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arxiv.org πŸ“… 2023 πŸ“° arXiv πŸ“„ PDF
Deep Ensembles to Improve Uncertainty Quantification of Statistical Downscaling Models under Climate Change Conditions
πŸ‘€ Jose GonzΓ‘lez-Abad; Jorge BaΓ±o-Medina

Recently, deep learning has emerged as a promising tool for statistical downscaling, the set of methods for generating high-resolution climate fields from coarse low-resolution variables. Nevertheless, their ability to generalize to climate change conditions remains questionable, mainly due to the stationarity assumpti…

cs.LG physics.ao-ph
arxiv.org πŸ“… 2005 πŸ“° arXiv πŸ“„ PDF
Active Amplification of the Terrestrial Albedo to Mitigate Climate Change: An Exploratory Study
πŸ‘€ Robert M. Hamwey

This study explores the potential to enhance the reflectance of solar insolation by the human settlement and grassland components of the Earth's terrestrial surface as a climate change mitigation measure. Preliminary estimates derived using a static radiative transfer model indicate that such efforts could amplify the …

physics.ao-ph physics.geo-ph
DOI: 10.1007/s11027-005-9024-3
arxiv.org πŸ“… 2014 πŸ“° arXiv πŸ“„ PDF
The Synchrosqueezing transform for instantaneous spectral analysis
πŸ‘€ Gaurav Thakur

The Synchrosqueezing transform is a time-frequency analysis method that can decompose complex signals into time-varying oscillatory components. It is a form of time-frequency reassignment that is both sparse and invertible, allowing for the recovery of the signal. This article presents an overview of the theory and sta…

cs.CE math.NA
arxiv.org πŸ“… 2011 πŸ“° arXiv πŸ“„ PDF
Randomizing world trade. I. A binary network analysis
πŸ‘€ Tiziano Squartini; Giorgio Fagiolo; Diego Garlaschelli

The international trade network (ITN) has received renewed multidisciplinary interest due to recent advances in network theory. However, it is still unclear whether a network approach conveys additional, nontrivial information with respect to traditional international-economics analyses that describe world trade only i…

physics.soc-ph cond-mat.stat-mech cs.SI physics.data-an q-fin.GN
DOI: 10.1103/PhysRevE.84.046117
arxiv.org πŸ“… 2011 πŸ“° arXiv πŸ“„ PDF
Randomizing world trade. II. A weighted network analysis
πŸ‘€ Tiziano Squartini; Giorgio Fagiolo; Diego Garlaschelli

Based on the misleading expectation that weighted network properties always offer a more complete description than purely topological ones, current economic models of the International Trade Network (ITN) generally aim at explaining local weighted properties, not local binary ones. Here we complement our analysis of th…

physics.soc-ph cond-mat.stat-mech cs.SI physics.data-an q-fin.GN
DOI: 10.1103/PhysRevE.84.046118
arxiv.org πŸ“… 2006 πŸ“° arXiv πŸ“„ PDF
Quantum Econophysics
πŸ‘€ Esteban Guevara Hidalgo

The relationships between game theory and quantum mechanics let us propose certain quantization relationships through which we could describe and understand not only quantum but also classical, evolutionary and the biological systems that were described before through the replicator dynamics. Quantum mechanics could be…

physics.soc-ph q-fin.GN
arxiv.org πŸ“… 2024 πŸ“° arXiv πŸ“„ PDF
History of Lattice Field Theory from a Statistical Perspective
πŸ‘€ Wolfgang Bietenholz

Researchers working in lattice field theory constitute an established community since the early 1990s, and around the same time the online open-access e-print repository arXiv was created. The fact that this field has a specific arXiv section, hep-lat, which is comprehensively used, provides a unique opportunity for a …

hep-lat physics.hist-ph physics.soc-ph
arxiv.org πŸ“… 2025 πŸ“° arXiv πŸ“„ PDF
Valuation of Exotic Options and Counterparty Games Based on Conditional Diffusion
πŸ‘€ Helin Zhao; Junchi Shen

This paper addresses the challenges of pricing exotic options and structured products, which traditional models often fail to handle due to their inability to capture real-world market phenomena like fat-tailed distributions and volatility clustering. We introduce a Diffusion-Conditional Probability Model (DDPM) to gen…

q-fin.PR cs.LG q-fin.RM
arxiv.org πŸ“… 2025 πŸ“° arXiv πŸ“„ PDF
Risk-Sensitive Option Market Making with Arbitrage-Free eSSVI Surfaces: A Constrained RL and Stochastic Control Bridge
πŸ‘€ Jian'an Zhang

We formulate option market making as a constrained, risk-sensitive control problem that unifies execution, hedging, and arbitrage-free implied-volatility surfaces inside a single learning loop. A fully differentiable eSSVI layer enforces static no-arbitrage conditions (butterfly and calendar) while the policy controls …

q-fin.TR
arxiv.org πŸ“… 2006 πŸ“° arXiv πŸ“„ PDF
Evolutionary Socioeconomics: a Schumpeterian Computer Simulation
πŸ‘€ Michele Tucci

The following note contains a computer simulation concerning the struggle between two companies: the first one is "the biggest zaibatsu of all", while the second one is "small, fast, ruthless". The model is based on a neo-Schumpeterian framework operating in a Darwinian evolutionary environment. After running the progr…

cs.GT cs.CY
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