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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.

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3569104138 · May 202619922001200920172026
48 results for Anomaly flow

In this paper, we study the dual Anomaly flow, which is a dual version of the Anomaly flow under T-duality. A family of monotone functionals is introduced and used to estimate the dilaton function along the flow. Many examples and reductions of the dual Anomaly flow are worked out in detail.

2019-03-20abs ↗pdf ↗

Study G2G_2-flows reducing to complex geometry flows, focusing on G2G_2-anomaly and G2G_2-Laplacian coflow.

problem Investigate flows of G2G_2-structures in relation to complex geometry.
method Analyze G2G_2-Laplacian coflow and G2G_2-anomaly flow, compare their properties.
result Compare G2G_2-anomaly flow to G2G_2-Laplacian coflow, investigate short-time existence and fixed points.

Study Hull-Strominger system and Anomaly flow on specific solvmanifolds.

problem Characterize invariant solutions to Hull-Strominger system and investigate flow of invariant metrics.
method Characterization of invariant solutions using Gauduchon connections, investigation of Anomaly flow, and proof of flow immortality under certain conditions.
result Anomaly flow reduces to a special form and always converges to a Kähler metric when slope parameter is zero.

A new formulation of the Anomaly flow in the case of vanishing slope parameter is given, where the dependence on the global section of the canonical bundle appears only in the initial data. This allows a natural unification of the Anomaly flow with the Kähler-Ricci flow.

2019-05-06abs ↗pdf ↗

GANF uses normalizing flows to detect anomalies in multiple time series.

problem Detecting anomalies in multiple time series with interdependencies.
method Bayesian network integration with normalizing flows for unsupervised anomaly detection.
result GANF effectively detects anomalies and identifies distribution drift in time series data.

The Anomaly flow is a flow which implements the Green-Schwarz anomaly cancellation mechanism originating from superstring theory, while preserving the conformally balanced condition of Hermitian metrics. There are several versions of the flow, depending on whether the gauge field also varies, or is assumed known. A dis…

2016-10-09abs ↗pdf ↗

The anomaly flow on a complex 3-fold is studied with integral Shi-type estimates and long-time existence conditions.

problem Long-time existence of the anomaly flow on a compact complex 3-fold.
method Integral Shi-type estimates adapted from integration-by-parts arguments, with a smallness condition on the slope parameter.
result Long-time existence of the anomaly flow on a compact complex 3-fold under a smallness condition on the slope parameter.

A new method detects anomalies in trajectory data using normalizing flows.

problem Detecting anomalous patterns in high-dimensional, varying-length spatial data.
method Probability density estimation via normalizing flows for each trajectory segment, aggregating likelihoods.
result The proposed method, GRADINGS, effectively identifies anomalies in real-world trajectory data.

We initiate the study of a new nonlinear parabolic equation on a Riemann surface. The evolution equation arises as a reduction of the Anomaly flow on a fibration. We obtain a criterion for long-time existence for this flow, and give a range of initial data where a singularity forms in finite time, as well as a range of…

2017-11-22abs ↗pdf ↗

ECAD detects anomalies without data exchangeability, improving traffic flow detection.

problem Detecting anomalies in spatio-temporal data with missing values.
method ECAD uses conformal prediction to wrap around any regression algorithm, controlling Type-I error without data exchangeability.
result ECAD outperforms other methods in detecting anomalous traffic flow.

The Anomaly flow is shown to converge on toric fibrations with the Fu-Yau ansatz, for both positive and negative values of the slope parameter αα'. This implies both results of Fu and Yau on the existence of solutions for Hull-Strominger systems, which they proved using different methods depending on the sign of αα'.…

2016-10-09abs ↗pdf ↗

The paper shows bounds for a geometric flow related to Type IIB string theory.

problem Establishing derivative bounds for a geometric flow in non-Kähler geometry.
method Unified formulation of the flow with Ricci flow, proving bounds from metric and torsion 1-form uniform bounds.
result Derivative bounds follow from uniform metric and torsion 1-form bounds.

Quantum flag manifold σ-models are integrable and satisfy Ricci flow equations.

problem Integrating quantum flag manifold σ-models with fermions.
method Gauging bosonic Thirring/Gross-Neveu-type systems, adding fermions to cancel anomalies, and checking Ricci flow equations.
result Trigonometrically deformed geometries of flag manifold σ-models satisfy generalized Ricci flow equations.

The Hull-Strominger system for supersymmetric vacua of the heterotic string allows general unitary Hermitian connections with torsion and not just the Chern unitary connection. Solutions on unimodular Lie groups exploiting this flexibility were found by T. Fei and S.T. Yau. The Anomaly flow is a flow whose stationary p…

2017-05-27abs ↗pdf ↗

Study the connection between supersymmetry and geometric flows in supergravity.

problem Relate supersymmetry to geometric flows in supergravity.
method Derive flow equations from a functional of squares of supersymmetry operators, match with mathematics anomaly flow, generalize to higher dimensions.
result Flow equations match known mathematics anomaly flow and simplify to scalar equations on torus fibrations.

Proposes differentially private normalizing flows for privacy-preserving density estimation.

problem Privacy concerns in density estimation models when individuals are directly associated with the training data.
method Uses normalizing flow models with explicit differential privacy guarantees.
result Substantially outperforms previous state-of-the-art approaches in privacy-preserving density estimation.

