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 framework guides resource usage to achieve sublinear regret in adversarial settings.
Estimates causal effect of managed care plans on NYC Medicaid spending.
The distribution of health care payments to insurance plans has substantial consequences for social policy. Risk adjustment formulas predict spending in health insurance markets in order to provide fair benefits and health care coverage for all enrollees, regardless of their health status. Unfortunately, current risk a…
Optimizes retirement spending and asset allocation to maximize withdrawals and shortfall.
This paper solves steady-state planning for multichain MDPs.
The paper optimizes retirement spending considering habit formation and pension income.
The Economist recently reported that infrastructure spending is the largest it is ever been as a share of world GDP. With $22 trillion in projected investments over the next ten years in emerging economies alone, the magazine calls it the "biggest investment boom in history." The efficiency of infrastructure planning a…
This paper studies optimal consumption, investment, and healthcare spending under Epstein-Zin preferences. Given consumption and healthcare spending plans, Epstein-Zin utilities are defined over an agent's random lifetime, partially controllable by the agent as healthcare reduces mortality growth. To the best of our kn…
Paper proposes transparent insurance models for PBMs.
There is, among the economist ecosystem, the idea of virtuous public spending as a form of promotion of economic growth. If we think on the way GDP is measured, it is not possible to get that conclusion because it becomes circular: measuring the money flow obviously will detect directly the public spending but always m…
One of the main issues affecting the Italian NHS is the healthcare deficit: according to current agreements between the Italian State and its Regions, public funding of regional NHS is now limited to the amount of regional deficit and is subject to previous assessment of strict adherence to constraint on regional healt…
ChatGPT scores corporate investment plans, predicting future spending and returns.
This paper improves credit line impact analysis by considering spending as a distribution.
Investors adjust spending based on a social norm, spending less during losses and more during gains.
The effects of saving and spending patterns on holding time distribution of money are investigated based on the ideal gas-like models. We show the steady-state distribution obeys an exponential law when the saving factor is set uniformly, and a power law when the saving factor is set diversely. The power distribution c…
Bridges uplift modeling and sequential decision-making with online budget allocation.
The 1/3 Financial Rule helps prevent household bankruptcy through balanced spending, savings, and debt repayment.
Automating the customer analytics process is crucial for companies that manage distinct customer bases. In such data-rich and dynamic environments, visualization plays a key role in understanding events of interest. These ideas have led to the popularity of analytics dashboards, yet academic research has paid scant att…
MPC outperforms reactive budgeting in non-stationary return environments.
A model explains why 4% is a safe retirement withdrawal rate.
Study optimal consumption for loss-averse agents considering past spending peaks.
This paper solves the problem of optimal dynamic consumption, investment, and healthcare spending with isoelastic utility, when natural mortality grows exponentially to reflect Gompertz' law and investment opportunities are constant. Healthcare slows the natural growth of mortality, indirectly increasing utility from c…
During the Great Recession, Democrats in the United States argued that government spending could be utilized to "grease the wheels" of the economy in order to create wealth and to increase employment; Republicans, on the other hand, contended that government spending is wasteful and discouraged investment, thereby incr…
AI platforms disrupt investment by personalizing deal sourcing and insights.
Understanding consumption dynamics and its impact on the whole economy and welfare within the present economic crisis is not an easy task. Indeed the level of consumer demand for different goods varies with the prices, consumer incomes and demographic factors. Furthermore crisis may trigger different behaviors which re…
Tourism is one of the most important economic activities in the world: for many countries it represents the single largest product in their export basket. However, it is a product difficult to chart: "exporters" of tourism do not ship it abroad, but they welcome importers inside the country. Current research uses socia…
Uplift models support decision-making in marketing campaign planning. Estimating the causal effect of a marketing treatment, an uplift model facilitates targeting communication to responsive customers and efficient allocation of marketing budgets. Research into uplift models focuses on conversion models to maximize inc…
Study improves retail demand forecasting by integrating macroeconomic data.
We show that if Teichmüller geodesics spend enough time in the thick part of moduli space, they display CAT(-1)-type properties. In particular, they exponentially contract along strongly stable leaves. As an application we prove two closing lemmas.
We compute the asymptotic growth rate of the number N(C, R) of closed geodesics of length less than R in a connected component C of a stratum of quadratic differentials. We prove that for any 0 < θ< 1, the number of closed geodesics of length at most R that spend at least θ-fraction of time outside of a compact subset …
A major challenge in Bayesian Optimization is the boundary issue (Swersky, 2017) where an algorithm spends too many evaluations near the boundary of its search space. In this paper, we propose BOCK, Bayesian Optimization with Cylindrical Kernels, whose basic idea is to transform the ball geometry of the search space us…
Inpatient care is a large share of total health care spending, making analysis of inpatient utilization patterns an important part of understanding what drives health care spending growth. Common features of inpatient utilization measures include zero inflation, over-dispersion, and skewness, all of which complicate st…
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…
For the first time ever, we analyze a unique public procurement database, which includes information about a number of bidders for a contract, a final price, an identification of a winner and an identification of a contracting authority for each of more than 40,000 public procurements in the Czech Republic between 2006…
New method designs fairer transport plans with uncertainty.
Improves RL planning by proposing sub-goals hierarchically.
Optimizes marketing strategies with practical constraints.
Bitcoin mining costs remain stable despite increased activity.
We aim to reduce the burden of programming and deploying autonomous systems to work in concert with people in time-critical domains, such as military field operations and disaster response. Deployment plans for these operations are frequently negotiated on-the-fly by teams of human planners. A human operator then trans…
Study integrates reliability constraints into generation planning models.
New approach improves black-box planning efficiency by discovering focused macros.
Study motion planning for points avoiding obstacles in a plane.
Selective planning with imperfect models reduces harmful effects of model inadequacy.
CoMPNetX uses neural networks to efficiently solve constrained motion planning problems.
This article asks how planning scholarship may effectively gain impact in planning practice through media exposure. In liberal democracies the public sphere is dominated by mass media. Therefore, working with such media is a prerequisite for effective public impact of planning research. Using the example of megaproject…
We introduce Dynamic Planning Networks (DPN), a novel architecture for deep reinforcement learning, that combines model-based and model-free aspects for online planning. Our architecture learns to dynamically construct plans using a learned state-transition model by selecting and traversing between simulated states and…
The paper analyzes optimal consumption with past spending maximum as a reference.
This paper presents a unifying framework for reinforcement learning and planning.