Deep Attentive Survival Analysis in Limit Order Books: Estimating Fill Probabilities with Convolutional-Transformers

One of the key decisions in execution strategies is the choice between a passive (liquidity providing) or an aggressive (liquidity taking) order to execute a trade in a limit order book (LOB). Essential to this choice is the fill probability of a passive limit order placed in the LOB. This paper proposes a deep learning method to estimate the filltimes of limit orders posted in different levels of the LOB. We develop a novel model for survival analysis that maps time-varying features of the LOB to the distribution of filltimes of limit orders. Our method is based on a convolutional-Transformer encoder and a monotonic neural network decoder. We use proper scoring rules to compare our method with other approaches in survival analysis, and perform an interpretability analysis to understand the informativeness of features used to compute fill probabilities. Our method significantly outperforms those typically used in survival analysis literature. Finally, we carry out a statistical analysis of the fill probability of orders placed in the order book (e.g., within the bid-ask spread) for assets with different queue dynamics and trading activity

Challenges of the market for initial coin offerings

This article analyzes the main problems and the solutions adopted in the market for Initial Coin Offerings (ICO), to anticipate the future of this market and determine implications for issuers, investors and regulators. ICOs represent an alternative and innovative financing solution that has experienced spectacular growth and notoriety in recent years. ICOs rely on Blockchain protocols and the ICO market is, therefore, characterized as decentralized, disintermediated and unregulated. Our results show that although the ICO market is innovative, it already displays many of the problems of traditional financial markets, and that these problems were at the genesis of the last financial crisis. Our analysis of the problems and solutions adopted shows a tension between what the Blockchain technology offers, and the problems associated with the financing of innovation. Considering the problems and solutions adopted, we no longer expect the ICO market to be characterized as disintermediated, unregulated or even decentralized in the near future. Furthermore, it is a real possibility that ICOs may end up being a progressor model eventually replaced by similar but more specialized financing models, some of which may already exist. With respect to the particular solutions of the ICO market, while some represent the realization of the potential of Blockchain, others such as forks have important Governance implications with the potential to create as many problems as the ones they addressWe acknowledge financial support from the Spanish Ministry of Economy and Competitiveness, Project PID2020-118064GB-I00 and from the Professorship Excellence Program in accordance with the multi-year agreement signed by the Government of Madrid and the Universidad Aut´onoma de Madrid (Line #3). R. Correia and A. Rezola acknowledge financial support from the Comunidad de Madrid Research Project for Young Researchers (SI3-PJI- 2021-00276). D. Arroyo acknowledges financial support from the Comunidad de Madrid (Spain) under the project CYNAMON (P2018/TCS-4566), and from the Spanish State Research Agency (AEI) of the Ministry of Science and Innovation (MCIN), project P2QProMeTe (PID2020-112586RBI00/ AEI/10.13039/501100011033), co-funded by the European Regional Development Fund (ERDF, EU

Esquemas de tratamiento, para infección por Bartonella bacilliformis, en Caraz-Ancash enero 2004 marzo 2005

El documento digital no refiere asesorLa Bartonella bacilliformis es una bacteria gram negativa flagelada, intracelular, pleomórfica y patógena para el ser humano. El estudio plantea describir el tratamiento para infección por Bartonella bacilliformis, en Caraz-Ancash, de enero 2004 a marzo 2005. Para ello, se analizaron historias clínicas (5015) del Hospital de Apoyo de Caraz, de los cuales se obtuvo información de 518 pacientes. Se encontró que en la fase aguda, de un total de 248 pacientes, a 225 (86.7 %) se les indicó Cloramfenicol en su tratamiento. En la totalidad de pacientes no se registro la dosis de carga de 50mg/kg por 3 días recomendada y 164 (66.12 %) pacientes necesitaron una dosis superior a la recomendada (25mg/kg). Mientras que en la fase crónica, de un total de 270 pacientes, a 260 (96.3 %) se les indicó Rifampicina en su tratamiento y 222 (82.22 %) sobrepasaron los 21 días de duración de tratamiento con Rifampicina. El Cloramfenicol y la Rifampicina son factor de beneficio para que un paciente con Bartonellosis en fase aguda y crónica respectivamente no se complique, OR 0.18429 (IC 0.08 - 0.45) 95 % Y OR 0.0495 (IC 0.01 – 0.22) 95 %. Se concluye que existe una marcada tendencia a aumentar la dosis de Cloramfenicol y aumentar el número de días de tratamiento con Rifampicina, en fase aguda y crónica respectivamente de la Enfermedad de Carrión en el hospital

