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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.

168,695 papers · 148 categories

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19395877 · May 202619922001200920172026
48 results for R2 decomposition

The paper analyzes risk spillovers between AI ETFs, AI tokens, and green markets.

problem Risk spillovers among AI ETFs, AI tokens, and green markets.
method R2 decomposition method
result AI ETFs and clean energy act as risk transmitters, while AI tokens and green assets act as receivers.

R2-B2 optimizes game interactions with recursive reasoning.

problem Optimizing interactions between boundedly rational agents with unknown payoff functions.
method Recursive Reasoning-Based Bayesian Optimization (R2-B2) for repeated games.
result R2-B2 achieves faster asymptotic convergence to no regret than non-recursive methods.

A new estimator improves training of probabilistic models with latent Gaussian variables.

problem Improving gradient estimation for models with latent Gaussian variables.
method Rao-Blackwellised Reparameterisation Gradients (R2-G2)
result R2-G2 consistently yields better performance in models with multiple applications of the reparameterisation trick.

Most recent semi-supervised deep learning (deep SSL) methods used a similar paradigm: use network predictions to update pseudo-labels and use pseudo-labels to update network parameters iteratively. However, they lack theoretical support and cannot explain why predictions are good candidates for pseudo-labels. In this p…

2019-08-09abs ↗pdf ↗

Geopolitical and geoeconomic shocks affect sovereign risk differently, with distinct transmission channels.

problem Understanding how geopolitical and geoeconomic shocks impact sovereign credit risk.
method Daily panel data of 42 economies over 2018-2025; semistructural framework; Shapley-Taylor decomposition; machine learning predictions; placebo and sign-restricted SVAR evidence.
result Geopolitical shocks primarily increase sovereign credit spreads through direct repricing, while geoeconomic shocks mainly affect spreads through financial conditions and policy uncertainty.

Study examines how body segments respond to random vibrations.

problem Understanding human body responses to random vibrations.
method 35 participants were tested with random noise signals. Multiple linear regression models were created to determine influential predictors of peak translational gains.
result Multiple predictors, including motion direction and body segment, significantly influence peak translational gains.

Deep learning framework predicts surface texture parameters and their uncertainties.

problem Predicting surface texture parameters and their uncertainties from multi-instrument datasets.
method Reproducible deep learning framework using multi-instrument dataset, quantile and heteroscedastic heads for uncertainty modeling, and post-hoc conformal calibration.
result High fidelity predictions (R2: Ra 0.9824, Rz 0.9847, RONt 0.9918) and well-modelled uncertainty targets (Ra_uncert 0.9899, Rz_uncert 0.9955).

The paper establishes a formula for enumeration of curves of arbitrary genus in toric surfaces. It turns out that such curves can be counted by means of certain lattice paths in the Newton polygon. The formula was announced earlier in http://arxiv.org/abs/math.AG/0209253. The result is established with the help of the …

2003-12-31abs ↗pdf ↗

Study confirms link between unemployment and real GDP growth in developed countries.

problem Predicting unemployment based on real GDP growth in developed nations.
method Revised Okun's law using real GDP per capita and unemployment rate data from 2010-2019.
result Accurate prediction of unemployment rate changes using real GDP growth rate.

Generative model downgrades coarse satellite images to fine resolution.

problem Reconstructing fine resolution satellite images from coarse scale inputs.
method Combines U-Net transfer encoder with diffusion-based generative model.
result Excellent performance (R2 = 0.65 to 0.94) across seasonal regional splits.

Artificial Neural Network predicts PM2.5 pollution with low-cost sensors.

problem Costly and bulky PM2.5 monitoring instruments limit real-time, high-resolution data.
method Analytical equations derived using Artificial Neural Network (ANN).
result RMSE of 1.7973 ug/m3 and R2 of 0.9986 for eight predictors; 7.5372 ug/m3 and 0.9708 for three predictors.

Bluetooth data predicts depression severity, showing 18.8% extra variance.

problem Predicting depressive symptom severity using Bluetooth data.
method Extracted 49 Bluetooth features from NBDC data, used linear mixed-effect and hierarchical Bayesian linear regression models.
result Hierarchical Bayesian model achieved best prediction metrics (R2=0.526, RMSE=3.891).

