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.

169,291 papers · 148 categories

Trend · papers per month

4079119158 · May 202619922001200920182026
48 results for Tête-à-Tête Twists

This note proves equivalence between Dorfman brackets and lifts, showing universality of the Courant-Dorfman bracket.

problem Characterizing twistings and symmetries of transitive Dorfman brackets.
method Proving equivalence between Dorfman brackets and lifts, intertwining with Courant-Dorfman bracket.
result Universality of the Courant-Dorfman bracket and characterization of Dorfman brackets via lifts.

Study proposes a more accurate method for classifying transposable elements.

problem Classifying transposable elements for understanding their genetic and evolutionary effects.
method Utilized Support Vector Machines (SVM) for hierarchical classification of transposable elements.
result Proposed a robust approach for hierarchical classification of transposable elements with higher accuracy.

Let XX be a simply connected 4-manifold containing a (1)(-1)-sphere ee. Fintushel and Stern prove that Dc(exp(te))=Dc(B(t))oneifceiseven, D_c(\exp(te)) = D_c(B(t)) on e^\perp if c\cdot e is even, Dc(exp(te))=Dce(S(t))oneifceisodd, D_c(\exp(te)) = D_{c-e}(S(t)) on e^\perp if c \cdot e is odd, for some universal series $B(t),S(t) \in \Q[x][[t]]$ with xx the class of a point. …

1994-12-23abs ↗pdf ↗

We consider the problem of accurately estimating the reliability of workers based on noisy labels they provide, which is a fundamental question in crowdsourcing. We propose a novel lower bound on the minimax estimation error which applies to any estimation procedure. We further propose Triangular Estimation (TE), an al…

2016-06-01abs ↗pdf ↗

Investor flows in Korean equity market transmit shared information, not private signals.

problem Whether investor flows transmit private information or only public signals.
method Transfer Entropy networks constructed from investor-type flows over umNDates{} trading days.
result Investor flows transmit shared information, not private signals.

Proposes a new VAE model to estimate treatment effects from confounded data.

problem Estimating treatment effects in the presence of confounding variables.
method Intact-VAE, a variant of variational autoencoder (VAE), using a latent variable for confounders.
result Proves identification of treatment effects under unconfoundedness and shows state-of-the-art performance.

Unified framework maps financial market dynamics using TE and KM, revealing directional information flow.

problem Challenges in traditional correlation analysis of financial markets, especially during crises.
method Combines Transfer Entropy (TE) and Kramers-Moyal (KM) expansion to analyze dynamic interactions among major indices.
result Increased directional information flow during crises, highlighting gold-dollar and oil-equity linkages.

TES optimizes black-box functions efficiently with minimal approximations.

problem Efficient Bayesian optimization with minimal approximations and generalization to batch BO.
method TES acquisition function measures information gain on trusted maximizers.
result TES achieves state-of-the-art performance with minimal approximations.

A new VAE model identifies and estimates treatment effects with limited overlap.

problem Identifying and estimating treatment effects when subjects with certain features belong to a single treatment group.
method Developed a latent variable model to estimate a prognostic score, which is sufficient for treatment effects. The model is a new type of VAE called β-Intact-VAE.
result The model identifies individualized treatment effects and provides TE error bounds.

We define Dorfman connections, which are to Courant algebroids what connections are to Lie algebroids. Several examples illustrate this analogy. A linear connection  ⁣:X(M)×Γ(E)Γ(E)\nabla\colon \mathfrak{X}(M)\timesΓ(E)\toΓ(E) on a vector bundle EE over a smooth manifold MM is tantamount to a linear splitting $TE\simeq T^{q_E}E\op…

2012-09-26abs ↗pdf ↗

EPSTE: A geometric token and deep learning approach to estimating transfer entropy in neuroimaging time series

problem Inferring directed interactions between neural systems from EEG and MEG
method Reframing TE estimation as a learnable problem operating on structured symbolic representations
result EPSTE achieves near-perfect recovery of ground-truth directed structure and significantly lower absolute error than the baseline

Proposes a new method to adapt to covariate shifts in supervised learning.

problem Covariate shift in training and testing samples with different marginal distributions.
method Minimax risk classification (MRC) approach that weights both training and testing samples.
result Significantly enhanced classification performance in synthetic and empirical experiments.

New γγ-capsule networks improve adversarial robustness and explainability of capsule networks.

problem Improving the robustness and explainability of capsule networks.
method Introducing γγ-capsule networks with a new routing algorithm and training method.
result Experimental results show γγ-capsule networks are more robust and transparent.

The aim of these notes is to relate covariant stochastic integration in a vector bundle EE (as in Norris \cite{Norris}) with the usual Stratonovich calculus via the connector $\K:TE \rightarrow E$ (cf. e.g. Paterson \cite{Paterson} or Poor \cite{Poor}) which carries the connection dependence.

2011-12-21abs ↗pdf ↗

New insights into overfitting peaks in generalization error for l2l_2 and l1l_1 penalized interpolation.

problem Understanding the phenomenon of overfitting peaks in generalization error for modern machine learning models.
method Introducing a generative and fitting model pair (MiSpaR) and deriving analytical risk curves for l2l_2 and l1l_1 penalties.
result The overfitting peak can be dissociated from the point of model flexibility, complicating the interpretation of overfitting as a boundary between classical and modern regimes.

Quantum computing improves fault diagnosis in industrial processes.

problem Fault detection and diagnosis in industrial process systems.
method Integrates quantum computing and deep learning to extract features and diagnose faults.
result Quantum-assisted deep learning achieves high fault detection rates (79.2% and 99.39%).

