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.
New algorithm for nonstationary multi-armed bandits with optimal performance.
Study explores embedding signature-changing manifolds into higher-dimensional spaces.
Study shows non-orientable manifolds restrict signature-changing metrics globally.
Many real-world networks are complex dynamical systems, where both local (e.g., changing node attributes) and global (e.g., changing network topology) processes unfold over time. Local dynamics may provoke global changes in the network, and the ability to detect such effects could have profound implications for a numbe…
Novel approach combines local and global brain changes for AD prediction.
Graph neural networks help assess how global changes affect plant-pollinator networks.
A successful response to climate change needs vast investments in low-carbon research, energy, and sustainable development. Governments can drive research, provide environmental regulation, and accelerate global development, but the necessary low-carbon investments of 2-3% GDP have yet to materialise. A new strategy to…
TADA detects anomalies in time series using topological data analysis.
We give sufficient conditions for a -local diffeomorphism between Fréchet spaces to be a global one. We extend the Clarke's theory of generalized gradients to the more general setting of Fréchet spaces. As a consequence, we define the Chang Palais-Smale condition for Lipschitz functions and show that a functio…
The study examines how global economic policy uncertainty affects crude oil futures volatility.
This study examined how the correlation and network structure of 30 global indices and 145 local Korean indices belonging to the KOSPI 200 have changed during the 13-year period, 2000-2012. The correlations among the indices were calculated. The results showed that although the average correlations of the global indice…
The study explores spacetimes with changing spatial curvature, leading to topological transitions.
Study analyzes Airbnb booking lead times during global crises using a new metric.
The monitoring of large dynamic networks is a major chal- lenge for a wide range of application. The complexity stems from properties of the underlying graphs, in which slight local changes can lead to sizable variations of global prop- erties, e.g., under certain conditions, a single link cut that may be overlooked du…
The aim of the present paper is to establish a global theory of conformal changes in Finsler geometry. Under this change, we obtain the relationships between the most important geometric objects associated to and the corresponding objects associated to , being the Finsl…
We examine how the structure of the world trade network has been shaped by globalization and recessions over the last 40 years. We show that by treating the world trade network as an evolving system, theory predicts the trade network is more sensitive to evolutionary shocks and recovers more slowly from them now than i…
Study uses AI to predict changes in international public finances based on US markets.
A major impact of globalization has been the information flow across the financial markets rendering them vulnerable to financial contagion. Research has focused on network analysis techniques to understand the extent and nature of such information flow. It is now an established fact that a stock market crash in one co…
Python tool detects economic crises from S&P500 correlation data.
The abstract introduces golden Finsler structures and explores their local and global properties.
Climate change is one of the greatest challenges facing humanity, and we, as machine learning experts, may wonder how we can help. Here we describe how machine learning can be a powerful tool in reducing greenhouse gas emissions and helping society adapt to a changing climate. From smart grids to disaster management, w…
We analyzed cross-correlations between price fluctuations of global financial indices (20 daily stock indices over the world) and local indices (daily indices of 200 companies in the Korean stock market) by using random matrix theory (RMT). We compared eigenvalues and components of the largest and the second largest ei…
We consider online detection strategies for identifying a change point in a stream of quantum particles allegedly prepared in identical states. We show that the identification of the change point can be done without error via sequential local measurements while attaining the optimal performance bound set by quantum mec…
The stability analysis of socioeconomic systems has been centered on answering whether small perturbations when a system is in a given quantitative state will push the system permanently to a different quantitative state. However, typically the quantitative state of socioeconomic systems is subject to constant change. …
Let M be an oriented compact 3-manifold and let T be a (loose) triangulation of M, with ideal vertices at the components of the boundary of M and possibly internal vertices. We show that any spin structure s on M can be encoded by extra combinatorial structures on T. We then analyze how to change these extra structures…
In this paper, we provide an approach to clustering relational matrices whose entries correspond to either similarities or dissimilarities between objects. Our approach is based on the value of information, a parameterized, information-theoretic criterion that measures the change in costs associated with changes in inf…
The study examines cross-border lending behavior from G7 countries, showing changes in driving factors after the 2008 financial crisis.
A trivial projective change of a Finsler metric is the Finsler metric . I explain when it is possible to make a given Finsler metric both forward and backward complete by a trivial projective change. The problem actually came from lorentz geometry and mathematical relativity: it was observed that it is poss…
New MIP approach for efficient change-point detection.
Flow approach solves Toda system equations.
The paper uses RMT to analyze global banking network changes since 2000.
Study reveals trade dynamics in dry bulk shipping networks, highlighting their randomness and periodic changes.
Study analyzes market co-movements in critical mineral investments using change point detection and cross-sectional analysis.
Develops MENT for interpreting and detecting changes in network trajectories.
Gradient descent proves global convergence for 4-layer matrix factorization.
The paper generalizes CR invariants using renormalized characteristic forms.
Study shows how market efficiency changes during the pandemic.
Study uses APT and QR to identify risk factors affecting crude oil returns.
Accelerates convergence in global non-convex optimization with reversible diffusion.
Model for dynamic relational data with regime changes.
Language is dynamic, constantly evolving and adapting with respect to time, domain or topic. The adaptability of language is an active research area, where researchers discover social, cultural and domain-specific changes in language using distributional tools such as word embeddings. In this paper, we introduce the gl…
Though machine learning has achieved notable success in modeling sequential and spatial data for speech recognition and in computer vision, applications to remote sensing and climate science problems are seldom considered. In this paper, we demonstrate techniques from unsupervised learning of future video frame predict…
Modeling climate change costs with stochastic interest rates shows inequality, but funding abatement can reduce this.
Framework LiLY recovers latent causal variables from time-series data under distribution shifts.
Geometric QHD tests improve hub detection in correlated data.
QP perspective on Poisson-Lie T-duality topology changes.
Deep models generate geometric objects with global properties.
Globally irreducible nodes (i.e. nodes whose branches belong to the same irreducible component) have mild effects on the most common topological invariants of an algebraic curve. In other words, adding a globally irreducible node (simple nodal degeneration) to a curve should not change them a lot. In this paper we stud…