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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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13263851 · May 202619922001200920172026
48 results for Chaining

Study finds on-chain data can proxy off-chain cryptocurrency pricing.

problem Develop methods to proxy off-chain cryptocurrency pricing using on-chain data.
method Graphical models, mutual information, and ensemble machine learning.
result A significant amount of pricing information is contained in on-chain data, but precise prices are hard to recover except on short time scales.

Reduces identity testing of reversible Markov chains to simpler symmetric chain tests.

problem Testing identity of reversible Markov chains from a single trajectory.
method Using lumping-congruent Markov embeddings, the problem is simplified to testing symmetric chains over a larger state space.
result Achieves state-of-the-art sample complexity for identity testing.

We present a new family of models that is based on graphs that may have undirected, directed and bidirected edges. We name these new models marginal AMP (MAMP) chain graphs because each of them is Markov equivalent to some AMP chain graph under marginalization of some of its nodes. However, MAMP chain graphs do not onl…

2013-05-03abs ↗pdf ↗

Mack's estimator improves chain ladder prediction for large exposure insurance models.

problem Uncertainty quantification in compound Poisson loss models.
method Large exposure asymptotics applied to Mack's estimator.
result Chain ladder prediction uncertainty can be quantified without model assumptions.

Polynomial invariants classify molecular chains based on their contact arrangements.

problem No established invariants for molecular chains with both hard and soft contacts.
method Developed polynomial invariants for circuit topology of molecular chains.
result Polynomial invariants efficiently classify chains with various contact types.

This study aims to improve communication between fragmented blockchain systems in finance.

problem Inefficient and insecure communication in fragmented blockchain systems.
method Analysis of cross-chain interoperability protocols and their properties.
result Comparison and evaluation of cross-chain interoperability protocols.

We analyze a new Markov chain model for better sampling and optimization.

problem Developing a new Markov chain model for improved sampling and optimization.
method We introduce a new class of Ito chains with arbitrary noise and inexact drift/diffusion coefficients, proving a bound in W2W_{2}-distance.
result Our analysis provides improved or first results for various applications like SGLD, sampling, and boosting.

This work improves generalisation bounds using chaining and information theory.

problem Improving generalisation bounds for supervised learning algorithms.
method Developed a theoretical framework linking generalisation bounds to their chained counterparts, derived new bounds using Wasserstein distance.
result Chained generalisation bounds can be tighter than standard bounds, especially for concentrated hypothesis distributions.

Study on identifying AMP chain graph models under known and unknown component decompositions.

problem Identifying AMP chain graph models with known and unknown chain component decompositions.
method Analyzes conditions for identifiability of AMP models and proposes algorithms for structure recovery.
result Conditions for DAG identifiability in AMP models extend equal variance criteria for Bayes nets.

Proves quaternionic analog of Cartan's theorem and counts arithmetic chains.

problem Understanding transformations of quaternionic hyperbolic spaces.
method Analyzes chain-preserving transformations and arithmetic chains in quaternionic Heisenberg group.
result Proves analog of Cartan's theorem and provides counting and equidistribution results.

The paper provides concentration inequalities for Markov chain variance estimators.

problem Estimating the variance of Markov chains with concentration properties.
method Martingale decomposition method for uniformly geometrically ergodic Markov chains.
result Explicit control of the p-th moment of the OBM estimator difference and dependence on p and mixing time.

The study provides bounds for geodesic diameter in Euclidean space.

problem Finding bounds for geodesic diameter in Euclidean space.
method Develops a geometric approach using locally rectifiable chains and complete normed commutative group bundles.
result Provides a new method for calculating geodesic diameter bounds.

We study the problem of learning the transition matrices of a set of Markov chains from a single stream of observations on each chain. We assume that the Markov chains are ergodic but otherwise unknown. The learner can sample Markov chains sequentially to observe their states. The goal of the learner is to sequentially…

2019-05-27abs ↗pdf ↗

In this paper, we introduce the notion of Reidemeister torsion for quasi-isomorphisms of based chain complexes over a field. We call a chain map a quasi-isomorphism if its induced homomorphism between homology is an isomorphism. Our notion of torsion generalizes the torsion of acyclic based chain complexes, and is a ch…

2006-08-18abs ↗pdf ↗

GNNs improve supply chain analytics with real-world benchmarks.

problem Limited research on applying GNNs to supply chain management.
method Conceptual discussions, detailed formulations, examples, mathematical definitions, and task guidelines.
result GNN-based models outperform other methods by 10-40% in various supply chain tasks.

