Search Results for author: Ljupco Kocarev

Found 13 papers, 0 papers with code

The fate of the American dream: A first passage under resetting approach to income dynamics

no code implementations26 Dec 2022 Petar Jolakoski, Arnab Pal, Trifce Sandev, Ljupco Kocarev, Ralf Metzler, Viktor Stojkoski

Detailed knowledge of individual income dynamics is crucial for investigating the existence of the American dream: Are we able to improve our income status during our working life?

Non-trivial dynamics in a model of glial membrane voltage driven by open potassium pores

no code implementations26 Jul 2022 Predrag Janjic, Dimitar Solev, Ljupco Kocarev

Despite the molecular evidence that close to linear steady state I-V relationship in mammalian astrocytes reflects a total current resulting from more than one differently regulated K+ conductances, detailed ODE models of membrane voltage Vm incorporating multiple conductances are lacking.

Income inequality and mobility in geometric Brownian motion with stochastic resetting: theoretical results and empirical evidence of non-ergodicity

no code implementations4 Sep 2021 Viktor Stojkoski, Petar Jolakoski, Arnab Pal, Trifce Sandev, Ljupco Kocarev, Ralf Metzler

We explore the role of non-ergodicity in the relationship between income inequality, the extent of concentration in the income distribution, and mobility, the feasibility of an individual to change their position in the income distribution.

Geometric Brownian Motion under Stochastic Resetting: A Stationary yet Non-ergodic Process

no code implementations4 Apr 2021 Viktor Stojkoski, Trifce Sandev, Ljupco Kocarev, Arnab Pal

We study the effects of stochastic resetting on geometric Brownian motion (GBM), a canonical stochastic multiplicative process for non-stationary and non-ergodic dynamics.

Digital me ontology and ethics

no code implementations22 Dec 2020 Ljupco Kocarev, Jasna Koteska

It is assumed that digital me is equipped with the big-five personality model, ensuring that it provides a model of some aspects of a strong AI: consciousness, free will, and intentionality.

Decision Making Ethics

Generalised geometric Brownian motion: Theory and applications to option pricing

no code implementations31 Oct 2020 Viktor Stojkoski, Trifce Sandev, Lasko Basnarkov, Ljupco Kocarev, Ralf Metzler

Classical option pricing schemes assume that the value of a financial asset follows a geometric Brownian motion (GBM).

Graphlets in Multiplex Networks

no code implementations17 Nov 2019 Tamara Dimitrova, Kristijan Petrovski, Ljupco Kocarev

We show that wedges (open triads) occur more often in economic trade networks than in social networks, indicating the tendency of a country to produce/trade of a product in local structure of triads which are not closed.

Stability of decision trees and logistic regression

no code implementations3 Mar 2019 Nino Arsov, Martin Pavlovski, Ljupco Kocarev

To that end, in this paper, we derive two stability notions for decision trees and logistic regression: hypothesis and pointwise hypothesis stability.

regression

Stacking and stability

no code implementations26 Jan 2019 Nino Arsov, Martin Pavlovski, Ljupco Kocarev

We show that the hypothesis stability of stacking is a product of the hypothesis stability of each of the base models and the combiner.

Meta-Learning

Option Pricing with Heavy-Tailed Distributions of Logarithmic Returns

no code implementations4 Jul 2018 Lasko Basnarkov, Viktor Stojkoski, Zoran Utkovski, Ljupco Kocarev

A growing body of literature suggests that heavy tailed distributions represent an adequate model for the observations of log returns of stocks.

Sparse Three-parameter Restricted Indian Buffet Process for Understanding International Trade

no code implementations29 Jun 2018 Melanie F. Pradier, Viktor Stojkoski, Zoran Utkovski, Ljupco Kocarev, Fernando Perez-Cruz

This paper presents a Bayesian nonparametric latent feature model specially suitable for exploratory analysis of high-dimensional count data.

Opinion mining of text documents written in Macedonian language

no code implementations17 Nov 2014 Andrej Gajduk, Ljupco Kocarev

The ability to extract public opinion from web portals such as review sites, social networks and blogs will enable companies and individuals to form a view, an attitude and make decisions without having to do lengthy and costly researches and surveys.

Opinion Mining

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