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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.

169,181 papers · 148 categories

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0111 · Nov 200719922001200920182026
14 results for Discordance

Tensor methods tackle high-dimensional additive index models with discordance and heterogeneity.

problem High-dimensional datasets with sampling problems and heterogeneity.
method Method of moments based procedures for estimating indices of discordant additive index models.
result Rates of convergence of estimators in both high and low-dimensional settings.

Advances neural tri-factorization for clustering and discordance analysis of multi-typed data.

problem Challenges in analyzing heterogeneous, multimodal relational data.
method Deep collective matrix tri-factorization for spectral clustering and cluster association learning.
result Demonstrates efficacy over previous non-neural approaches in clustering and discordance analysis.

Ideas from deformation quantization applied to algebras with one generator lead to methods to treat a nonlinear flat connection. It provides us elements of algebras to be parallel sections. The moduli space of the parallel sections is studied as an example of bundle-like objects with discordant (sogo) transition functi…

2007-11-23abs ↗pdf ↗

Study uses sentiment analysis to predict cryptocurrency token returns in virtual reality.

problem Predicting cryptocurrency token returns in virtual reality economies.
method Used BERT for sentiment analysis and developed LSTM models integrating multi-modal features.
result Multi-modal model significantly outperforms price-only baseline in prediction accuracy.

A new tool, matrix profile, finds all pair similarities in time series data.

problem Finding all pair similarities in time series data.
method Near universal time series data mining tool called matrix profile.
result Matrix profile solves the all-pairs-similarity-search problem for time series subsequences.

Supervised machine learning models boast remarkable predictive capabilities. But can you trust your model? Will it work in deployment? What else can it tell you about the world? We want models to be not only good, but interpretable. And yet the task of interpretation appears underspecified. Papers provide diverse and s…

2016-06-10abs ↗pdf ↗

Study finds significant price declines and capital reallocation from centralized to decentralized exchanges after FTX collapse.

problem Quantifying trust dynamics and redistribution between centralized and decentralized exchanges.
method Interdisciplinary approach combining causal inference and computational text analysis.
result Significant price declines and capital reallocation from centralized to decentralized exchanges following the FTX collapse.

The abstract shows how conditional Kendall's tau can be seen as a classification problem.

problem Estimating conditional Kendall's tau from random variables.
method Rewriting the problem as a classification task, proving consistency and asymptotic normality of estimators, adapting machine learning techniques.
result The consistency and asymptotic normality of penalized approximate maximum likelihood estimators.