290 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Inspire InstituteUS3 papers
- Institut National de Santé PubliqueCI3 papers
- Universidade do Estado do Rio de JaneiroBR2 papers
- Vienna University of Economics and BusinessAT2 papers
- Arizona State UniversityUS1 paper
- Benemérita Universidad Autónoma de PueblaMX1 paper
- Centre National de la Recherche ScientifiqueFR1 paper
- École Centrale de LilleFR1 paper
- Education and Research InstituteUS1 paper
- Fundo BrasilBR1 paper
- Institut d'Anàlisi EconòmicaES1 paper
- Institut de Chimie Moléculaire et des Matériaux d'OrsayFR1 paper
23 papers
One-dimensional self-organization of water molecules in proton conducting Andersson-Wadsley titanates
Mathilde Arnaud, Guillaume Benas, Narimane Meziani +13
Layered alkali titanates with M 2 Ti 2 O 5 chemical formula (MTO, M=K,Rb) belonging to the Andersson-Wadsley perovskite family spontaneously incorporate water to form MTO.(H 2 O) x…
A Lifecycle Estimator of Intergenerational Income Mobility
Ursula Mello, Martin Nybom, Jan Stuhler
Lacking lifetime income data, most intergenerational mobility estimates are subject to lifecycle bias. Using long income series from Sweden and the US, we illustrate that standard…
Automated Formative Feedback for Short-form Writing: An LLM-Driven Approach and Adoption Analysis
Tiago Fernandes Tavares, Luciano Pereira Soares
This paper explores the development and adoption of AI-based formative feedback in the context of biweekly reports in an engineering Capstone program. Each student is required to w…
Plasmonic interferences sampled by a diffraction grating generate moir{é} fringes
Marin Tharrault, Guillaume Boulliard, Emmanuel Lhuillier +1
We report on the formation of moir{é} patterns when observing the diffraction of surface plasmons by periodic gratings of finite extent with an imaging spectrometer that maps the l…
On Class Separability Pitfalls In Audio-Text Contrastive Zero-Shot Learning
Tiago Tavares, Fabio Ayres, Zhepei Wang +1
Recent advances in audio-text cross-modal contrastive learning have shown its potential towards zero-shot learning. One possibility for this is by projecting item embeddings from p…
Exploring the psychology of LLMs' Moral and Legal Reasoning
Guilherme F. C. F. Almeida, José Luiz Nunes, Neele Engelmann +2
Large language models (LLMs) exhibit expert-level performance in tasks across a wide range of different domains. Ethical issues raised by LLMs and the need to align future versions…
Conformal prediction for frequency-severity modeling
Helton Graziadei, Paulo C. Marques F., Eduardo F. L. de Melo +1
We present a model-agnostic framework for the construction of prediction intervals of insurance claims, with finite sample statistical guarantees, extending the technique of split…
Universal distribution of the empirical coverage in split conformal prediction
Paulo C. Marques F
When split conformal prediction operates in batch mode with exchangeable data, we determine the exact distribution of the empirical coverage of prediction sets produced for a finit…
When it counts -- Econometric identification of the basic factor model based on GLT structures
Sylvia Frühwirth-Schnatter, Darjus Hosszejni, Hedibert Freitas Lopes
Despite the popularity of factor models with sparse loading matrices, little attention has been given to formally address identifiability of these models beyond standard rotation-b…
Confidence intervals for the random forest generalization error
Paulo C. Marques F
We show that the byproducts of the standard training process of a random forest yield not only the well known and almost computationally free out-of-bag point estimate of the model…
Structure of germanene/Al(111): a two-layers surface alloy
K. Zhang, D. Sciacca, M. -C. Hanf +12
Unlike silicene, for which the demonstration of its existence has been done through numerous independent studies, the possibility of growing epitaxial germanene remains highly cont…
Trend-Following Strategies via Dynamic Momentum Learning
Bruno P. C. Levy, Hedibert F. Lopes
Time series momentum strategies are widely applied in the quantitative financial industry and its academic research has grown rapidly since the work of Moskowitz, Ooi and Pedersen…
Dynamic Portfolio Allocation in High Dimensions using Sparse Risk Factors
Bruno P. C. Levy, Hedibert F. Lopes
We propose a fast and flexible method to scale multivariate return volatility predictions up to high-dimensions using a dynamic risk factor model. Our approach increases parsimony…
Correlations and Flow of Information between The New York Times and Stock Markets
Andrés García-Medina, Leonidas Sandoval Junior, Efraín Urrutia Bañuelos +1
We use Random Matrix Theory (RMT) and information theory to analyze the correlations and flow of information between 64,939 news from The New York Times and 40 world financial indi…
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models
Gregor Kastner, Sylvia Frühwirth-Schnatter, Hedibert Freitas Lopes
We discuss efficient Bayesian estimation of dynamic covariance matrices in multivariate time series through a factor stochastic volatility model. In particular, we propose two inte…
Structure and causality relations in a global network of financial companies
Leonidas Sandoval Junior
This work uses the stocks of the 197 largest companies in the world, in terms of market capitalization, in the financial area in the study of causal relationships between them usin…
To lag or not to lag? How to compare indices of stock markets that operate at different times
Leonidas Sandoval Junior
Financial markets worldwide do not have the same working hours. As a consequence, the study of correlation or causality between financial market indices becomes dependent on wether…
Building portfolios of stocks in the São Paulo Stock Exchange using Random Matrix Theory
Leonidas Sandoval Junior, Adriana Bruscato, Maria Kelly Venezuela
By using Random Matrix Theory, we build covariance matrices between stocks of the BM&F-Bovespa (Bolsa de Valores, Mercadorias e Futuros de São Paulo) which are cleaned of some of t…
Cluster formation and evolution in networks of financial market indices
Leonidas Sandoval Junior
Using data from world stock exchange indices prior to and during periods of global financial crises, clusters and networks of indices are built for different thresholds and diverse…
Pruning a Minimum Spanning Tree
Leonidas Sandoval Junior
This work employs some techniques in order to filter random noise from the information provided by minimum spanning trees obtained from the correlation matrices of international st…
A Map of the Brazilian Stock Market
Leonidas Sandoval Junior
We use the correlation matrix of stocks returns in order to create maps of the São Paulo Stock Exchange (BM&F-Bovespa), Brazil's main stock exchange. The data reffer to the year 20…
Correlation of financial markets in times of crisis
Leonidas Sandoval Junior, Italo De Paula Franca
Using the eigenvalues and eigenvectors of correlations matrices of some of the main financial market indices in the world, we show that high volatility of markets is directly linke…
Weak approximations for Wiener functionals
Dorival Leão, Alberto Ohashi
In this paper we introduce a simple space-filtration discretization scheme on Wiener space which allows us to study weak decompositions and smooth explicit approximations for a lar…