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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.

168,694 papers · 148 categories

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1122 · Jul 201919922001200920172026
15 results for MoLDS

In this paper we present a connection between two dynamical systems arising in entirely different contexts: one in signal processing and the other in biology. The first is the famous Iteratively Reweighted Least Squares (IRLS) algorithm used in compressed sensing and sparse recovery while the second is the dynamics of …

2016-01-12abs ↗pdf ↗

The paper uses persistent homology to estimate recurrence times in multi-variate time series.

problem Estimating recurrence times in multi-variate time series with different cyclic behaviors.
method Persistent homology framework with three specialized methods.
result Validated methods on real-world data, including a new benchmark dataset.

Studies on massive open online courses (MOOCs) users discuss the existence of typical profiles and their impact on the learning process of the students. However defining the typical behaviors as well as classifying the users accordingly is a difficult task. In this paper we suggest two methods to model MOOC users behav…

2019-07-10abs ↗pdf ↗

We consider the design of prediction market mechanisms known as automated market makers. We show that we can design these mechanisms via the mold of \emph{exponential family distributions}, a popular and well-studied probability distribution template used in statistics. We give a full development of this relationship a…

2014-02-22abs ↗pdf ↗

Researchers describe isometric deformations of T-hedra and T-surfaces.

problem Understanding the isometric deformations of discrete and smooth T-surfaces.
method Synthetic and analytic descriptions of T-hedra and T-surfaces, providing parametrizations of isometric deformations.
result Explicit parametrization of isometric deformations of T-hedra and T-surfaces.

Training shapes the geometry of neural network feature maps, revealing local area magnification.

problem Understanding how training affects the geometric structure of neural network feature maps.
method Analyzing the Riemannian geometry induced by neural network feature maps at infinite width and after training.
result Training breaks the symmetry of the geometry induced by random neural network feature maps, magnifying local areas along decision boundaries.

Regularization techniques are widely used to improve the generality, robustness, and efficiency of deep convolutional neural networks (DCNNs). In this paper, we propose a novel approach of regulating DCNN convolutional kernels by a structured filter bank. Comparing with the existing regularization methods, such as $\el…

2019-07-25abs ↗pdf ↗

This paper reviews bank performance determinants, highlighting future research areas.

problem Understanding bank performance factors to improve sector efficiency and knowledge.
method Analysis of 54 studies in peer-reviewed journals.
result Bank performance factors remain largely unexplored, especially post-COVID-19.

Study uses random forest to detect unlawful insider trading in financial data.

problem Detecting and identifying unlawful insider trading in complex financial data.
method Integrates PCA-RF and standalone RF models with semi-manually labeled transactions.
result 96.43% accurate classification of transactions, 95.47% lawful, 98.00% unlawful.

GraSP-RL uses graph neural networks to improve job shop scheduling.

problem Capturing machine-unit-job sequence relationships and managing state space growth.
method Graph neural networks for feature extraction, reinforcement learning for decision-making, decentralized optimization.
result GraSP-RL outperforms existing methods in minimizing makespan for complex production environments.