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.
Moon phases added to stock market analysis for better pattern recognition.
Proofs for Moon's theorem and its generalization.
Simple curves enclose two small disks if they're wide and bend moderately.
Extends fibering theorems for 3-manifolds.
In this paper we study the financial repercussions of the destruction of two fully armed and operational moon-sized battle stations ("Death Stars") in a 4-year period and the dissolution of the galactic government in Star Wars. The emphasis of this work is to calibrate and simulate a model of the banking and financial …
Deep reinforcement learning has recently gained a focus on problems where policy or value functions are independent of goals. Evidence exists that the sampling of goals has a strong effect on the learning performance, but there is a lack of general mechanisms that focus on optimizing the goal sampling process. In this …
Study finds Twitter activity correlates with stock volatility but not sentiment.
Optimal transport aims to estimate a transportation plan that minimizes a displacement cost. This is realized by optimizing the scalar product between the sought plan and the given cost, over the space of doubly stochastic matrices. When the entropy regularization is added to the problem, the transportation plan can be…
AMF-VI uses adaptive mixtures of flows for robust VI across diverse distributions.
In this paper we investigate panel regression models with interactive fixed effects. We propose two new estimation methods that are based on minimizing convex objective functions. The first method minimizes the sum of squared residuals with a nuclear (trace) norm regularization. The second method minimizes the nuclear …
Introduces LRY skein algebras generalizing Kauffman bracket and Roger-Yang skein algebras.
Solves Dirichlet problem for Lagrangian phase equation with critical and supercritical phase.
A major issue in harmonic analysis is to capture the phase dependence of frequency representations, which carries important signal properties. It seems that convolutional neural networks have found a way. Over time-series and images, convolutional networks often learn a first layer of filters which are well localized i…
New algorithms handle phase retrieval with rank d measurements, revealing phase transitions.
New estimators improve efficiency in two-phase designs with coarsened data.
Paper develops estimates for Lagrangian phase changes in 2D.
Machine learning predicts phase behavior in active matter suspensions.
In this paper, we perform statistical segmentation and clustering analysis of the Dow Jones Industrial Average time series between January 1997 and August 2008. Modeling the index movements and log-index movements as stationary Gaussian processes, we find a total of 116 and 119 statistically stationary segments respect…
Machine learning approximates phase transitions using Fisher information.
UPR hybrid model improves phase retrieval performance.
If a given behavior of a multi-agent system restricts the phase variable to a invariant manifold, then we define a phase transition as change of physical characteristics such as speed, coordination, and structure. We define such a phase transition as splitting an underlying manifold into two sub-manifolds with distinct…
This paper certifies cluster assignments from sum-of-norms clustering algorithms.
The big phase space, the geometric setting for the study of quantum cohomology with gravitational descendents, is a complex manifold and consists of an infinite number of copies of the small phase space. The aim of this paper is to define a Hermitian geometry on the big phase space. Using the approach of Dijkgraaf and …
Diffusion maps help learn complex quantum phase transitions from data.
The paper models market crashes as phase transitions, finding dynamic transitions offer better predictions.
Unsupervised learning is a discipline of machine learning which aims at discovering patterns in big data sets or classifying the data into several categories without being trained explicitly. We show that unsupervised learning techniques can be readily used to identify phases and phases transitions of many body systems…
Common models for two-phase lipid bilayer membranes are based on an energy that consists of an elastic term for each lipid phase and a line energy at interfaces. Although such an energy controls only the length of interfaces, the membrane surface is usually assumed to be at least across phase boundaries. We consi…
Novel M-theory approach classifies topological phases of matter.
Consumers with low demand, like households, are generally supplied single-phase power by connecting their service mains to one of the phases of a distribution transformer. The distribution companies face the problem of keeping a record of consumer connectivity to a phase due to uninformed changes that happen. The exact…
Study oscillatory integrals with degenerate singular points in multivariable phase functions.
The stability of money value is an important requisite for a functioning economy, yet it critically depends on the actions of participants in the market themselves. Here we model the value of money as a dynamical variable that results from trading between agents. The basic trading scenario can be recast into an Ising t…
The classification of phase transitions is a central and challenging task in condensed matter physics. Typically, it relies on the identification of order parameters and the analysis of singularities in the free energy and its derivatives. Here, we propose an alternative framework to identify quantum phase transitions,…
The Allen-Cahn system on manifolds yields multiple phase distributions.
Automated surgical workflow analysis and understanding can assist surgeons to standardize procedures and enhance post-surgical assessment and indexing, as well as, interventional monitoring. Computer-assisted interventional (CAI) systems based on video can perform workflow estimation through surgical instruments' recog…
This paper shows how learning the phase-amplitude coupling improves bio-signal classification.
A new deep learning model improves phase retrieval performance.
The phase space of relativistic particle mechanics is defined as the 1st jet space of motions regarded as timelike 1-dimensional submanifolds of spacetime. A Lorentzian metric and an electromagnetic 2-form define naturally on the odd-dimensional phase space a generalized contact structure. In the paper infinitesimal sy…
New approach connects quantum phases to VQA trainability, enabling better scaling.
Descending phase retrieval algorithms show a phase transition with increasing sample complexity.
In this letter, we apply the artificial neural network in a supervised manner to map out the quantum phase diagram of disordered topological superconductor in class DIII. Given the disorder that keeps the discrete symmetries of the ensemble as a whole, translational symmetry which is broken in the quasiparticle distrib…
New analysis reveals gaps in selective classifiers, guiding improvements.
Study shows reverberant phase is not essential for weakly-supervised dereverberation.
Symplectic forms from two phase spaces are proven equivalent.
There is an increasing need for monitoring and controlling uncertainties brought by distributed energy resources in distribution grids. For such goal, accurate multi-phase topology is the basis for correlating measurements in unbalanced distribution networks. Unfortunately, such topology knowledge is often unavailable …
This paper presents a Bayesian approach to symbol and phase inference in a phase-unsynchronized digital receiver. It primarily extends [Quinn 2011] to the multi-symbol case, using the variational Bayes (VB) approximation to deal with the combinatorial complexity of the phase inference in this case. The work provides a …
Characterizing the phase transitions of convex optimizations in recovering structured signals or data is of central importance in compressed sensing, machine learning and statistics. The phase transitions of many convex optimization signal recovery methods such as minimization and nuclear norm minimization are…
Phase segregation, the process by which the components of a binary mixture spontaneously separate, is a key process in the evolution and design of many chemical, mechanical, and biological systems. In this work, we present a data-driven approach for the learning, modeling, and prediction of phase segregation. A direct …
Paper tackles joint community detection and phase synchronization in stochastic block models.