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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.

169,051 papers · 148 categories

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3773110146 · Jun 202019922001200920172026
48 results for Persistent Environment

A game environment simulates competition among many agents for resources.

problem Understanding large-scale multiagent interactions and resource competition.
method Developed a persistent, massively multiplayer AI environment.
result Population size affects the development of skillful behaviors and niche differentiation.

Develops RL algorithm for lifelong non-stationary environments.

problem Challenges of reinforcement learning in environments with persistent change.
method Formalizes lifelong non-stationarity, uses latent variable models, and leverages online learning and probabilistic inference.
result Substantial improvement in performance over non-reasoning approaches in lifelong non-stationary environments.

Study assesses additional factors for identifying persistent alpha in pension funds.

problem Identify persistent alpha in pension funds using additional factors.
method Reproduces Fama and French's (2010) experiment with additional features and compares results to 3-factor model.
result Additional factors improve persistence of alpha assessment in pension funds.

Synthetic augmentation improves financial machine learning performance in variance-dominant regimes.

problem Data scarcity in financial machine learning.
method Formalized synthetic augmentation, introduced size-matched null augmentation, and developed a non-parametric block permutation test.
result Synthetic augmentation is beneficial only in variance-dominant regimes, such as persistent volatility forecasting.

Persistence landscapes map persistence diagrams into a function space, which may often be taken to be a Banach space or even a Hilbert space. In the latter case, it is a feature map and there is an associated kernel. The main advantage of this summary is that it allows one to apply tools from statistics and machine lea…

2018-10-11abs ↗pdf ↗

Proposes deep graph persistence to address neural persistence issues in deep learning.

problem Variance of weights and lack of spatial structure in deep neural networks impact neural persistence.
method Extends neural persistence to the whole network, considering interactions between layers.
result Deep graph persistence alleviates variance-related issues and captures persistent paths through the network.

This paper demonstrates the flaws of co-persistence theory proposed by Bollerslev and Engle (1993) which cause the theory can hardly be applied. With the introduction of the half-life of decay coefficient as the measure of the persistence, and both the weak definition of persistence and co-persistence in variance, this…

2011-12-06abs ↗pdf ↗

Optimizes wavelets for graph classification using spectral wavelet signatures and persistence diagrams.

problem Graph classification with geometric properties encoded in persistence diagrams.
method Optimizes spectral wavelets for graph datasets to capture best-suited features for classification.
result Competitive performance in graph classification problems compared to other persistence-based architectures.

This paper interprets critical scales in persistent homology for compact metric spaces.

problem Understanding critical scales in persistent homology for general compact metric spaces.
method Analyzing local minima of the distance function and their impact on persistence.
result Each decrease in zero-dimensional persistence and increase in one-dimensional persistence is induced by local minima of the distance function.

MuRiT efficiently computes multi-parameter persistence barcodes.

problem Efficient computation of multi-parameter persistent homology.
method Vietoris-Rips transformation to reduce multi-parameter to single-parameter computation.
result MuRiT computes pathwise persistence barcodes for multi-filtered flag complexes.

This article analyzes the relationship between co-persistence and hedging which indicates co-persistence ratio is just the long-term hedging ratio. The new method of exhaustive search algorithm for deriving co-persistence ratio is derived in the article. And we also develop a new hedging strategy of combining co-persis…

2011-12-17abs ↗pdf ↗

A new approach to reinforcement learning improves policy performance by adjusting control frequency.

problem Improving reinforcement learning performance by optimizing control frequency.
method Introducing action persistence and a novel algorithm, PFQI, to learn optimal value function at a given persistence.
result PFQI effectively learns optimal value function with action persistence, improving reinforcement learning performance.

Given a compact geodesic space XX we apply the fundamental group and alternatively the first homology group functor to the corresponding Rips or Čech filtration of XX to obtain what we call a persistence. This paper contains the theory describing such persistence: properties of the set of critical points, their preci…

2017-09-15abs ↗pdf ↗

A new method compares persistent cycles in topological data.

problem Comparing persistent homology representations of two spaces.
method Direct comparison of individual persistent cycles based on persistence intervals and spatial placement.
result Demonstrated the effectiveness of the method in topological inference.

Improved persistence spheres map measures to functions, stable under partial transport.

problem Representing and comparing measures in topological machine learning.
method Persistence spheres map measures to continuous functions on the sphere, stable under 1-Wasserstein partial transport.
result Persistence spheres provide a stable, parameter-free representation of measures, improving upon existing methods.

