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.
In this paper we extend the concept of Competitivity Graph to compare series of rankings with ties ({\em partial rankings}). We extend the usual method used to compute Kendall's coefficient for two partial rankings to the concept of evolutive Kendall's coefficient for a series of partial rankings. The theoretical frame…
DRL improves ESG financial portfolio management by regulating returns based on ESG scores.
This paper analyses the behaviour of volatility for several international stock market indexes, namely the SP 500 (USA), the Nikkei (Japan), the PSI 20 (Portugal), the CAC 40 (France), the DAX 30 (Germany), the FTSE 100 (UK), the IBEX 35 (Spain) and the MIB 30 (Italy), in the context of non-stationarity. Our empirical …
One of the major issues studied in finance that has always intrigued, both scholars and practitioners, and to which no unified theory has yet been discovered, is the reason why prices move over time. Since there are several well-known traditional techniques in the literature to measure stock market volatility, a centra…
Recent studies show that a negative shock in stock prices will generate more volatility than a positive shock of similar magnitude. The aim of this paper is to appraise the hypothesis under which the conditional mean and the conditional variance of stock returns are asymmetric functions of past information. We compare …
Improved VQE for large DPO problems in finance.
We show that degrees of the real fields of definition of arithmetic Kleinian reflection groups are bounded by 35.
We analyse a period spanning 35 years of activity in the Sao Paulo Stock Exchange Index (IBOVESPA) and show that the Heston model with stochastic volatility is capable of explaining price fluctuations for time scales ranging from 5 minutes to 100 days with a single set of parameters. We also show that the Heston model …
Study estimates Medallion's compounded return before fees at 31.8%.
SoQal reduces oracle label requests in active learning by up to 35%.
A normal pseudomanifold is a pseudomanifold in which the links of simplices are also pseudomanifolds. So, a normal 2-pseudomanifold triangulates a connected closed 2-manifold. But, normal -pseudomanifolds form a broader class than triangulations of connected closed -manifolds for . Here, we classify all…
We study quaternionic Bott-Chern cohomology on compact hypercomplex manifolds and adapt some results from complex geometry to the quaternionic setting. For instance, we prove a criterion for the existence of HKT metrics on compact hypercomplex manifolds of real dimension 8 analogous to the one given by Teleman [35] and…
The recently proposed Temporal Ensembling has achieved state-of-the-art results in several semi-supervised learning benchmarks. It maintains an exponential moving average of label predictions on each training example, and penalizes predictions that are inconsistent with this target. However, because the targets change …
RicciNets prunes neural networks by removing edges of low importance based on Ricci curvature, reducing FLOPs by 35%.
We use Heegaard Floer homology to obtain bounds on unknotting numbers. This is a generalisation of Ozsvath and Szabo's obstruction to unknotting number one. We determine the unknotting numbers of 9_10, 9_13, 9_35, 9_38, 10_53, 10_101 and 10_120; this completes the table of unknotting numbers for prime knots with crossi…
Understanding the morphological changes of primary neuronal cells induced by chemical compounds is essential for drug discovery. Using the data from a single high-throughput imaging assay, a classification model for predicting the biological activity of candidate compounds was introduced. The image recognition model wh…
We present a phenomenological study of stock price fluctuations of individual companies. We systematically analyze two different databases covering securities from the three major US stock markets: (a) the New York Stock Exchange, (b) the American Stock Exchange, and (c) the National Association of Securities Dealers A…
In this paper we study how to distinguish two embeddings of a finite collection of disjoint circles into the plane up to planar isotopy. We adopt the spirit of the approach by V. Turaev, Operator Invariants of Tangles, Math. USSR-Izv. 35 (1990), 411--444, by considering a category of planar tangles and representing it …
Skeletal signatures were introduced in [J W Anderson and A Wootton, A Lower Bound for the Number of Group Actions on a Compact Riemann Surface, Algebr. Geom. Topol. 12 (2012) 19--35.] as a tool to describe the space of all signatures with which a group can act on a surface of genus . In the present paper we pr…
Unified benchmark for GLAD and GLOD methods across 35 datasets.
An entirely new and independent enumeration of the crystallographic space groups is given, based on obtaining the groups as fibrations over the plane crystallographic groups, when this is possible. For the 35 ``irreducible'' groups for which it is not, an independent method is used that has the advantage of elucidating…
In the previous work [35], the second and third authors established a Bochner type formula on Alexandrov spaces. The purpose of this paper is to give some applications of the Bochner type formula. Firstly, we extend the sharp lower bound estimates of spectral gap, due to Chen-Wang [9, 10] and Bakry-Qian [6], from smoot…
Backpropagation-free trunk training improves model performance on various benchmarks.
The notion of two-numbers of connected Riemannian manifolds was introduced about 35 years ago in [Un invariant geometrique riemannien, C. R. Acad. Sci. Paris Math. 295 (1982), 389--391] by B.-Y. Chen and T. Nagano. Later, two-numbers have been studied by a number of mathematicians and it was then proved that two-number…
Compactness fails for curvature equations in high dimensions.
