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.

168,742 papers · 148 categories

Trend · papers per month

481216 · Feb 202619922001200920172026
48 results for Star Wars

In this paper we study the financial repercussions of the destruction of two fully armed and operational moon-sized battle stations ("Death Stars") in a 4-year period and the dissolution of the galactic government in Star Wars. The emphasis of this work is to calibrate and simulate a model of the banking and financial …

2015-11-29abs ↗pdf ↗

A movie multilayer network model captures narration from script, subtitles, and content.

problem Discovering content and stories in movies using network models.
method Developed a multilayer network model using visual and textual semantic cues.
result Demonstrated the effectiveness of the model on the Star Wars saga.

We investigate the role of networks of alliances in preventing (multilateral) interstate wars. We first show that, in the absence of international trade, no network of alliances is peaceful and stable. We then show that international trade induces peaceful and stable networks: trade increases the density of alliances s…

2014-05-25abs ↗pdf ↗

New findings show pure strategy equilibria are more robust in a war of attrition game.

problem Analyzing a game of war of attrition under complete information.
method Examined the stability of equilibria in pure and mixed strategies under varying payoffs.
result Pure strategy equilibria are more robust to perturbations of the canonical model.

The paper uses machine learning to predict the impact of the Ukraine crisis on financial markets.

problem Quantifying the impact of the Ukraine crisis on financial markets.
method Selected economic indexes, created datasets, and used machine learning (Linear Regression) for forecasting.
result The model accurately predicted the effects of the Ukraine crisis on financial markets.

Study reveals clusters of resilient and vulnerable Spanish agri-food firms post-Ukraine-Russia war.

problem Financial resilience of agri-food companies in Spain during the Ukraine-Russia conflict.
method Cluster analysis using centred log-ratios for compositional data of financial ratios.
result Increase in resilient firms by 2023, highlighting sectoral adaptation to economic challenges.

Study analyzes stock order transitions during US-China trade war using Markov chains.

problem Understanding order dynamics during extreme macroeconomic events.
method First-order time-homogeneous discrete-time Markov chain model.
result Active participation by different traders during high volatility days, influencing market outcomes.

We perform detrending moving average analysis (DMA) and detrended fluctuation analysis (DFA) of the WTI crude oil futures prices (1983-2012) to investigate its efficiency. We further put forward a strict statistical test in the spirit of bootstrapping to verify the weak-form market efficiency hypothesis by employing th…

2012-11-20abs ↗pdf ↗

We present a new, efficient method for automatically detecting severe conflicts `edit wars' in Wikipedia and evaluate this method on six different language WPs. We discuss how the number of edits, reverts, the length of discussions, the burstiness of edits and reverts deviate in such pages from those following the gene…

2011-07-19abs ↗pdf ↗

This paper examines how the U.S.--China trade war affects stock markets, finding evidence of financial contagion and changes in risk channels.

problem The impact of the U.S.--China trade war on stock markets and financial contagion.
method Developed a novel jump-diffusion process to account for risk contagion, using high-frequency financial data and quasi-maximum likelihood estimator.
result Evidence of financial contagion from the U.S. to China, with changes in risk contagion channels.

Noisy labels often occur in vision datasets, especially when they are obtained from crowdsourcing or Web scraping. We propose a new regularization method, which enables learning robust classifiers in presence of noisy data. To achieve this goal, we propose a new adversarial regularization scheme based on the Wasserstei…

2019-04-08abs ↗pdf ↗

DefogGAN predicts hidden RTS game information to aid strategic decision-making.

problem Predicting hidden information in real-time strategy games like StarCraft.
method Conditional Generative Adversarial Network (GAN) with pyramidal reconstruction loss.
result DefogGAN predicts enemy buildings and combat units as accurately as professional players.

It is demonstrated that the US economy has on the long-term in reality been governed by the Keynesian approach to economics independent of the current official economical policy. This is done by calculating the two-point correlation function between the fluctuations of the DJIA and the US public debt. We find that the …

2011-07-15abs ↗pdf ↗

We develop an option pricing model based on a tug-of-war game. This two-player zero-sum stochastic differential game is formulated in the context of a multi-dimensional financial market. The issuer and the holder try to manipulate asset price processes in order to minimize and maximize the expected discounted reward. W…

2014-10-07abs ↗pdf ↗

We consider a stochastic game of contribution to the common good in which the players have continuous control over the degree of contribution, and we examine the gradualism arising from the free rider effect. This game belongs to the class of variable concession games which generalize wars of attrition. Previously know…

2019-03-31abs ↗pdf ↗

Study shows negative war news correlates with increased stock market volatility.

problem Understanding the impact of geopolitical events on financial markets.
method Used BERT model for sentiment analysis and GARCH model for volatility forecasting.
result Negative news sentiment during geopolitical crises is associated with increased stock market volatility.

Are expansions and recessions more likely to end as their magnitude increases? In this paper we apply parametric hazard models to investigate this issue in a sample of 16 countries from 1881 to 2000. For the total sample we find evidence of positive magnitude dependence for recessions, while for expansions we are not a…

2004-01-26abs ↗pdf ↗

Paper proves conjecture about star-shaped curves evolving under GAPF, but not always preserves star shape.

problem What conditions guarantee global existence of Gage's area-preserving flow for nonconvex initial curves?
method Using Dittberner's singularity analysis theory, constructed a ``flying wing'' curve to show limitations.
result Gage's area-preserving flow does not always preserve star-shapedness of evolving curves.

