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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.

169,236 papers · 148 categories

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50100149199 · Jun 202019922001200920182026
48 results for Graph-Theoretic Metrics

Graph ConvNet improves classification by leveraging label graph structure.

problem Ignoring label graph structure in multi-class classification leads to suboptimal performance.
method Proposes a GCN-based neural network classifier that incorporates the graph structure of labels.
result The proposed model outperforms baseline methods in terms of graph-theoretic metrics.

The relation between time series irreversibility and entropy production has been recently investigated in thermodynamic systems operating away from equilibrium. In this work we explore this concept in the context of financial time series. We make use of visibility algorithms to quantify in graph-theoretical terms time …

2016-01-08abs ↗pdf ↗

Polterovich proved a remarkable closed formula for heat kernel coefficients of the Laplace operator on compact Riemannian manifolds involving powers of Laplacians acting on the distance function. In the case of Kähler manifolds, we prove a combinatorial formula for powers of the complex Laplacian and use it to derive a…

2013-11-21abs ↗pdf ↗

G1 uses RL to enhance LLMs' graph reasoning, improving performance on diverse tasks.

problem Limited graph reasoning abilities of LLMs, especially in synthetic graph-theoretic tasks.
method Curated synthetic graph dataset, RL training on LLMs.
result Significant improvements in graph reasoning, zero-shot generalization to unseen tasks.

We say that a link L1L_1 is an s-major of a link L2L_2 if any diagram of L1L_1 can be transformed into a diagram of L2L_2 by changing some crossings and smoothing some crossings. This relation is a partial ordering on the set of all prime alternating links. We determine this partial order for all prime alternating knot…

2008-06-22abs ↗pdf ↗

Unified framework for OOD detection and generalization using graph theory.

problem Challenges in out-of-distribution (OOD) generalization and detection in real-world machine learning models.
method Graph-theoretic framework to jointly tackle OOD generalization and detection.
result Empirical validation of theoretical underpinnings with competitive performance.

Unified framework for disentangled representations using mechanistic independence.

problem Identifiability of disentangled latent factors under statistical dependencies.
method Introduces mechanistic independence to characterize latent factors by their actions on observed variables, proposing various independence criteria.
result Establishes conditions for identifiability of latent subspaces without statistical assumptions.

Graph theory improves portfolio optimization for diversified investments.

problem Standard portfolio optimization ignores data structure, leading to suboptimal results.
method Introduces portfolio cut paradigm to incorporate graph theory into portfolio optimization.
result Graph-theoretic portfolio partitioning allows for robust and tractable asset allocation schemes.

We prove a graph theoretic closed formula for coefficients in the Tian-Yau-Zelditch asymptotic expansion of the Bergman kernel. The formula is expressed in terms of the characteristic polynomial of the directed graphs representing Weyl invariants. The proof relies on a combinatorial interpretation of a recursive formul…

2011-03-15abs ↗pdf ↗

The equivariant cohomology ring of a GKM manifold is isomorphic to the cohomology ring of its GKM graph. In this paper we explore the implications of this fact for equivariant fiber bundles for which the total space and the base space are both GKM and derive a graph theoretical version of the Leray-Hirsch theorem. Then…

2008-06-22abs ↗pdf ↗

This research introduces dynamic portfolio cuts using a spectral approach for graph-theoretic diversification.

problem Traditional methods for estimating asset-return covariance assume statistical time-invariance, failing to capture the nonstationary nature of asset price movements.
method Introduces graph spectral estimators that account for nonstationarity, partitioning the market graph into time-evolving clusters for dynamic portfolio cuts.
result Demonstrates the advantages of the proposed framework over traditional methods through numerical case studies using real-world price data.

This study explores complex structures on Lie algebras from graph perspectives.

problem Existence and characterization of complex structures on 2-step nilpotent Lie algebras.
method Introducing adapted complex structures and analyzing integrability conditions.
result Characterization of graphs that admit abelian adapted complex structures and unique invariant subgraphs.

The paper constructs graph models for n-dimensional manifolds.

problem Creating digital models of n-dimensional manifolds.
method Constructing graph models using LCL collections of n-cells.
result Digital models retain topological properties of continuous manifolds.

We express characteristic numbers of compact hyperkähler manifolds in graph-theoretical form, considering them as a special case of the curvature invariants introduced by Rozansky and Witten. The appropriate graphs are generated by ``wheels'' and we use the recently proved Wheeling Theorem to give a formula for the L2 …

1999-08-20abs ↗pdf ↗

Two approaches use TDA and graph theory for tennis match prediction.

problem Predicting tennis match outcomes using network features.
method Lower-star filtration on player competitive networks, Random Forest model, modified Katz similarity index.
result TDA features alone can achieve above-chance prediction in tennis match outcomes.

