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.
This paper introduces cluster exchange groupoids for Coxeter-Dynkin diagrams and finds their fundamental groups are braid groups.
Enhances understanding of stability conditions on surfaces.
New clustering algorithms for sensor networks reduce data exchange.
Fragmented exchanges arise due to speed advantages in high-activity regions.
The team predicts foreign exchange rates using clustering and attention models.
Bayesian nonparametric approach for clustering non-exchangeable groups.
Study of generalized double Bruhat cells and their integrations.
TDA improves FX clustering quality over traditional methods.
We use techniques from network science to study correlations in the foreign exchange (FX) market over the period 1991--2008. We consider an FX market network in which each node represents an exchange rate and each weighted edge represents a time-dependent correlation between the rates. To provide insights into the clus…
The paper introduces the concept of a cluster structure to define a joint distribution of the sample size and its exchangeable random partitions. The cluster structure allows the probability distribution of the random partitions of a subset of the sample to be dependent on the sample size, a feature not presented in a …
Dynamic model clusters interactions over time, improving prediction.
New model generates clusters with sublinear growth, useful for sparse multigraphs.
Investor clusters analyzed in Helsinki Stock Exchange IPOs.
This paper analyzes correlations in patterns of trading of different members of the London Stock Exchange. The collection of strategies associated with a member institution is defined by the sequence of signs of net volume traded by that institution in hour intervals. Using several methods we show that there are signif…
This article establishes the performance of stochastic blockmodels in addressing the co-clustering problem of partitioning a binary array into subsets, assuming only that the data are generated by a nonparametric process satisfying the condition of separate exchangeability. We provide oracle inequalities with rate of c…
Simplified A-polynomial calculation for twisted knots.
We construct an infinitely exchangeable process on the set $\cate$ of subsets of the power set of the natural numbers via a Poisson point process with mean measure on the power set of . Each $E\in\cate$ has a least monotone cover in $\catf$, the collection of monotone subsets of $\cate$, an…
We study the cluster categories arising from marked surfaces (with punctures and non-empty boundaries). By constructing skewed-gentle algebras, we show that there is a bijection between tagged curves and string objects. Applications include interpreting dimensions of as intersection numbers of ta…
A distributed -means algorithm for networked data clusters.
A known failing of many popular random graph models is that the Aldous-Hoover Theorem guarantees these graphs are dense with probability one; that is, the number of edges grows quadratically with the number of nodes. This behavior is considered unrealistic in observed graphs. We define a notion of edge exchangeability …
By analyzing the foreign exchange market data of various currencies, we derive a hierarchical taxonomy of currencies constructing minimal-spanning trees. Clustered structure of the currencies and the key currency in each cluster are found. The clusters match nicely with the geographical regions of corresponding countri…
We prove the existence of Lagrangian fillings for -type Legendrian links.
New framework models non-exchangeable networks with latent orders and graphons.
We propose a methodology for clustering financial time series of stocks' returns, and a graphical set-up to quantify and visualise the evolution of these clusters through time. The proposed graphical representation allows for the application of well known algorithms for solving classical combinatorial graph problems, w…
sWk-means clusters multidimensional financial time series into distinct market regimes.
The paper uses clustering and integer programming to optimize stock selection for investment funds.
Study on cosymplectic groupoids with structural results.
We analyze structure of the world foreign currency exchange (FX) market viewed as a network of interacting currencies. We analyze daily time series of FX data for a set of 63 currencies, including gold, silver and platinum. We group together all the exchange rates with a common base currency and study each group separa…
Using data from 92 indices of stock exchanges worldwide, I analize the cluster formation and evolution from 2007 to 2010, which includes the Subprime Mortgage Crisis of 2008, using asset graphs based on distance thresholds. I also study the survivability of connections and of clusters through time and the influence of …
Paper defines PB-groupoids and their relation to VB-groupoids.
The paper studies groupoid structures from different viewpoints.
The paper generalizes bundle gerbes over groupoids and their correspondence with PB groupoids.
We have presented a novel technique of detecting intermittencies in a financial time series of the foreign exchange rate data of U.S.- Euro dollar(US/EUR) using a combination of both statistical and spectral techniques. This has been possible due to Continuous Wavelet Transform (CWT) analysis which has been popularly a…
We apply the bar construction to the nerve of a double Lie groupoid to obtain a local Lie 2-groupoid. As an application, we recover Haefliger's fundamental groupoid from the fundamental double groupoid of a Lie groupoid. In the case of a symplectic double groupoid, we study the induced closed 2-form on the associated l…
A groupoid is a small category in which each morphism has an inverse. A topological groupoid is a groupoid in which both sets of objects and morphisms have topologies such that all groupoid structure maps are continuous. The notion of monodromy groupoid of a topological groupoid generalises those of fundamental groupoi…
Using data from world stock exchange indices prior to and during periods of global financial crises, clusters and networks of indices are built for different thresholds and diverse periods of time, so that it is then possible to analyze how clusters are formed according to correlations among indices and how they evolve…
We outline the construction of the holonomy groupoid of a locally Lie groupoid and the monodromy groupoid of a Lie groupoid. These specialise to the well known holonomy and monodromy groupoids of a foliation, when the groupoid is just an equivalence relation.
The beta-negative binomial process (BNBP), an integer-valued stochastic process, is employed to partition a count vector into a latent random count matrix. As the marginal probability distribution of the BNBP that governs the exchangeable random partitions of grouped data has not yet been developed, current inference f…
EAP clusters evolving data, promoting temporal smoothness and automatic cluster tracking.
We introduce the notions of a differentiable groupoid and a differentiable stratified groupoid, generalizations of Lie groupoids in which the spaces of objects and arrows have the structures of differentiable spaces, respectively differentiable stratified spaces, compatible with the groupoid structure. After studying b…
We complete the construction of the double Lie algebroid of a double Lie groupoid begun in the first paper of this title. We show that the Lie algebroid structure of an LA--groupoid may be prolonged to the Lie algebroid of its Lie groupoid structure; in the case of a double groupoid this prolonged structure for either …
We discuss two sorts of generalization of Lie groupoids. One is Lie -groupoids defined as simplicial manifolds with trivial . The other is the stacky Lie groupoid $\cG\rra M$ with $\cG$ a differentiable stack. We build 1-1 correspondence between Lie 2-groupoids and stacky Lie groupoids up to a certain…
In this work we deal with coverings and actions of Lie group- groupoids being a sort of the structured Lie groupoids. Firstly, we define an action of a Lie group-groupoid on some Lie group and the smooth coverings of Lie group-groupoids. Later, we show the equivalence of the category of smooth actions of Lie group-grou…
Meta clustering categorizes learners for collaborative learning.
We introduce the notion of Glanon groupoids, which are Lie groupoids equipped with multiplicative generalized complex structures. It combines symplectic groupoids, holomorphic Lie groupoids and holomorphic Poisson groupoids into a unified framework. Their infinitesimal, Glanon Lie algebroids are studied. We prove that …
Paper solves Hilbert's fifth problem for specific groupoids.
Correlation matrices are omnipresent in multivariate data analysis. When the number d of variables is large, the sample estimates of correlation matrices are typically noisy and conceal underlying dependence patterns. We consider the case when the variables can be grouped into K clusters with exchangeable dependence; t…
Introduces multiplicative differential forms on Lie groupoids with VB-groupoids values.