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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.

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18 results for TFT

This paper generalizes two facts about oriented 3d TFTs to the unoriented case. On one hand, it is known that oriented 3d TFTs having a topological boundary condition admit a state-sum construction known as the Turaev-Viro construction. This is related to the string-net construction of fermionic phases of matter. We sh…

2016-11-08abs ↗pdf ↗

Adaptive TFTs improve cryptocurrency price prediction accuracy.

problem Precise short-term price prediction in volatile cryptocurrency markets.
method Dynamic subseries lengths and pattern-based categorization.
result Significantly outperforms baseline models in prediction accuracy and profitability.

A modular functor is constructed from non-semisimple 3d TFTs.

problem Constructing modular functors from non-semisimple 3d topological field theories.
method Using a 3d TFT defined in [arXiv:1912.02063], a symmetric monoidal 2-functor is constructed from a 2-category of bordisms to a 2-category of finite linear categories.
result A modular functor is explicitly described as a symmetric monoidal 2-functor.

Automates fitting semiconductor device models using approximate Bayesian computation.

problem Manual tuning of parameters for fitting TFT models to experimental data is inefficient and prone to errors.
method Approximate Bayesian Computation (aBc) for generating posterior distributions of estimated parameters.
result The proposed method accurately predicts model parameters from mobility curves using gradient boosted trees.

We introduce and study the Wilson loops in a general 3D topological field theories (TFTs), and show that the expectation value of Wilson loops also gives knot invariants as in Chern-Simons theory. We study the TFTs within the Batalin-Vilkovisky (BV) and Alexandrov-Kontsevich-Schwarz-Zaboronsky (AKSZ) framework, and the…

2010-06-07abs ↗pdf ↗

This is an introductory review of topological field theories (TFTs) called AKSZ sigma models. The AKSZ construction is a mathematical formulation for the construction and analyses of a large class of TFTs, inspired by the Batalin-Vilkovisky formalism of gauge theories. We begin by considering a simple two-dimensional t…

2012-04-17abs ↗pdf ↗

Hybrid model improves geopolitical conflict forecasting.

problem Forecasting geopolitical events from sparse, bursty data.
method Sparse Temporal Fusion Transformer (TFT) + Variational Nearest Neighbor Gaussian Process (VNNGP).
result Consistently outperforms standalone TFT in long-range horizons.

STS clarifies chaos and stochastic dynamics, linking algebraic topology and physics.

problem Chaos and stochastic dynamics in arbitrary form SDEs.
method Supersymmetric theory of stochastic dynamics (STS) using generalized transfer operator (GTO) and topological field theories (TFT).
result Positive 'pressure' in GTOs corresponds to spontaneous breakdown of topological supersymmetry, explaining 1/f noise.

We propose a method to assign non-unitary TQFTs to certain SCFTs, deriving bounds and examples.

problem Assigning non-unitary TQFTs to specific SCFTs of rank 0.
method Using degenerate limits of SCFTs, extracting modular data from supersymmetric partition functions, and proposing a dictionary.
result Deriving a lower bound on the free energy of SCFTs and showing it is saturated by a specific SCFT.

We construct a gauge fixed action for topological membranes on G2G_2-manifold such that its bosonic part is the standard membrane theory in a particular gauge. We prove that quantum mechanically the path-integral in this gauge localizes on associative submanifolds. Moreover on M×S1M\times S^1 the theory naturally reduces…

2005-09-22abs ↗pdf ↗

Paper proposes a method for weather-informed probabilistic forecasting and scenario generation in power systems.

problem Challenges of integrating renewable energy sources into power grids due to their stochasticity and uncertainty.
method Combines probabilistic forecasting and Gaussian copula for day-ahead prediction and scenario generation of load, wind, and solar power.
result Demonstrates superior performance of the proposed weather-informed Temporal Fusion Transformer (WI-TFT) model.

NAS for financial time series forecasts using chain-structured architectures.

problem Optimizing neural architectures for financial time series forecasting.
method Comparison of three NAS strategies (Bayesian optimization, hyperband, reinforcement learning) on chain-structured search spaces for simple and complex architectures.
result Bayesian optimization and hyperband outperform other strategies, and RNN and 1D CNN perform best among architectures.

The paper presents new algebraic structures on the 2-sphere using topological field theories.

problem Understanding algebraic structures on the 2-sphere through topological field theories.
method Defined P-monoids and L-monoids, analyzed their properties, and related them to 3-dimensional topological field theories.
result New algebraic structures (P-monoids and L-monoids) on the 2-sphere are equivalent and have strong constraints.