Research
On-device research index

arXiv research

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.

169,341 papers · 148 categories

Trend · papers per month

9182635 · May 202619922001200920182026
48 results for Captcha Breaking

Synthetic data training improves neural networks for captcha breaking.

problem Training neural networks with synthetic data for improved performance.
method Connecting synthetic data training to model-based Bayesian inference.
result Demonstrated state-of-the-art performance and posterior uncertainty in captcha breaking.

Deep-CAPTCHA cracks visual CAPTCHAs using deep learning.

problem Cracking visual CAPTCHAs to assess vulnerabilities.
method Developed a Convolutional Neural Network (Deep-CAPTCHA) to solve numerical and alphanumeric CAPTCHAs.
result Cracking accuracy of 98.94% and 98.31% for numerical and alphanumeric datasets respectively.

The paper classifies and proves properties of symmetry breaking operators for specific groups.

problem Classifying and understanding symmetry breaking operators for de Sitter and Lorentz groups.
method Constructing and classifying differential symmetry breaking operators, proving localness, and showing sporadic nature.
result All symmetry breaking operators are differential and sporadic, not obtainable by residue formulas.

We give a complete classification of intertwining operators (symmetry breaking operators) between spherical principal series representations of G=O(n+1,1) and G'=O(n,1). We construct three meromorphic families of the symmetry breaking operators, and find their distribution kernels and their residues at all poles explic…

2013-10-11abs ↗pdf ↗

Investigates spontaneous symmetry breaking in non-equilibrium systems.

problem Spontaneous symmetry breaking of ergodicity in non-equilibrium systems.
method Mathematical and effective field theory approaches to investigate symmetry breaking.
result Symmetry breaking phenomena observed in stochastic processes.

SB-VAE uses Stick-Breaking processes for Bayesian nonparametric latent representations.

problem Learning latent representations with stochastic dimensionality.
method Stochastic Gradient Variational Bayes applied to Stick-Breaking processes.
result SB-VAE learns highly discriminative latent representations that outperform Gaussian VAE.

The paper analyzes XVA reduction strategies in financial crises using Mandatory Breaks, Restructuring, and Resets.

problem Challenges in client XVA management during crises when continuous collateralization is not feasible.
method Compares multiple trade strategies including Mandatory Breaks, Restructuring, and Resets.
result Resets can be twice as effective as Mandatory Breaks/Restructuring if there is no credit recovery. When recovery is at least 1/3, Mandatory Breaks/Restructuring can be more effective.

The paper identifies short-term and long-term time scales in stock markets with and without structural breaks.

problem Understanding the nature of stock markets at short-term and long-term time scales.
method Applied Zivot and Andrews structural trend break model to identify structural breaks. Used empirical mode decomposition and Hurst exponent to analyze time scales.
result Identified short-term and long-term time scales in stock markets, with short-term scales within few days to 3 months and long-term scales greater than 5 months.

We introduce the concept of spontaneous symmetry breaking to arbitrage modeling. In the model, the arbitrage strategy is considered as being in the symmetry breaking phase and the phase transition between arbitrage mode and no-arbitrage mode is triggered by a control parameter. We estimate the control parameter for mom…

2011-07-26abs ↗pdf ↗

Formula proves symmetry breaking operators for differential forms.

problem Symmetry breaking operators between differential forms on spheres and their hyperplanes.
method Explicit residue formula for meromorphic continuation of operators.
result Simple construction of symmetry breaking operators and determination of zeros.

Paper detects and estimates breaks in high-dimensional functional time series.

problem Detecting and estimating structural breaks in heterogeneous mean functions of high-dimensional functional time series.
method Proposes a new test statistic combining functional CUSUM and power enhancement components, with a clustering algorithm for group structure estimation.
result The proposed techniques have satisfactory performance in finite samples, detecting and estimating breaks effectively.

SymPE breaks symmetries in equivariant networks, improving performance across various tasks.

problem Equivariant networks cannot break symmetries, leading to poor performance in tasks with symmetrical inputs.
method Novel equivariant conditional distributions and randomized canonicalization.
result SymPE significantly improves performance of group-equivariant and graph neural networks.

Bayesian ARMA model with directional shifts captures structural breaks in compositional time series.

problem Structural breaks in compositional time series due to external shocks or policy changes.
method Developed a Bayesian Dirichlet ARMA model augmented with a directional-shift intervention mechanism.
result The model captures structural breaks through interpretable parameters and produces coherent probabilistic forecasts.

Optimal rank-breaking estimator improves accuracy and complexity in rank aggregation.

problem Inconsistent estimates from naive rank-breaking approaches.
method Optimal rank-breaking estimator that treats pairwise comparisons unequally based on data topology.
result Achieves consistency and best error bound, characterizing accuracy-complexity tradeoff.

Paper proposes a method to efficiently estimate structural breaks in cointegrating regressions.

problem Estimating structural breaks in cointegrating regressions is challenging due to inconsistency of group lasso.
method Adaptive group lasso procedure using a first step group lasso estimation of diverging breakpoint candidates to produce weights for a second estimation.
result The adaptive group lasso estimator delivers consistent parameter changes and oracle properties.

