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.
Research analyzes Georgia's tax system and suggests improvements.
The analysis of the theoretical material revealed the lack of consensus on defini-tion of the tax stimulation of innovation-active business entities within the re-gional taxation. The definition tax stimulation of innovation-active business en-tities is specified.
Spinal cord stimulation has enabled humans with motor complete spinal cord injury (SCI) to independently stand and recover some lost autonomic function. Quantifying the quality of bipedal standing under spinal stimulation is important for spinal rehabilitation therapies and for new strategies that seek to combine spina…
Paper discusses methods to measure privacy in synthetic tabular data.
General Motors or a local business, which one is better to be stimulated in post-crisis recessions, where government stimulation is meant to overcome recessions? Due to the budget constraints, it is quite relevant to ask how one can increase the chance of economic recovery. One of the key elements to answer this questi…
Optical ESNs enable flexible, efficient machine learning with reduced energy.
This article aims to discuss some basics in field of credit modeling, specifically the pricing issue of FtD contract. We demonstrate how the popular copula approach is used in pricing FtD contract, and give a stimulation example of such practice based on SAS 9.1.
Graph Convolutional Networks improve prosthetic sensation interpretation.
Electromagnetic stimulation of the human brain is a key tool for the neurophysiological characterization and diagnosis of several neurological disorders. Transcranial magnetic stimulation (TMS) is one procedure that is commonly used clinically. However, personalized TMS requires a pipeline for accurate head model gener…
Machine learning detects epilepsy development from EEG before seizures.
Efficiently estimates neural connectivity using ensemble stimulation.
Autoencoders identify brain networks linked to stress and genotype.
Optimal design portfolios improve energy efficiency and reduce risk in uncertain reservoirs.
We study surface links whose link groups are free abelian, and construct various stimulating and highly non-trivial examples of such surface links.
In the past decades, advanced probabilistic methods have had significant impact on the field of finance, both in academia and in the financial industry. Conversely, financial questions have stimulated new research directions in probability. In this survey paper, we review some of these developments and point to some ar…
Active learning method for neural population dynamics using optogenetics.
The policy objective of safeguarding financial stability has stimulated a wave of research on systemic risk analytics, yet it still faces challenges in measurability. This paper models systemic risk by tapping into expert knowledge of financial supervisors. We decompose systemic risk into a number of interconnected seg…
We present a few general results on foliations of 4-manifolds by surfaces: existence, tautness, relations to minimal genus of embedded surfaces; as well as some open problems. We hope to stimulate interest in this area.
The accurate characterization of the business cycles in the nonlinear dynamic financial and economic systems in the time of globalization represents a formidable research problem. The central banks and other financial institutions make their decisions on the minimum capital requirements, countercyclical capital buffer …
A self-contained introduction is presented of the notion of the (abstract) differentiable manifold and its tangent vector fields. The way in which elementary topological ideas stimulated the passage from Euclidean (vector) spaces and linear maps to abstract spaces (manifolds) and diffeomorphisms is emphasized. Necessar…
A brief review is given of the minority game, an idealized model stimulated by a market of speculative agents, and its complex many-body behaviour. Particular consideration is given to analytic results for the model rather than discussions of its relevance in real-world situations.
Deep brain stimulation (DBS) is a surgical treatment for Parkinson's Disease. Static models based on quasi-static approximation are common approaches for DBS modeling. While this simplification has been validated for bioelectric sources, its application to rapid stimulation pulses, which contain more high-frequency pow…
Meta-active learning optimizes control of safety-critical systems by efficiently learning dynamics and configurations.
New method uses small perturbations to improve representation learning from few labels.
