arXiv research

A new R package for ordinal classification and preprocessing.

We complement the theory of tick-by-tick dynamics of financial markets based on a Continuous-Time Random Walk (CTRW) model recently proposed by Scalas et al., and we point out its consistency with the behaviour observed in the waiting-time distribution for BUND future prices traded at LIFFE, London.

We apply the Continuous Time Random Walk (CTRW) framework, introduced in finance by Scalas et al., to the analysis of the probability distribution of time intervals between two consecutive trades in the case of BTP futures prices traded at LIFFE in 1997. Results corroborate the validity of the CTRW approach for the des…

In this paper we provide a positive answer to a conjecture due to A. J. Di Scala, A. Loi, H. Hishi (see [3, Conjecture 1]) claiming that a simply-connected homogeneous Kähler manifold M endowed with an integral Kähler form $μω$, admits a holomorphic isometric immersion in the complex projective space, for a suitable $μ…

Complex projective varieties are quotients of polydiscs under specific group actions.

Let $M_1$ and $M_2$ be two Kähler manifolds. One says that $M_1$ and $M_2$ are "relatives" if they share a non-trivial Kähler submanifold $S$, namely, if there exist two holomorphic and isometric immersions (Kähler immersions) $h_1: S -> M_1$ and $h_2: S -> M_2$. In this paper we show that a bounded homogeneous domain …

It is time-consuming and error-prone to implement inference procedures for each new probabilistic model. Probabilistic programming addresses this problem by allowing a user to specify the model and having a compiler automatically generate an inference procedure for it. For this approach to be practical, it is important…

I prove the bistability of linear evolution equations $x' = A(t)x$ in a Banach space $E$, where the operator-valued function $A$ is of the form $A(t) = f'(t)G(t,f(t))$ for a binary operator-valued function $G$ and a scalar function $f$. The constant that bounds the solutions of the equation is computed explicitly; it i…

We address the following question: Given a differentiable manifold $M$ what are the open subsets $U$ of $M$ such that, for all vector bundles $E$ over $M$ and all linear connections $\nabla$ on $E$, any $\nabla$-parallel section in $E$ defined on $U$ extends to a $\nabla$-parallel section in $E$ defined on $M$? For sim…

Holonomy groups of complex hyperbolic submanifolds are always transitive.

Equivalence proven between uniformizing varieties and tensors, generalizing uniformization results.

Constructs equivariant embeddings of Hermitian symmetric spaces into tangent spaces.

Training deep networks is a time-consuming process, with networks for object recognition often requiring multiple days to train. For this reason, leveraging the resources of a cluster to speed up training is an important area of work. However, widely-popular batch-processing computational frameworks like MapReduce and …

While developing their software, professional object-oriented (OO) software developers keep in their minds an image of the subtyping relation between types in their software. The goal of this paper is to present an observation about the graph of the subtyping relation in Java, namely the observation that, after the add…

Efficiently clusters large datasets with approximate nearest neighbors.

Major advancements in building general-purpose and customized hardware have been one of the key enablers of versatility and pervasiveness of machine learning models such as deep neural networks. To sustain this ubiquitous deployment of machine learning models and cope with their computational and storage complexity, se…