Research
On-device research index

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

Trend · papers per month

222443665886 · Jun 202019922001200920172026
48 results for Phase space analysis

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…

2016-06-01abs ↗pdf ↗

Paper uses TDA to assess cryptocurrency risk by measuring phase space instability.

problem Traditional risk measures fail to capture market dynamics' geometric structure.
method Applied Takens' Delay Embedding Theorem to generate point cloud, computed persistent homology groups, defined Topological Persistence Norm.
result Proposed leverage calibration heuristic based on persistence of 1-dimensional cycles.

Global stability bounds for matrix frames in phase retrieval problems.

problem Phase retrieval for matrix frames in various applications.
method Computable global stability bounds for the quasi-linear analysis map β, using Whitney stratification of positive semidefinite matrices of low rank.
result Novel conditions for a frame to be generalized phase retrievable.

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…

2018-10-29abs ↗pdf ↗

A neural network learns phase space properties for time series analysis.

problem Lack of consistency and robustness in estimating embedding parameters.
method Forgetting mechanism neural network to learn phase space properties.
result Neural network approach is competitive or superior to state-of-the-art strategies.

Characterizes RFF regression in large n,p,Nn,p,N setting, providing precise learning phases and double descent curve.

problem Characterizes RFF regression in large n,p,Nn,p,N setting.
method Characterizes the exact asymptotics of random Fourier feature (RFF) regression in the realistic setting of large n,p,Nn,p,N.
result Characterizes two qualitatively different phases of learning and the corresponding double descent test error curve.

Study rotational surfaces with prescribed Gauss curvature in 3D space.

problem Classify and analyze rotational surfaces with prescribed Gauss curvature.
method Phase plane analysis and mild assumptions on the prescribed function.
result Existence of singular radial solutions intersecting orthogonally the axis of rotation.

The paper constructs surfaces with prescribed mean curvature in a specific space.

problem Finding surfaces with a given mean curvature in a particular geometric space.
method Phase plane analysis to construct entire rotational graphs and catenoid-type surfaces.
result Classification result for surfaces with linearly prescribed mean curvature.

Precise scientific analysis in collider-based particle physics is possible because of complex simulations that connect fundamental theories to observable quantities. The significant computational cost of these programs limits the scope, precision, and accuracy of Standard Model measurements and searches for new phenome…

2019-07-18abs ↗pdf ↗

DPI quantifies phase differences in 1D and multidimensional signals using Riesz transform.

problem Quantifying phase differences in signals of varying dimensions.
method Riesz transform framework for harmonic analysis.
result DPI detects hypersynchronization and subtle changes in images and artworks.

Study of 17 surface behaviors and singularities for elliptic Weingarten equations.

problem Characterizing and understanding elliptic Weingarten surfaces and their singularities.
method Phase space analysis and classification of surface behaviors.
result Classification of 17 possible qualitative behaviors for rotational surfaces.

Angular measurements are often modeled as circular random variables, where there are natural circular analogues of moments, including correlation. Because a product of circles is a torus, a d-dimensional vector of circular random variables lies on a d-dimensional torus. For such vectors we present here a class of graph…

2019-10-24abs ↗pdf ↗

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 …

2012-11-23abs ↗pdf ↗

The paper models market crashes as phase transitions, finding dynamic transitions offer better predictions.

problem Understanding and predicting extreme financial events like market crashes.
method Employing phase transition theory, focusing on endogenous crashes, and comparing DPT, CPT, and SPT.
result Dynamic phase transitions provide more accurate predictions of market crashes compared to critical and stochastic models.

Study of sub-Riemannian problem on specific Lie groups, revealing symmetries and bounds.

problem Sub-Riemannian problem on solvable, non-nilpotent Lie groups.
method Qualitative phase-space analysis of Hamiltonian system, focusing on vertical component.
result Explicit upper bound for cut time in terms of pendulum period.

Gradient descent dynamics in quadratic regression models are analyzed, revealing five phases: monotonic, catapult, periodic, chaotic, and divergent.

problem Analyzing the dynamics of gradient descent in quadratic regression models.
method Fine-grained bifurcation analysis of gradient descent dynamics using a cubic map parameterized by the step-size.
result Gradient descent dynamics in quadratic regression models exhibit five distinct phases: monotonic, catapult, periodic, chaotic, and divergent.

The paper classifies helicoidal surfaces with specific curvature functions.

problem Classifying helicoidal surfaces with prescribed mean curvature.
method Phase space analysis for rotationally symmetric H\mathcal{H}-surfaces.
result Classification theorem for even and increasing h\mathfrak{h} on [0,1][0,1].