This paper continues our study, initiated in [arXiv:1108.3370], of essential state surfaces in link complements that satisfy a mild diagrammatic hypothesis (homogeneously adequate). For hyperbolic links, we show that the geometric type of these surfaces in the Thurston trichotomy is completely determined by a simple gr…

2012-09-25abs ↗pdf ↗

New method recovers clusters in non-convex finite metric spaces with oracle queries.

problem Exact recovery of clusters in non-convex finite metric spaces.
method Introducing (β,γ)(β,γ)-convexity and a deterministic algorithm using oracle queries.
result Clusters can be recovered using O(k2logn+k2(6/βγ)dens(X))O(k^2 \log n + k^2 (6/βγ)^{dens(X)}) same-cluster queries.

Paper formalizes a reinforcement learning model for complex information structures.

problem Complex interdependence in sequential decision-making problems.
method Formalizes a novel reinforcement learning model with explicit information structure representation.
result Upper bound on sample complexity of learning general sequential decision-making problems.

Gaussian graphical models are semi-algebraic subsets of the cone of positive definite covariance matrices. Submatrices with low rank correspond to generalizations of conditional independence constraints on collections of random variables. We give a precise graph-theoretic characterization of when submatrices of the cov…

2008-12-10abs ↗pdf ↗

We propose a multiresolution Gaussian process to capture long-range, non-Markovian dependencies while allowing for abrupt changes. The multiresolution GP hierarchically couples a collection of smooth GPs, each defined over an element of a random nested partition. Long-range dependencies are captured by the top-level GP…

2012-09-05abs ↗pdf ↗

Fox coloring provides a combinatorial framework for studying dihedral representations of the knot group. The less well-known concept of Dehn coloring captures the same data. Recent work of Carter-Silver-Williams clarifies the relationship between the two focusing on how one transitions between Fox and Dehn colorings. I…

2015-10-07abs ↗pdf ↗

We propose graph kernels based on subgraph matchings, i.e. structure-preserving bijections between subgraphs. While recently proposed kernels based on common subgraphs (Wale et al., 2008; Shervashidze et al., 2009) in general can not be applied to attributed graphs, our approach allows to rate mappings of subgraphs by …

2012-06-27abs ↗pdf ↗

We introduce the index i(v) = 1 - X(S(v)) for critical points of a locally injective function f on the vertex set V of a simple graph G=(V,E). Here S(v) = {w in E | (v,w) in E, f(w)-f(v)<0} is the subgraph of the unit sphere at v in G. It is the exit set of the gradient vector field. We prove that the sum of i(v) over …

2012-01-05abs ↗pdf ↗

We study a class of 3-manifolds called strong L-spaces, which by definition admit a certain type of Heegaard diagram that is particularly simple from the perspective of Heegaard Floer homology. We provide evidence for the possibility that every strong L-space is the branched double cover of an alternating link in the t…

2014-11-24abs ↗pdf ↗

We provide geometric conditions on a pair of hyperplanes of a CAT(0) cube complex that imply divergence bounds for the cube complex. As an application, we classify all right-angled Coxeter groups with quadratic divergence and show right-angled Coxeter groups cannot exhibit a divergence function between quadratic and cu…

2016-11-14abs ↗pdf ↗

We show how to approximate large graphs with smaller ones using spectral properties.

problem How coarsening affects the spectrum of a graph.
method Conditions for the closeness of principal eigenvalues and eigenspaces of coarsened and original graph Laplacian matrices.
result Coarse eigenvectors can be used for spectral clustering without refinement.

Financial markets are a typical example of complex systems where interactions between constituents lead to many remarkable features. Here, we show that a pairwise maximum entropy model (or auto-logistic model) is able to describe switches between ordered (strongly correlated) and disordered market states. In this frame…

2012-10-31abs ↗pdf ↗

Quantum codes on hyperbolic lattices outperform Euclidean ones with higher rates and lower overhead.

problem Improving quantum error correction performance with hyperbolic lattices.
method Unified framework using Hyperbolic Cycle Basis algorithm for CSS codes construction and benchmarking.
result Achieved higher encoding rates and lower qubit overhead in hyperbolic quantum error correction codes.

FMI uses matching to mimic interventions for causal feature learning.

problem Challenges in causal discovery from observational data.
method Feature Matching Intervention (FMI) using matching to emulate perfect interventions.
result FMI outperforms in identifying causal features from observational data.

We analyze oversquashing in topological message-passing using relational structures.

problem Oversquashing in topological message-passing remains understudied.
method A unifying axiomatic framework that bridges graph and topological message-passing.
result Potential to advance topological deep learning.

Novel graph theory for neural networks improves understanding of their structure and performance.

problem Understanding the structural benefits and generalization power of neural networks.
method Developed a novel graph theoretical formulation and extended error analysis for neural networks.
result Similar a priori estimates can be obtained for neural networks under certain conditions, independent of input dimension.