Research
On-device research index

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.

168,878 papers · 148 categories

Trend · papers per month

0.8%1.6%2.4%3.2% · Feb 199719922001200920172026
48 results for MSS_18

Paper develops a method to identify minimal sample subspaces from limited data.

problem Challenging task of subspace segmentation with minimal sample subspaces.
method Develops a theoretical framework and optimization algorithms for MSS.
result The MSS model can retrieve minimal sample subspaces even when they are heavily intersected.

The paper identifies the minimum mean-variance spanning set and its importance in asset evaluation.

problem Estimating the minimum subset of assets that span the efficient frontier.
method Established identification conditions and developed a novel procedure for MSS estimation and inference.
result The MSS estimator accurately covers the true MSS and converges to it at any desired confidence level.

Proposes MSS to identify causal structure from heterogeneous environments.

problem Distribution shifts between environments violate i.i.d. data assumption.
method Sparse mechanism shift hypothesis, score-based approach.
result Identifies entire causal structure with high probability.

Introduces model class selection to find sets of near-optimal models.

problem Finding sets of near-optimal models within multiple model collections.
method Generalizes model set selection framework to model class selection, using data splitting approaches.
result Shows that simpler, interpretable models can perform similarly to complex machine learning models.

We consider the problem of learning a sparse rule model, a prediction model in the form of a sparse linear combination of rules, where a rule is an indicator function defined over a hyper-rectangle in the input space. Since the number of all possible such rules is extremely large, it has been computationally intractabl…

2018-10-03abs ↗pdf ↗

This paper classifies complete self-shrinkers in R^(n+1) with nonnegative constant scalar curvature.

problem Classifying self-shrinkers with specific curvature conditions.
method Analyzing the mean curvature flow and using geometric properties.
result Complete classifications of n-dimensional self-shrinkers in R^(n+1) with nonnegative constant scalar curvature.

Unified framework detects dynamic community structure in brain networks across individuals.

problem Detecting community structure in functional brain networks across multiple subjects and over time.
method Markov-switching stochastic block model (MSS-SBM) for multilayer brain networks.
result Captures dynamic reconfiguration of modular connectivity in brain networks across different task conditions.

We show a connection between a surgery exact sequence in knot Floer homology and the sequence derived in [18]. As a consequence of this relationship we see that the exact sequence in [18] also works with coherent orientations and admits refinements with respect to spinc-structures. As an application of this discussion,…

2010-02-22abs ↗pdf ↗

Authors determine the SL(2,C) character variety of a specific knot without computer aid.

problem Determine the SL(2,C) character variety of a specific knot without computational assistance.
method Develop an efficient method for working with conjugacy classes of four elements of SL(2,C).
result Determine the character variety of the knot 8_18 efficiently and software-free.

We establish a classification of cubic minimal cones in case of the so-called radial eigencubics. Our principal result states that any radial eigencubic is either a member of the infinite family of eigencubics of Clifford type, or belongs to one of 18 exceptional families. We prove that at least 12 of the 18 families a…

2010-09-27abs ↗pdf ↗

We address the question of the growth of firm size. To this end, we analyze the Compustat data base comprising all publicly-traded United States manufacturing firms within the years 1974-1993. We find that the distribution of firm sizes remains stable for the 20 years we study, i.e., the mean value and standard deviati…

1997-02-10abs ↗pdf ↗

The study proves all prime knots up to 10 crossings have superbridge index ≤ 5.

problem Determining the maximum superbridge index for prime knots up to 10 crossings.
method New upper bounds on stick numbers and equilateral stick numbers for specific knots, leading to conclusions about superbridge index.
result All prime knots through 10 crossings have a superbridge index ≤ 5.

We construct a new type of geometric knot theory, plumbers' knots, and solve the problems of distinguishing and enumerating such knots at a fixed level of complexity. (v2) Minor edits, added theorem 3.18. (v3) Substantial revisions, essentially completely rewritten in places.

