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.
Graph neural networks improve El Niño forecasts.
Proposes a new method combining Reservoir Computing and Normalizing Flow for predicting stochastic dynamical systems.
Study improves seasonal forecasts using deep learning.
Paper models spatio-temporal extremes using conditional variational autoencoders.
The study uses machine learning to predict CAT bond coupons based on climate data.
TreeDOX predicts chaotic systems without hyperparameter tuning.
Graph Neural Networks improve El Niño forecasts.
Unlike major Western languages, most African languages are very low-resourced. Furthermore, the resources that do exist are often scattered and difficult to obtain and discover. As a result, the data and code for existing research has rarely been shared. This has lead a struggle to reproduce reported results, and few p…
Considering the interdependencies between water and electricity use is critical for ensuring conservation measures are successful in lowering the net water and electricity use in a city. This water-electricity demand nexus will become even more important as cities continue to grow, causing water and electricity utiliti…
Forecasting a time series from multivariate predictors constitutes a challenging problem, especially using model-free approaches. Most techniques, such as nearest-neighbor prediction, quickly suffer from the curse of dimensionality and overfitting for more than a few predictors which has limited their application mostl…
M-CaStLe discovers causal structures in multivariate space-time data.
GOAL algorithm reduces and rotates feature space for small data classification.
A new oscillator measures trending behavior of financial instruments.
Minimal vector fields on oscillator groups studied, with specific conditions for minimality.
Study examines boundedness of oscillating singular integrals on specific Lie groups.
Log-periodic oscillations have been used to predict price trends and crashes on financial markets. So far two types of log-periodic oscillations have been associated with the real markets. The first type are oscillations which accompany a rising market and which ends in a crash. The second type oscillations, called "an…
Estimates box dimension of fractal interpolation surfaces using oscillation vectors.
Researchers classify lattices in a specific four-dimensional group.
The Duffing oscillator's parameters are identified online using variational message passing.
New method linearizes nonlinear coupled oscillators on graphs.
The present paper introduces a majority orienting model in which the dealers' behavior changes based on the influence of the price to show the oscillation of stock price in the stock market. We show the oscillation of the price for the model by applying the van der Pol equation which is a deterministic approximation of…
The study derives generalization bounds for neural oscillators, improving their performance with regularization.
Study finds the spectrum of a cubic Dirac operator on specific oscillator group manifolds.
Study on black hole interiors with matter fields, showing oscillation condition impacts blow-up.
We study geometric quantization of the harmonic oscillator in terms of a singular real polarization given by fibres of the energy momentum map.
Using geometric quantization procedure, the quantization of algebra of observables for physical system with Ricci-flat phase space is obtained. In the classical case the appointed physical system is reduced to harmonic oscillator when the one real parameter is vanished.
This manuscript served as lecture notes for a mini-course in the 2016 Southern California Geometric Analysis Seminar Winter School. The goal is to give a quick introduction to Kahler geometry by describing the recent resolution of Tian's three influential properness conjectures in joint work with T. Darvas. These resul…
Oscillations lie at the core of many biological processes, from the cell cycle, to circadian oscillations and developmental processes. Time-keeping mechanisms are essential to enable organisms to adapt to varying conditions in environmental cycles, from day/night to seasonal. Transcriptional regulatory networks are one…
Graph-Coupled Oscillator Networks (GraphCON) tackles graph-based learning problems.
New non-separable covariance kernels for spatiotemporal data derived from harmonic oscillator physics.
Large learning rates cause oscillations in NN weights that improve generalization.
In a complex system, the interactions between individual agents often lead to emergent collective behavior like spontaneous synchronization, swarming, and pattern formation. The topology of the network of interactions can have a dramatic influence over those dynamics. In many studies, researchers start with a specific …
Pulli kolam is a ubiquitous art form in south India. It involves drawing a line looped around a collection of dots (pullis) place on a plane such that three mandatory rules are followed: all line orbits should be closed, all dots are encircled and no two lines can overlap over a finite length. The mathematical foundati…
Quantifies fractional isoperimetric inequality with strong control over boundary oscillation.
Networks of coupled dynamical systems provide a powerful way to model systems with enormously complex dynamics, such as the human brain. Control of synchronization in such networked systems has far reaching applications in many domains, including engineering and medicine. In this paper, we formulate the synchronization…
A Lie group is called orthogonal if it carries a bi-invariant pseudo Riemannian metric. Oscillator Lie groups constitutes a subclass of the class of orthogonal Lie groups. In this paper, we determine the Lie bialgebra structures and the solutions of the classical Yang-Baxter equation on a generic class of oscillator Li…
We show that there are minimal graphs in R^{n+1} whose intersection with the portion of the horizontal hyperplane contained in the unit ball has any prescribed geometry, up to a small deformation. The proof hinges on the construction of minimal graphs that are almost flat but have small oscillations whose geometry we c…
To overcome the oscillation problem in the classical momentum-based optimizer, recent work associates it with the proportional-integral (PI) controller, and artificially adds D term producing a PID controller. It suppresses oscillation with the sacrifice of introducing extra hyper-parameter. In this paper, we start by …
A new RNN model based on coupled oscillators mitigates gradient issues.
KuramotoGNN uses Kuramoto model to prevent over-smoothing in graph neural networks.
Alternative wavelet analysis method for financial signals.
The Black-Scholes model anticipates rather well the observed prices for options in the case of a strike price that is not too far from the current price of the underlying asset. Some useful extensions can be obtained by an adequate modification of the coefficients in the Black-Scholes equation. We investigate from a ma…
The goal of this paper is to provide a method, based on the theory of extensions of left-symmetric algebras, for classifying left-invariant affine structures on a given solvable Lie group of low dimension. To better illustrate our method, we shall apply it to classify complete left-invariant affine structures on the os…
The main result is a version of Morse inequalities for the minimum and maximum ideal boundary conditions of the de Rham complex on strata of compact Thom-Mather stratifications, endowed with adapted metrics. An adaptation of the analytic method of Witten is used in the proof, as well as certain perturbation of the harm…
Belief networks are a new, potentially important, class of knowledge-based models. ARCO1, currently under development at the Atlantic Richfield Company (ARCO) and the University of Southern California (USC), is the most advanced reported implementation of these models in a financial forecasting setting. ARCO1's underly…
The sectoral synchronization observed for the Japanese business cycle in the Indices of Industrial Production data is an example of synchronization. The stability of this synchronization under a shock, e.g., fluctuation of supply or demand, is a matter of interest in physics and economics. We consider an economic syste…
The analysis of classical consensus algorithms relies on contraction properties of adjoints of Markov operators, with respect to Hilbert's projective metric or to a related family of seminorms (Hopf's oscillation or Hilbert's seminorm). We generalize these properties to abstract consensus operators over normal cones, w…
This paper extends the earlier work on an oscillating error correction technique. Specifically, it extends the design to include further corrections, by adding new layers to the classifier through a branching method. This technique is still consistent with earlier work and also neural networks in general. With this ext…