Network analysis improves stock return forecasting.

problem Improving stock return forecasting using network properties.
method Network analysis of stock return correlations, using individual and global properties of stocks.
result 50% improvement in R2 score for long-term stock returns forecasting, 3% for short-term.

The study evaluates nine machine learning regressors for predicting NASDAQ stock opening prices.

problem Predicting stock market opening prices for profitable trading strategies.
method Nine different machine learning regressors were applied to NASDAQ stock market data.
result The study found that certain regressors outperform others in predicting stock opening prices.

We propose a class of intrinsic Gaussian processes (in-GPs) for interpolation, regression and classification on manifolds with a primary focus on complex constrained domains or irregular shaped spaces arising as subsets or submanifolds of R, R2, R3 and beyond. For example, in-GPs can accommodate spatial domains arising…

2018-01-03abs ↗pdf ↗

This note has an experimental nature and contains no new theorems. We introduce certain moves for classical knot diagrams that for all the very many examples we have tested them on give a monotonic complete simplification. A complete simplification of a knot diagram D is a sequence of moves that transform D into a diag…

2015-08-13abs ↗pdf ↗

Model financial dynamics using 2-manifold geometries, revealing the torus as best for cyclical data.

problem Financial forecasting using complex market data.
method Embedding market data onto 2-manifolds (S2, R2, H2, T) guided by uniformization theorem, inferring latent curvature.
result The torus geometry best predicts cyclical financial data, aligning with IS-LM theory.

Mammography is often used as the most common laboratory method for the detection of breast cancer, yet associated with the high cost and many side effects. Machine learning prediction as an alternative method has shown promising results. This paper presents a method based on a multilayer fuzzy expert system for the det…

2019-10-29abs ↗pdf ↗

The evolution of inflation, p(t), and unemployment, UE(t), in Japan has been modeled. Both variables were represented as linear functions of the change rate of labor force, dLF/LF. These models provide an accurate description of disinflation in the 1990s and a deflationary period in the 2000s. In Japan, there exists a …

2010-02-01abs ↗pdf ↗

Machine learning models predict the behavior of negatively buoyant jets from wastewater.

problem Minimizing harmful effects of negatively buoyant jets during wastewater discharge.
method Training machine learning models (ANN, XGBoost, CatBoost, LightGBM) on OpenFOAM simulations and experimental data.
result Artificial Neural Network provided the best prediction with R2 0.98 and RMSE 0.28.

The paper proposes and discusses semiorthogonal decompositions for moduli spaces of vector bundles.

problem Decompositions of moduli spaces of vector bundles with fixed determinant of odd degree.
method Semiorthogonal decompositions, Grothendieck ring of varieties, mirror symmetry, graph potentials, Fukaya category.
result Evidence for a conjectural semiorthogonal decomposition of moduli spaces of rank 2 bundles with odd determinant.

Study uses machine learning to optimize seismic design parameters.

problem Optimizing seismic design parameters for performance-based design.
method Implementing explainable machine learning models to map design variables and performance metrics, integrated into a genetic optimization algorithm.
result Highly accurate surrogate models (R2> 90%) across diverse building types and hazards, identifying optimal member properties.

We combine aspects of the notions of finite decomposition complexity and asymptotic property C into a notion that we call finite APC-decomposition complexity. Any space with finite decomposition complexity has finite APC-decomposition complexity and any space with asymptotic property C has finite APC-decomposition comp…

2017-09-04abs ↗pdf ↗

Study shows OAT decomposition generates unexplained profit and loss, while SU decompositions depend on risk factor order.

problem Understanding profit and loss attribution in financial markets.
method Used financial market data from 2003 to 2022 to compare OAT, SU, and ASU decompositions.
result SU decompositions are sensitive to risk factor order and cannot identify all relevant risk factors.

A double pants decomposition of a 2-dimensional surface is a collection of two pants decomposition of this surface introduced in arXiv:1005.0073v2. There are two natural operations acting on double pants decompositions: flips and handle twists. It is shown in arXiv:1005.0073v2 that the groupoid generated by flips and h…

2010-08-22abs ↗pdf ↗