Anomaly detection is a challenging task that frequently arises in practically all areas of industry and science, from fraud detection and data quality monitoring to finding rare cases of diseases and searching for new physics. Most of the conventional approaches to anomaly detection, such as one-class SVM and Robust Au…

2019-12-19abs ↗pdf ↗

We revisit the subject of perturbatively quantizing the nonlinear sigma model in two dimensions from a rigorous, mathematical point of view. Our main contribution is to make precise the cohomological problem of eliminating potential anomalies that may arise when trying to preserve symmetries under quantization. The sym…

2014-08-19abs ↗pdf ↗

InQMAD detects anomalies in streaming data using quantum measurements and density matrices.

problem Detecting anomalies in streaming data with challenges like conceptual drift and continuous learning.
method Incremental anomaly detection based on random Fourier features and quantum measurements.
result InQMAD outperforms 12 state-of-the-art methods in a systematic evaluation.

A geometric flow on (2,2)(2,2)-forms is introduced which preserves the balanced condition of metrics, and whose stationary points satisfy the anomaly equation in Strominger systems. The existence of solutions for a short time is established, using Hamilton's version of the Nash-Moser implicit function theorem.

2015-08-13abs ↗pdf ↗

Future Connected and Automated Vehicles (CAV), and more generally ITS, will form a highly interconnected system. Such a paradigm is referred to as the Internet of Vehicles (herein Internet of CAVs) and is a prerequisite to orchestrate traffic flows in cities. For optimal decision making and supervision, traffic centres…

2019-07-01abs ↗pdf ↗

Network anomaly detection is still a vibrant research area. As the fast growth of network bandwidth and the tremendous traffic on the network, there arises an extremely challengeable question: How to efficiently and accurately detect the anomaly on multiple traffic? In multi-task learning, the traffic consisting of flo…

2014-03-17abs ↗pdf ↗

While the Anomaly flow was originally motivated by string theory, its zero slope case is potentially of considerable interest in non-Kahler geometry, as it is a flow of conformally balanced metrics whose stationary points are precisely Kahler metrics. We establish its convergence on Kahler manifolds for suitable initia…

2018-05-02abs ↗pdf ↗

We discuss certain recent mathematical advances, mainly due to Perelman, in the theory of Ricci flows and their relevance for renormalization group (RG) flows. We consider nonlinear sigma models with closed target manifolds supporting a Riemannian metric, dilaton, and 2-form B-field. By generalizing recent mathematical…

2005-10-27abs ↗pdf ↗

Anomaly detection in multivariate time series is improved using ensemble techniques.

problem Anomaly detection in multivariate time series data is challenging due to sparse anomalies and feature subset anomalies.
method Feature-bagging technique, nested rotation PCA, ensemble of base models, semi-supervised Logistic Regressor.
result The proposed ensemble technique outperforms basic algorithms by 2% unsupervised and at least 10% semi-supervised.

Study balanced Hermitian structures on almost abelian Lie algebras, classifying six-dimensional cases.

problem Classify balanced Hermitian structures on almost abelian Lie algebras.
method Classify six-dimensional almost abelian Lie algebras with balanced structures, investigate flow of balanced metrics and anomaly flow.
result Prove conjecture for compact almost abelian solvmanifolds with left-invariant complex structures.

This is a survey of some of the recent developments on the geometric and analytic aspects of the Anomaly flow. It is a flow of (2,2)(2,2)-forms on a 33-fold which was originally motivated by string theory and the need to preserve the conformally balanced property of a Hermitian metric in the absence of a $\partial\bar\pa…

2018-06-29abs ↗pdf ↗

In this paper, we use variational recurrent neural network to investigate the anomaly detection problem on graph time series. The temporal correlation is modeled by the combination of recurrent neural network (RNN) and variational inference (VI), while the spatial information is captured by the graph convolutional netw…

2017-08-09abs ↗pdf ↗

We model anomaly and change in data by embedding the data in an ultrametric space. Taking our initial data as cross-tabulation counts (or other input data formats), Correspondence Analysis allows us to endow the information space with a Euclidean metric. We then model anomaly or change by an induced ultrametric. The in…

2008-09-02abs ↗pdf ↗

Flow-based deep generative models learn data distributions by transforming a simple base distribution into a complex distribution via a set of invertible transformations. Due to the invertibility, such models can score unseen data samples by computing their exact likelihood under the learned distribution. This makes fl…

2019-06-17abs ↗pdf ↗

BDSG generates samples on distribution boundaries, improving anomaly detection.

problem Difficulty in capturing multimodal supports and approximating distribution tails.
method Invertible Residual Network (IResNet) and Residual Flow (ResFlow) for density estimation; compound loss function for boundary samples.
result Competitive performance on synthetic and multimodal data compared to existing methods.

The paper predicts and explains the decay of stock anomaly performance over time.

problem Predicting and explaining the drop in risk-adjusted performance of stock anomalies.
method The authors propose ex-ante characteristics based on hypotheses of out-of-sample decay and in-sample overfitting.
result The year of publication explains 30% of the variance in Sharpe decay across factors.

Review of sigma models on flag manifolds, linking to spin chains and integrable theories.

problem Understanding phase transitions and anomalies in spin chains and sigma models.
method Analyzing topological angles, discrete 't Hooft anomalies, and integrable models.
result Gapless phases in certain spin chains can be explained by discrete anomalies in continuum theories.