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arXiv research

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.

168,742 papers · 148 categories

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87174261348 · Jun 202019922001200920172026
48 results for Epidemic Type Aftershock Sequence (ETAS)

Bayesian approach models earthquake clustering with spatial mainshocks and aftershocks.

problem Estimating uncertainty in earthquake clustering models due to complex likelihood functions.
method Nonparametric Dirichlet process mixture prior for spatial mainshocks and an auxiliary latent variable routine for efficient inference.
result Efficient Bayesian forecasting of spatial earthquake occurrences with uncertainty quantification.

Neural model outperforms ETAS in forecasting Central Apennines earthquakes.

problem Short-term seismicity forecasting with incomplete data.
method Extended a neural network model to the magnitude domain, using it to forecast earthquakes above a target magnitude threshold.
result Neural model outperforms ETAS at lower magnitude thresholds, due to its robustness to missing data.

New benchmark for earthquake forecasting models shows current neural point processes are not yet suitable.

problem Lack of a modern benchmark for evaluating neural point process models in earthquake forecasting.
method Curated and standardized earthquake catalog, evaluation protocols, and datasets.
result None of the tested NPPs outperformed the classical ETAS model.

The study analyzes aftershocks of stock market crashes using statistical methods.

problem Understanding the aftershocks of stock market crashes during crises.
method Structural break analysis and statistical methods applied to 1987 crash, 2008 financial crisis, and 2020 COVID-19 pandemic.
result The recovery of stock price during the COVID-19 pandemic may be faster than the financial crisis of 2008.

The occurrence of aftershocks following a major financial crash manifests the critical dynamical response of financial markets. Aftershocks put additional stress on markets, with conceivable dramatic consequences. Such a phenomenon has been shown to be common to most financial assets, both at high and low frequency. It…

2012-03-27abs ↗pdf ↗

Study of eta invariant for non-compact manifolds via Dirac-type operators.

problem Defining and studying the relative eta invariant for non-compact manifolds.
method Defined the relative eta function and studied its variation and gluing law.
result Shows the relative eta invariant coincides with a previously defined version.

Recently, the behavior of different epidemic models and their relation both to different types of geometries and to some biological models has been revisited . Path equations representing the behavior of epidemic models and their corresponding deviation vectors are examined. A comparison between paths and their deviati…

2010-02-13abs ↗pdf ↗

Researchers compute Floer homotopy types and eta invariants for Seifert 3-manifolds.

problem Computing Floer homotopy types and eta invariants for Seifert 3-manifolds.
method Floer homology, Seiberg-Witten Floer homotopy type, adiabatic connections, spin^c-Dirac operators, eta invariants, orbifold pin^c-connections.
result Floer homotopy types are suspensions of S^0, and Seifert 3-manifolds are L-spaces.

The integral of the top dimensional term of the multiplicative sequence of Pontryagin forms associated to an even formal power series is calculated for special Riemannian metrics on the unit ball of a hermitean vector space. Using this result we calculate the generating function of the reduced Dirac and signature eta-i…

2017-07-20abs ↗pdf ↗

We announce a Godbillon-Vey index formula for longitudinal Dirac operators on a foliated bundle $(X,\F)$ with boundary; in particular, we define a Godbillon-Vey eta invariant on the boundary foliation, that is, a secondary invariant for longitudinal Dirac operators on type III foliations. Our theorem generalizes the cl…

2009-07-01abs ↗pdf ↗

We prove a Godbillon-Vey index formula for longitudinal Dirac operators on a foliated bundle with boundary; in particular, we define a Godbillon-Vey eta invariant on the boundary-foliation; this is a secondary invariant for longitudinal Dirac operators on type-III foliations. Moreover, employing the Godbillon-Vey index…

2011-02-14abs ↗pdf ↗

Proves a conjecture for a specific group using spectral sequences and homology.

problem Proves the Gromov-Lawson-Rosenberg Conjecture for the group Z/4xZ/4.
method Used the Adams spectral sequence and detection theorems to compute connective real k-homology.
result Determines differentials of the Adams spectral sequence and studies the cap structure of relevant sub-hopf algebras.

