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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.

168,742 papers · 148 categories

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21436485 · Jun 202019922001200920172026
48 results for N-ary relationships

We propose an extension of n-ary Nambu-Poisson bracket to superspace R^{n|m} and construct by means of superdeterminant a family of Nambu-Poisson algebras of even degree functions, where the parameter of this family is an invertible transformation of Grassmann coordinates in superspace R^{n|m}. We prove in the case of …

2018-08-09abs ↗pdf ↗

We study nn-ary commutative superalgebras and LL_{\infty}-algebras that possess a skew-symmetric invariant form, using the derived bracket formalism. This class of superalgebras includes for instance Lie algebras and their nn-ary generalizations, commutative associative and Jordan algebras with an invariant form. We…

2014-09-11abs ↗pdf ↗

These notes are devoted to the multiple generalization of a Lie algebra introduced by A.M.Vinogradov and M.M.Vinogradov. We compare definitions of such algebras in the usual and invariant case. Furthermore, we show that there are no simple nn-ary Lie algebras of type (n1,l)(n-1,l) for l>0l>0.

2015-09-14abs ↗pdf ↗

Study cohomology spaces of sl(2) acting on n-ary differential operators.

problem Computing cohomology spaces for sl(2) action on n-ary differential operators.
method Analyzes polynomial μ-densities as sl(2) modules and computes cohomological spaces H^2.
result Computed cohomological spaces H^2 of sl(2) on n-ary differential operators.

We show that one can skip the skew-symmetry assumption in the definition of Nambu-Poisson brackets. In other words, a n-ary bracket on the algebra of smooth functions which satisfies the Leibniz rule and a n-ary version of the Jacobi identity must be skew-symmetric. A similar result holds for a non-antisymmetric versio…

2001-04-11abs ↗pdf ↗

Paper proposes a novel model to improve n-ary cross-sentence relation extraction by addressing noisy data and non-consecutive sentences.

problem Noisy labeled data and non-consecutive sentences in n-ary cross-sentence relation extraction.
method Two-level agent reinforcement learning model and hybrid attention mechanism/PCNN approach.
result The model reduces the impact of noisy data and achieves better performance.

We are interested in the study of the space of nn-ary differential operators denoted by Dł,μ\mathfrak{D}_{\underlineł,μ} where ł=(ł1,...,łn)\underlineł=(ł_{1},...,ł_{n}) acting on weighted densities from Fł1Fł2...Fłn\frak F_{ł_1}\otimes\frak F_{ł_2}\otimes...\otimes\frak F_{ł_n} to Fμ\frak F_μ as a module over the orthosymplectic superalgeb…

2019-04-30abs ↗pdf ↗

This paper investigates higher order generalizations of well known results for Lie algebroids and bialgebroids. It is proved that nn-Lie algebroid structures correspond to nn-ary generalization of Gerstenhaber algebras and are implied by nn-ary generalization of linear Poisson structures on the dual bundle. A Nambu-…

2015-02-19abs ↗pdf ↗

This research classifies deformations of Yang-Baxter operators using cohomology of nn-Lie algebras.

problem Classifying deformations of Yang-Baxter operators via cohomology of nn-Lie algebras.
method Introducing a cohomology theory for nn-ary self-distributive objects, showing natural injections and isomorphisms, and constructing deformation theories.
result The self-distributive deformations classify the Yang-Baxter operator deformations, with nontrivial examples provided.

The paper analyzes binary option markets with exogenous information and price sensitivity.

problem Analyzing binary option markets with exogenous information and price sensitivity.
method Derive and analyze a continuous model of binary option markets with exogenous information, using Filippov surfaces and general assumptions on purchasing rules.
result Price always converges when exogenous information is constant, and price sensitivity affects price lag vs. information.

We discuss relations between linear Nambu-Poisson structures and Filippov algebras and define Filippov algebroids which are n-ary generalizations of Lie algebroids. We also prove results describing multiplicative Nambu- Poisson structures on Lie groups. In particular, we show that simple Lie groups do not admit multipl…

1999-02-23abs ↗pdf ↗

Recurrent neural networks (RNNs) process input text sequentially and model the conditional transition between word tokens. In contrast, the advantages of recursive networks include that they explicitly model the compositionality and the recursive structure of natural language. However, the current recursive architectur…

2016-07-15abs ↗pdf ↗

A notion of n-Lie algebra introduced by V.T. Filippov can be viewed as a generalization of a concept of binary Lie algebra to the algebras with n-ary multiplication law. A notion of Lie algebra can be extended to Z_2-graded structures giving a notion of Lie superalgebra. Analogously a notion of n-Lie algebra can be ext…

2015-11-26abs ↗pdf ↗

LoCEC classifies user relationships in large social networks, addressing sparsity issues.

problem Sparse relationship feature and label data in real social platforms.
method Local Community-based Edge Classification (LoCEC) framework with three-phase processing.
result Effective and efficient classification of user relationships in large-scale networks.