Study on knots formed by Coxeter galleries, finding bounds and symmetric trefoils.
Frolicher spaces and smooth mappings form a cartesian closed category. It was shown in our previous paper [Far East Journal of Mathematical Sciences, 35 (2009), 211-233] that its full subcategory of Weil exponentiable Frolicher spaces is cartesian closed. By emancipating microlinearity from within a well-adapted model …
Universal Language Model for Fine-tuning [arXiv:1801.06146] (ULMFiT) is one of the first NLP methods for efficient inductive transfer learning. Unsupervised pretraining results in improvements on many NLP tasks for English. In this paper, we describe a new method that uses subword tokenization to adapt ULMFiT to langua…
Study counts geodesic surfaces in knot complements, finding unique ones for small knots.
Recurrent Neural Networks (RNNs) are becoming increasingly important for time series-related applications which require efficient and real-time implementations. The recent pruning based work ESE suffers from degradation of performance/energy efficiency due to the irregular network structure after pruning. We propose bl…
We consider the problem of adaptation to the margin and to complexity in binary classification. We suggest an exponential weighting aggregation scheme. We use this aggregation procedure to construct classifiers which adapt automatically to margin and complexity. Two main examples are worked out in which adaptivity is a…
Fewer obstructions for small graphs in knotless embedding.
We review the basic kinetic wealth-exchange models of Angle [J. Angle, Social Forces 65 (1986) 293; J. Math. Sociol. 26 (2002) 217], Bennati [E. Bennati, Rivista Internazionale di Scienze Economiche e Commerciali 35 (1988) 735], Chakraborti and Chakrabarti [A. Chakraborti, B. K. Chakrabarti, Eur. Phys. J. B 17 (2000) 1…
Manually labeled corpora are expensive to create and often not available for low-resource languages or domains. Automatic labeling approaches are an alternative way to obtain labeled data in a quicker and cheaper way. However, these labels often contain more errors which can deteriorate a classifier's performance when …
The paper improves heat equation estimates under weaker Ricci curvature conditions.
We present a factorized hierarchical variational autoencoder, which learns disentangled and interpretable representations from sequential data without supervision. Specifically, we exploit the multi-scale nature of information in sequential data by formulating it explicitly within a factorized hierarchical graphical mo…
European steel industry shifts to electric arc furnaces, reducing scrap imports and increasing competition.
We focus on the problem of search in the multilingual setting. Examining the problems of next-sentence prediction and inverse cloze, we show that at large scale, instance-based transfer learning is surprisingly effective in the multilingual setting, leading to positive transfer on all of the 35 target languages and two…
In [Topology 35 (1996) 1005--1023] J H Rubinstein and M Scharlemann, using Cerf Theory, developed tools for comparing Heegaard splittings of irreducible, non-Haken manifolds. As a corollary of their work they obtained a new proof of Waldhausen's uniqueness of Heegaard splittings of S^3. In this note we use Cerf Theory …
We use Klyachko's methods [A funny property of sphere and equations over groups, Comm. in Alg. 21 (1993) 2555--2575] (see also Fenn-Rourke, L'Enseignment Math. 42 (1996) 49--74 and math.GR/9810184 and Cohen-Rourke, math.GR/0009101) to prove that, if a 1-cell and a 2-cell are added to a complex with torsion-free fundame…
Training Generative Adversarial Networks (GANs) is notoriously challenging. We propose and study an architectural modification, self-modulation, which improves GAN performance across different data sets, architectures, losses, regularizers, and hyperparameter settings. Intuitively, self-modulation allows the intermedia…
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 …
Over the -dimensional real supercircle, we consider the -modules of linear differential operators, , acting on the superspaces of weighted densities, where is the Lie superalgebra of contact vector fields. We give, in contrast to the classical setting, a classif…
We show power-scaling behaviors for fluctuations in share volume, which no other studies have so far done. After analyzing a database of the daily transactions for all securities listed on the Tokyo Stock Exchange, we selected 1050 large companies that each had an unbroken series of daily trading activity from January …
It has been 35 years since Stanley proved that f-vectors of boundaries of simplicial polytopes satisfy McMullen's conjectured g-conditions. Since then one of the outstanding questions in the realm of face enumeration is whether or not Stanley's proof could be extended to larger classes of spheres. Here we hope to give …
Firms having similar business activities are correlated. We analyze two different cross-correlation matrices C constructed from (i) 30-min price fluctuations of 1000 US stocks for the 2-year period 1994-95 and (ii) 1-day price fluctuations of 422 US stocks for the 35-year period 1962-96. We find that the eigenvectors o…
We propose two optimization techniques to minimize memory usage and computation while meeting system timing constraints for real-time classification in wearable systems. Our method derives a hierarchical classifier structure for Support Vector Machine (SVM) in order to reduce the amount of computations, based on the pr…
Two algorithms create high-quality triangular meshes for surfaces with guaranteed angles.