La necesidad de implementar las medidas cautelares innominadas en el proceso ordinario laboral colombiano

Las medidas cautelares innominadas son una figura jurídica reciente contemplada por el Código General del Proceso, que pueden ser decretadas con la finalidad de garantizar el cumplimiento de la sentencia y la protección del derecho en litigio. Estas medidas no fueron reguladas de forma directa en el Código Procesal del Trabajo, por lo que se han gestado discusiones de la jurisprudencia de la Corte Constitucional y de la Corte Suprema de justicia, si pueden ser o no aplicadas en el marco del proceso laboral ordinario, donde la primera corporación indicada, si admite su aplicación y la segunda no. A pesar de estas diferencias y teniendo en cuenta la importancia de este instrumento, en este trabajo se tuvo como objeto general establecer qué tan necesario se hace que se implementen las medidas cautelares innominadas en el proceso ordinario laboral colombiano. metodológicamente se acudió a una investigación de tipo teórica, de diseño cualitativo, al método interpretativo y de corte trasversal. Como resultado se pudo establecer, que estas medidas son necesarias en el proceso laboral ordinario, porque permite proteger los derechos de los trabajadores, ante una eventual insolvencia del empleador o perdida de la garantía del cumplimiento. Se concluye que, estas medidas posibilitan la efectividad material de la sentencia de cara a la garantía de los derechos de los trabajadores.Universidad Libre – Facultad de Derecho -- Especialización en Derecho Laboral y Seguridad SocialThe unnamed precautionary measures are a recent legal figure contemplated by the General Procedural Code, which can be decreed with the purpose of guaranteeing the compliance of the judgment and the protection of the right in litigation. These measures were not directly regulated in the Labor Procedural Code, so there have been discussions in the jurisprudence of the Constitutional Court and the Supreme Court of Justice, whether they can be applied in the framework of the ordinary labor process, where the first corporation indicated if it admits their application and the second does not. In spite of these differences and taking into accountwthe importance of this instrument, the general purpose of this work was to establish how necessary it is to implement the unnamed precautionary measures in the Colombian ordinary labor process. methodologically, we resorted to a theoretical type of research, with a qualitative design, interpretative method and transversal cut. As a result, it was established that these measures are necessary in the ordinary labor process, because they allow protecting the workers' rights in the event of the employer's insolvency or loss of the performance guarantee. It is concluded that these measures make possible the material effectiveness of the judgment in order to guarantee the rights of the workers

Las políticas de gestión de cobranza y su incidencia en la situación económica y financiera de la sociedad de Beneficencia Pública de Trujillo, La Libertad, año 2017

La Sociedad de Beneficencia Pública de Trujillo, dedicada a brindar servicios de apoyo a las personas de escasos recursos económicos, no viene realizando un buen control sobre la gestión de cobranza. Por este motivo se planteó el presente trabajo de investigación titulado: Las políticas de gestión de cobranza y su incidencia en la situación económica y financiera de la Sociedad de Beneficencia Pública de Trujillo, La Libertad, año 2017; el cual, tiene como objetivo principal demostrar, si existe incidencia positiva en la situación económica y financiera de la institución. Se realizó una evaluación al área de cobranza, aplicando los instrumentos: entrevista y un cuestionario al personal del área, a su vez se realizó un diagnóstico a los estados financieros, mediante ratios, y análisis financieros. Se obtuvo como resultado que esta no cuenta con políticas de gestión de cobranza, pero realizan su gestión de cobro mediante un proceso empírico. Económicamente tiene una alta liquidez y rentabilidad. Se aplicó mejoras en el proceso de gestión de cobranza, así mismo se evaluó y se comparó la situación económica y financiera del periodo 2017 de la entidad con la implementación que se hizo, obteniendo resultados favorables; ejemplo de esto, la disminución de las cuentas por cobrar y una efectiva gestión de cobranza.The Society of Public Charity of Trujillo, dedicated to provide support services to people with limited economic resources, does not immediately perform a good control over collection management. For this reason, the present research work entitled: The collection management policies and their impact on the economic and financial situation of the Public Charity Society of Trujillo, La Libertad, year 2017; which, its main objective is to demonstrate, if there is a positive introduction in the economic and financial situation of the institution. An evaluation was made to the collection area, application of the instruments: interview and a questionnaire to the personnel of the area, in turn a diagnosis was made to the financial statements, through relationships, and financial analysis. It was obtained as a result that it does not have collection management policies, but it did manage its collection through an empirical process. Economically it has a high liquidity and profitability. Improvements were applied to the collection management process, likewise, the economic and financial situation of the entity's 2017 period was evaluated and compared with the implementation that was made, obtaining favorable results; example of this, the decrease in accounts receivable and a possible collection management.Tesi

