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.
Paper separates financial time series into fast and slow components.
New GLB algorithm reduces regret in non-stationary settings.
Motivated by the needs of online large-scale recommender systems, we specialize the decoupled extended Kalman filter (DEKF) to factorization models, including factorization machines, matrix and tensor factorization, and illustrate the effectiveness of the approach through numerical experiments on synthetic and on real-…
Machine learning predicts synchronization transitions in unknown systems.
This paper addresses the problem of change-point detection on sequences of high-dimensional and heterogeneous observations, which also possess a periodic temporal structure. Due to the dimensionality problem, when the time between change-points is on the order of the dimension of the model parameters, drifts in the und…
Unified approach for non-stationary linear bandits with dynamic regret.
The conformal method is a technique for finding Cauchy data in general relativity solving the Einstein constraint equations, and its parameters include a conformal class, a conformal momentum (as measured by a densitized lapse), and a mean curvature. Although the conformal method is successful in generating constant me…
Gradient descent converges linearly in finite-width networks with positive NTK and compatible conditions.