arXiv research

A new clustering evaluation index based on density estimation.

This paper investigates the problem of recovering missing samples using methods based on sparse representation adapted especially for image signals. Instead of $l_2$-norm or Mean Square Error (MSE), a new perceptual quality measure is used as the similarity criterion between the original and the reconstructed images. T…

FUJI scores similarity of ranked lists more robustly.

This paper reviews the economic and theoretical foundations of insolvency risk measurement and capital adequacy rules. The proposed new measure of insolvency risk is constructed by disentangling assets, debt and equity at the micro-prudential firm level. This new risk index is the Firm Insolvency Risk Index (FIRI) whic…

Recent work has sought to understand the behavior of neural networks by comparing representations between layers and between different trained models. We examine methods for comparing neural network representations based on canonical correlation analysis (CCA). We show that CCA belongs to a family of statistics for mea…

This paper explores using SSIM for better image generation in generative models.

Proposes new random models for fuzzy clustering similarity measures.

Investment horizon approach has been used to analyze indexes of Polish stock market.Optimal time horizon for each return value is evaluated by fitting appropriate function form of the distribution. Strong asymmetry of gain-loss curves is observed for WIG index, whereas gain and loss curves look similar for WIG20 and fo…

Study finds index of symmetry for solvable 3D Lie groups with left-invariant metrics.

Recently, randomly mapping vectorial data to strings of discrete symbols (i.e., sketches) for fast and space-efficient similarity searches has become popular. Such random mapping is called similarity-preserving hashing and approximates a similarity metric by using the Hamming distance. Although many efficient similarit…

Proposes a method to compare neural networks using feature and gradient vectors.

We address the problem of partial index tracking, replicating a benchmark index using a small number of assets. Accurate tracking with a sparse portfolio is extensively studied as a classic finance problem. However in practice, a tracking portfolio must also be diverse in order to minimise risk -- a requirement which h…

In this paper, we survey recent results on index defects of elliptic operators on manifolds with boundary. Index defects are similar to the Hirzebruch signature defects in topology, where the defects appear as the correction terms to the signature formula on manifolds with boundary. For some natural classes of elliptic…

In this paper we give the precise index growth for the embedded hypersurfaces of revolution with constant mean curvature (cmc) 1 in $\R^{n}$ (Delaunay unduloids). When $n=3$, using the asymptotics result of Korevaar, Kusner and Solomon, we derive an explicit asymptotic index growth rate for finite topology cmc 1 surfac…

New SSIM measure improves adversarial attacks' perceptual quality.

Scaling properties of the BUX index are similar to those observed in other parts of the world. The main difference is that the traditional quantities like volatility, growth and autocorrelation of returns follows more closely the assumptions of the traditional stock market theory developed by Bachelier and by Black and…

In this paper, a frequency coefficient based on the Sen-Shorrocks-Thon (SST) poverty index notion is proposed. The clustering SST index can be used as the method for determination of the connection between similar neighbor sub-clusters. Consequently, connections can reveal existence of natural homogeneous. Through esti…

Study examines cross-training neural networks for financial index prediction.

The paper studies stability and index of biharmonic hypersurfaces in Riemannian manifolds.

We compute the equivariant cohomology Chern character of the index of elliptic operators along the leaves of the foliation of a flat bundle. The proof is based on the study of certain algebras of pseudodifferential operators and uses techniques for analizing noncommutative algebras similar to those developed in Algebra…

We develop a categorical index calculus for elliptic symbol families. The categorified index problems we consider are a secondary version of the traditional problem of expressing the index class in K-theory in terms of differential-topological data. They include orientation problems for moduli spaces as well as similar…

In this paper, we study the missing sample recovery problem using methods based on sparse approximation. In this regard, we investigate the algorithms used for solving the inverse problem associated with the restoration of missed samples of image signal. This problem is also known as inpainting in the context of image …

Paper introduces Arte-Blue Chip Index for diversifying portfolios with art investments.

A remarkable similarity in the behavior of the US S&P500 index from 1996 to August 2002 and of the Japanese Nikkei index from 1985 to 1992 (11 years shift) is presented, with particular emphasis on the structure of the bearish phases. Extending a previous analysis of Johansen and Sornette [1999, 2000] on the Nikkei ind…

Task loss matching misrepresents similarity between neural network layers.