Neural Latent Geometry Search: Product Manifold Inference via Gromov-Hausdorff-Informed Bayesian Optimization

Recent research indicates that the performance of machine learning models can be improved by aligning the geometry of the latent space with the underlying data structure. Rather than relying solely on Euclidean space, researchers have proposed using hyperbolic and spherical spaces with constant curvature, or combinations thereof, to better model the latent space and enhance model performance. However, little attention has been given to the problem of automatically identifying the optimal latent geometry for the downstream task. We mathematically define this novel formulation and coin it as neural latent geometry search (NLGS). More specifically, we introduce a principled method that searches for a latent geometry composed of a product of constant curvature model spaces with minimal query evaluations. To accomplish this, we propose a novel notion of distance between candidate latent geometries based on the Gromov-Hausdorff distance from metric geometry. In order to compute the Gromov-Hausdorff distance, we introduce a mapping function that enables the comparison of different manifolds by embedding them in a common high-dimensional ambient space. Finally, we design a graph search space based on the calculated distances between candidate manifolds and use Bayesian optimization to search for the optimal latent geometry in a query-efficient manner. This is a general method which can be applied to search for the optimal latent geometry for a variety of models and downstream tasks. Extensive experiments on synthetic and real-world datasets confirm the efficacy of our method in identifying the optimal latent geometry for multiple machine learning problems

Asociación entre estilos de vida y complicaciones de hipertensión arterial en un puesto de salud de Huancayo, 2023

La Hipertensión arterial es una condición crónica que puede evolucionar de una manera desfavorable al desarrollar complicaciones si no existe adherencia al tratamiento y buenos hábitos sanitarios. El objetivo del estudio fue establecer la asociación entre estilos de vida y complicaciones de HTA en un puesto de salud. El estudio utilizó el método científico, fue de tipo básico y enfoque correlacional, transversal y retrospectivo. La muestra estuvo conformada por 47 personas con diagnóstico de hipertensión arterial. Los resultados señalan que los estilos de vida demostraron asociación significativa con las complicaciones en la HTA. Las dimensiones fueron: nutrición (p=0,000), manejo del estrés (0,000), responsabilidad en salud (0,000) y autoactualización (0,038). Por otro lado, el resto de dimensiones; ejercicio y soporte interpersonal; no fueron significativas por sí solas (p>0,05). No se encontró asociación entre estas dimensiones y complicaciones en HTA. La conclusión señala que existe asociación entre estilos de vida y complicaciones en HTA en el Puesto de Salud de San Francisco el 2023

Elaboración e implementación de un módulo con PLC para la simulación del proceso de selección y posicionamiento de materiales para la escuela de ingeniería Industrial de la ESPOCH.