2008-11-13abs ↗pdf ↗

The Teichmüller harmonic map flow deforms both a map from an oriented closed surface MM into an arbitrary closed Riemannian manifold, and a constant curvature metric on MM, so as to reduce the energy of the map as quickly as possible [16]. The flow then tries to converge to a branched minimal immersion when it can [1…

2014-03-13abs ↗pdf ↗

In this paper, we firstly verify that if MM is a complete self-shrinker with polynomial volume growth in Rn+1\mathbb{R}^{n+1}, and if the squared norm of the second fundamental form of MM satisfies 0A211180\leq|A|^2-1\leq\frac{1}{18}, then A21|A|^2\equiv1 and MM is a round sphere or a cylinder. More generally, let MM be a …

2017-12-05abs ↗pdf ↗

The paper provides formulas linking knot invariants to deformation quantization.

problem Deformation quantization of the space of connections on a 2-manifold.
method Using Chern-Simons gauge theory in 3D, the paper derives explicit formulas for star products.
result Explicit formulas connect knot invariants to deformation quantization and gauge theory.

Since Giles introduced the multilevel Monte Carlo path simulation method [18], there has been rapid development of the technique for a variety of applications in computational finance. This paper surveys the progress so far, highlights the key features in achieving a high rate of multilevel variance convergence, and su…

2012-12-06abs ↗pdf ↗

Higher chromatic numbers χsχ_s of simplicial complexes naturally generalize the chromatic number χ1χ_1 of a graph. In any fixed dimension dd, the ss-chromatic number χsχ_s of dd-complexes can become arbitrarily large for sd/2s\leq\lceil d/2\rceil [6,18]. In contrast, χd+1=1χ_{d+1}=1, and only little is known on χsχ_s for …

2015-03-28abs ↗pdf ↗

Recurrent sequence generators conditioned on input data through an attention mechanism have recently shown very good performance on a range of tasks in- cluding machine translation, handwriting synthesis and image caption gen- eration. We extend the attention-mechanism with features needed for speech recognition. We sh…

2015-06-24abs ↗pdf ↗

We show that one-dimensional circle is the only case for closed smooth metric measure spaces with nonnegative Bakry-Émery Ricci curvature whose spectrum of the weighted Laplacian has an optimal positive upper bound. This result extends the work of Hang-Wang in the manifold case (Int. Math. Res. Not. 18 (2007), Art. ID …

2017-06-24abs ↗pdf ↗

A financial data provider shares insights on managing complexity in processing 18 billion daily notifications.

problem Managing complexity in processing 18 billion daily financial notifications.
method Described the volume, variety, velocity, and veracity of data, infrastructure, and architecture.
result Systems were stressed during significant events like Brexit, highlighting the need for scalability and robustness.

We classify non-dilatonic NS-NS type II supergravity backgrounds admitting a consistent absolute parallelism. They are all given by parallelised Lie groups admitting scalar flat bi-invariant lorentzian metrics. There are seven different classes, some of them containing moduli. For each class we determine the amount of …

2003-05-09abs ↗pdf ↗

We construct the first explicit example of a simplicial 3-ball B_{15,66} that is not collapsible. It has only 15 vertices. We exhibit a second 3-ball B_{12,38} with 12 vertices that is collapsible and evasive, but not shellable. Finally, we present the first explicit triangulation of a 3-sphere S_{18, 125} (with only 1…

2013-03-08abs ↗pdf ↗

In this article, using the generalized Newton transformation, we define higher order mean curvatures of distributions of arbitrary codimension and we show that they agree with the ones from Brito and Naveira (Ann. Global Anal. Geom. 18, 371-383 (2000)). We also introduce higher order mean curvature vector fields and we…

2009-08-12abs ↗pdf ↗

BIGMACS aligns multiple ocean sediment cores using Bayesian inference and Gaussian process regression.

problem Aligning and synchronizing ages from different ocean sediment cores using multiple proxies.
method BIGMACS uses Bayesian inference and Gaussian process regression to align and integrate age proxies.
result Constructs a new Deep Northeastern Atlantic stack and age models for additional cores.

This paper concerns the Dehn surgery construction, especially those Dehn surgeries leaving the manifold unchanged. In particular, we describe an oriented 1-cusped hyperbolic 3-manifold X with a pair of slopes r_1, r_2 such that the Dehn filled manifolds X(r_1), X(r_2) are oppositely oriented copies of the lens space L(…

1999-11-17abs ↗pdf ↗