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.
Machine learning predicts CO2 emissions in power grids, reducing uncertainty.
Proposes a multilingual email segmentation benchmark and model.
Brillouin zones were introduced by Brillouin in the thirties to describe quantum mechanical properties of crystals, that is, in a lattice in . They play an important role in solid-state physics. It was shown by Bieberbach that Brillouin zones tile the underlying space and that each zone has the same area. We gene…
Study option pricing in sideways markets and target zones.
Paper presents a WiFi-based indoor sensor localization technique.
Study shows critical width for rigidity of equatorial zones on spheres.
Paper introduces a new power-dominance axis in estimator design.
For a given lattice, we establish an equivalence involving a closed zone of the corresponding Voronoi polytope, a lamina hyperplane of the corresponding Delaunay partition and a quadratic form of rank 1 being an extreme ray of the corresponding L-type domain.
We consider the effects of the 2008 global financial crisis on the global stock market before, during, and after the crisis. We generate complex networks from a cross-correlation matrix such as the threshold network (TN) and the minimal spanning tree (MST). In the threshold network, we assign a threshold value by using…
The Zeeman-Hamilton operators of free charged particles are identified with the Laplacians of certain Riemannian manifolds, called Zeeman manifolds. The quantum Hilbert space decomposes into subspaces (Zeeman zones) which are invariant under the actions both of the Zeeman operator and the natural Heisenberg group repre…
The Zone of Avoidance makes it difficult for astronomers to catalogue galaxies at low latitudes to our galactic plane due to high star densities and extinction. However, having a complete sky map of galaxies is important in a number of fields of research in astronomy. There are many unclassified sources of light in the…
Model predicts and optimizes trading of electricity price spreads across multiple zones.
Optimizes portfolio with two controls to minimize trades and maintain signal integrity.
CoDeQ simplifies joint model compression by integrating pruning and quantization.
In the present paper which a sequel to dg-ga/9511005 and dg-ga//9610013 a global Weierstrass representation of an arbitrary closed oriented surface of genus in the the three-space is constructed. The Weierstrass spectrum of a torus immersed into is introduced and finite-zone planes as well as finite-zone…
We study the problem of optimal trading using general alpha predictors with linear costs and temporary impact. We do this within the framework of stochastic optimization with finite horizon using both limit and market orders. Consistently with other studies, we find that the presence of linear costs induces a no-tradin…
Study reveals different drivers of electricity price volatility across Europe.
We study optimal trading in an Almgren-Chriss model with running and terminal inventory costs and general predictive signals about price changes. As a special case, this allows to treat optimal liquidation in "target zone models": asset prices with a reflecting boundary enforced by regulatory interventions. In this cas…
We explore the loss landscape of fully-connected and convolutional neural networks using random, low-dimensional hyperplanes and hyperspheres. Evaluating the Hessian, , of the loss function on these hypersurfaces, we observe 1) an unusual excess of the number of positive eigenvalues of , and 2) a large value of $…
Algorithm finds safe zones in policy Markov Decision Processes to limit trajectory escape.
Hierarchical GANs reduce anomaly detection costs.
We propose a novel defense against all existing gradient based adversarial attacks on deep neural networks for image classification problems. Our defense is based on a combination of deep neural networks and simple image transformations. While straightforward in implementation, this defense yields a unique security pro…
Unified principle LZN unifies generative modeling, representation learning, and classification.
Adopting a zonal structure of electricity market requires specification of zones' borders. In this paper we use social welfare as the measure to assess quality of various zonal divisions. The social welfare is calculated by Market Coupling algorithm. The analyzed divisions are found by the usage of extended Locational …
In this note we discuss - in what is intended to be a pedagogical fashion - FX option pricing in target zones with attainable boundaries. The boundaries must be reflecting. The no-arbitrage requirement implies that the differential (foreign minus domestic) short-rate is not deterministic. When the band is narrow, we ca…
Central bank strategy to maintain currency exchange rate within limits.