La Escuela de Ingeniería Industrial de la ESPOCH cuenta con una área de automatización de procesos, por esta razón se elaboró e Implemento un módulo con PLC para la simulación del proceso de selección y posicionamiento de materiales, con la finalidad de desarrollar de mejor manera las destrezas y habilidades de los estudiantes, siendo competitivos en el cambio de la matriz productiva. Mediante un diagrama electroneumático se determinó los elementos mecánicos, neumáticos y eléctricos adecuados para la simulación del proceso de selección y posicionamiento de materiales. El módulo está compuesto por una estructura de aluminio, sensores capacitivos e inductivos, válvulas de paso, electroválvulas, cilindros neumáticos, banda transportadora y un PLC S7-200. El material que soporta el peso de todos los elementos neumáticos y eléctricos del módulo, es una plancha de acrílico de 6 mm de espesor, la cual puede soportar una tensión de hasta 706995,13 . La programación del sistema se la realizó en el software de programación STEP7 MICRO/WIN 32. Se realizó el interfaz plc-ordenador, mediante la utilización de un cable de programación PPI multimaestro RS485. Teniendo en cuenta que el sistema de producción implementado se puede ampliar a una automatización avanzada. El manual de operación y mantenimiento se realizó para facilitar el correcto uso y el adecuado mantenimiento del módulo,en el cual podemos encontrar la codificación, datos y partes principales, alargando su tiempo de vida útil.The School of Industrial Engineering of ESPOCH has an area of automation process, that is why a module with PLC for selection process simulation and placement of materials was developed and implemented in order to improve skills and abilities of the students so that, they become competitive according to changes in the productive matrix. Through the use of an electro pneumatic diagram determined the mechanical, pneumatic and electrical components that are suitable for simulating the process of selecting and positioning of materials. The module consists of an aluminum structure, capacitive-inductive sensors, flow valves, solenoid valves, pneumatic cylinders, conveyor belt and PLC S7-200. The material that supports the weight of all pneumatic and electrical elements of the module, is an acrylic sheet of 6mm thickness, which can withstand a tension of up to 706 995, 13N/m². The system programming was made in the programming software STEP 7 Micro/WIN 32. The interface pic-computer, was performed by using a PPI Multi-Master programming cable RS485, taking into account that the production system can be implemented to extend advanced automation. The manual operation and maintenance was performed to facilitate a proper use and appropriate maintenance of the module in which it is possible to find coding, data and main parts. At the same time the manual is useful for extending the module`s life span

Humidity forecasting in a potato plantation using time-series neural models

It is widely acknowledged that, under the frame of sustainable farming, using the minimum water resources is a relevant requirement. In order to do that, precision irrigation aims at identifying the irrigation needs of plantations and irrigate accordingly. Artificial intelligence is a promising solution in this field as intelligent models are able to learn the soil moisture dynamics in the soil-plant-atmosphere system and then generating appropriate irrigation scheduling. This is a complex task as the phenology of plants and its water demand vary with soil properties and weather conditions. The present research contributes to this challenging task by proposing the application of neural networks in order to learn the time-series evolution of irrigation needs associated to a potato plantation. Several of such models are thoroughly compared, together with different interpolation methods, in order to find the best combination for accurately forecasting water needs. In order to predict the soil water content in a potato field crop, in which soil humidity probes were installed at 15, 30, and 45 cm depth during the whole cycle of a potato crop. This innovative study and its promising results provide with significant contributions to address the problem of predicting and managing groundwater for agricultural use in a sustainable way.Lab-Ferrer (METER Group) and the UBUCOMP research group at the University of Burgos

Application of the incremental step loading technique to Small Punch Tests on S420 steel in acid environments

ABSTRACT: The Small Punch test has been recently used to estimate mechanical properties of steels in aggressive environments. This technique, very interesting when there is shortage of material, consists in using a small plane specimen and punch it until it fails. The type of tests normally used are under a constant load in an aggressive environment, with the target to determine the threshold stress. However, this is an inaccurate technique which takes time, as the tests are quite slow. In this paper, the Small Punch tests are combined with the step loading technique collected in the standard ASTM F1624 [1] to obtain the value of threshold stress of an S420 steel in a total time of approximately one week. The ASTM F1624 indicates how to apply constant load steps in hydrogen embrittlement environments, increasing them subsequently and adapting their duration until the specimen fails. The environment is created by means of cathodic polarization of cylindrical tensile specimens in an acid electrolyte. A batch of standard tests are performed to validate the methodology.The present work was performed in the University of Cantabria, through the post-doctoral contracts program (budgetary application 62.0000.64251), and supported by the Government of Cantabria and the University of Cantabria in the framework of “Proyectos Puente 2019” call