, we will present an approach defining a concept of cost entity r…

In this study we model the warranty claims process and evaluate the warranty servicing costs under non-renewing and renewing free repair warranties. We assume that the repair time for rectifying the claims is non-zero and the repair cost is a function of the length of the repair time. To accommodate the ageing of the p…

New approach models individual vitality for better mortality predictions.

FeatureEnVi aids in feature engineering with visual analytics.