Develops a framework for clustering and distribution matching with bandit feedback.

problem Clustering and distribution matching problems with limited feedback.
method General framework using KK-armed bandit model, Track-and-Stop method, and Frank--Wolfe algorithm.
result Average number of arm pulls matches lower bound, with asymptotic convergence to fundamental limit.

Proposes a method to generate realistic counterfactuals by learning relationships.

problem Counterfactual explanations often ignore intrinsic relationships between data attributes.
method Uses a variational auto-encoder to learn relationships and perturb the latent space.
result The model preserves relationships and generates realistic counterfactuals.

Modeling lead-lag relationship between two text corpora for improved topic modeling.

problem Recognizing the relationship between multiple text corpora for better topic modeling.
method Proposed a jointly dynamic topic model and embedding extension for large-scale text corpus.
result The proposed model can well recognize the lead-lag relationship between two text corpora and improve topic learning.

New method evaluates financial graphs for stock trend forecasting.

problem Lack of dynamic stock relationship graphs and evaluation methods.
method SPNews dataset and novel evaluation methods independent of downstream tasks.
result Evaluation methods can differentiate between various financial relationship graphs.

Previous models for learning entity and relationship embeddings of knowledge graphs such as TransE, TransH, and TransR aim to explore new links based on learned representations. However, these models interpret relationships as simple translations on entity embeddings. In this paper, we try to learn more complex connect…

2017-10-23abs ↗pdf ↗

Shifu2 discovers advisor-advisee relationships in collaboration networks.

problem Discovering hidden advisor-advisee relationships in scientific collaboration networks.
method Network Representation Learning (NRL) model, considering both network structure and node/edge semantics.
result Improved stability and effectiveness compared to state-of-the-art methods.

Recently the interest of researchers has shifted from the analysis of synchronous relationships of financial instruments to the analysis of more meaningful asynchronous relationships. Both of those analyses are concentrated only on Pearson's correlation coefficient and thus intraday lead-lag relationships associated wi…

2014-02-16abs ↗pdf ↗

Study on the relationship between explanations and predictions in machine learning models.

problem Understanding the relationship between explanations and predictions in machine learning models.
method Causal inference to measure treatment effect on hyperparameters and inputs.
result The relationship between explanations and predictions is far from ideal, especially in high-performing models.

Proposes LSR-IGRU for improved stock trend prediction.

problem Challenges in stock price prediction due to complex relationships and nonlinear dynamics.
method Long short-term relationships matrix and improved GRU input for better temporal and relationship integration.
result Significantly improved accuracy in predicting stock trend changes.

For analysis of a high-dimensional dataset, a common approach is to test a null hypothesis of statistical independence on all variable pairs using a non-parametric measure of dependence. However, because this approach attempts to identify any non-trivial relationship no matter how weak, it often identifies too many rel…

2015-05-09abs ↗pdf ↗

This paper proposes a method to reveal task relationships in multi-task learning models using sparse graphs.

problem Understanding the underlying task relationships in multi-task learning models.
method Proposes a bilevel formulation of multi-task learning that induces sparse graphs.
result The method improves interpretability of multi-task learning models without sacrificing generalization performance.

Proposes C2RM to mine cross-cryptocurrency relationships for better Bitcoin price prediction.

problem Limited consideration of historical relationships and interactions between cryptocurrencies for Bitcoin price prediction.
method C2RM module using Dynamic Time Warping for lead-lag relationship extraction and aggregation.
result Improves existing price prediction methods by significant performance improvement.

SMART combines decision trees and MARS for better regression modeling.

problem High variance in decision trees for continuous relationships, poor performance in MARS for discontinuities.
method SMART uses a decision tree to identify subsets with distinct continuous relationships, then applies MARS to fit these relationships independently.
result SMART improves regression performance over state-of-the-art methods in capturing discontinuities and continuous relationships.

This paper presents a novel multitask multiple kernel learning framework that efficiently learns the kernel weights leveraging the relationship across multiple tasks. The idea is to automatically infer this task relationship in the \textit{RKHS} space corresponding to the given base kernels. The problem is formulated a…

2016-11-10abs ↗pdf ↗

Double autoencoder Ae2IAe^2I improves missing value imputation in recommender systems.

problem Imputing missing values in tables using row-row and column-column relationships.
method Simultaneously uses row-row and column-column relationships through a double autoencoder.
result Ae2IAe^2I outperforms state-of-the-art models in recommender systems.

The existence of time-lagged cross-correlations between the returns of a pair of assets, which is known as the lead-lag relationship, is a well-known stylized fact in financial econometrics. Recently some continuous-time models have been proposed to take account of the lead-lag relationship. Such a model does not follo…

2017-12-28abs ↗pdf ↗

Time-series data is being increasingly collected and stud- ied in several areas such as neuroscience, climate science, transportation, and social media. Discovery of complex patterns of relationships between individual time-series, using data-driven approaches can improve our understanding of real-world systems. While …

2018-02-16abs ↗pdf ↗