The paper linearizes higher Courant algebroids using jet and differential operators.

problem Understanding the structure of higher Courant algebroids.
method Isomorphic spaces of sections and linearization of jet and differential operator bundles.
result Higher Courant algebroids can be linearized as pseudo-linearization and Weinstein-linearization.

An optimal algorithm for multi-armed bandits with constraints.

problem Optimizing decisions in constrained multi-armed bandit problems.
method An index-based deterministic algorithm using Locatelli's anytime thresholding under known optimal value assumption.
result The algorithm achieves asymptotic optimality with probability approaching 1.

A new method models continuous-time counterfactual outcomes using neural controlled differential equations.

problem Estimating personalized healthcare outcomes over irregularly sampled data.
method Interpreting data as samples from a continuous-time process, modeling latent trajectory using controlled differential equations, and using adversarial training for time-dependent confounding.
result TE-CDE consistently outperforms existing approaches in irregularly sampled scenarios.

Sharp inequalities for submanifolds in space forms derived from elliptic operators.

problem Optimal upper bound for eigenvalues of elliptic operators on submanifolds.
method Using a general symmetric, positive definite tensor T, derived an upper bound for the second eigenvalue of elliptic operators.
result Optimal upper bound for eigenvalues given in terms of integration involving tensor properties and normal vector field.

The paper analyzes constrained optimal portfolios in high dimensions using novel statistical learning techniques.

problem Forming optimal portfolios with constraints in high-dimensional asset spaces.
method CROWN method integrating factor models with nodewise regression for estimation in large dimensions.
result Demonstrates estimation consistency and convergence rates for constrained portfolio weights, risk, and Sharpe Ratio.

New method estimates traffic congestion delays using statistical causality.

problem Accurate estimation of traffic congestion delays during accidents.
method Proposes a novel time delay estimation method using lag-specific transfer entropy (TE) and Markov bootstrap techniques.
result Validated the method's efficacy using simulated and real data.

Establishes equivalent formulations of connections in tangent categories.

problem Generalizing connections in tangent categories.
method Defined and generalized the notion of connection on differential bundles in tangent categories, provided equivalent formulations, and showed equivalences with specific morphisms and diagrams.
result Equivalent formulations of connections in tangent categories reduce the amount of specified structure and axioms required.

Grothendieck's Esquisse d'un programme is often referred to for the ideas it contains on dessins d'enfants, the Teichm{ü}ller tower, and the actions of the absolute Galois group on these objects or their etale fundamental groups. But this program contains several other important ideas. In particular, motivated by surfa…

2016-03-09abs ↗pdf ↗

In this paper we prove certain Hurwitz equivalence properties in BnB_n. Our main result is that every two Artin's factorizations of Δn2Δ_n ^2 of the form Hi1...Hin(n1),Fj1...Fjn(n1)H_{i_1} ... H_{i_{n(n-1)}}, \quad F_{j_1} ... F_{j_{n(n-1)}} (with ik,jk{1,...,n1}i_k, j_k \in \{1,...,n-1 \}), where {H1,...,Hn1},{F1,...,Fn1}\{H_1,...,H_{n-1} \}, \{F_1,...,F_{n-1} \} are frames, are…

2001-03-28abs ↗pdf ↗

Study finds significant BTC co-movements with equity markets, highlighting dynamic risk management needs.

problem Understanding the impact of corporate Bitcoin holdings on equity markets.
method Dataset of 39 firms, daily returns analysis, Pearson correlations, single factor model regressions, transfer entropy.
result BTC has a significant positive beta with equity markets, with BTC as the dominant information driver.

Paper proposes a novel method to assess treatment effect estimators using cross-validation.

problem Lack of ground truth to objectively assess treatment effect estimators in RCTs.
method Cross-validation-like methodology combining noisy difference-of-means estimate and aggregation across RCTs.
result Aggressive downweighting or truncation of large values reduces variance and improves treatment effect estimation.

Commentary on Teichmüller's 1938 paper on conformal and quasiconformal mappings.

problem Investigations into conformal and quasiconformal mappings and their applications.
method Detailed development of conformal invariants and applications in value distribution theory.
result Insures the almost circularity of certain loci and the circularity near infinity of quasiconformal maps.

A new model for defective media using two scales.

problem Modeling defects in media with two scales.
method Generalization of Riemann-Cartan manifolds and fibre bundle theory, constructing a first-order placement map.
result Emergent behaviors like dislocations and disclinations arise from the interaction of macroscopic and microscopic scales.

ENTED efficiently decomposes binary and count tensors using nonparametric Gaussian processes.

problem Handling high-dimensional and sparse binary and count data with traditional tensor decompositions.
method ENTED uses nonparametric Gaussian processes and sparse orthogonal variational inference to handle binary and count tensors.
result ENTED outperforms traditional methods in binary and count tensor completion tasks.

CNMs detect tipping points in complex systems using causal network markers.

problem Identifying tipping points ahead of critical transitions in complex systems.
method Introducing CNMs that incorporate causality indicators to detect tipping points.
result CNMs show higher predictive power and accuracy than traditional DNB indicators.

Paper constructs Chern character for higher twists and shows isomorphism between K-theory and cohomology.

problem Mapping higher twisted K-theory to higher twisted cohomology.
method Constructing Chern character for higher twists and showing isomorphism.
result Chern character gives isomorphism between higher twisted K-theory and higher twisted cohomology.

We extend topological T-duality to the case of general circle bundles. In this setting we prove existence and uniqueness of T-duals. We then show that T-dual spaces have isomorphic twisted cohomology, twisted KK-theory and Courant algebroids. A novel feature is that we must consider two kinds of twists in de Rham coho…

2011-05-02abs ↗pdf ↗