We introduce and study the notion of a chain group of homeomorphisms of a one-manifold, which is a certain generalization of Thompson's group FF. The resulting class of groups exhibits a combination of uniformity and diversity. On the one hand, a chain group either has a simple commutator subgroup or the action of the…

2016-10-13abs ↗pdf ↗

Simpler method derived for path geometries on surfaces, characterizing projective path geometries.

problem Characterizing projective path geometries on surfaces.
method Solving the equivalence problem of sub-Riemannian geometry of signature (1,1) on a contact 3-manifold.
result Characterization of projective path geometries in terms of their chains.

In this paper, we deal with the task of building a dynamic ensemble of chain classifiers for multi-label classification. To do so, we proposed two concepts of classifier chains algorithms that are able to change label order of the chain without rebuilding the entire model. Such modes allows anticipating the instance-sp…

2017-10-20abs ↗pdf ↗

Stochastic gradient methods are the workhorse (algorithms) of large-scale optimization problems in machine learning, signal processing, and other computational sciences and engineering. This paper studies Markov chain gradient descent, a variant of stochastic gradient descent where the random samples are taken on the t…

2018-09-12abs ↗pdf ↗

We compute the chains associated to the left-invariant CR structures on the three-sphere. These structures are characterized by a single real modulus aa. For the standard structure a=1a=1, the chains are well-known and are closed curves. We show that for almost all other values of the modulus aa either two or three ty…

2007-11-16abs ↗pdf ↗

Crypto markets show negative spillovers between chains, not positive co-movements.

problem Negative spillovers in crypto asset returns across different blockchains.
method On-chain data from multiple blockchains (Ethereum, Solana, Binance, Arbitrum, Avalanche) analyzed over 2022-2025.
result Surges on one chain often coincide with declines on others, especially during attention shocks.

We give a new proof of the Morse Homology Theorem by constructing a chain complex associated to a Morse-Bott-Smale function that reduces to the Morse-Smale-Witten chain complex when the function is Morse-Smale and to the chain complex of smooth singular NN-cube chains when the function is constant. We show that the ho…

2006-12-12abs ↗pdf ↗

A method for learning with autoregressive chain-of-thoughts.

problem Learning prompt-to-answer mappings from sequence-to-next-token generators.
method Iterating a fixed, time-invariant generator for multiple steps to generate a chain-of-thought, then taking the final token as the answer.
result Universal representability and computationally tractable chain-of-thought learning for a simple base class.

A large number and diversity of techniques have been offered in the literature in recent years for solving multi-label classification tasks, including classifier chains where predictions are cascaded to other models as additional features. The idea of extending this chaining methodology to multi-output regression has a…

2019-07-18abs ↗pdf ↗

We have conducted an agent-based simulation of chain bankruptcy. The propagation of credit risk on a network, i.e., chain bankruptcy, is the key to nderstanding largesized bankruptcies. In our model, decrease of revenue by the loss of accounts payable is modeled by an interaction term, and bankruptcy is defined as a ca…

2007-09-27abs ↗pdf ↗

Study canonical curves and Kropina metrics in Lagrangian contact geometry.

problem Characterize canonical curves and their relationship to Lagrangian contact structures.
method Construct Fefferman-type spaces, analyze chains and null-chains, use Kropina metrics, apply Fermat principle.
result Chains and null-chains in integrable Lagrangian contact structures are geodesics of Kropina metrics.

We exhibit an efficient procedure for testing, based on a single long state sequence, whether an unknown Markov chain is identical to or ε\varepsilon-far from a given reference chain. We obtain nearly matching (up to logarithmic factors) upper and lower sample complexity bounds for our notion of distance, which is bas…

2019-01-31abs ↗pdf ↗

Fix an integer N>1. To each diagram of a link colored by 1,...,N, we associate a chain complex of graded matrix factorizations. We prove that the homotopy type of this chain complex is invariant under Reidemeister moves. When every component of the link is colored by 1, this chain complex is isomorphic to the chain com…

2009-07-03abs ↗pdf ↗