Study creates a global living index to assess quality of life.
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.
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We present ease.ml, a declarative machine learning service platform we built to support more than ten research groups outside the computer science departments at ETH Zurich for their machine learning needs. With ease.ml, a user defines the high-level schema of a machine learning application and submits the task via a W…
Backtests of structured strategies lose much of their predictive power in live trading.
Characterizes diagrams achieving Morton-Franks-Williams inequality for positive knots and links.
Develops methods to calculate global index of real polynomials.
The paper explores global index formulas for one-dimensional holomorphic foliations.
Global balance index measures systemic risk in financial networks.
Global Morse index theorem applied to Jacobi fields on CMC surfaces.
We define the "localized index" of longitudinal elliptic operators on Lie groupoids associated to Lie algebroid cohomology classes. We derive a topological expression for these numbers using the algebraic index theorem for Poisson manifolds on the dual of the Lie algebroid. Underlying the definition and computation of …
Merlion is a machine learning library for time series tasks.
The Grassmannian of oriented 2-planes in where carries a homogeneous parabolic contact structure of Grassmannian type. The main result of this article is that on lives an elliptic complex of invariant differential operators of length 3 which star…
We analyze the obstruction to metrics of positive scalar curvature within a given bounded distortion class of metrics. This obstruction lives in a non-Hausdorff cohomology group Poincare dual to the uniformly finite homology studied by Block and Weinberger. One of the applications is a converse to their theorem on infi…
We analyze the market efficiency of 25 commodity futures across various groups -- metals, energies, softs, grains and other agricultural commodities. To do so, we utilize recently proposed Efficiency Index to find that the most efficient of all the analyzed commodities is heating oil, closely followed by WTI crude oil,…
In this paper we prove a strengthening of a theorem of Chang, Weinberger and Yu on obstructions to the existence of positive scalar curvature metrics on compact manifolds with boundary. They construct a relative index for the Dirac operator, which lives in a relative K-theory group, measuring the difference between the…
Study XRP network, propose Flow Index to analyze transaction frequencies.
We study a well-known estimator of the fractal index of a stochastic process. Our framework is very general and encompasses many models of interest; we show how to extend the theory of the estimator to a large class of non-Gaussian processes. Particular focus is on clarity and ease of implementation of the estimator an…
Develops a curvature-corrected tangent space method for manifold-valued data.
Formula for index in Lorentzian spacetimes.
The index theorem connects anomalies on a domain wall to global integrals.
In this paper we study collapsing sequences M_{i}-> X of Riemannian manifolds with curvature bounded or bounded away from a controlled subset. We introduce a structure over X which in an appropriate sense is dual to the N-structure of Cheeger, Fukaya and Gromov. As opposed to the N-structure, which live over the M_{i} …
Study examines cross-training neural networks for financial index prediction.
Study finds short-term instability in financial ARCH models.
Simplifying machine learning (ML) application development, including distributed computation, programming interface, resource management, model selection, etc, has attracted intensive interests recently. These research efforts have significantly improved the efficiency and the degree of automation of developing ML mode…
We consider a hyperbolic Dirac-type operator with growing potential on a a spatially non-compact globally hyperbolic manifold. We show that the Atiyah-Patodi-Singer boundary value problem for such operator is Fredholm and obtain a formula for this index in terms of the local integrals and the relative eta-invariant int…
EASE optimizes exemplar selection for ICL in LLMs efficiently.
The main goal of this paper is to give the first examples of equivariant aspherical Poincare complexes, that are not realized by group actions on closed aspherical manifolds . These will also provide new counterexamples to the Nielsen realization problem about lifting homotopy actions of finite groups to honest grou…
We define an index of the fermionic signature operator on even-dimensional globally hyperbolic spin manifolds of finite lifetime. The invariance of the index under homotopies is studied. The definition is generalized to causal fermion systems with a chiral grading. We give examples of space-times and Dirac operators th…
mvlearn simplifies multiview machine learning for non-specialists.
This technical report records the experiments of applying multiple machine learning algorithms for predicting eating and food purchasing behaviors of free-living individuals. Data was collected with accelerometer, global positioning system (GPS), and body-worn cameras called SenseCam over a one week period in 81 indivi…
We introduce the problem of reconstructing a sequence of multidimensional real vectors where some of the data are missing. This problem contains regression and mapping inversion as particular cases where the pattern of missing data is independent of the sequence index. The problem is hard because it involves possibly m…
Smartphone app diagnoses pulmonary diseases from chest X-rays.
Model compares altruism and individualism in wealth dynamics.
We give a detailed account of correlations between credit sector/quality and treasury curve factors, using the robust framework of the Barclays POINT Global Risk Model. Consistent with earlier studies, we find a strong negative correlation between sector spreads and rate shifts. However, we also observe that the correl…
Study improves stock return prediction by switching between economic states, outperforming traditional methods.
Terrorism has become one of the most tedious problems to deal with and a prominent threat to mankind. To enhance counter-terrorism, several research works are developing efficient and precise systems, data mining is not an exception. Immense data is floating in our lives, though the scarce availability of authentic ter…
Study predicts future hospitalizations to manage COVID-19 patient surge.
This study analyzes dynamic connectedness in global supply chain infrastructure portfolios, identifying key risk factors and extreme events.
We investigated the critical dynamics on the daily Taiwan stock exchange index (TSE) from 1971 to 2005, and the 5-min intraday data from 1996 to 2005. A global persistence exponent was defined for non-equilibrium critical phenomena \cite{Janssen,Majumdar}, and describing dynamic behavior in an economic index \c…
Living review of ML for particle physics, updated frequently.
Federated learning is a distributed form of machine learning where both the training data and model training are decentralized. In this paper, we use federated learning in a commercial, global-scale setting to train, evaluate and deploy a model to improve virtual keyboard search suggestion quality without direct access…
Study reveals 2020 stock crashes were mostly endogenous, not exogenous.
Many introductory courses in quantum mechanics include Feynman's time-slicing definition of the path integral, with a complete derivation of the propagator in the simplest of cases. However, attempts to generalize this, for instance to non-quadratic potentials, encounter formidable analytic issues in showing the succes…
Reformulates mod-two APS index using domain-wall fermion.
In agreement with the recent research findings in the econophysics, we propose that the nonlinear dynamic chaos can be generated by the turbulent capital flows in both the quantitative easing transmission channels and the transaction networks channels, when there are the laminar turbulent capital flows transitions in t…
Gradient descent dynamics studied for DEQs in linear and single-index models.
LiveTradeBench evaluates LLMs in live trading environments.
Local GP approach improves simulation efficiency for large datasets.
Compound interest as well as inflation grows exponentially with time, whereas other means to repay debt grow polynomially. For this and other, mostly political, reasons, debt without inflation is unsustainable. We suggest a discontinuous way to eliminate debt by nullifying it. This scenario is preferable to current cen…