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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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48 results for transient poverty

Modeling poverty transitions in India over 54 years, showing rising but persistent poverty.

problem Understanding and addressing poverty dynamics in India over long periods.
method Stochastic model of Geometric Brownian Motion with reallocation (RGBM).
result Annual poverty transitions are common, but poverty persists, especially among the poorest.

We analyze a conservative market model for the competition among economic agents in a close society. A minimum dynamics ensures that the poorest agent has a chance to improve its economic welfare. After a transient, the system self-organizes into a critical state where the wealth distribution have a minimum threshold, …

2003-11-05abs ↗pdf ↗

Wariness affects poverty traps and equilibrium diversity in economic models.

problem The impact of wariness on poverty traps and equilibrium diversity in economic models.
method An overlapping generations model to explore the effects of wariness on poverty traps and equilibrium diversity.
result Wariness can amplify or mitigate the likelihood of poverty traps and can lead to multiple intertemporal equilibria.

We provide investment advice for an individual who wishes to minimize her lifetime poverty, with a penalty for bankruptcy or ruin. We measure poverty via a non-negative, non-increasing function of (running) wealth. Thus, the lower wealth falls and the longer wealth stays low, the greater the penalty. This paper general…

2015-09-05abs ↗pdf ↗

Subsidized insurance reduces poverty by providing social benefits and lowering government costs.

problem Reducing poverty through effective social protection mechanisms.
method Modeling household capital dynamics under four insurance frameworks (uninsured, insured, insured with subsidies, insured with flexible premiums) to assess poverty reduction and governmental costs.
result Subsidized insurance schemes provide maximum social benefits while reducing governmental costs, effectively reducing poverty.

Spatial machine learning improves poverty targeting in Indonesia.

problem Conventional PMT methods have high exclusion and inclusion errors due to spatial dependencies and regional heterogeneity.
method Integrates spatial contiguity matrices into SML models to identify and compare poverty clusters.
result SML reduces exclusion errors from 28% to 20% compared to standard machine learning models.

Study analyzes household capital risk and poverty trapping, deriving a new function for capital deficit distribution.

problem Analyzing the risk of household capital falling into poverty.
method Introduced a new Gerber-Shiu function to model trapping time and capital deficit distribution.
result Derived a model for capital deficit distribution at trapping using GB distributions.

In a recent work (Chattopadhyay, A. K. et al, Europhys. Lett. {\bf 91}, 58003, 2010) based on food consumption statistics, we showed how a stochastic agent based model could represent the time variation of the income distribution statistics in a developing economy, thereby defining an alternative \enquote{poverty index…

2016-08-18abs ↗pdf ↗

Model shows how capital accumulation can lead to poverty traps and well-being states.

problem Capital accumulation and its effects on poverty and well-being.
method Stochastic Solow growth model with sigmoidal saving fraction and bimodal steady state distribution.
result Existence of poverty trap with fluctuation-driven transitions between poverty and well-being states.

Scoping review of EO-ML methods for causal inference in poverty geography.

problem Lack of thorough documentation and best practices for EO-ML methods in causal analysis.
method Comprehensive scoping review cataloging five principal approaches.
result Detailed protocol for integrating EO data into causal analysis.

Study optimizes CT and microinsurance for efficient social protection in low-income countries.

problem Efficient targeting of cash transfers to reduce social protection costs in low-income countries.
method Modelled household capital dynamics using piecewise-deterministic Markov process, derived HJB equation for optimal injection, used dynamic programming.
result Optimal level of capital injection above poverty threshold for cost-effective social protection.

Study examines how insurance affects households prone to proportional losses, especially those near poverty.

problem Impact of insurance on households susceptible to proportional losses, focusing on poverty traps.
method Modelled proportional capital losses with insurance, derived closed formulae and non-local differential equations.
result New formulae and methods to calculate trapping probability, constraints on parameters to prevent certainty of trapping.

We present a stochastic agent-based model for the distribution of personal incomes in a developing economy. We start with the assumption that incomes are determined both by individual labour and by stochastic effects of trading and investment. The income from personal effort alone is distributed about a mean, while the…

2009-05-25abs ↗pdf ↗

A new CA-GAN architecture improves minority class data generation in health datasets.

problem Algorithmic bias due to health data poverty and underrepresentation of minority groups.
method Proposes CA-GAN architecture to address shortcomings of resampling and GAN-based approaches.
result CA-GAN outperforms SMOTE and WGAN-GP* in generating authentic minority class data and maintaining original distribution.

Detects anomalies in astronomical time series data.

problem Identifying new and interesting transients in large astronomical surveys.
method Two novel methods: a probabilistic neural network and a Bayesian parametric model.
result Neural networks are less suitable for anomaly detection in time series data compared to parametric models.

Study non-rectangular robust MDPs for average-reward, finding optimal policies and transient values.

problem Non-rectangular robust Markov decision processes under average-reward criterion.
method Proves history-dependent policies are robust-optimal, introduces transient-value framework, constructs epoch-based policy.
result Existence and properties of robust optimal policies, transient value bounds.

New method decomposes Markov chain rewards into persistent and transient components.

problem Ambiguity in classical evaluation methods for Markov chains with reducible and periodic states.
method Minimal exact quotient by the real peripheral invariant subspace, decomposing rewards into persistent and transient components.
result Exact comparison with classical methods shows that the new decomposition reallocates the same information, making persistent modes explicit.

