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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.

168,742 papers · 148 categories

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7.1%14.3%21.4%28.6% · Oct 199219922001200920172026
48 results for ROLE analysis

Previous work in network analysis has focused on modeling the mixed-memberships of node roles in the graph, but not the roles of edges. We introduce the edge role discovery problem and present a generalizable framework for learning and extracting edge roles from arbitrary graphs automatically. Furthermore, while existi…

2016-10-04abs ↗pdf ↗

Neural networks learn symbolic structure to perform compositional tasks.

problem How neural networks perform well on compositional tasks without explicit representations.
method ROLE analysis to uncover symbolic structure in recurrent neural networks.
result Neural networks converge to solutions that implicitly represent symbolic structure.

The study improves model selection by considering curvature in statistical manifolds.

problem Model selection and avoiding overfitting in statistical manifolds.
method Assuming a smooth manifold, using Riemannian geometry tools, and deriving minmax regret.
result Deriving a sharper expression for minmax regret in statistical manifolds.

Harmonic gauge simplifies geometric analysis of Riemannian metrics.

problem Analyzing the Hilbert-Einstein functional and its stability.
method Developed a harmonic gauge to eliminate divergence terms and induce elliptic structure.
result Positivity of curvature operator implies spectral stability of the functional.

We examine the difference between several notions of curvature homogeneity and show that the notions introduced by Kowalski and Vanžurová are genuine generalizations of the ordinary notion of kk-curvature homogeneity. The homothety group plays an essential role in the analysis.

2013-09-20abs ↗pdf ↗

The paper analyzes sterling bills of exchange during the first globalization, revealing their global financial role.

problem Understanding the global financial role of sterling bills of exchange during the first globalization.
method Descriptive statistics and network analysis of a unique data set of 23,493 bills re-discounted by the Bank of England in 1906.
result Sterling bills of exchange had a truly global dimension and were crucial for overcoming information asymmetries.

Set-functions appear in many areas of computer science and applied mathematics, such as machine learning, computer vision, operations research or electrical networks. Among these set-functions, submodular functions play an important role, similar to convex functions on vector spaces. In this tutorial, the theory of sub…

2010-10-20abs ↗pdf ↗

In this paper we extend the stability results of [4]}. Our utility maximization problem is defined as an essential supremum of conditional expectations of the terminal values of wealth processes, conditioned on the filtration at the stopping time ττ. To establish our results, we extend the classical results of convex …

2010-10-20abs ↗pdf ↗

We use techniques from network science to study correlations in the foreign exchange (FX) market over the period 1991--2008. We consider an FX market network in which each node represents an exchange rate and each weighted edge represents a time-dependent correlation between the rates. To provide insights into the clus…

2009-05-29abs ↗pdf ↗

Conformal invariance plays a significant role in many areas of Physics, such as conformal field theory, renormalization theory, turbulence, general relativity. Naturally, it also plays an important role in geometry: theory of Riemannian surfaces, Weyl tensors, QQ-curvature, Yang-Mills fields, etc... We shall be concer…

2012-06-11abs ↗pdf ↗

Empirical study on UEEs reveals liquidity's role and universal recovery patterns.

problem Understanding and stabilizing financial markets affected by UEEs.
method Comparative analysis of UEEs over different years in US stock market.
result Liquidity is dominant in UEEs emergence and recovery patterns are universal.

Transformers show strengths and weaknesses in complexity analysis.

problem Understanding the strengths and limitations of attention layers in transformers.
method Analysis of representation power through complexity parameters and task-specific constructions.
result Transformers can solve sparse averaging tasks with logarithmic complexity, but triple detection tasks require linear complexity.

Our work sheds new light on the role of oil prices in shaping the world economy by investigating flows of goods and services through global value chains between 1960 and 2011, by means of Markov Chain and network analysis. We show that over that time period the international division of labor and trade patterns are tig…

2015-02-28abs ↗pdf ↗

This paper addresses a long standing open problem due to Lehmer in which the triple 2,3,7 plays a notable role. Lehmer's problem asks whether there is a gap between 1 and the next smallest algebraic integer with respect to Mahler measure. The question has been studied in a wide range of contexts including number theory…

2002-04-02abs ↗pdf ↗

Paper uses low-dimensional sensor data analysis for better fault detection.

problem Fault detection in critical equipment using multivariate, nonlinear sensor data.
method Exploits t-SNE and KPCA for nonlinear dimension reduction and anomaly detection.
result Low-dimensional representations improve interpretability and edge processing in IoT.

