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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.

168,657 papers · 148 categories

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48 results for Matrix groups

We propose improved methods to identify stock groups using the correlation matrix of stock price changes. By filtering out the marketwide effect and the random noise, we construct the correlation matrix of stock groups in which nontrivial high correlations between stocks are found. Using the filtered correlation matrix…

2005-03-09abs ↗pdf ↗

New method constructs equivariant neural networks for arbitrary matrix groups.

problem Challenges in constructing equivariant neural networks for complex groups.
method Completely general algorithm for solving equivariant layers of matrix groups.
result Constructs multilayer perceptrons equivariant to multiple groups including O(1,3), O(5), Sp(n), and Rubik's cube group.

Study connects Lie groups to specific Riemannian manifolds.

problem Understanding Lie groups through Riemannian manifold properties.
method Investigates Lie groups as 3D almost paracontact almost paracomplex Riemannian manifolds.
result Established correspondence between Lie algebra and matrix representation.

Proposes Robust Matrix Factorization with Grouping Effect (GRMF) for better performance and robustness.

problem Improves matrix factorization by incorporating grouping effect for better performance and robustness.
method Integrates grouping effect into matrix factorization, using an efficient alternating minimization framework with DC programming and ADMM.
result Demonstrates improved performance and robustness compared to five benchmark algorithms on real-world data sets with outliers and noise.

New algorithm speeds up group equivariant neural networks computations.

problem Challenging computations in group equivariant neural networks.
method Diagrammatic framework based on category theory for matrix multiplication.
result Exponential improvement in time complexity for matrix multiplication.

Equivalence proven between equivariant K-theory and K-homology for certain matrix group actions.

problem Establishing Poincaré duality for proper cocompact matrix group actions.
method Using equivariant K-theory and K-homology, with geometric models of Baum and Douglas.
result Poincaré duality holds between equivariant K-theory and K-homology for GG-spinc^c manifolds with compact quotient.

Develops a method to estimate uncertainty for group-level recommendations in matrix completion.

problem Uncertainty estimation for group-level recommendations in matrix completion.
method Structured conformal inference method combining any matrix completion algorithm.
result Stronger group-level guarantees through structured calibration.

Matrix completion has a long-time history of usage as the core technique of recommender systems. In particular, 1-bit matrix completion, which considers the prediction as a ``Recommended'' or ``Not Recommended'' question, has proved its significance and validity in the field. However, while customers and products aggre…

2019-04-07abs ↗pdf ↗

GAME improves matrix completion by considering subgroup-specific latent structures.

problem Heterogeneous data with overlapping categories, smoothing away subgroup-specific variation.
method Group-Aware Matrix Estimation (GAME) with overlapping nuclear-norm penalties.
result GAME outperforms global low-rank estimators in structured missingness regimes.

We consider the problem of matrix completion with side information (\textit{inductive matrix completion}). In real-world applications many side-channel features are typically non-informative making feature selection an important part of the problem. We incorporate feature selection into inductive matrix completion by p…

2018-04-27abs ↗pdf ↗

The object of investigation are Lie groups considered as almost contact B-metric manifolds of the lowest dimension three. It is established a correspondence of all basic-class-manifolds of the Ganchev-Mihova-Gribachev classification of the studied manifolds and the explicit matrix representation of Lie groups. Some kno…

2015-03-01abs ↗pdf ↗

Starting from considering deeper relationship between conjugacy classes and irreducible representations of a finite group GG, we find some quite simple RR-matrice defined by using finite groups. This construction produces many sets (or topological spaces) admitting braid group actions. We introduce conceptions "exten…

2018-09-24abs ↗pdf ↗

Study Alexander matrices for link quandles and their relation to knot invariants.

problem Understanding Alexander matrices for link quandles and their applications to knot invariants.
method Investigate ff-twisted Alexander matrices and their connection to quandle cocycle invariants.
result Show that ff-twisted Alexander invariants of knot quandles are stronger than those of knot groups.

This expository article introduces the topic of roots in a compact Lie group. Compared to the many other treatments of this standard topic, I intended for mine to be relatively elementary, example-driven, and free of unnecessary abstractions. Some familiarity with matrix groups and with maximal tori is assumed. This ar…

2009-08-28abs ↗pdf ↗

Study optimizes estimation of orthogonal and rotation matrices from noisy data.

problem Estimating orthogonal and rotation matrices from noisy data.
method Iterative polar decomposition algorithm initialized by spectral methods.
result Algorithm achieves optimal error rate of $(1+o(1)) rac{σ^2 d(d-1)}{2np}$.

Quantum theory uses modular group representations to assign invariants to 3-manifolds.

problem Assigning invariants to 3-manifolds via modular group representations.
method Projective representations of the modular group derived from a noncommutative torus.
result Computed traces and determinants of matrices associated with modular group elements.

Computes isotropy subgroups of orthogonal matrices acting on Hermitian matrices.

problem Computing isotropy subgroups of orthogonal matrices acting on Hermitian matrices.
method Algorithm for solving a matrix equation to compute isotropy subgroups.
result Computed isotropy subgroups of orthogonal matrices acting on Hermitian matrices.

Linear and Quadratic Discriminant analysis (LDA/QDA) are common tools for classification problems. For these methods we assume observations are normally distributed within group. We estimate a mean and covariance matrix for each group and classify using Bayes theorem. With LDA, we estimate a single, pooled covariance m…

2011-11-07abs ↗pdf ↗

In this paper, we apply tools from the random matrix theory (RMT) to estimates of correlations across volatility of various assets in the S&P 500. The volatility inputs are estimated by modeling price fluctuations as GARCH(1,1) process. The corresponding correlation matrix is constructed. It is found that the distribut…

2013-10-06abs ↗pdf ↗

We describe a procedure for constructing a generalized Thompson group out of a family of groups that is equipped with what we call a cloning system. The previously known Thompson groups F, V, Vbr and Fbr arise from this procedure using, respectively, the systems of trivial groups, symmetric groups, braid groups and pur…

2014-05-21abs ↗pdf ↗

We show that a left-invariant metric g on a nilpotent Lie group N is a soliton metric if and only if a matrix U and vector v associated the manifold (N,g) satisfy the matrix equation Uv = [1], where [1] is a vector with every entry a one. We associate a generalized Cartan matrix to the matrix U and use the theory of Ka…

2008-09-29abs ↗pdf ↗

A new method for efficiently computing derivatives of skew-symmetric matrix exponentials.

problem Efficient computation of derivatives for skew-symmetric matrices.
method Characterization of invertibility, construction of nearby logarithm, and efficient implementation.
result Explicit formulae for differentiation and its inverse of skew-symmetric matrix exponentials.

Let S be a compact Riemann surfaces of genus g >= 2 and G a conformal automoprhism group of order n acting on S. In this paper we give the definition of an adapted generating set and an adapted basis for the first homology group of such a compact Riemann surface. This generating set and basis reflect the action of G in…

2017-11-21abs ↗pdf ↗

Paper connects Stokes phenomena to quantum groups and Poisson-Lie groups.

problem Analyse Stokes phenomena in Poisson-Lie groups and quantum groups.
method Use Ug-valued Stokes phenomena to construct quantum group U_hg and relate it to Poisson-Lie group G*.
result Show that Ug-valued Stokes phenomena can be obtained as a semiclassical limit of the KZ associator.