We introduce several geometric notions, including the width of a homology class, to the theory of persistent homology. These ideas provide geometric interpretations of persistence diagrams. Indeed, we give quantitative and geometric descriptions of the "life span" or "persistence" of a homology class. As a case study, …

2021-03-11abs ↗pdf ↗

In value-based reinforcement learning methods such as deep Q-learning, function approximation errors are known to lead to overestimated value estimates and suboptimal policies. We show that this problem persists in an actor-critic setting and propose novel mechanisms to minimize its effects on both the actor and the cr…

2018-02-26abs ↗pdf ↗

Study cosmic structures using Topological Data Analysis and Persistence Energy.

problem Investigate cosmic web evolution in ΛΛCDM cosmologies.
method Apply LITE method to embed persistence diagrams into vector spaces and analyze cosmic structures.
result Discover a correlation between Persistence Energy and redshift values.

The paper examines how long-memory dynamics, rough-volatility, and persistence affect equity volatility forecasting.

problem The study investigates how long-memory dynamics, rough-volatility, and persistence impact equity volatility forecasting.
method The paper combines semiparametric long-memory estimation, rough-volatility diagnostics, and structured forecasting regressions.
result Persistence measures improve out-of-sample volatility forecasts, particularly during periods of elevated market volatility and in volatility-managed portfolio applications.

This review explores TDA and TDL beyond persistent homology.

problem Limitations of persistent homology in capturing topological invariants and homotopic evolution.
method Spectral representations, sheaf theory, Mayer topology, interaction topology, differential topology, geometric topology.
result Review of topological tools for various data types.

Study examines persistence diagrams in machine learning, proposing permutation tests.

problem Understanding the power and limitations of persistence diagrams in machine learning.
method Carried out experiments on graph and shape data, proposed permutation tests for persistence diagrams.
result Persistence pairing shows significant improvement in various tasks, but the most critical values are most discriminative.

Revises SWK for persistence diagrams using Figalli-Gigli distance.

problem Efficiently embedding persistence diagrams in a Hilbert space.
method Directly use Figalli-Gigli distance to build a positive definite kernel.
result SFGK shares properties with SWK and performs similarly on benchmarks.

New model predicts energy prices volatility by smoothing time variation and persistence.

problem Separate study of volatility's time variation and persistence.
method Dynamic persistence model that allows shocks with heterogeneous persistence to vary smoothly over time.
result Significantly improves volatility forecasts over state-of-the-art models.

Persistent homology reveals geometric features of metric spaces, especially geodesic circles.

problem Detecting geometric features in metric spaces using persistent homology.
method Analyzing algebraic elements (footprints) in persistent homology of metric spaces and subspace.
result Higher-dimensional persistent homology captures lower-dimensional geometric features.

PersLay embeds graph topological signatures into neural networks for improved machine learning.

problem Embedding persistence diagrams from graph data into neural networks for machine learning.
method Extended persistence theory and heat kernel signature for encoding graphs into persistence diagrams. General framework for learning vectorizations of persistence diagrams.
result Achieved competitive scores on graph classification tasks.

New covariance estimator for financial portfolios.

problem Estimating large financial covariances in non-stationary environments.
method Exponentially weighted averages and cross-validation for nonlinearly shrinking sample eigenvalues.
result Our estimator performs well in large dimensions compared to existing estimators.

Research shows persistence diagrams embed into Hilbert space, aiding in their analysis.

problem Embedding persistence diagrams into Hilbert space for analysis.
method Proved asymptotic dimension and embedding properties of persistence diagram spaces.
result Persistence diagram spaces coarsely embed into Hilbert space under certain conditions.

Topological data analysis and its main method, persistent homology, provide a toolkit for computing topological information of high-dimensional and noisy data sets. Kernels for one-parameter persistent homology have been established to connect persistent homology with machine learning techniques. We contribute a kernel…

2018-09-26abs ↗pdf ↗

Persistent entropy detects phase transitions in complex systems.

problem Detecting phase transitions in complex systems.
method Established a general theorem for persistent entropy to reliably detect phase transitions, introduced operational framework for finite-time computations.
result Persistent entropy exhibits an asymptotically non-vanishing gap across phases, robust numerical signatures across experiments.