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.

168,695 papers · 148 categories

Trend · papers per month

2805598391,118 · Jun 202019922001200920172026
48 results for SITS data

Proposes Ada-Sit method for mortality prediction of rare diseases.

problem Data insufficiency and clinical diversity of rare diseases make mortality prediction hard.
method Initialization-sharing multi-task learning method (Ada-Sit) for fast adaptation to similar tasks.
result Experimental results show the proposed model is effective for mortality prediction of diverse rare diseases.

In this note, we define a new invariant of a Legendrian knot in a contact manifold using an open book decomposition supporting the contact structure. We define the support genus sg(L) of a Legendrian knot L in a contact 3-manifold (M, ξ) as the minimal genus of a page of an open book of M supporting the contact structu…

2009-05-14abs ↗pdf ↗

Sourcerer uses deep learning to map land cover from limited labeled data.

problem Producing accurate land cover maps with scarce labeled data.
method Bayesian-inspired, deep learning approach with a novel regularizer.
result Sourcerer outperforms other methods, even with minimal labeled target data.

We consider existence and uniqueness of two kinds of coisotropic embeddings and deduce the existence of deformation quantizations of certain Poisson algebras of basic functions. First we show that any submanifold of a Poisson manifold satisfying a certain constant rank condition sits coisotropically inside some larger …

2006-11-15abs ↗pdf ↗

In this paper we study flows φ:M×RM\varphi:M\times\mathbb{R}\longrightarrow M having an isolated non-saddle set. We see that the complexity of the region of influence of an isolated non-saddle set KK depends on the way in which KK sits on the phase space at the cohomological level. We construct flows in surfaces having i…

2020-01-17abs ↗pdf ↗

We introduce the palindromic automorphism group and the palindromic Torelli group of a right-angled Artin group A_G. The palindromic automorphism group Pi A_G is related to the principal congruence subgroups of GL(n,Z) and to the hyperelliptic mapping class group of an oriented surface, and sits inside the centraliser …

2015-10-14abs ↗pdf ↗

We present results connecting crossratios, representations of surface groups in SL(n,R)SL(n,\mathbb R) and in an infinite dimensional group related to the group of diffeomorphisms of the circle. More precisely, we show that representations of a surface group in SL(n,R)SL(n,\mathbb R) can be interpreted as crossratios satisfying …

2005-02-21abs ↗pdf ↗

New insights into Bartnik mass from improvability of dominant energy scalar.

problem Characterizing Bartnik mass minimizing initial data sets.
method Introducing improvability concept, proving non-improvability consequences, and analyzing pp-wave counterexamples.
result Bartnik mass minimizing initial data sets are characterized, advancing conjectures.

We compare various different definitions of "the category of smooth objects". The definitions compared are due to Chen, Frölicher, Sikorski, Smith, and Souriau. The method of comparison is to construct functors between the categories that enable us to see how the categories relate to each other. This produces a diagram…

2008-02-15abs ↗pdf ↗

LOV model calibrates European and American options with path-dependent volatility.

problem Calibrating European and American options with path-dependent volatility.
method Designing a local volatility model that incorporates path-dependent shocks through an occupation sensitivity function.
result LOV model successfully calibrates options chains with automatic European vanilla option calibration and path-dependent flexibility.

Let MM be a nn-dimensional complex manifold and f,g:MMf,g:M\to M two distinct holomorphic self-maps. Suppose that ff and gg coincide on a globally irreducible compact hypersurface SMS\subset M. We show that if one of the two maps is a local biholomorphism around S=SSing(S)S'=S-\text{Sing}(S) and, if needed, SS' sits into MM

2016-04-06abs ↗pdf ↗

In this paper, we present work in progress on activity recognition and prediction in real homes using either binary sensor data or depth video data. We present our field trial and set-up for collecting and storing the data, our methods, and our current results. We compare the accuracy of predicting the next binary sens…

2019-05-20abs ↗pdf ↗

For one-dimensional systems of conservation laws admitting two additional conservation laws we assign a ruled surface of codimension two in projective space. We call two such systems dual if the corresponding ruled surfaces are dual. We show that a Hamiltonian system is autodual, its ruled surface sits in some quadric,…

2019-08-01abs ↗pdf ↗

Study gauge theory of real and quaternionic parabolic bundles over real curves.

problem Examining gauge theoretic aspects of real and quaternionic parabolic bundles over real curves.
method Investigate orbits of connections under gauge groups for fixed real or quaternionic structures.
result Gauge-theoretic quotients of real or quaternionic connections are inside the real points of moduli of holomorphic bundles.

