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.
Investment behavior in wine industry influenced by profitability and capitalization.
Compact E-Nose detects wine spoilage by acetic acid quickly.
We present a method for a wine recommendation system that employs multidimensional clustering and unsupervised learning methods. Our algorithm first performs clustering on a large corpus of wine reviews. It then uses the resulting wine clusters as an approximation of the most common flavor palates, recommending a user …
There are few papers about the consumption pattern of the Portuguese wine, using econometrics techniques. This work, pretend to analyze the consumers behavior of the wine produced in Portugal, determining the demand equation with panel data methods. There were used statistical data available in the Alentejo Regional Wi…
RecoBERT uses a language model to recommend items from catalogs.
The objective of this paper is to fill a gap in the literature on internationalization, in relation to the absence of objective and measurable performance indicators on the process of how firms sequentially enter external markets. To that end, this research develops a quantitative tool that can be used as a performance…
In the presence of weak overall correlation, it may be useful to investigate if the correlation is significantly and substantially more pronounced over a subpopulation. Two different testing procedures are compared. Both are based on the rankings of the values of two variables from a data set with a large number n of o…
A new method detects and displays pairwise dependence between variates.
With the advent of GDPR, the domain of explainable AI and model interpretability has gained added impetus. Methods to extract and communicate visibility into decision-making models have become legal requirement. Two specific types of explanations, contrastive and counterfactual have been identified as suitable for huma…
Clustering is a separation of data into groups of similar objects. Every group called cluster consists of objects that are similar to one another and dissimilar to objects of other groups. In this paper, the K-Means algorithm is implemented by three distance functions and to identify the optimal distance function for c…
Proposes a method to ensure low losses across all subpopulations in large datasets.
We propose novel deep learning based chemometric data analysis technique. We trained L2 regularized sparse autoencoder end-to-end for reducing the size of the feature vector to handle the classic problem of the curse of dimensionality in chemometric data analysis. We introduce a novel technique of automatic selection o…
We study the structure of inter-industry relationships using networks of money flows between industries in 20 national economies. We find these networks vary around a typical structure characterized by a Weibull link weight distribution, exponential industry size distribution, and a common community structure. The comm…
Industry evolution caused by various reasons, among which technology progress driving industry development has been approved, but with the new trend of industry convergence, inter-industry convergence also plays an increasing important role. This paper plans to probe the industry synergetic evolution mechanism based on…
Improves industry classification for diversified companies.
Develops MIS, a probabilistic model for multi-industry classification.
Study finds environmental liability insurance reduces industrial carbon emissions.
Study reveals similarities in knowledge flows between pharmaceutical and AI industries.
Analyzes Indian chemical industry post-Covid.
Regularization helps protect machine learning models from poisoning attacks.
Correspondence analysis (CA) is a multivariate statistical tool used to visualize and interpret data dependencies. CA has found applications in fields ranging from epidemiology to social sciences. However, current methods used to perform CA do not scale to large, high-dimensional datasets. By re-interpreting the object…
New financial ratios using compositional data improve analysis of firm health.
An approximate method for conducting resampling in Lasso, the penalized linear regression, in a semi-analytic manner is developed, whereby the average over the resampled datasets is directly computed without repeated numerical sampling, thus enabling an inference free of the statistical fluctuations due to sam…
The presence of missing entries in data often creates challenges for pattern recognition algorithms. Traditional algorithms for clustering data assume that all the feature values are known for every data point. We propose a method to cluster data in the presence of missing information. Unlike conventional clustering te…
Industrial control systems are critical to the operation of industrial facilities, especially for critical infrastructures, such as refineries, power grids, and transportation systems. Similar to other information systems, a significant threat to industrial control systems is the attack from cyberspace---the offensive …
We provide complete source code for building a fundamental industry classification based on publically available and freely downloadable data. We compare various fundamental industry classifications by running a horserace of short-horizon trading signals (alphas) utilizing open source heterotic risk models (https://ssr…
The Industrial Internet of Things drastically increases connectivity of devices in industrial applications. In addition to the benefits in efficiency, scalability and ease of use, this creates novel attack surfaces. Historically, industrial networks and protocols do not contain means of security, such as authentication…
We give complete algorithms and source code for constructing (multilevel) statistical industry classifications, including methods for fixing the number of clusters at each level (and the number of levels). Under the hood there are clustering algorithms (e.g., k-means). However, what should we cluster? Correlations? Ret…
Quantum computing offers financial industry new optimization and risk management tools.
Study uses ML and statistical models to analyze climate impacts of industrial growth.
Quantum machine learning: Adiabatic quantum SVM outperforms classical methods.
Tool converts industrial systems to RL environments for optimization.
Study examines how COVID-19 intensified demand variability in U.S. supply chains.
Deep learning predicts employment changes and industry health.
Nestedness has traditionally been used to detect assembly patterns in meta-communities and networks of interacting species. Attempts have also been made to uncover nested structures in international trade, typically represented as bipartite networks in which connections can be established between countries (exporters o…
Industry lacks tools to secure ML systems, study finds.
Study shows insurance industry in North Macedonia declined 10% due to COVID-19.
Company2Vec creates embeddings from company websites for fine-grained business analytics.
How do regions acquire the knowledge they need to diversify their economic activities? How does the migration of workers among firms and industries contribute to the diffusion of that knowledge? Here we measure the industry, occupation, and location-specific knowledge carried by workers from one establishment to the ne…
Novel financial time-series data representation improves industry sector classification.
Neural model learns company embeddings from data and news.
Bayesian methods improve industrial modeling under uncertainty.
Groups of firms often achieve a competitive advantage through the formation of geo-industrial clusters. Although many exemplary clusters, such as Hollywood or Silicon Valley, have been frequently studied, systematic approaches to identify and analyze the hierarchical structure of the geo-industrial clusters at the glob…
BayPrAnoMeta tackles few-shot industrial image anomaly detection with Bayesian methods.
We consider the problem of pricing derivatives written on some industrial loss index via utility indifference pricing. The industrial loss index is modelled by a compound Poisson process and the insurer can adjust her portfolio by choosing the risk loading, which in turn determines the demand. We compute the price of a…
This research develops a dynamic risk management system for industrial companies.
In this paper, we model the impact of oil price volatility on Tehranstock and industry indices in two periods of international sanctions and post-sanction. To analyse the purpose of study, we use Feed-forward neural net-works. The period of study is from 2008 to 2018 that is split in two periods during international en…
Study uses Bayesian regression to analyze consumer behavior changes in restaurants post-COVID-19.