Image de couverture de livre

Identifying companies and financial actors exposed to marine tipping points

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Rocha, Juan C., Jouffray, Jean-Baptiste, Bengtsson, Frida, Voicu, Bianca-Ioana, Sánchez, Paula A., Galaz, Victor
Format:	Preprint
Publié:	2024
Sujets:	Computational Engineering, Finance, and Science
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Compressing Large Language Models with PCA Without Performance Loss
par: Bengtsson, Magnus
Publié: (2025)

Revisit of Two-dimensional CEM on Crack Branching: from Single Crack-tip Tracking to Multiple Crack-tips Tracking
par: Xie, Yuxi, et autres
Publié: (2025)

Population Activity Recovery: Milestones Unfolding, Temporal Interdependencies, and Relationship with Physical and Social Vulnerability
par: Patrascu, Flavia Ioana, et autres
Publié: (2024)

Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series
par: Žignić, Lucija, et autres
Publié: (2024)

Identifying and Quantifying Financial Bubbles with the Hyped Log-Periodic Power Law Model
par: Cao, Zheng, et autres
Publié: (2025)

Identifying Self-Amplifying Hypergraph Structures through Mathematical Optimization
par: Blanco, Víctor, et autres
Publié: (2024)

Research on financial fraud algorithm based on federal learning and big data technology
par: Sha, Xinye
Publié: (2024)

Deep LPPLS: Forecasting of temporal critical points in natural, engineering and financial systems
par: Nielsen, Joshua, et autres
Publié: (2024)

P1GPT: a multi-agent LLM workflow module for multi-modal financial information analysis
par: Lu, Chen-Che, et autres
Publié: (2025)

Survival probability of structures under fatigue: a data-based approach
par: Cartiaux, Francois-Baptiste, et autres
Publié: (2024)

Dynamic stacking ensemble learning with investor knowledge representations for stock market index prediction based on multi-source financial data
par: Gao, Ruize, et autres
Publié: (2025)

Identifying the Multimodal Hierarchy of Public Transit Systems Using Itinerary Data
par: Lee, Junhee, et autres
Publié: (2025)

Unsupervised Incremental Learning with Dual Concept Drift Detection for Identifying Anomalous Sequences
par: Li, Jin, et autres
Publié: (2024)

An improved point-to-surface contact algorithm with penalty method for peridynamics
par: Zhang, Haoran, et autres
Publié: (2024)

Identifying Evidence Subgraphs for Financial Risk Detection via Graph Counterfactual and Factual Reasoning
par: Du, Huaming, et autres
Publié: (2025)

Local Information Operators for Spatial Identifiability in Distributed-Parameter Inverse Problems in Computational Mechanics
par: Bakeer, Tammam
Publié: (2026)

An enhanced single Gaussian point continuum finite element formulation using automatic differentiation
par: Pacolli, Njomza, et autres
Publié: (2024)

Sentiment-driven prediction of financial returns: a Bayesian-enhanced FinBERT approach
par: Cestari, Raffaele Giuseppe, et autres
Publié: (2024)

A variationally consistent beam-to-beam point coupling formulation for geometrically exact beam theories
par: Steinbrecher, Ivo, et autres
Publié: (2026)

Modeling Methane Intensity of Oil and Gas Upstream Activities by Production Profile
par: Peyle, Quentin, et autres
Publié: (2024)

Data-driven methods for computational mechanics: A fair comparison between neural networks based and model-free approaches
par: Zlatić, Martin, et autres
Publié: (2024)

The Black Tuesday Attack: how to crash the stock market with adversarial examples to financial forecasting models
par: Hofweber, Thomas, et autres
Publié: (2025)

FRA-DiagSys: A Transformer Winding Fault Diagnosis System for Identifying Fault Types and degrees Using Frequency Response Analysis
par: Wang, Guohao
Publié: (2024)

A discontinuous Galerkin / cohesive zone model approach for the computational modeling of fracture in geometrically exact slender beams
par: Kota, Sai Kubair, et autres
Publié: (2023)

Sensor Informativeness, Identifiability, and Uncertainty in Bayesian Inverse Problems for Structural Health Monitoring
par: Bakeer, Tammam, et autres
Publié: (2025)

The Role of Deep Learning in Financial Asset Management: A Systematic Review
par: Reis, Pedro, et autres
Publié: (2025)

Globally adaptive and locally regular point discretization of curved surfaces
par: Schulze, Lennart J., et autres
Publié: (2026)

A continuous fracture front tracking algorithm with multi layer tip elements (MuLTipEl) for a plane strain hydraulic fracture
par: Dontsov, E. V.
Publié: (2021)

Model-free data-driven inelasticity in Haigh-Westergaard space -- a study how to obtain data points from measurements
par: Ciftci, Kerem, et autres
Publié: (2023)

The cross-sectional warping problem for hyperelastic beams: An efficient formulation in Voigt notation
par: Cobo, Juan C. Alzate, et autres
Publié: (2026)

Bayesian estimation and reconstruction of marine surface contaminant dispersion
par: Liu, Yang, et autres
Publié: (2023)

A Deep Learning Framework for Medium-Term Covariance Forecasting in Multi-Asset Portfolios
par: Reis, Pedro, et autres
Publié: (2025)

Detection of financial opportunities in micro-blogging data with a stacked classification system
par: de Arriba-Pérez, Francisco, et autres
Publié: (2024)

Tracing the temporal evolution of clusters in a financial stock market
par: Arratia, Argimiro, et autres
Publié: (2011)

The role of physical models in the validation and calibration of numerical models -- The example of the Lillebælt Bridge
par: Wunderlich, Paula Apollonia, et autres
Publié: (2026)

Automatic detection of relevant information, predictions and forecasts in financial news through topic modelling with Latent Dirichlet Allocation
par: García-Méndez, Silvia, et autres
Publié: (2024)

Uncertainty Analysis of Limit Cycle Oscillations in Nonlinear Dynamical Systems with the Fourier Generalized Polynomial Chaos Expansion
par: de Jong, Lars, et autres
Publié: (2024)

Modelling financial time series with $ϕ^{4}$ quantum field theory
par: Bachtis, Dimitrios, et autres
Publié: (2025)

A Methodology to Identify Physical or Computational Experiment Conditions for Uncertainty Mitigation
par: Yarbasi, Efe Y., et autres
Publié: (2024)

Agent-Based Insight into Eco-Choices: Simulating the Fast Fashion Shift
par: Soboleva, Daria, et autres
Publié: (2024)