Infinite volume found in the thick part of PSLn(R)\mathrm{PSL}_n(\mathbb{R})-Hitchin-Riemann moduli space.

problem Proving infinite volume in the thick part of PSLn(R)\mathrm{PSL}_n(\mathbb{R})-Hitchin-Riemann moduli space.
method Employing Goldman flows and internal sequences to find an infinite series of subsets of identical volume.
result Infinite total Atiyah--Bott--Goldman volume for n>2n>2.

This paper continues the previous studies in two papers of Huang-Yin [HY3-4] on the flattening problem of a CR singular point of real codimension two sitting in a submanifold in Cn+1{\mathbb C}^{n+1} with n+13n+1\ge 3, whose CR points are non-minimal. Partially based on the geometric approach initiated in [HY3] and a forma…

2017-03-27abs ↗pdf ↗

Chen's flow is a fourth-order curvature flow motivated by the spectral decomposition of immersions, a program classically pushed by B.-Y. Chen since the 1970s. In curvature flow terms the flow sits at the critical level of scaling together with the most popular extrinsic fourth-order curvature flow, the Willmore and su…

2017-06-06abs ↗pdf ↗

An open question akin to the slice-ribbon conjecture asks whether every ribbon knot can be represented as a symmetric union. Next to this basic existence question sits the question of uniqueness of such representations. Eisermann and Lamm investigated the latter question by introducing a notion of symmetric equivalence…

2018-04-24abs ↗pdf ↗

This paper is a systematic approach to the construction of coronas (i.e. Higson dominated boundaries at infinity) of combable spaces. We introduce three additional properties for combings: properness, coherence and expandingness. Properness is the condition under which our construction of the corona works. Under the as…

2017-11-18abs ↗pdf ↗

This study uses TDA to map corporate failure, revealing distinct regions of risk.

problem Understanding and predicting corporate default risk.
method Topological Data Analysis (TDA) applied to Altman's Z-score model.
result Firms do not cluster neatly along default predictors, suggesting complex risk landscapes.

Empirical data reveals that the liquidity flow into the order book (depositions, cancellations andmarket orders) is influenced by past price changes. In particular, we show that liquidity tends todecrease with the amplitude of past volatility and price trends. Such a feedback mechanism inturn increases the volatility, …

2019-12-01abs ↗pdf ↗

Exploiting the fact that most arrival processes exhibit cyclic behaviour, we propose a simple procedure for estimating the intensity of a nonhomogeneous Poisson process. The estimator is the super-resolution analogue to Shao 2010 and Shao & Lii 2011, which is a sum of pp sinusoids where pp and the frequency, amplitud…

2016-10-30abs ↗pdf ↗

Study characterizes hulls and capacities on Riemannian manifolds, proving isoperimetric inequalities.

problem Characterizing hulls and capacities on Riemannian manifolds.
method Investigates strictly outward minimising hulls and uses p-capacities to recover their areas.
result Sharp isoperimetric inequality on complete noncompact manifolds with nonnegative Ricci curvature.

In this article, I will present a paradox whose purpose is to draw your attention to an important topic in finance, concerning the non-independence of the financial returns (non-ergodic hypothesis). In this paradox, we have two people sitting at a table separated by a black sheet so that they cannot see each other and …

2019-03-05abs ↗pdf ↗

New algorithm reduces distributed optimization time with stochastic delays.

problem Optimizing distributed data with stochastic delays.
method Developed ADSAGA, a variant of SAGA for distributed-data settings with stochastic delays.
result ADSAGA converges in $ ilde{O}\left(\left(n + \sqrt{m}κ ight)\log(1/ε) ight)$ iterations under mean delay mm.

Research shows conditional existence of foliations by CMC and Willmore type half-spheres near a boundary point.

problem Conditional existence of foliations by CMC and Willmore type half-spheres near a boundary point.
method Analyzes the geometry of the domain's boundary to determine foliation conditions.
result Conditional foliation is possible but not guaranteed, depending on the domain's geometry.

A new model for sequential prediction handles adversarial examples by allowing abstention.

problem Sequential prediction algorithms fail with adversarial examples, leading to incorrect predictions.
method Proposes a new model that allows abstention from predictions on adversarial examples, scaling error with VC dimension.
result A learner's error scales with the VC dimension of the hypothesis class, matching the stochastic setting.

Kähler complexity one Hamiltonian T-manifolds have trivial paintings.

problem Understanding the structure of Kähler complexity one Hamiltonian T-manifolds.
method Proving the existence of a trivial painting for compact, connected Kähler complexity one Hamiltonian T-manifolds.
result Every compact, connected Kähler complexity one Hamiltonian T-manifold has a trivial painting.