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.
The article proposes modified Gower's coefficients for handling mixed type variables in nearest neighbor methods.
problem Handling mixed type variables in nearest neighbor methods, especially imputation and statistical matching.
method Suggests modifications to the Gower's distance for interval and ratio scaled variables to address unbalanced contributions and outlier sensitivity.
result Improved distance calculations reduce the unbalanced contribution of different variable types and attenuate outlier effects.
This paper corrects the proof of the Theorem 2 from the Gower's paper \cite[page 5]{Gower:1982} as well as corrects the Theorem 7 from Gower's paper \cite{Gower:1986}. The first correction is needed in order to establish the existence of the kernel function used commonly in the kernel trick e.g. for k-means clusterin…
In this short report, we investigate the ability of the DCCA coefficient to measure correlation level between non-stationary series. Based on a wide Monte Carlo simulation study, we show that the DCCA coefficient can estimate the correlation coefficient accurately regardless the strength of non-stationarity (measured b…
Clustering non-Euclidean data is difficult, and one of the most used algorithms besides hierarchical clustering is the popular algorithm Partitioning Around Medoids (PAM), also simply referred to as k-medoids. In Euclidean geometry the mean-as used in k-means-is a good estimator for the cluster center, but this does no…
High-dimensional, large-sample astrophysical databases of galaxy clusters, such as the Chandra Deep Field South COMBO-17 database, provide measurements on many variables for thousands of galaxies and a range of redshifts. Current understanding of galaxy formation and evolution rests sensitively on relationships between…
We study the structure of the stable coefficients of the Jones polynomial of an alternating link. We start by identifying the first four stable coefficients with polynomial invariants of a (reduced) Tait graph of the link projection. This leads us to introduce a free polynomial algebra of invariants of graphs whose ele…
Characterizes differential forms and vector fields with constant coefficients on manifolds.
problem Understanding constant coefficient differential forms and vector fields on manifolds.
method Analyzes differential forms and vector fields of specific degrees, proving obstructions and characterizing solutions to partial differential systems.
result Characterizes differential forms and vector fields with constant coefficients of various degrees on smooth manifolds.
In this paper we use wavelet concepts to show that correlation coefficient between two financial data's is not constant but varies with scale from high correlation value to strongly anti-correlation value This studies is important because correlation coefficient is used to quantify degree of independence between two va…
The conformal powers of the Laplacian of a Riemannian metric which are known as the GJMS-operators admit a combinatorial description in terms of the Taylor coefficients of a natural second-order one-parameter family (˝r;g) of self-adjoint elliptic differential operators. (˝r;g) is a non-Laplace-type perturbation …
We prove the 3-manifold $\RP^3 \# \RP^3$ is of Z2-coefficient homology (1,2)-systolic freedom. Given a Riemannian metric on $\RP^{3}\# \RP^{3}$, we define Z2-coefficient homology 1-systole as the infimum of lengths of all nonseparating geodesic loops representing nontrivial classes in $H_{1}(\RP^3\#\…
A fundamental property of complex networks is the tendency for edges to cluster. The extent of the clustering is typically quantified by the clustering coefficient, which is the probability that a length-2 path is closed, i.e., induces a triangle in the network. However, higher-order cliques beyond triangles are crucia…
We construct explicitly the Khovanov homology theory for virtual links with arbitrary coefficients by using the twisted coefficients method. This method also works for constructing Khovanov homology for ``non-oriented virtual knots'' in the sense of Viro, in particular, for knots in RP3.
We introduce a variant of the Seiberg-Witten equations, Pin^-(2)-monopole equations, and give its applications to intersection forms with local coefficients of 4-manifolds. The first application is an analogue of Froyshov's results on 4-manifolds which have definite forms with local coefficients. The second is a local …
Let P be a non-negative self-adjoint Laplace type operator acting on sections of a hermitian vector bundle over a closed Riemannian manifold. In this paper we review the close relations between various P-related coefficients such as the mollified spectral counting coefficients, the heat trace coefficients, the reso…
The behavior under conformal change of the renormalized volume coefficients associated to a pseudo-Riemannian metric is investigated. It is shown that they define second order fully nonlinear operators in the conformal factor whose algebraic structure is elucidated via the introduction of "extended obstruction tensors"…