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.
Constructs examples of centrally harmonic spaces and shows they are not generically harmonic.
The study examines algebraic structures of specific tensor forms in four-dimensional spacetimes.
This survey presents a review of state-of-the-art deep neural network architectures, algorithms, and systems in vision and speech applications. Recent advances in deep artificial neural network algorithms and architectures have spurred rapid innovation and development of intelligent vision and speech systems. With avai…
Survey of large language models in financial prediction and trading.
Synthesizes machine learning applications in reliability and safety.
The book contains a collection of works on Riemann-Cartan and metric-affine manifolds provided with nonlinear connection structure and on generalized Finsler-Lagrange and Cartan-Hamilton geometries and Clifford structures modelled on such manifolds. The choice of material presented has evolved from various applications…
The paper refutes standard asset pricing models and introduces new theories.
This paper examines anomalies and frauds in blockchain networks and proposes detection techniques.
Software and hardware co-design and optimization of HPC systems has become intolerably complex, ad-hoc, time consuming and error prone due to enormous number of available design and optimization choices, complex interactions between all software and hardware components, and multiple strict requirements placed on perfor…
FinTech uses data science and AI to transform finance.
The ever-growing big data and emerging artificial intelligence (AI) demand the use of machine learning (ML) and deep learning (DL) methods. Cybersecurity also benefits from ML and DL methods for various types of applications. These methods however are susceptible to security attacks. The adversaries can exploit the tra…
Several statistical and machine learning methods are proposed to estimate the type and intensity of physical load and accumulated fatigue . They are based on the statistical analysis of accumulated and moving window data subsets with construction of a kurtosis-skewness diagram. This approach was applied to the data gat…
We discuss and clarify the XVA modelling framework specified in the paper "MVA by replication and regression" (Risk Magazine, May 2015) for including bilateral credit risk and funding costs in derivative pricing, and in doing so we rectify two key errors in the valuation adjustments accounting for costs of capital and …
There is a growing interest and literature on intrinsic motivations and open-ended learning in both cognitive robotics and machine learning on one side, and in psychology and neuroscience on the other. This paper aims to review some relevant contributions from the two literature threads and to draw links between them. …
In this review, basic definitions of spin geometry are given and some of its applications to supersymmetry, supergravity and condensed matter physics are summarized. Clifford algebras and spinors are defined and the first-order differential operators on spinors which lead to the definitions of twistor and Killing spino…
Jablan and Radović originally defined two invariants called the Meander number and OGC number of knots for certain classes of knots. We generalize these definitions to all knots and name the straight number and contained straight number of a knot, respectively, and prove they are well defined. We answer two questions a…
CK simplifies ML model deployment and reproducibility with open APIs and DevOps.
The basic first-order differential operators of spin geometry that are Dirac operator and twistor operator are considered. Special types of spinors defined from these operators such as twistor spinors and Killing spinors are discussed. Symmetry operators of massless and massive Dirac equations are introduced and releva…
Spike-and-slab priors are popular Bayesian solutions for high-dimensional linear regression problems. Previous theoretical studies on spike-and-slab methods focus on specific prior formulations and use prior-dependent conditions and analyses, and thus can not be generalized directly. In this paper, we propose a class o…
The study characterizes and classifies specific types of manifolds using conformal and quasi-Einstein properties.
This review covers AI in finance, challenges, techniques, and opportunities.
We introduce blockchains and distributed ledgers and describe their potential applications to money and banking. The analysis compares public and private ledgers and outlines the suitability of various types of ledgers for different purposes. Furthermore, a few historical prototypes of blockchains and distributed ledge…
These notes give an introduction to Geometric Invariant Theory and symplectic reduction, with lots of pictures and simple examples. We describe their applications to moduli of bundles and varieties, and their infinite dimensional analogues in gauge theory and the theory of special metrics on algebraic varieties. Donald…
A new method discovers equations from data using Bayesian and kernel techniques.