The beta-Bernoulli process provides a Bayesian nonparametric prior for models involving collections of binary-valued features. A draw from the beta process yields an infinite collection of probabilities in the unit interval, and a draw from the Bernoulli process turns these into binary-valued features. Recent work has …

2011-06-03abs ↗pdf ↗

Classifies patterns of symmetry breaking and vacuum degeneracy in scalar and gauge fields.

problem Understanding patterns of symmetry breaking and vacuum degeneracy in complex field systems.
method Uses mathematical classification of singular foliations to encode and classify patterns of spontaneous symmetry breaking and vacuum degeneracy.
result Mathematical classification provides a qualitative understanding of possible patterns of vacuum degeneracy.

We provide some insights in the study of branching problems of reductive groups, and a method of investigations into symmetry breaking operators. First, we give geometric criteria for finiteness property of linearly independent continuous (respectively, differential) operators that intertwine two induced representation…

2013-03-14abs ↗pdf ↗

Study on spontaneous symmetry breaking in financial markets using quantum mechanics.

problem Analyzing spontaneous symmetry breaking in financial markets.
method Using Hamiltonian form of Black-Scholes and Merton-Garman equations, analyzing symmetry breaking and interpreting Nambu-Goldstone bosons.
result Interpretation of Nambu-Goldstone bosons in financial markets.

Symmetry in inverse problems leads to multiple solutions, but breaking symmetry helps deep learning.

problem Symmetry in physical systems causes multiple solutions in inverse problems, hindering deep learning.
method Careful symmetry breaking on training data helps solve inverse problems and improve deep learning performance.
result Symmetry breaking on training data significantly improves deep learning performance in inverse problems.

Machine learning predicts dam-break flood wave behavior accurately.

problem Predicting long-term wave behavior in dam-break floods.
method Solved Saint-Venant equations using Lax-Wendroff scheme, trained RC-ESN with flow depth data.
result RC-ESN model predicts 286 time-steps ahead with RMSE < 0.01, outperforming LSTM.

Paper defines the payback period for nonconventional cash flows using axioms.

problem Defining the payback period for nonconventional cash flows is challenging.
method Used axiomatic approach to define the payback period.
result The last break-even point of the project balance is the only definition consistent with axioms.

This paper analyzes how kinetic terms in stock market equations can affect symmetry breaking.

problem Spontaneous symmetry breaking in quantum finance and its impact on stock market dynamics.
method Analyzes the role of kinetic terms in the context of the martingale condition in stock market equations.
result Kinetic terms can shift the effective location of the vacuum state, affecting symmetry breaking patterns.

The paper classifies and constructs differential symmetry breaking operators from a line bundle to a vector bundle over real projective spaces.

problem Classifying and constructing differential symmetry breaking operators.
method Utilizing factorization identities and branching laws of generalized Verma modules.
result Differential symmetry breaking operators from a line bundle to a vector bundle over real projective spaces are classified and constructed.

This paper examines how investors mislearn factor risk premia under structural breaks in a misspecified Bayesian framework.

problem Investors' mislearning of factor risk premia under structural breaks in asset pricing models.
method Proposes a minimal Bayesian framework to study how investors learn under a misspecified model that underestimates structural breaks.
result Elevated mislearning is associated with stronger long-horizon returns and Sharpe ratios, consistent with an equilibrium premium for acute model uncertainty.

Metric evaluates symmetry-breaking in datasets, revealing severe biases.

problem Symmetry-breaking in datasets can hinder the performance of symmetry-aware methods.
method Developed a metric to quantify symmetry-breaking using a two-sample classifier test.
result Symmetry-breaking can prevent optimal performance of invariant methods, even when labels are invariant.

SSA with a general recursive formula improves forecasting accuracy with structural breaks.

problem Forecasting time series with structural breaks.
method Singular Spectrum Analysis (SSA) with a general non-linear recurrence formula.
result SSA with the general recursive formula outperforms basic SSA and SSA bootstrap forecasting.

Renormalized circle diffeos with breaks converge to Moebius maps with a symplectic structure.

problem Analyzing the renormalization of circle diffeomorphisms with breaks.
method Proving convergence to invariant piecewise Moebius maps and identifying the renormalization operator with a sub-action of the mapping class group.
result Renormalization identifies with a symplectic form preserved by the mapping class group.

The paper connects financial vacuum conditions to spontaneous symmetry breaking in quantum finance.

problem Understanding the conditions under which the martingale condition is a non-degenerate vacuum.
method Expressing financial equations in Hamiltonian form and analyzing symmetry breaking.
result Conditions for the martingale condition to be a non-degenerate vacuum are identified.

Constructs moduli spaces for monopoles with arbitrary symmetry breaking.

problem Finding moduli spaces for monopoles with varying symmetry.
method Defined configuration space with asymptotic conditions, performed quotient construction, used b-calculus and scattering calculus.
result Constructs hyper-Kähler moduli spaces for monopoles with arbitrary symmetry breaking.