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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.

168,695 papers · 148 categories

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1122 · Oct 202019922001200920172026
13 results for LRCS

A new method for Gaussian Processes handles mixed continuous and categorical inputs.

problem Modeling cross-correlations between continuous and categorical data.
method Low-Rank Correlation (LRC) method for Gaussian Processes with flexible rank approximation.
result LRC outperforms existing methods in estimating cross-correlations and predicting response surfaces.

The paper analyzes Karcher means on restricted PSD matrices with statistical guarantees.

problem Statistical analysis of non-linear manifolds in machine learning.
method Intrinsic mean model on restricted PSD matrices, Karcher mean analysis, extrinsic signal-plus-noise model.
result Non-asymptotic statistical analysis of Karcher means with deterministic error bounds.

Quantitative analysis of order-splitting behavior in Japanese stock market.

problem Understanding and quantifying the order-splitting behavior of traders in the Japanese stock market.
method Analysis of a large dataset of trading accounts over nine years, clustering traders into order-splitting and random traders, and applying statistical methods to analyze metaorder length and sign correlation.
result The metaorder length distribution follows power laws with exponent α, and the sign correlation exponent γ is approximately α-1, supporting the LMF model.

The paper establishes theoretical foundations for low-rank knowledge distillation in LLMs.

problem Understanding the theoretical underpinnings of low-rank knowledge distillation in LLMs.
method Theoretical framework for low-rank knowledge distillation, including convergence rates and generalization bounds.
result Theoretical analysis reveals optimal rank r=O(n)r^* = O(\sqrt{n}) for minimizing generalization error.

Study validates Lillo-Mike-Farmer model predicting financial market long-range correlations.

problem Quantifying long-range correlations in financial markets.
method Analyzed nine years of market data to classify traders as order-splitting or random, measured metaorder-length distributions, and compared to LMF model predictions.
result Agreement between LMF model predictions and actual data, validating the model.