A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Examines financial market patterns across 150 years and regions.
New minimal surfaces found from vortex crystals.
Estimates returns for dollar cost averaging using geometric Brownian motion.
Deep learning models outperform classical methods in text classification.
Researchers validate LMF order-splitting theory using public JSE data.
We investigate entropy as a financial risk measure. Entropy explains the equity premium of securities and portfolios in a simpler way and, at the same time, with higher explanatory power than the beta parameter of the capital asset pricing model. For asset pricing we define the continuous entropy as an alternative meas…
We construct the Google matrices of bitcoin transactions for all year quarters during the period of January 11, 2009 till April 10, 2013. During the last quarters the network size contains about 6 million users (nodes) with about 150 million transactions. From PageRank and CheiRank probabilities, analogous to trade imp…
Square Clifford torus uniquely determined by isoperimetric ratio, rectangular torus not.
The key cryptographic protocols used to secure the internet and financial transactions of today are all susceptible to attack by the development of a sufficiently large quantum computer. One particular area at risk are cryptocurrencies, a market currently worth over 150 billion USD. We investigate the risk of Bitcoin, …
Study finds no consistent return predictability using payout ratios across 16 countries.
Locational Marginal Pricing aims to free UK power markets.
In study of eigenvalue problems, a classical problem is the Stekloff eigenvalue problem. There are many estimates of the first non- zero Stekloff eigenvalue, including a sharp estimate on surfaces, obtained by Escobar in "The geometry of the first non-zero Stekloff eigenvalue, J. Funct. Anal. 150 (1997)". In this paper…
Study models extreme skew surges along French Atlantic coast.
Census of 10-tetrahedra hyperbolic 3-manifolds with 150,730 new examples.
This book, which is in Spanish, provides detailed descriptions, including over 550 mathematical formulas, for over 150 trading strategies across a host of asset classes (and trading styles). This includes stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured asse…
Study analyzes Airbnb lead-time distributions for Nights Booked and Gross Booking Value, finding divergent shapes and tail behavior.
Over 150,000 new people in the United States are diagnosed with colorectal cancer each year. Nearly a third die from it (American Cancer Society). The only approved noninvasive diagnosis tools currently involve fecal blood count tests (FOBTs) or stool DNA tests. Fecal blood count tests take only five minutes and are av…
ASKAP observes a region of the Galactic plane, identifying 3963 radio sources.
Study analyzes global public sentiment on DeFi from 2012-2022.
While recent NAS algorithms are thousands of times faster than the pioneering works, it is often overlooked that they use fewer candidate operations, resulting in a significantly smaller search space. We present PR-DARTS, a NAS algorithm that discovers strong network configurations in a much larger search space and a s…
We present a new algorithm for exactly solving decision making problems represented as influence diagrams. We do not require the usual assumptions of no forgetting and regularity; this allows us to solve problems with simultaneous decisions and limited information. The algorithm is empirically shown to outperform a sta…
In this paper, we present a technique for unsupervised learning of visual representations. Specifically, we train a model for foreground and background classification task, in the process of which it learns visual representations. Foreground and background patches for training come af- ter mining for such patches from …
Paper solves capillary Lp-Minkowski problem for p>1.
Deep convolutional neural networks are known to specialize in distilling compact and robust prior from a large amount of data. We are interested in applying deep networks in the absence of training dataset. In this paper, we introduce deep audio prior (DAP) which leverages the structure of a network and the temporal in…
DeepGG generates graph distributions for drug discovery and molecular design.
Corner cases are the main bottlenecks when applying Artificial Intelligence (AI) systems to safety-critical applications. An AI system should be intelligent enough to detect such situations so that system developers can prepare for subsequent planning. In this paper, we propose semi-supervised anomaly detection conside…
In this paper we introduce deep Gaussian process (GP) models. Deep GPs are a deep belief network based on Gaussian process mappings. The data is modeled as the output of a multivariate GP. The inputs to that Gaussian process are then governed by another GP. A single layer model is equivalent to a standard GP or the GP …
Top 8 robotic vision systems tackled lifelong object recognition challenges.
The study finds totally geodesic surfaces in hyperbolic 3-manifolds and verifies a conjecture.
5D AI model detects bad loans without biased features, improving consumer protection.
Study finds tax avoidance and IT issues hinder revenue in Gombe state.
Functional brain networks exhibit dynamics on the sub-second temporal scale and are often assumed to embody the physiological substrate of cognitive processes. Here we analyse the temporal and spatial dynamics of these states, as measured by EEG, with a hidden Markov model and compare this approach to classical EEG mic…
There has been an increased interest in discovering heuristics for combinatorial problems on graphs through machine learning. While existing techniques have primarily focused on obtaining high-quality solutions, scalability to billion-sized graphs has not been adequately addressed. In addition, the impact of budget-con…
DreamerV3 learns diverse tasks with a single configuration.
WaveCycleGAN has recently been proposed to bridge the gap between natural and synthesized speech waveforms in statistical parametric speech synthesis and provides fast inference with a moving average model rather than an autoregressive model and high-quality speech synthesis with the adversarial training. However, the …
An active margin system for margin loans is proposed for Chinese margin lending market, which uses cash and randomly selected stock as collateral. The conditional probability of negative return(CPNR) after a forced sale of securities from under-margined account in a falling market is used to measure the risk faced by t…
Artificial neural networks with millions of adjustable parameters and a similar number of training examples are a potential solution for difficult, large-scale pattern recognition problems in areas such as speech and face recognition, classification of large volumes of web data, and finance. The bottleneck is that neur…
New model quantifies interactions' role in real-world phenomena.
Machine-generated interpretations do not improve users' guessing accuracy in image classifiers.
This article studies local and global inference for smoothing spline estimation in a unified asymptotic framework. We first introduce a new technical tool called functional Bahadur representation, which significantly generalizes the traditional Bahadur representation in parametric models, that is, Bahadur [Ann. Inst. S…
Recent automated crop mapping via supervised learning-based methods have demonstrated unprecedented improvement over classical techniques. However, most crop mapping studies are limited to same-year crop mapping in which the present year's labeled data is used to predict the same year's crop map. Classification accurac…
Wind power prediction is of vital importance in wind power utilization. There have been a lot of researches based on the time series of the wind power or speed, but In fact, these time series cannot express the temporal and spatial changes of wind, which fundamentally hinders the advance of wind power prediction. In th…
Gold prices show seasonal behavior, with January and July having opposite returns.
This study examines representation bias in open-source Qwen models for investment decisions.
A linear link between S&P 500 return and the change rate of the number of nine-year-olds in the USA has been found. The return is represented by a sum of monthly returns during previous twelve months. The change rate of the specific age population is represented by moving averages. The period between January 1990 and D…
To solve key biomedical problems, experimentalists now routinely measure millions or billions of features (dimensions) per sample, with the hope that data science techniques will be able to build accurate data-driven inferences. Because sample sizes are typically orders of magnitude smaller than the dimensionality of t…
We use life annuity prices to extract information about human longevity using a framework that links the term structure of mortality and interest rates. We invert the model and perform nonlinear least squares to obtain implied longevity forecasts. Methodologically, we assume a Cox-Ingersoll-Ross (CIR) model for the und…
Market valuation duration is 175 years, but drops to 46 years during crises.