Related papers: Classification of interest rate curves using Self-…

In many situations, the choice of an adequate similarity measure or metric on the feature space dramatically determines the performance of machine learning methods. Building automatically such measures is the specific purpose of…

Multi-variate time series forecasting is an important problem with a wide range of applications. Recent works model the relations between time-series as graphs and have shown that propagating information over the relation graph can improve…

Forman-Ricci curvature (FRC) is a potent and powerful tool for analysing empirical networks, as the distribution of the curvature values can identify structural information that is not readily detected by other geometrical methods.…

Leachates from garbage dumps can significantly compromise their surrounding area. Even if the distance between these and the populated areas could be considerable, the risk of affecting the aquifers for public use is imminent in most cases.…

Tribocorrosion maps serve the purpose of identifying operating conditions for acceptable rate of degradation. This paper proposes a machine learning based approach to generate tribocorrosion maps, which can be used to predict tribosystem…

We introduce a multiple curve framework that combines tractable dynamics and semi-analytic pricing formulas with positive interest rates and basis spreads. Negatives rates and positive spreads can also be accommodated in this framework. The…

Let $\mathcal C$ be a real plane algebraic curve defined by the resultant of two polynomials (resp. by the discriminant of a polynomial). Geometrically such a curve is the projection of the intersection of the surfaces $P(x,y,z)=Q(x,y,z)=0$…

Automatic marbles classification based on their visual appearance is an important industrial issue. However, there is no definitive solution to the problem mainly due to the presence of randomly distributed high number of different colours…

Decision trees with binary splits are popularly constructed using Classification and Regression Trees (CART) methodology. For regression models, this approach recursively divides the data into two near-homogenous daughter nodes according to…

We classify graphs and, more generally, finite relational structures that are identified by C2, that is, two-variable first-order logic with counting. Using this classification, we show that it can be decided in almost linear time whether a…

This paper exhibits a series of semantic characterisations of sublinear nondeterministic complexity classes. These results fall into the general domain of logic-based approaches to complexity theory and so-called implicit computational…

Social norms are stable behavioral patterns that emerge endogenously within economic systems through repeated interactions among agents. In online market economies, such norms -- like fair exposure, sustained participation, and balanced…

Models of complex networks are generally defined as graph stochastic processes in which edges and vertices are added or deleted over time to simulate the evolution of networks. Here, we define a unifying framework - probabilistic inductive…

A large class of trading strategies focus on opportunities offered by the yield curve. In particular, a set of yield curve trading strategies are based on the view that the yield curve mean-reverts. Based on these strategies' positive…

Machine Learning (ML) algorithms shape our lives. Banks use them to determine if we are good borrowers; IT companies delegate them recruitment decisions; police apply ML for crime-prediction, and judges base their verdicts on ML. However,…

We present a HJM approach to the projection of multiple yield curves developed to capture the volatility content of historical term structures for risk management purposes. Since we observe the empirical data at daily frequency and only for…

One of the common obstacles for learning causal models from data is that high-order conditional independence (CI) relationships between random variables are difficult to estimate. Since CI tests with conditioning sets of low order can be…

In this paper, we investigate the row-factorization matrices of Arf numerical semigroups, and we provide the full list of such matrices of certain Arf numerical semigroups. We use the information of row-factorization matrices to detect the…

The group PGL(3) of linear transformations of the projective plane acts naturally on the projective space parametrizing curves of a given degree. In this note we begin the study of the orbits of smooth curves under this action: we construct…

This article introduces the R package csranks for estimation and inference involving ranks. First, we review methods for the construction of confidence sets for ranks, namely marginal and simultaneous confidence sets as well as confidence…