Research
On-device research index

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.

168,657 papers · 148 categories

Trend · papers per month

57113170226 · Jun 202019922001200920172026
48 results for Form 144

Study reveals opacity in insider sales, leading to inefficiencies in capital allocation.

problem Insider sales opacity due to reporting inversion of Form 144 and Form 4.
method Event study framework, machine learning audit, cross-sectional tests.
result Persistent opacity of insider sales signals, leading to inefficiencies in capital allocation.

This paper provides a comprehensive survey of Machine Learning Testing (ML testing) research. It covers 144 papers on testing properties (e.g., correctness, robustness, and fairness), testing components (e.g., the data, learning program, and framework), testing workflow (e.g., test generation and test evaluation), and …

2019-06-19abs ↗pdf ↗

Study estimates the first eigenvalue on Kähler manifolds with specific curvature conditions.

problem Estimating the first eigenvalue of Laplacian on Kähler manifolds with holomorphic sectional curvature constraints.
method Developed a Bochner-Kodaira type identity for holomorphic sectional curvature to prove eigenvalue estimates.
result First eigenvalue of Laplacian on Kähler manifolds is bounded from below under certain curvature conditions.

We prove that there are exactly 66 Nil Seifert fibred spaces which can be obtained by Dehn surgeries on non-trefoil knots in S3S^3, with {60,144,156,288,300}\{60, 144, 156, 288, 300\} as the exact set of all such surgery slopes up to taking the mirror images of the knots. We conjecture that there are exactly 44 specific hyperbolic kno…

2014-07-02abs ↗pdf ↗

The existence of a natural and projectively invariant quantization in the sense of P. Lecomte [Progr. Theoret. Phys. Suppl. (2001), no. 144, 125-132] was proved by M. Bordemann [math.DG/0208171], using the framework of Thomas-Whitehead connections. We extend the problem to the context of supermanifolds and adapt M. Bor…

2010-10-04abs ↗pdf ↗

We propose a simple extension to the ReLU-family of activation functions that allows them to shift the mean activation across a layer towards zero. Combined with proper weight initialization, this alleviates the need for normalization layers. We explore the training of deep vanilla recurrent neural networks (RNNs) with…

2017-09-12abs ↗pdf ↗

Training Generative Adversarial Networks (GANs) is notoriously challenging. We propose and study an architectural modification, self-modulation, which improves GAN performance across different data sets, architectures, losses, regularizers, and hyperparameter settings. Intuitively, self-modulation allows the intermedia…

2018-10-02abs ↗pdf ↗

This paper extends Heston model to fractional Brownian motion for option pricing.

problem Developing a new financial model for option pricing with fractional Brownian motion.
method Extending Malliavin differentiability to fractional Heston-type model.
result Proves fractional Heston-type model is Malliavin differentiable and derives option pricing expressions.

The study classifies policy announcements' impact on stock market volatility.

problem Evaluating the impact of Central Bank announcements on stock market volatility.
method Proposed a model-based classification method using Markov Switching dynamics and Multiplicative Error Model.
result Successful classification of 144 European Central Bank announcements on stock market volatility.

We give a rigorous geometric proof of the Murakami-Yano formula for the volume of a hyperbolic tetrahedron. In doing so, we are led to consider generalized hyperbolic tetrahedra, which are allowed to be non-convex, and have vertices `beyond infinity'; and we uncover a group, which we call 22.5K, of 23040 scissors-class…

2003-09-10abs ↗pdf ↗

We exhibit new examples of double Kodaira fibrations by using finite Galois covers of a product Σb×ΣbΣ_b \times Σ_b, where ΣbΣ_b is a smooth projective curve of genus b2b \geq 2. Each cover is obtained by providing an explicit group epimorphism from the pure braid group P2(Σb)\mathsf{P}_2(Σ_b) to some finite Heisenberg group.…

2019-05-08abs ↗pdf ↗

Lomonaco and Kauffman introduced knot mosaic system to give a definition of quantum knot system. This definition is intended to represent an actual physical quantum system. A knot (m,n)(m,n)-mosaic is an m×nm \times n matrix of mosaic tiles which are T0T_0 through T10T_{10} depicted as below, representing a knot or a link b…

2013-12-14abs ↗pdf ↗

This work improves cost-aware Bayesian optimization by introducing Pareto-efficient acquisition functions.

problem Cost variability in hyperparameter evaluations affects the efficiency of Bayesian optimization.
method Reformulated cost-aware Bayesian optimization as Pareto efficiency, proposing a novel Pareto-efficient expected improvement.
result Pareto-efficient acquisition functions significantly outperform previous solutions, providing finer control over cost-accuracy trade-offs.

Computer aided diagnostic (CAD) system is crucial for modern med-ical imaging. But almost all CAD systems operate on reconstructed images, which were optimized for radiologists. Computer vision can capture features that is subtle to human observers, so it is desirable to design a CAD system op-erating on the raw data. …

2017-11-06abs ↗pdf ↗

CV outperforms mean-variance for stock returns, minimizing risk and maximizing growth.

problem Traditional risk assessment methods underperform in stock market analysis.
method Derived new CV equation and used it to analyze stock performance.
result Stocks with low but positive CV grow exponentially, outperforming high-risk stocks.