Study examines the training process of an unsupervised learning model for detecting gravitational-wave transient noise.

problem Transient noise in gravitational-wave detector data causes instability and signal overlap.
method Unsupervised deep learning with variational autoencoder and invariant information clustering applied to the Gravity Spy dataset.
result Training process of the unsupervised learning architecture is examined and reported.

Satellite imagery helps adjust for unobserved confounders in observational studies.

problem Adjusting for confounding factors in observational studies with non-tabular data like satellite imagery.
method Formalizing conditions for causal effect identification, estimation, and sensitivity analysis.
result Demonstrated the use of satellite imagery as a proxy for unobserved confounders in anti-poverty aid programs.

We present RAPID (Real-time Automated Photometric IDentification), a novel time-series classification tool capable of automatically identifying transients from within a day of the initial alert, to the full lifetime of a light curve. Using a deep recurrent neural network with Gated Recurrent Units (GRUs), we present th…

2019-03-29abs ↗pdf ↗

Study solves utility maximization in a transient price impact market.

problem Utility maximization in a market with transient price impact.
method Developed a discrete-time model and removed market depth and resilience process restrictions.
result Solved the utility maximization problem without convexity of attainable portfolio values.

Novel method uses information theory to measure causal influences during transient neural events.

problem Characterizing network interactions during transient neural events.
method Structural Causal Models, Information Theory, Transfer Entropy, Dynamic Causal Strength, Relative Dynamic Causal Strength.
result Introduced a novel measure, relative Dynamic Causal Strength, with theoretical and empirical support.

Unsupervised learning classifies transient noise in gravitational wave detectors.

problem Transient noise interferes with gravitational wave signals, causing instability.
method Combines variational autoencoder and invariant information clustering.
result Consistent classification with Gravity Spy project labels.

We discuss an "extrinsic" property of knots in a 3-subspace of the 3-sphere S3S^3 to characterize how the subspace is embedded in S3S^3. Specifically, we show that every knot in a subspace of the 3-sphere is transient if and only if the exterior of the subspace is a disjoint union of handlebodies, i.e. regular neighbor…

2015-02-17abs ↗pdf ↗

Optimal trading strategy adapts to signals in markets with price impact.

problem Optimal liquidation in markets with linear price impact and predictive signals.
method Formulated as a stochastic control problem, solved using probabilistic and convex analytic techniques.
result Explicit solution for optimal trading strategy in terms of SDEs.

Paper analyzes factors affecting COVID-19 risk in US counties.

problem Identifying factors influencing COVID-19 risk in US counties.
method Combines unsupervised (K-means clustering) and supervised learning models.
result Mean temperature, poverty, obesity, and other factors are most significant.

Poor economies not only produce less; they typically produce things that involve fewer inputs and fewer intermediate steps. Yet the supply chains of poor countries face more frequent disruptions---delivery failures, faulty parts, delays, power outages, theft, government failures---that systematically thwart the product…

2017-07-19abs ↗pdf ↗

We study a multiplicative transient price impact model for an illiquid financial market, where trading causes price impact which is multiplicative in relation to the current price, transient over time with finite rate of resilience, and non-linear in the order size. We construct explicit solutions for the optimal contr…

2015-01-08abs ↗pdf ↗

Study optimal execution in a transient price impact model with multiple traders.

problem Optimal execution among multiple traders with transient price impact.
method Analyzed NN-player optimal execution games in an Obizhaeva--Wang model with and without regularization. Derived equilibrium solutions and explained their behavior.
result Existence of equilibrium restored with a specific time-dependent cost on block trades, and equilibrium is tractable.

New algorithm improves understanding of decentralized SBO transient iteration complexity.

problem Limited understanding of how network topology, data heterogeneity, and nested structures affect SBO.
method D-SOBA framework with two variants: D-SOBA-SO and D-SOBA-FO, providing non-asymptotic convergence analysis and transient iteration complexity.
result First theoretical understanding of how network topology, data heterogeneity, and nested structures influence decentralized SBO.

SMC analysis reveals key transient effects in macroeconomic ABM.

problem Analysis of complex ABMs is challenging and often relies on ad hoc methods.
method Statistical model checking (SMC) implemented through MultiVeStA.
result Clear contrast across parameter families in macro-financial and structural sweeps.

Many models of market dynamics make use of the idea of conservative wealth exchanges among economic agents. A few years ago an exchange model using extremal dynamics was developed and a very interesting result was obtained: a self-generated minimum wealth or poverty line. On the other hand, the wealth distribution exhi…

2012-12-05abs ↗pdf ↗

Random matrix theory explains transient signal detectability in early-stopped gradient flow.

problem Transient signal detectability in early-stopped gradient flow.
method Random matrix theory applied to gradient flow in a linear teacher-student setting.
result Transient Baik-Ben Arous-Péché (BBP) transition in learning dynamics due to anisotropy and noise.

Paper introduces multi-scale methods to improve CATE estimation from EO data.

problem Challenges in balancing fine-grained and contextual information in EO-based causal inference.
method Multi-Scale Representation Concatenation, combining Vision Transformer and Causal Forests.
result Multi-scale approach captures effect heterogeneity better than single-scale models.