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 article, we prove that every arithmetic locally symmetric orbifold of classical type without Euclidean or compact factors has arbitrarily long arithmetic progressions in its primitive length spectrum. Moreover, we show the stronger property that every primitive length occurs in arbitrarily long arithmetic progr…
In this article, we investigate when the set of primitive geodesic lengths on a Riemannian manifold have arbitrarily long arithmetic progressions. We prove that in the space of negatively curved metrics, a metric having such arithmetic progressions is quite rare. We introduce almost arithmetic progressions, a coarsific…
Much recent work has concerned sparse approximations to speed up the Gaussian process regression from the unfavorable O(n3) scaling in computational time to O(nm2). Thus far, work has concentrated on models with one covariance function. However, in many practical situations additive models with multiple covariance func…
We present a construction of sequences of closed hyperbolic surfaces that have long systoles which form pants decompositions of these surfaces. The length of the systoles of these surfaces grows logarithmically as a function of their genus.
Predictive rate-distortion analysis suffers from the curse of dimensionality: clustering arbitrarily long pasts to retain information about arbitrarily long futures requires resources that typically grow exponentially with length. The challenge is compounded for infinite-order Markov processes, since conditioning on fi…
We show there exist tunnel number one hyperbolic 3-manifolds with arbitrarily long unknotting tunnel. This provides a negative answer to an old question of Colin Adams.
We discuss algorithms for estimating the Shannon entropy h of finite symbol sequences with long range correlations. In particular, we consider algorithms which estimate h from the code lengths produced by some compression algorithm. Our interest is in describing their convergence with sequence length, assuming no limit…
Music relies heavily on repetition to build structure and meaning. Self-reference occurs on multiple timescales, from motifs to phrases to reusing of entire sections of music, such as in pieces with ABA structure. The Transformer (Vaswani et al., 2017), a sequence model based on self-attention, has achieved compelling …
The article is devoted to investigating the application of aggregating algorithms to the problem of the long-term forecasting. We examine the classic aggregating algorithms based on the exponential reweighing. For the general Vovk's aggregating algorithm we provide its generalization for the long-term forecasting. For …
Transformers are powerful sequence models, but require time and memory that grows quadratically with the sequence length. In this paper we introduce sparse factorizations of the attention matrix which reduce this to O(nn). We also introduce a) a variation on architecture and initialization to train deeper net…
This paper explores using a Long short-term memory (LSTM) based sequence autoencoder to learn interesting features for detecting surveillance aircraft using ADS-B flight data. An aircraft periodically broadcasts ADS-B (Automatic Dependent Surveillance - Broadcast) data to ground receivers. The ability of LSTM networks …
The standard state-of-the-art backend for text-independent speaker recognizers that use i-vectors or x-vectors, is Gaussian PLDA (G-PLDA), assisted by a Gaussianization step involving length normalization. G-PLDA can be trained with both generative or discriminative methods. It has long been known that heavy-tailed PLD…
We prove the absence of a universal diameter bound on lengths of curves in a sweep-out of a Riemannian 2-sphere. If such bound existed it would yield a simple proof of existence of short geodesic segments and closed geodesics on a sphere of small diameter.
We study the asymptotic behavior of the asymptotic translation lengths on the curve complexes of pseudo-Anosov monodromies in a fibered cone of a fibered hyperbolic 3-manifold M with b1(M)≥2. For a sequence (Σn,ψn) of fibers and monodromies in the fibered cone, we show that the asymptotic translation len…
The FitzHugh-Nagumo equation provides a simple mathematical model of cardiac tissue as an excitable medium hosting spiral wave vortices. Here we present extensive numerical simulations studying long-term dynamics of knotted vortex string solutions for all torus knots up to crossing number 11. We demonstrate that FitzHu…
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.
Adaptive beamforming collapses in highly non-stationary environments, but the Universal Switching Beamformer resolves this by dynamically adjusting memory length.
problem Adaptive beamforming performance degrades in highly non-stationary environments.
method Integrating sequential prediction into the beamforming architecture.
result The USB achieves agility and precision in tracking highly non-stationary scenes.