SDP achieves optimal error in noisy phase synchronization.

problem Phase synchronization with noisy measurements.
method SDP relaxation of Maximum Likelihood Estimation (MLE).
result Achieves error bound of (1+o(1))σ22np(1+o(1))\frac{σ^2}{2np} under normalized squared 2\ell_2 loss, matching minimax lower bound.

In this note we prove that reconstruction from magnitudes of frame coefficients (the so called "phase retrieval problem") can be performed using Lipschitz continuous maps. Specifically we show that when the nonlinear analysis map α:HRmα:{\mathcal H}\rightarrow\mathbb{R}^m is injective, with (α(x))k=<x,fk>2(α(x))_k=|<x,f_k>|^2, where $…

2014-03-10abs ↗pdf ↗

We give a global picture of the Ricci flow on the space of three-dimensional, unimodular, nonabelian metric Lie algebras considered up to isometry and scaling. The Ricci flow is viewed as a two-dimensional dynamical system for the evolution of structure constants of the metric Lie algebra with respect to an evolving or…

2009-09-04abs ↗pdf ↗

The paper analyzes the dynamics of tokens in transformer models at moderate interaction levels.

problem Understanding the evolution of tokens in transformer models at moderate interaction levels.
method Modeling transformer models as a system of particles interacting in a mean-field way and studying the corresponding dynamics.
result Characterization and convergence of the limiting dynamics in different phases of the system.

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…

2018-07-17abs ↗pdf ↗

Introduces a new phase space for 2D supersymmetric sigma models.

problem Developing a new Hamiltonian formulation for 2D supersymmetric sigma models.
method Introduces a phase space with spinorial momenta and derives a covariant Hamiltonian formulation.
result Shows the existence of additional supersymmetries in the new formulation.

We give a new proof of Witten asymptotic conjecture for Seifert manifolds with non vanishing Euler class and one exceptional fiber. Our method is based on semiclassical analysis on a two dimensional phase space torus. We prove that the Witten-Reshetikhin-Turaev invariant of a Seifert manifold is the scalar product of t…

2016-05-13abs ↗pdf ↗

PCA improves detection of phase transitions in muon spectroscopy data from various materials.

problem Subtle changes in asymmetry function indicate phase transitions, but existing methods require material-specific knowledge.
method Applied unsupervised PCA to muon spectroscopy asymmetry data from multiple materials.
result PCA can recover phase transition indicators and improve detection of material-specific variations.

This paper is concerned with basic geometric properties of the phase space of a classical general relativistic particle, regarded as the 1st jet space of motions, i.e. as the 1st jet space of timelike 1--dimensional submanifolds of spacetime. This setting allows us to skip constraints. Our main goal is to determine the…

2008-01-11abs ↗pdf ↗

The covariant phase space of a Lagrangian field theory is the solution space of the associated Euler-Lagrange equations. It is, in principle, a nice environment for covariant quantization of a Lagrangian field theory. Indeed, it is manifestly covariant and possesses a canonical (functional) "presymplectic structure" w …

2008-09-24abs ↗pdf ↗

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,…

2019-04-02abs ↗pdf ↗

Topological method detects Hopf bifurcations from time series.

problem Detecting Hopf bifurcations in nonlinear systems from time series data.
method Persistent homology applied to Takens embedding for phase space reconstructions.
result A simple scalar topological functional identifies critical bifurcation points.

The paper analyzes phase transitions in transfer learning for perceptrons.

problem Understanding when transfer learning from a source task to a target task is beneficial.
method Theoretical analysis of a pair of related perceptron learning tasks.
result Reveals a phase transition from negative to positive transfer as task similarity changes.

We present a model that investigates the spontaneous emergence of randomness in equity market microstructure. The phase space analysis of our model exposes an endogenous source of fluctuation in price and volume. We formulate a control problem for maximizing price regularity and stability while minimizing entanglement …

2004-06-03abs ↗pdf ↗

Autoencoder estimates parameters of noisy, multi-component damped signals.

problem Parameter estimation of damped sinusoidal signals under rapid decay and noise.
method Autoencoder-based approach using latent space for frequency, phase, decay, and amplitude estimation.
result High accuracy in parameter estimation, robustness to subdominant components and phase differences.

Analyzes Berry phases and connection matrices on Siegel-Jacobi spaces.

problem Understanding Berry phases and connection matrices on Siegel-Jacobi spaces.
method Examines the Siegel-Jacobi disk and upper half-plane, calculates connection matrices and covariant derivatives.
result Calculates the connection matrix and covariant derivatives on the extended Siegel-Jacobi upper half-plane.