In this article, we introduce the notion of star-Ricci tensors in the real hypersurfaces of complex quadric QmQ^m. It is proved that there exist no Hopf hypersurfaces in Qm,m3Q^m,m\geq3, with commuting star-Ricci tensor or parallel star-Ricci tensor. As a generalization of star-Einstein metric, star-Ricci solitons on MM

2017-10-29abs ↗pdf ↗

New set-valued star-shaped risk measures introduced for better risk assessment.

problem Improving risk assessment in financial contexts.
method Developed new set-valued star-shaped risk measures and proved their representation theorems.
result Set-valued star-shaped risk measures can be represented as unions of set-valued convex risk measures.

The paper studies dynamic star-shaped risk measures and their representation.

problem Representing dynamic star-shaped risk measures and their properties.
method Representation theorems for dynamic monetary and star-shaped risk measures.
result Dynamic star-shaped risk measures can be represented as the lower envelope of a family of dynamic convex risk measures.

Study finds varying market efficiency in prewar and wartime Japanese stock market.

problem Measuring market efficiency in prewar and wartime Japanese stock market.
method Using a new market capitalization-weighted stock price index, the study examines market efficiency over time and historical events.
result The adaptive market hypothesis is supported in the prewar and wartime Japanese stock market, with efficiency varying over time and with historical events.

The paper characterizes dynamic return and star-shaped risk measures via BSDEs.

problem Characterizing dynamic return and star-shaped risk measures.
method Characterization of star-shaped functionals and BSDEs.
result Existence of convex BSDEs with non-empty set of supersolutions.

Deform moment map on symplectic connections using star product algebras.

problem Understanding symplectic connections and their deformations.
method Study vector bundle of Fedosov star product algebras, formal connection, curvature, and star product trace.
result Showed star product trace as a formal symplectic form and moment map.

Paper analyzes Birkhoff relaxation for graph alignment, providing theoretical guarantees.

problem Finding vertex correspondence between two graphs to maximize edge overlap.
method Birkhoff relaxation as a convex relaxation of the quadratic assignment problem (QAP).
result Theoretical guarantees on the performance of Birkhoff relaxation under specific conditions.

New partition designs reduce star discrepancy in high-dimensional sampling.

problem Improving the expected star discrepancy in high-dimensional sampling.
method Developed non-equal volume partitions to achieve lower expected star discrepancy.
result Explicit upper bounds for expected star discrepancy under non-equal volume partitions.

We compare the star surgery operations introduced in [KS] to the generalized rational blow-down. We show that star surgery shares the properties that make rational blow-down useful for constructions of small exotic symplectic 4-manifolds. Then we show that star surgery operations provide a strictly more general class o…

2014-07-11abs ↗pdf ↗

We derive a closed formula for a star-product on complex projective space and on the domain SU(n+1)/S(U(1)×U(n))SU(n+1)/S(U(1)\times U(n)) using a completely elementary construction: Starting from the standard star-product of Wick type on Cn+1{0}C^{n+1} \setminus \{ 0 \} and performing a quantum analogue of Marsden-Weinstein reduction, we ca…

1995-03-09abs ↗pdf ↗

Estimates how many times a star appears due to gravitational lensing.

problem Estimating the number of times an observer sees a star due to gravitational lensing.
method Use affine linking numbers to estimate the number of times an observer sees a star.
result Estimates the number of times an observer sees a star due to gravitational lensing.

Improved SGD learning for single index models reduces sample complexity.

problem Learning a single index model with optimal sample complexity.
method Using smoothed loss in online SGD to reduce sample complexity.
result Online SGD with smoothed loss achieves optimal sample complexity of dk/2d^{k^\star/2}.

The paper finds at least four prime closed characteristics on star-shaped hypersurfaces in 8D space.

problem Finding prime closed characteristics on compact star-shaped hypersurfaces in 8D space.
method Proved existence of at least four prime closed characteristics for non-degenerate C3C^3 compact star-shaped hypersurfaces in R8\mathbb{R}^{8} without prime closed characteristics of Maslov-type index -1.
result Existence of at least four prime closed characteristics on compact star-shaped hypersurfaces in R8\mathbb{R}^{8}.

This paper connects monetary and star-shaped risk measures by showing their equivalence under certain conditions.

problem Understanding the relationship between monetary and star-shaped risk measures.
method Analyzing the acceptability of 0 and the normalization property.
result Monetary risk measures are only a translation away from star-shapedness under mild conditions.

The paper proves inequalities for star-shaped and FF-mean convex hypersurfaces in Rn+1\mathbb{R}^{n+1}.

problem Proving geometric inequalities for specific types of hypersurfaces.
method Using anisotropic pp-momentum, perimeter, and volume, the paper derives inequalities for star-shaped and FF-mean convex hypersurfaces.
result The Wulff shape of FF is the unique minimizer of the corresponding functionals among all star-shaped and FF-mean convex sets.

We define the notion of a formal connection for a smooth family of star products with fixed underlying symplectic structure. Such a formal connection allows one to relate star products at different points in the family. This generalizes the formal Hitchin connection introduced by the first author. We establish a necess…

2014-10-07abs ↗pdf ↗