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.
Deep networks show less disorder and more monotonic behavior.
Definition of frustration is expressed by transitivity of binary entanglement relation in considered complex system. Extending this definition into n-ary relation a hierarchy of frustrations is derived. As a complex system the U.S. Intermarket is chosen where the correlation coefficient of intermarket sectors plays the…
Geometric framework detects concept frustration between human concepts and machine representations.
We introduce a minimal agent-based model to qualitatively conceptualize the allocation of limited wealth among more abundant opportunities. We study the interplay of power, satisfaction and frustration in distribution, concentration, and inequality of wealth. Our framework allows us to compare subjective measures of fr…
Many optimization problems can be cast into the maximum satisfiability (MAX-SAT) form, and many solvers have been developed for tackling such problems. To evaluate a MAX-SAT solver, it is convenient to generate hard MAX-SAT instances with known solutions. Here, we propose a method of generating weighted MAX-2-SAT insta…
Frustration causes buckling-like behavior in tubular foldable mechanisms.
We study some aspects of conformal transformations in the context of twistor theory, leading to the definition of a frustrated conformal transformation. This equation relies on two instantons for the left and right copies of , one being self-dual and the other anti-self-dual. Solutions to this equation naturally…
Dual decomposition provides a tractable framework for designing algorithms for finding the most probable (MAP) configuration in graphical models. However, for many real-world inference problems, the typical decomposition has a large integrality gap, due to frustrated cycles. One way to tighten the relaxation is to intr…
We show that the emergence of systemic risk in complex systems can be understood from the evolution of functional networks representing interactions inferred from fluctuation correlations between macroscopic observables. Specifically, we analyze the long-term collective dynamics of the New York Stock Exchange between 1…
Symmetry-electronic fingerprints reveal competing magnetic phases in two-dimensional materials.
Combinatorial auctions are formulated as frustrated lattice gases on sparse random graphs, allowing the determination of the optimal revenue by methods of statistical physics. Transitions between computationally easy and hard regimes are found and interpreted in terms of the geometric structure of the space of solution…
Model tracks structural changes in Brownian particle configurations on a sphere.
Unsupervised learning techniques in computer vision often require learning latent representations, such as low-dimensional linear and non-linear subspaces. Noise and outliers in the data can frustrate these approaches by obscuring the latent spaces. Our main goal is deeper understanding and new development of robust ap…
AI threatens financial stability through misuse and stealth adoption.
We have studied here the self-organising features of the dynamics of a model market, where the agents `trade' for a single commodity with their money. The model market consists of fixed numbers of economic agents, money supply and commodity. We demonstrate that the model, apart from showing a self-organising behaviour,…
The search of unconventional magnetic and nonmagnetic states is a major topic in the study of frustrated magnetism. Canonical examples of those states include various spin liquids and spin nematics. However, discerning their existence and the correct characterization is usually challenging. Here we introduce a machine-…
We propose a frustrated and disordered many-body model of a stockmarket in which independent adaptive traders can trade a stock subject to the economic law of supply and demand. We show that the typical scaling properties and the correlated volatility arise as a consequence of the collective behavior of agents: With th…
This paper introduces a new specialized algorithm for equilibrium Monte Carlo sampling of binary-valued systems, which allows for large moves in the state space. This is achieved by constructing self-avoiding walks (SAWs) in the state space. As a consequence, many bits are flipped in a single MCMC step. We name the alg…
The field of deep learning is experiencing a trend towards producing reproducible research. Nevertheless, it is still often a frustrating experience to reproduce scientific results. This is especially true in the machine learning community, where it is considered acceptable to have black boxes in your experiments. We p…
We examine the effect of clamping variables for approximate inference in undirected graphical models with pairwise relationships and discrete variables. For any number of variable labels, we demonstrate that clamping and summing approximate sub-partition functions can lead only to a decrease in the partition function e…
Machine Learning (ML) and Deep Learning (DL) innovations are being introduced at such a rapid pace that model owners and evaluators are hard-pressed analyzing and studying them. This is exacerbated by the complicated procedures for evaluation. The lack of standard systems and efficient techniques for specifying and pro…
Estimates graph curvature and diameter using Laplacian eigenvalues.
The Dynamic Chain Event Graph (DCEG) is able to depict many classes of discrete random processes exhibiting asymmetries in their developments and context-specific conditional probabilities structures. However, paradoxically, this very generality has so far frustrated its wide application. So in this paper we develop an…
Tensor trains simplify solving complex PDEs efficiently.
Prior distributions of binarized natural images are learned by using a Boltzmann machine. According the results of this study, there emerges a structure with two sublattices in the interactions, and the nearest-neighbor and next-nearest-neighbor interactions correspondingly take two discriminative values, which reflect…
TSGAN models time series data with limited data, outperforming competitors.
Diffusion maps are a nonlinear manifold learning technique based on harmonic analysis of a diffusion process over the data. Out-of-sample extensions with computational complexity , where is the number of points comprising the manifold, frustrate applications to online learning applications requiring…
Emotion plays an essential role in human-to-human communication, enabling us to convey feelings such as happiness, frustration, and sincerity. While modern speech technologies rely heavily on speech recognition and natural language understanding for speech content understanding, the investigation of vocal expression is…
Bayesian system helps identify and thwart terrorist plans.
Novel simplex-valued distribution improves on existing models.
Paper investigates learnability of OOD detection under various conditions.
Paper investigates OOD detection learnability under various conditions.
Bayesian model reduces TV watching data to 11 parameters for churn prediction.
We develop a novel advanced Particle Markov chain Monte Carlo algorithm that is capable of sampling from the posterior distribution of non-linear state space models for both the unobserved latent states and the unknown model parameters. We apply this novel methodology to five population growth models, including models …
Researchers found 5 local fields to uniquely describe 3D director fields, related through 6 differential relations.