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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.

169,051 papers · 148 categories

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13 results for Geyser Eruptions

A new method for time-series data provides guaranteed coverage and adapts to non-exchangeable data.

problem Guaranteed coverage for time-series data prediction intervals.
method Sequential Conformalized Density Regions (SCDR) using quantile random forest.
result SCDR achieves guaranteed asymptotic coverage and outperforms existing methods in simulations.

Let S be a closed, connected, orientable surface of genus at least 2, and let C(S) denote the deformation space of convex real projective structures S. In this article, we introduce two new flows on C(S), which we call the internal bulging flow and the eruption flow. These are geometrically defined flows associated to …

2017-02-02abs ↗pdf ↗

Dirichlet process mixture (DPM) models tend to produce many small clusters regardless of whether they are needed to accurately characterize the data - this is particularly true for large data sets. However, interpretability, parsimony, data storage and communication costs all are hampered by having overly many clusters…

2018-02-15abs ↗pdf ↗

In this article we define new flows on the Hitchin components for PGL(V). Special examples of these flows are associated to simple closed curves on the surface and give generalized twist flows. Other examples, so called eruption flows, are associated to pair of pants in S and capture new phenomena which are not present…

2017-09-11abs ↗pdf ↗

A novel approach reduces class imbalance in network traffic classification.

problem Severe class imbalance in network traffic leads to poor classification performance.
method Group & Reweight strategy: clusters classes, updates weights, optimizes model.
result Improves comprehensive performance in prediction and reduces class imbalance.

New method decomposes local projections to reveal historical drivers of estimates.

problem Uncertainty in interpreting local projections due to black-box nature.
method Decomposes LP estimates into contributions of historical events, interpreting weights as shocks and proximity scores.
result Dominant historical events drive impulse response estimates, revealing underlying mechanisms.

Incremental machine learning models predict COVID-19 cases more efficiently than traditional methods.

problem Predicting the spread of COVID-19 cases in real-time across multiple countries.
method Comparison of online incremental machine learning algorithms against traditional LSTM models.
result Incremental machine learning models are more efficient and computationally cheaper than traditional methods.