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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.

169,341 papers · 148 categories

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6341,2681,9012,535 · Jun 202019922001200920182026
48 results for Divide and Recombine

Divide data into subsets, analyze each, and recombine results for likelihood function computation.

problem Computing likelihood functions for large and complex data.
method Divide & Recombine (D&R) procedure to estimate density parameters of likelihood model (LM) from MCMC draws.
result The method successfully computes likelihood functions for logistic regression data model.

Researchers explore non-coherent banding in site-specific recombination.

problem Understanding non-coherent banding in site-specific recombination.
method Survey of recent developments in non-coherent banding on knots.
result Recent advances in non-coherent banding model for site-specific recombination.

A new evolutionary algorithm improves k-means clustering by recombining the entire population.

problem Optimizing the k-means clustering problem, especially in non-convex cases.
method Recombinator-k-means uses stochastic recombination with a reweighting mechanism.
result Recombinator-k-means outperforms standard genetic algorithms in optimization objective.

Paper develops a high-order recombination algorithm for financial modeling.

problem Creating accurate approximations of stochastic differential equations in finance.
method High-order recombination method applied to practical financial problems.
result Algorithm effectively avoids explosive growth in support cardinality for high-order approximations.

The theme in this paper is the recombining binomial tree to price American put option when the underlying stock follows constant elasticity of variance(CEV) process. Recombining nodes of binomial tree are decided from finite difference scheme to emulate CEV process and the tree has a linear complexity. Also it is deriv…

2014-10-22abs ↗pdf ↗

We categorise coherent band (aka nullification) pathways between knots and 2-component links. Additionally, we characterise the minimal coherent band pathways (with intermediates) between any two knots or 2-component links with small crossing number. We demonstrate these band surgeries for knots and links with small cr…

2014-08-08abs ↗pdf ↗

We extend the tangle model, originally developed by Ernst and Sumners, to include composite knots. We show that, for any prime tangle, there are no rational tangle attachments of distance greater than one that first yield a 4-plat and then a connected sum of 4-plats. This is done by building on results on exceptional D…

2010-07-06abs ↗pdf ↗

Study decomposes market portfolio into body and tail legs, revealing systematic differences.

problem Understanding the relationship between body and tail components in market portfolios.
method Decomposes CRSP market portfolio into body and tail legs, analyzes their recombination identity.
result Recombination identity holds for all models but not for all, indicating systematic differences.

Study of Betti numbers in prodsimplicial complexes for directed graphs, focusing on DNA recombination.

problem Analyzing Betti numbers in directed graphs for DNA recombination.
method Custom prodsimplicial complexes for acyclic directed graphs, investigating Betti numbers.
result Investigated Betti numbers and cycles in prodsimplicial complexes for DNA recombination.

The protein recombinase can change the knot type of circular DNA. The action of a recombinase converting one knot into another knot is normally mathematically modeled by band surgery. Band surgeries on a 2-bridge knot N((4mn-1)/(2m)) yielding a (2,2k)-torus link are characterized. We apply this and other rational tangl…

2011-08-03abs ↗pdf ↗

A new tree model, GRST, improves option pricing without log-normality assumptions.

problem Limitations of CRR binomial trees in valuing securities with early exercise characteristics.
method Gaussian Recombining Split Tree (GRST) that generates a discrete probability mass function approximating a Gaussian distribution.
result Option prices from GRST align closely with market prices.

A new data-level recombination strategy improves RGB-D salient object detection.

problem RGB-D salient object detection struggles with depth information.
method Proposes a novel data-level recombination strategy to fuse RGB and depth data before feature extraction.
result Achieves a new state-of-the-art performance in RGB-D salient object detection.

Paper presents an efficient approach for integrating LSTM language models in LVCSR systems.

problem Difficulty in incorporating LSTM language models efficiently into LVCSR systems.
method First-pass decoding with LSTM-LM followed by lattice rescoring and hypothesis recombination.
result Competitive results on Hub5'00 and Librispeech corpora with runtime better than real-time.

A general method to construct recombinant tree approximations for stochastic volatility models is developed and applied to the Heston model for stock price dynamics. In this application, the resulting approximation is a four tuple Markov process. The first two components are related to the stock and volatility processe…

2012-05-16abs ↗pdf ↗

SCAN learns hierarchical visual concepts from unsupervised data.

problem Discovering coherent rules in natural world visual diversity.
method SCAN learns concepts through fast symbol association and disentangled visual primitives.
result SCAN generates diverse images from symbolic descriptions and manipulates visual concepts hierarchically.

MCP learns reusable skills for complex tasks by combining simple ones.

problem Learning complex tasks with many skills requires impractical amounts of data.
method Factorizes skills into primitives that can be combined multiplicatively.
result MCP can learn and reuse skills for novel tasks from pre-training.

Starting from a divide, i.e. a generic immersion of finitely many copies of the interval [0,1] in the disk, we construct a classical link in the 3-sphere. We prove that the link's complement fibers over the circle, if the divide is connected. Moreover, we compute the monodromy diffeomorphism from the combinatorics of t…

1998-03-18abs ↗pdf ↗

Construct divide knots with specific genus properties.

problem Understanding the difference between smooth and topological four-genus for knots.
method Construct divide knots with controlled smooth and topological four-genus ratios.
result For strongly quasipositive fibred knots, the ratio between smooth and topological four-genus can be made arbitrarily close to zero.

This paper gives new and elementary combinatorial topological proofs of the classification of unoriented and oriented rational knots and links. These proofs are based on the known classification of alternating knots through flyping, and the calculus of continued fractions. We characterize the class of strongly invertib…

2002-12-01abs ↗pdf ↗

In the present paper we determine the Thurston-Bennequin invariant of graph divide links, which include all closed positive braids, all divide links and certain negative twist knots. As a corollary of this and a result of P. Lisca and A.I. Stipsicz, we prove that the 3-manifold obtained from the 3-sphere by Dehn surger…

2004-06-16abs ↗pdf ↗

The study describes handle decompositions and Kirby diagrams for line arrangements.

problem Understanding handle decompositions and Kirby diagrams for line arrangements.
method Introduced the divide with cusps and used Lefschetz hyperplane section theorem.
result Described the Kirby diagram for line arrangements.

This paper analyzes divide-and-conquer estimators for functional linear regression without assuming target function in the RKHS.

problem Functional linear regression without target function in RKHS.
method Integral operator approach to establish upper bounds and prove asymptotic optimality.
result Sharp finite sample upper bounds and asymptotic optimality of divide-and-conquer estimators.