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.
Ethereum's Pectra upgrade introduces 0x02 compounding validators, offering higher stake and potential APR uplifts.
Item recommendation is a personalized ranking task. To this end, many recommender systems optimize models with pairwise ranking objectives, such as the Bayesian Personalized Ranking (BPR). Using matrix Factorization (MF) --- the most widely used model in recommendation --- as a demonstration, we show that optimizing it…
This is a short survey of Cheeger and Kleiner's nonembeddability theorem for Heisenberg group into .
This is the text of my Bourbaki seminar on the proof of the surface subgroup conjecture by Jeremy Kahn and Vladimir Markovic.
This text aims to explain general relativity to geometers who have no knowledge about physics. Using handwritten notes by Michel Vaugon, we construct the bases of the theory.
Prediction models in mobility and transportation maintenance systems have been dramatically improved through using machine learning methods. This paper proposes novel machine learning models for intelligent road inspection. The traditional road inspection systems based on the pavement condition index (PCI) are often as…
Machine learning and AI-assisted trading have attracted growing interest for the past few years. Here, we use this approach to test the hypothesis that the inefficiency of the cryptocurrency market can be exploited to generate abnormal profits. We analyse daily data for cryptocurrencies for the period between N…
A large class of trading strategies focus on opportunities offered by the yield curve. In particular, a set of yield curve trading strategies are based on the view that the yield curve mean-reverts. Based on these strategies' positive performance, a multiple pairs trading strategy on major currency pairs was implemente…
Based on 1-minute price changes recorded since year 2012, the fluctuation properties of the rapidly-emerging Bitcoin (BTC) market are assessed over chosen sub-periods, in terms of return distributions, volatility autocorrelation, Hurst exponents and multiscaling effects. The findings are compared to the stylized facts …
Affine Artin groups have a finite classifying space.
A survey on the recent work of Danciger, Guéritaud and Kassel on Margulis space-times and complete anti-de Sitter space-times. Margulis space-times are quotients of the 3-dimensional Minkowski space by (non-abelian) free groups acting propertly discontinuously. Goldman, Labourie and Margulis have shown that they are de…
Simplified Milnor-Schwarz lemma for geometric group theory.
GARCH models predict stock volatility in Indian sectors.
This paper explores leverage staking with stETH, revealing high returns but also significant risks.
Unified framework maps financial market dynamics using TE and KM, revealing directional information flow.
In this paper we bring to bear some new tools from statistical learning on the analysis of roll call data. We present a new data-driven model for roll call voting that is geometric in nature. We construct the model by adapting the "Partition Decoupling Method," an unsupervised learning technique originally developed fo…