arXiv research

Characterizes a general range decreasing group homomorphism.

This paper looks into the analysis of the long-range auto-correlations and cross-correlations in bond market. Based on Detrended Moving Average (DMA) method, empirical results present a clear evidence of long-range persistence that exists in one year scale. The degree of long-range correlation related to maturities has…

When a feed-forward neural network (FNN) is trained for source ranging in an ocean waveguide, it is difficult evaluating the range accuracy of the FNN on unlabeled test data. A fitting-based early stopping (FEAST) method is introduced to evaluate the range error of the FNN on test data where the distance of source is u…

Transformers can perform well with less long-range memory.

Research on long-range memory in financial and social systems using various models.

In this paper, we present the results of Monte Carlo simulations for two popular techniques of long-range correlations detection - classical and modified rescaled range analyses. A focus is put on an effect of different distributional properties on an ability of the methods to efficiently distinguish between short and …

We introduce a notion of genus range as a set of values of genera over all surfaces into which a graph is embedded cellularly, and we study the genus ranges of a special family of four-regular graphs with rigid vertices that has been used in modeling homologous DNA recombination. We show that the genus ranges are sets …

Paper explores variable skipping to speed up range density estimation.

The paper introduces MRVaR and MRCov for elliptical and log-elliptical distributions.

A new method uses burst and inter-burst duration to test long-range memory in financial markets.

New COS method formula improves option pricing accuracy.

New trade-off found in bandit problems with unknown range.

We present two range characterizations for the attenuated geodesic X-ray transform defined on pairs of functions and one-forms on simple surfaces. Such characterizations are based on first isolating the range over sums of functions and one-forms, then separating each sub-range in two ways, first by implicit conditions,…

Enhances stability ranges for Torelli and congruence subgroup homologies.

We describe the range of the attenuated ray transform of a unitary connection on a simple surface acting on functions and 1-forms. We use this to determine the range of the ray transform acting on symmetric tensor fields.

Developing a range-aware Bayesian optimization framework for discovering diverse designs within target property windows.

Identifies Lorentzian locally symmetric spaces where Calabi operator suffices to determine Killing operator range.

Improved Mamba model for long-range sequence tasks.

We report an empirical study of Tehran Price Index (TEPIX). To analyze our data we use various methods like as, rescaled range analysis ($R/S$), modified rescaled range analysis (Lo's method), Detrended Fluctuation Analysis (DFA) and generalized Hurst exponents analysis. Based on numerical results, the scaling range of…

Improved GNN handles long-range dependencies in multi-relational graphs.

Introduces Spectral Attention for better long-range time series forecasting.

Fractal analysis is carried out on the stock market indices of seven European countries and the US. We find evidence of long range dependence in the log return series of the Mibtel (Italy) and the PX Glob (Czech Republic). Long range dependence implies that predictable patterns in the log returns do not dissipate quick…

Study finds phase transition in context-sensitive language model with short-range interactions.

This paper extends homological stability results for configuration spaces of manifolds.

A new method for forming learning objectives using the sum of ranked range.

Novel neural network layer improves long-range interactions in point clouds.

A chord diagram consists of a circle, called the backbone, with line segments, called chords, whose endpoints are attached to distinct points on the circle. The genus of a chord diagram is the genus of the orientable surface obtained by thickening the backbone to an annulus and attaching bands to the inner boundary cir…

We investigate how simultaneously recorded long-range power-law correlated multi-variate signals cross-correlate. To this end we introduce a two-component ARFIMA stochastic process and a two-component FIARCH process to generate coupled fractal signals with long-range power-law correlations which are at the same time lo…

The results of R^2 dynamical random surface model (2-dimensional quantum gravity with a $R^2$ term) are applied to explain the personal income distribution. A scale invariance exists if there is not the $R^2$ term in the action. The R^2 term provides a typical scale and breaks the scale invariance explicitly in the low…

Understanding how funding and 4H context regulate crypto markets.

New insights into X-ray transform on hyperbolic disk, with functional relations and range characterizations.

Computes homotopy groups of diffeomorphism spaces for high-dimensional manifolds.

IGNN captures long-range graph dependencies using fixed-point equations.

Understanding temporal dynamics has proved to be highly valuable for accurate recommendation. Sequential recommenders have been successful in modeling the dynamics of users and items over time. However, while different model architectures excel at capturing various temporal ranges or dynamics, distinct application cont…

Recently, locality sensitive hashing (LSH) was shown to be effective for MIPS and several algorithms including $L_2$-ALSH, Sign-ALSH and Simple-LSH have been proposed. In this paper, we introduce the norm-range partition technique, which partitions the original dataset into sub-datasets containing items with similar 2-…

This paper describes results characterizing the range of the time-t heat operator on various manifolds, including Euclidean spaces, spheres, and hyperbolic spaces. The guiding principle behind these results is this: The functions in the range of the heat operator should be, roughly, those functions having an analytic c…

This study uses moving average cluster entropy to analyze financial market dynamics.

Stability of black holes proven in full subextremal range with positive cosmological constant.

Extended univariate Range Value-at-Risk to multivariate settings.

Novel graph neural network combines random walks with local message passing.

The momentum ray transform $I^k$ integrates a rank $m$ symmetric tensor field $f$ over lines of ${\R}^n$ with the weight $t^k$: $ (I^k\!f)(x,ξ)=\int_{-\infty}^\infty t^kłf(x+tξ),ξ^m\r\,dt. $ We give the range characterization for the operator $f\mapsto(I^0\!f,I^1\!f,\dots, I^m\!f)$ on the Schwartz space of rank $m$ smo…

We extend our previous study of scaling range properties done for detrended fluctuation analysis (DFA) \cite{former_paper} to other techniques of fluctuation analysis (FA). The new technique called Modified Detrended Moving Average Analysis (MDMA) is introduced and its scaling range properties are examined and compared…

DRew dynamically rewires message passing to improve long-range tasks.

Characterizes a new curvature bound with convexity of entropies.

We study how the regret guarantees of nonstochastic multi-armed bandits can be improved, if the effective range of the losses in each round is small (e.g. the maximal difference between two losses in a given round). Despite a recent impossibility result, we show how this can be made possible under certain mild addition…

Long-range correlation in financial time series reflects the complex dynamics of the stock markets driven by algorithms and human decisions. Our analysis exploits ultra-high frequency order book data from NASDAQ Nordic over a period of three years to numerically estimate the power-law scaling exponents using detrended …

For a one-parameter family of simple metrics of constant curvature ($4κ$ for $κ\in (-1,1)$) on the unit disk $M$, we first make explicit the Pestov-Uhlmann range characterization of the geodesic X-ray transform, by constructing a basis of functions making up its range and co-kernel. Such a range characterization also t…

Proving that next-token prediction makes language models generate coherent long documents.