Designing effective and efficient classifier for pattern analysis is a key problem in machine learning and computer vision. Many the solutions to the problem require to perform logic operations such as `and', `or', and `not'. Classification and regression tree (CART) include these operations explicitly. Other methods s…
We present an introduction to the geometry of higher order vector and co-vector bundles (including higher order generalizations of the Finsler geometry and Kaluza--Klein gravity) and review the basic results on Clifford and spinor structures on spaces with generic local anisotropy modeled by anholonomic frames with ass…
Machine learning and blockchain are two of the most noticeable technologies in recent years. The first one is the foundation of artificial intelligence and big data, and the second one has significantly disrupted the financial industry. Both technologies are data-driven, and thus there are rapidly growing interests in …
Machine Learning (ML) and Deep Learning (DL) innovations are being introduced at such a rapid pace that researchers are hard-pressed to analyze and study them. The complicated procedures for evaluating innovations, along with the lack of standard and efficient ways of specifying and provisioning ML/DL evaluation, is a …
The paper presents the comparative study of the nature of stock markets in short-term and long-term time scales with and without structural break in the stock data. Structural break point has been identified by applying Zivot and Andrews structural trend break model to break the original time series (TSO) into time ser…
Clients are increasingly looking for fast and effective means to quickly and frequently survey and communicate the condition of their buildings so that essential repairs and maintenance work can be done in a proactive and timely manner before it becomes too dangerous and expensive. Traditional methods for this type of …
Italy and the Eurozone are heading in the year 2012 into a financial depression of unprecedented magnitude, with a forthcoming multitude of often contradictory public economic and financial stability emergency interventions whose ultimate endogenous and exogenous effects on public and private health spending and on the…
This is the first monograph on the geometry of anisotropic spinor spaces and its applications in modern physics. The main subjects are the theory of gravity and matter fields in spaces provided with off--diagonal metrics and associated anholonomic frames and nonlinear connection structures, the algebra and geometry of …
ML4Chem is an open-source machine learning library for chemistry and materials science. It provides an extendable platform to develop and deploy machine learning models and pipelines and is targeted to the non-expert and expert users. ML4Chem follows user-experience design and offers the needed tools to go from data pr…
We propose Dirichlet Simplex Nest, a class of probabilistic models suitable for a variety of data types, and develop fast and provably accurate inference algorithms by accounting for the model's convex geometry and low dimensional simplicial structure. By exploiting the connection to Voronoi tessellation and properties…
The monograph summarizes the author's results on the geometry of anholonomic and locally anisotropic interactions, published in J. Math. Phys., Nucl. Phys. B, Ann. Phys. (NY), JHEP, Rep. Math. Phys., Int. J. Theor. Phys. and in some former Soviet Union and Romanian scientific journals. The main subjects are in the theo…
Gluck twists on spheres yield equivalent 4-manifolds under certain conditions.
Survey of mathematical foundations for reinforcement learning.
Traditional centralized energy systems have the disadvantages of difficult management and insufficient incentives. Blockchain is an emerging technology, which can be utilized in energy systems to enhance their management and control. Integrating token economy and blockchain technology, token economic systems in energy …
A pedagogical but concise overview of fiber bundles and their connections is provided, in the context of gauge theories in physics. The emphasis is on defining and visualizing concepts and relationships between them, as well as listing common confusions, alternative notations and jargon, and relevant facts and theorems…
Joyce has shown that the fundamental quandle of a classical knot can be derived from consideration of the fundamental group and the peripheral structure of the knot, and also that the group and much of the peripheral structure can be recovered from the quandle. We generalize these results to arbitrary dimensions, and a…
This paper reviews MDS, Sammon mapping, and Isomap, explaining their theory and applications.
Matrix factorizations and their extensions to tensor factorizations and decompositions have become prominent techniques for linear and multilinear blind source separation (BSS), especially multiway Independent Component Analysis (ICA), NonnegativeMatrix and Tensor Factorization (NMF/NTF), Smooth Component Analysis (Smo…
Detects and traces masterminds behind cryptocurrency pump-and-dump schemes.
Introduces data ethics for mathematicians, covering background, open data, and privacy.
Paper presents a faster method for computing cost of equity and performing comparable company analysis.
Introduces Gaussian Processes and Relevance Vector Machines, connecting them to Kalman filtering.
Survey of GANs and autoencoders, addressing mode collapse and likelihood issues.
The paper analyzes investment and consumption strategies under uncertain market conditions.