Our analysis of financial data, in terms of super-exponential growth, suggests that the seed of the 2002/03 crisis of the Dutch supermarket giant AHOLD was planted in 1996. It became quite visible in 1999 when the post-bubble destabilization regime was well-developed and acted as the precursor of an inevitable collapse…
Optimal trading strategy with predictor and costs, derived equations and shape.
With developing of computation tools in the last years, data analysis methods to find insightful information are becoming more common among industries and researchers. This paper is the first part of the times series analysis of New England electricity price and demand to find anomaly in the data. In this paper time-se…
This paper presents a recognition system for handwritten Pashto letters. However, handwritten character recognition is a challenging task. These letters not only differ in shape and style but also vary among individuals. The recognition becomes further daunting due to the lack of standard datasets for inscribed Pashto …
We introduce a mathematical model on the dynamics of demand and supply incorporating collectability and saturation factors. Our analysis shows that when the fluctuation of the determinants of demand and supply is strong enough, there is chaos in the demand-supply dynamics. Our numerical simulation shows that such a cha…
In this paper, we introduce an insurance ruin model with adaptive premium rate, thereafter refered to as restructuring/refraction, in which classical ruin and bankruptcy are distinguished. In this model, the premium rate is increased as soon as the wealth process falls into the red zone and is brought back to its regul…
Understanding the spatiotemporal distribution of people within a city is crucial to many planning applications. Obtaining data to create required knowledge, currently involves costly survey methods. At the same time ubiquitous mobile sensors from personal GPS devices to mobile phones are collecting massive amounts of d…
Epilepsy is the fourth most common neurological disorder, affecting about 1% of the population at all ages. As many as 60% of people with epilepsy experience focal seizures which originate in a certain brain area and are limited to part of one cerebral hemisphere. In focal epilepsy patients, a precise surgical removal …
The fuzzy ROC extends Receiver Operating Curve (ROC) visualization to the situation where some data points, falling in an indeterminacy region, are not classified. It addresses two challenges: definition of sensitivity and specificity bounds under indeterminacy; and visual summarization of the large number of possibili…
In this paper, we propose a novel asymmetric -insensitive pinball loss function for quantile estimation. There exists some pinball loss functions which attempt to incorporate the -insensitive zone approach in it but, they fail to extend the -insensitive approach for quantile estimation in true sense. The propo…
We describe a new public-domain open-source simulator of an electronic financial exchange, and of the traders that interact with the exchange, which is a truly distributed and cloud-native system that been designed to run on widely available commercial cloud-computing services, and in which various components can be pl…
Optimal trading patterns adjust based on market efficiency and slippage costs.
Gaussian beams describe the amplitude and phase of rays and are widely used to model acoustic propagation. This paper describes four new results in the theory of Gaussian beams. (1) A new version of the Červený equations for the amplitude and phase of Gaussian beams is developed by applying the equivalence of Hamilton-…
Study improves motor insurance claim prediction using geographic data.
Bayesian method improves deep learning for noisy EEG seizure detection.
A new algorithm improves efficiency and robustness of heuristic optimization in simulation-based problems.
Multiplayer Online Battle Arena (MOBA) games are among the most played digital games in the world. In these games, teams of players fight against each other in arena environments, and the gameplay is focused on tactical combat. Mastering MOBAs requires extensive practice, as is exemplified in the popular MOBA Defence o…
Study predicts lens performance using neural networks.
We study optimal buying and selling strategies in target zone models. In these models the price is modeled by a diffusion process which is reflected at one or more barriers. Such models arise for example when a currency exchange rate is kept above a certain threshold due to central bank intervention. We consider the op…
In many developing countries intellectual property infringement and the commerce of pirate goods is an entrepreneurial activity. Digital piracy is very often the only media for having access to music, cinema, books and software. At the same time, bio-prospecting and infringement of indigenous knowledge rights by intern…
The paper explores triangulations of spheres and projective spaces, focusing on Hopf triangulations and equilibrium structures.
We determine the topology of the moduli space of periodic tilings of the plane by parallelograms. To each such tiling, we associate combinatorial data via the zone curves of the tiling. We show that all tilings with the same combinatorial data form an open subset in a suitable Euclidean space that is homotopy equivalen…