GIFT-Eval benchmarks time series forecasting models across diverse datasets.

problem Lack of comprehensive benchmarks for evaluating time series foundation models.
method Developed GIFT-Eval, a benchmark with 23 datasets, 177 million data points, and 144,000 time series.
result Promotes evaluation of foundation models across various domains and frequencies.

This text is intended to become in the long run Chapter 3 of our long saga dedicated to Riemann, Ahlfors and Rohlin. Yet, as its contents evolved as mostly independent (due to our inaptitude to interconnect both trends as strongly as we wished), it seemed preferable to publish it separately. More factually, our account…

2013-10-07abs ↗pdf ↗

IIC decouples causal identification into two phases, significantly reducing the HTC gap in linear SEMs.

problem Determining causal effect coefficients in linear SEMs with latent confounders using the Half-Trek Criterion (HTC) leaves a gap of inconclusive causal effects.
method Iterative Identification Closure (IIC) framework that decouples causal identification into two phases: a seed function S_0 and Reduced HTC propagation.
result IIC strictly subsumes both HTC and ancestor decomposition, reducing the HTC gap by over 80% with combined seeds.

Hybrid models improve groundwater level prediction and uncertainty analysis.

problem Predicting and analyzing uncertainty of monthly groundwater levels.
method Six evolutionary optimization algorithms (GOA, CSO, WA, GA, KA, PSO) hybridized with ANFIS, ANN, and SVM.
result ANFIS-GOA outperformed other models in predicting groundwater levels.

PHBench predicts Series A funding from Product Hunt launch signals with 7.8% accuracy.

problem Predicting startup Series A funding from launch signals on Product Hunt.
method Constructed PHBench from 67,292 Product Hunt posts, linked to funding records, and used a three-component ensemble model.
result Best-performing model achieved F0.5 = 0.097 and AP = 0.037, with a statistically significant advantage over logistic regression.

If a closed 3-manifold M supports a closed, nonsingular, irrational 1-form which linearly deforms into contact forms, then M supports a K-contact form. On the 3-torus, a closed nonsingular 1-form deforms linearly into contact forms if and only if it is a fibration 1-form. on any other 2-torus bundle over the circle, ev…

2008-12-17abs ↗pdf ↗

The closure conditions of the inexact exterior differential form and dual form (an equality to zero of differentials of these forms) can be treated as a definition of some differential-geometrical structure. Such a connection discloses the properties and specific features of the differential-geometrical structures. The…

2004-04-12abs ↗pdf ↗

The study examines parallel forms on manifolds, focusing on specific dimensions and forms.

problem Characterizing parallel forms with constant components in various dimensions.
method Analyzing forms in dimensions 6 and n, providing geometric characterizations.
result The converse implication holds for (n-2)-forms and 3-forms in dimension 6, but fails for certain exceptional cases.

The study shows that the second fundamental form is intrinsic under certain conditions in space forms.

problem Understanding the intrinsic nature of the second fundamental form in space forms.
method Proving the intrinsic nature of the normalized second fundamental form AA under specific conditions.
result The normalized second fundamental form AA is intrinsic if σ2k+1(A)eq0σ_{2k+1}(A) eq 0 for some k1k\ge 1.

New forms generalize Whitney forms with rational coefficients for numerical analysis.

problem Numerical problems with singularities near simplex faces.
method Introduce shadow forms and degrees of freedom for integration over faces of blow-up simplices.
result Obtain isomorphism between shadow forms cohomology and cellular cohomology of blow-up simplices.

This paper classifies quadratic form parameters over integers and computes their Witt groups.

problem Classifying quadratic form parameters over integers and computing their Witt groups.
method Study of quadratic forms and extended quadratic forms over the integers, defining and comparing different definitions of extended quadratic forms.
result Classification of all quadratic form parameters over the integers and computation of their Witt groups.

Study of tautological forms on curve moduli spaces.

problem Understanding tautological forms on moduli spaces of curves.
method Defined and studied a system of tautological rings on moduli spaces of marked curves, showing certain 2-forms are tautological and rings are finite dimensional.
result Characterized the Kawazumi-Zhang invariant as a tautological form.

Special p-forms are forms which have components φ_{μ_1...μ_p} equal to +1,-1 or 0 in some orthonormal basis. A p-form φ\in Λ^p R^d is called democratic if the set of nonzero components {φ_{μ_1...μ_p}} is symmetric under the transitive action of a subgroup of O(d,Z) on the indices {1,...,d}. Knowledge of these symmetry …

2008-12-16abs ↗pdf ↗

The study finds Lagrangian submanifolds in adjoint semisimple orbits for real forms.

problem Characterizing Lagrangian submanifolds in adjoint semisimple orbits.
method Analyzing real flags and orbits of real forms with respect to symplectic forms.
result Classification of infinitesimally tight Lagrangian submanifolds in the compact case and Lagrangian submanifolds in the complex case.