Despite the advances of deep learning in specific tasks using images, the principled assessment of image fidelity and similarity is still a critical ability to develop. As it has been shown that Mean Squared Error (MSE) is insufficient for this task, other measures have been developed with one of the most effective bei…

Tree Index evaluates cluster quality by creating decision trees from data.

Paper introduces a new measure combining entropy and Gini index.

The classical Whitney formula relates the number of times an oriented plane curve cuts itself to its rotation number and the index of a base point. In this paper we generalize Whitney's formula to curves on an oriented punctured surface. To define analogs of the rotation number and the index of a base point of a curve,…

Let $D$ be a (generalized) Dirac operator on a non-compact complete Riemannian manifold $M$ acted on by a compact Lie group $G$. Let $v:M --> Lie(G)$ be an equivariant map, such that the corresponding vector field on $M$ does not vanish outside of a compact subset. These data define an element of $K$-theory of the tran…

Paper proves index theorem for self-adjoint elliptic boundary problems.

We propose a novel investment decision strategy (IDS) based on deep learning. The performance of many IDSs is affected by stock similarity. Most existing stock similarity measurements have the problems: (a) The linear nature of many measurements cannot capture nonlinear stock dynamics; (b) The estimation of many simila…

The Chern classes of a K-theory class which is represented by a vector bundle with connection admit refinements to Cheeger-Simons classes in Deligne cohomology. In the present paper we consider similar refinements in the case where the classes in K-theory are represented by geometric families of Dirac operators. In low…

We prove a theorem about elliptic operators with symmetric potential functions, defined on a function space over a closed loop. The result is similar to a known result for a function space on an interval with Dirichlet boundary conditions. These theorems provide accurate numerical methods for finding the spectra of tho…

SGD shows distinct phases in learning single-index models, achieving optimal sample complexity and regret.

DFR models dynamic distributional data with weighted Fréchet means.

Unified framework for comparing clusterings from information-theoretic and pair-counting perspectives.

We show that the index of a constant mean curvature 1 surface in hyperbolic 3-space is completely determined by the compact Riemann surface and secondary Gauss map that represent it in Bryant's Weierstrass representation. We give three applications of this observation. Firstly, it allows us to explicitly compute the in…

For a knot $K\subset S^3$, its exterior $E(K) = S^3\backslashη(K)$ has a singular foliation by Seifert surfaces of $K$ derived from a circle-valued Morse function $f\colon E(K)\to S^1$. When $f$ is self-indexing and has no critical points of index 0 or 3, the regular levels that separate the index-1 and index-2 critica…

Let Y be a closed oriented 3-manifold with a contact form such that all Reeb orbits are nondegenerate. The embedded contact homology (ECH) index associates an integer to each relative 2-dimensional homology class of surfaces whose boundary is the difference between two unions of Reeb orbits. This integer determines the…

Derives numerical formulas for elliptic differential operators on specific groupoids.

New Morse theory techniques glue nontransverse flowlines.

Paper accelerates K-means clustering for large sparse document data.

We present natural and general ways of building Lie groupoids, by using the classical procedures of blowups and of deformations to the normal cone. Our constructions are seen to recover many known ones involved in index theory. The deformation and blowup groupoids obtained give rise to several extensions of $C^*$-algeb…

Automatic measurement of semantic text similarity is an important task in natural language processing. In this paper, we evaluate the performance of different vector space models to perform this task. We address the real-world problem of modeling patent-to-patent similarity and compare TFIDF (and related extensions), t…

We extend existing models in the financial literature by introducing a cluster-derived canonical vine (CDCV) copula model for capturing high dimensional dependence between financial time series. This model utilises a simplified market-sector vine copula framework similar to those introduced by Heinen and Valdesogo (200…

We prove a local index theorem of Atiyah-Singer type for Dirac operators on manifolds with a Lie structure at infinity (Lie manifolds for short). With the help of a renormalized supertrace, defined on a suitable class of regularizing operators, the proof of the index theorem relies on a rescaling technique similar in s…

Exchange Traded Funds (ETFs) have been gaining increasing popularity in the investment community as is evidenced by the high growth both in the number of ETFs and their net assets since 2000. As ETFs are in nature similar to index mutual funds, in this paper we examined if this growing demand for ETFs can be explained …