Mostafa Pouralizadeh

Around the world, the occurrence of landslides has become one of the greatest threats to human life, property, infrastructure, and natural environments. Despite extensive research and discussions on the spatiotemporal dependence of landslide displacements, there is still a lack of understanding concerning the factors that appear to control displacement distribution in landslides because of their significant variations. This paper implements a Graph Convolutional Network (GCN) to predict displacement following the Moio della Civitella landslide in southern Italy and identify factors that may affect the distribution of movement following the landslide. An interferometric technique, known as permanent scatter interferometry (PSI), has been developed based on Synthetic Aperture Radar (SAR) satellite imagery to derive permanent scatter points that can be used to represent the deformation of landslides. This study utilized the GCN regression model applied to PSs points and data reflecting geological and geomorphological factors to extract the interdependency between paired data points, resulting in an adjacency matrix of the interval [0, 0,8). The proposed model outperforms conventional machine learning and deep learning algorithms such as linear regression (LR), K-nearest neighbors (KNN), Support vector regression (SVR), Decision tree, lasso, and artificial neural network (ANN). The absolute error between the actual and predicted deformation is used to evaluate the proposed model, which is less than 2 millimeters for most test set points.

While the main conceptual issue related to deposit insurances is the moral hazard risk, the main technical issue is inaccurate calibration of the implied volatility. This issue can raise the risk of generating an arbitrage. In this paper, first, we discuss that by imposing the no-moral-hazard risk, the removal of arbitrage is equivalent to removing the static arbitrage. Then, we propose a simple quadratic model to parameterize implied volatility and remove the static arbitrage. The process of removing the static risk is as follows: Using a machine learning approach with a regularized cost function, we update the parameters in such a way that butterfly arbitrage is ruled out and also implementing a calibration method, we make some conditions on the parameters of each time slice to rule out calendar spread arbitrage. Therefore, eliminating the effects of both butterfly and calendar spread arbitrage make the implied volatility surface free of static arbitrage.