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.
Sparse CCA improves classical CCA for high-dimensional data.
Regularized least-squares approaches have been successfully applied to linear system identification. Recent approaches use quadratic penalty terms on the unknown impulse response defined by stable spline kernels, which control model space complexity by leveraging regularity and bounded-input bounded-output stability. T…