New method combines neural nets with epidemic models for better prediction.

problem Improving epidemic prediction and forecasting using deep neural networks.
method Integrates machine learning with compartmental disease models for data-driven analysis.
result Data augmentation strategy improves neural network reliability for epidemic forecasting.

The eta invariant appears regularly in index theorems but is known to be directly computable from the spectrum only in certain examples of locally symmetric spaces of compact type. In this work, we derive some general formulas useful for calculating the eta invariant on closed manifolds. Specifically, we study the eta …

2012-10-30abs ↗pdf ↗

Study eta invariant on non-compact manifolds with positive scalar curvature.

problem Proving geometric formulas and index theorems for uniformly positive scalar curvature metrics.
method Using Dirac-Schrödinger operators and relative eta invariant.
result New geometric formula for spectral flow and index formula for uniformly positive scalar curvature metrics.

In previous work, we introduced eta invariants for even dimensional manifolds. It plays the same role as the eta invariant of Atiyah-Patodi-Singer, which is for odd dimensional manifolds. It is associated to K1K^1 representatives on even dimensional manifolds and is closely related to the so called WZW theory in physic…

2012-05-02abs ↗pdf ↗

We prove that there is no parity anomaly in M-theory in the low-energy field theory approximation. Our approach is computational. We determine generators for the 12-dimensional bordism group of pin manifolds with a w_1-twisted integer lift of w_4; these are the manifolds on which Wick-rotated M-theory exists. The anoma…

2019-08-26abs ↗pdf ↗

Let A(t)A(t) be an elliptic, product-type suspended (which is to say parameter-dependant in a symbolic way) family of pseudodifferential operators on the fibres of a fibration φφ with base Y.Y. The standard example is A+itA+it where AA is a family, in the usual sense, of first order, self-adjoint and elliptic pseudodiffe…

2009-05-01abs ↗pdf ↗

Optimizes control of infectious disease spread using stochastic methods.

problem Optimizing control of highly infectious diseases like COVID-19.
method Reformulated Hamilton-Jacobi-Bellman equation as stochastic minimum principle, leading to forward-backward stochastic differential equations.
result Numerous numerical solutions presented under various scenarios.

Study on stock market volatility and return dispersion during COVID-19.

problem Impact of COVID-19 on stock market volatility and return dispersion.
method Used Google index to proxy epidemic impact, modeled volatility, and analyzed influencing factors of log-return.
result Volatility significantly affected by epidemic and cross-sectional return dispersion, with positive coefficients.

New model captures long-term memory effects in epidemic dynamics.

problem Identifying memory effects in disease progression and recovery.
method Physics-informed neural networks (PINN) with fractional SEIRD model.
result Fractional memory order αα improves predictive performance over classical models.

Deep models forecast epidemics with uncertainty quantification.

problem Accurate probabilistic forecasting of epidemics is challenging due to nonlinear temporal dependencies and spatial interactions.
method Deep spatiotemporal engression methods with geometric ergodicity and asymptotic stationarity.
result Proposed methods outperform benchmarks in point and probabilistic forecasting.

We study the eta-invariant, defined by Atiyah-Patodi-Singer a real valued invariant of an oriented odd-dimensional Riemannian manifold equipped with a unitary representation of its fundamental group. When the representation varies analytically, the corresponding eta-invariant may have an integral jump, known also as th…

1994-07-20abs ↗pdf ↗

Cobordism invariance shows that the index, in K-theory, of a family of pseudodifferential operators on the boundary of a fibration vanishes if the symbol family extends to be elliptic across the whole fibration. For Dirac operators with spectral boundary condition, Dai and Freed \cite{dai-freed1} gave an explicit versi…

2006-07-19abs ↗pdf ↗

Paper proposes a graph neural network for accurate long-term ILI prediction.

problem Limited long-term prediction performance and spatio-temporal dependency in existing models.
method Cross-location attention based graph neural network (Cola-GNN) for time series embeddings and location aware attentions.
result Proposed method shows strong predictive performance and interpretable results for long-term epidemic predictions.

This paper explores neural models to improve modeling of Hawkes process intensity functions.

problem Traditional Hawkes process intensity function's parametrized kernel function biases future event predictions.
method Uses neural models to model the kernel function of Hawkes process intensity function.
result Neural models can better capture future event characteristics using past events data.