Study examines machine learning competitions' impact on AI development.

problem Fostering innovation and skill development in AI.
method Analysis of major competition platforms, workflows, and participant demographics.
result MLCs promote collaboration, reproducibility, and continuous innovation in AI.

New insights into data geometry reveal manifold structure in grid-cell activity.

problem Understanding the roles of different dimensions in data geometry.
method Generalised Hanson-Wright inequality and random function model analysis.
result Persistence diagrams reveal latent homology and manifold structure.

The Bakry-Emery Ricci tensor of a metric-measure space (M,g,e^{-f}dv_{g}) plays an important role in both geometric measure theory and the study of Hamilton's Ricci flow. Under a uniform positivity condition on this tensor and with bounded Ricci curvature we show the underlying space has finite f-volume. As a consequen…

2006-12-18abs ↗pdf ↗

This work analyzes VQ-VAEs using information theory, focusing on latent variables and their impact on generalization and data generation.

problem Lack of theoretical analysis for latent variables in unsupervised models like VQ-VAEs.
method Information-theoretic analysis, introducing a novel data-dependent prior.
result Derives a generalization error bound for VQ-VAEs that depends on LV complexity and encoder, not decoder.

In this paper we generalize the monotonicity formulas of [C] for manifolds with nonnegative Ricci curvature. Monotone quantities play a key role in analysis and geometry; see, e.g., [A], [CM1] and [GL] for applications of monotonicity to uniqueness. Among the applications here is that level sets of Green's function on …

2012-09-20abs ↗pdf ↗

We examine the role of memorization in deep learning, drawing connections to capacity, generalization, and adversarial robustness. While deep networks are capable of memorizing noise data, our results suggest that they tend to prioritize learning simple patterns first. In our experiments, we expose qualitative differen…

2017-06-16abs ↗pdf ↗

We establish several Witten type rigidity and vanishing theorems for twisted Toeplitz operators on odd dimensional manifolds. We obtain our results by combining the modular method, modular transgression and some careful analysis of odd Chern classes for cocycles in odd KK-theory. Moreover we discover that in odd dimen…

2015-04-12abs ↗pdf ↗

The topology and the geometry of a surface play a fundamental role in determining the equilibrium configurations of thin films of liquid crystals. We propose here a theoretical analysis of a recently introduced surface Frank energy, in the case of two-dimensional nematic liquid crystals coating a toroidal particle. Our…

2014-01-23abs ↗pdf ↗

The localization technique from convex geometry is generalized to the setting of Riemannian manifolds whose Ricci curvature is bounded from below. In a nutshell, our method is based on the following observation: When the Ricci curvature is non-negative, log-concave measures are obtained when conditioning the Riemannian…

2014-08-27abs ↗pdf ↗

Variable selection plays an important role in the high-dimensional data analysis. However the high-dimensional data often induces the strongly correlated variables problem. In this paper, we propose Elastic Net procedure for partially linear models and prove the group effect of its estimate. By a simulation study, we s…

2015-07-22abs ↗pdf ↗

Regularization helps improve classification of noisy high-dimensional data.

problem Classifying high-dimensional noisy Gaussian mixture with limited oracle knowledge.
method Analysis of regularized convex classifiers including ridge, hinge, and logistic regression.
result Regularization can reach Bayes-optimal performance under certain conditions.

Traditional statistical theory assumes that the analysis to be performed on a given data set is selected independently of the data themselves. This assumption breaks downs when data are re-used across analyses and the analysis to be performed at a given stage depends on the results of earlier stages. Such dependency ca…

2017-06-02abs ↗pdf ↗

The problem of determining the volume of a tubular neighbourhood has a long and rich history. Bounds on the volume of neighbourhoods of algebraic sets have turned out to play an important role in the probabilistic analysis of condition numbers in numerical analysis. We present a self-contained derivation of bounds on t…

2012-10-13abs ↗pdf ↗

A general criterion in terms of the Schwarzian derivative is given for global univalence of the Weierstrass--Enneper lift of a planar harmonic mapping. Results on distortion and boundary regularity are also deduced. Examples are given to show that the criterion is sharp. The analysis depends on a generalized Schwarzian…

2006-07-03abs ↗pdf ↗

We model a network economy with three sectors: downstream firms, upstream firms, and banks. Agents are linked by productive and credit relationships so that the behavior of one agent influences the behavior of the others through network connections. Credit interlinkages among agents are a source of bankruptcy diffusion…

2010-06-17abs ↗pdf ↗