The discrete-time mean-variance portfolio selection formulation, a representative of general dynamic mean-risk portfolio selection problems, does not satisfy time consistency in efficiency (TCIE) in general, i.e., a truncated pre-committed efficient policy may become inefficient when considering the corresponding trunc…
In this article, stimulated by Fernandez-Lopez and Garcia-Rio, we shall give an upper diameter bound for compact Ricci solitons in terms of the range of the scalar curvature. As an application, we shall provide some sufficient conditions for four-dimensional compact Ricci solitons to satisfy the Hitchin-Thorpe inequali…
In the paper portfolio optimization over long run risk sensitive criterion is considered. It is assumed that economic factors which stimulate asset prices are ergodic but non necessarily uniformly ergodic. Solution to suitable Bellman equation using local span contraction with weighted norms is shown. The form of optim…
Cascading chains of events are a salient feature of many real-world social, biological, and financial networks. In social networks, social reciprocity accounts for retaliations in gang interactions, proxy wars in nation-state conflicts, or Internet memes shared via social media. Neuron spikes stimulate or inhibit spike…
We give an overview of various recent results concerning the topology of symplectic 4-manifolds and singular plane curves, using branched covers and isotopy problems as a unifying theme. While this paper does not contain any new results, we hope that it can serve as an introduction to the subject, and will stimulate in…
New Einstein metrics found on manifolds with opposite curvature signs.
In this note, stimulated by the existence result of Futaki-Ono-Wang for toric Sasaki-Einstein metrics, we obtain new examples of Sasaki-Einstein metrics on S^1-bundles associated to canonical line bundles of P^1-bundles over Kähler-Einstein Fano manifolds, even though the Futaki's obstruction does not vanish. Here the …
Since the introduction and the public availability of the \textsc{ucr} time series benchmark data sets, numerous Time Series Classification (TSC) methods has been designed, evaluated and compared to each others. We suggest a critical view of TSC performance evaluation protocols put in place in recent TSC literature. Th…
Sophie Germain's mean curvature deserves recognition as a surface shape measure.
Case vs control comparisons have been the classical approach to the study of neurological diseases. However, most patients will not fall cleanly into either group. Instead, clinicians will typically find patients that cannot be classified as having clearly progressed into the disease state. For those subjects, very lit…
The problem of attribution is concerned with identifying the parts of an input that are responsible for a model's output. An important family of attribution methods is based on measuring the effect of perturbations applied to the input. In this paper, we discuss some of the shortcomings of existing approaches to pertur…
Semi-pessimistic RL tackles distributional shift and data scarcity in offline RL.
The topology of symplectic 4-manifolds is related to that of singular plane curves via the concept of branched covers. Thus, various classification problems concerning symplectic 4-manifolds can be reformulated as questions about singular plane curves. Moreover, using braid monodromy, these can in turn be reformulated …
DiffKnock improves feature selection in neural networks with complex dependencies and non-linear associations.
Linear problems appear in a variety of disciplines and their application for the transmission matrix recovery is one of the most stimulating challenges in biomedical imaging. Its knowledge turns any random media into an optical tool that can focus or transmit an image through disorder. Here, converting an input-output …
Current approaches for Knowledge Distillation (KD) either directly use training data or sample from the training data distribution. In this paper, we demonstrate effectiveness of 'mismatched' unlabeled stimulus to perform KD for image classification networks. For illustration, we consider scenarios where this is a comp…
New deep learning model generates accurate personalized human head models for electromagnetic dosimetry.
Learning reward functions can lead to poor policy performance despite low error.
These are the extended notes of a talk I gave at the Geometric Topology Seminar of the Max Planck Institute for Mathematics in Bonn on January 30th, 2012. My goal was to familiarize the topologists with the basics of arithmetic hyperbolic 3-manifolds and sketch some interesting results in the theory of 3-manifolds (suc…
Generating molecules with desired chemical properties is important for drug discovery. The use of generative neural networks is promising for this task. However, from visual inspection, it often appears that generated samples lack diversity. In this paper, we quantify this internal chemical diversity, and we raise the …
In his stimulating article on the reasons for two puzzling observations about the behaviour of interest rates, exchange rates and the rate of inflation, Charles Engel (2016) puts forward an explanation that rests on the concept of a non-pecuniary liquidity return on assets. Albeit intriguing the analysis struggles to a…
Many machine learning algorithms require precise estimates of covariance matrices. The sample covariance matrix performs poorly in high-dimensional settings, which has stimulated the development of alternative methods, the majority based on factor models and shrinkage. Recent work of Ledoit and Wolf has extended the sh…
New model shows negative resilience can improve trading efficiency.
The notion of a causal boundary for a spacetime has been a controversial topic during the last three decades. Moreover, recently the role of the boundary in the AdS/CFT correspondence for plane waves, have stimulated its redefinition with some possible alternatives. Our aim is threefold. First, to review the different …