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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.

168,742 papers · 148 categories

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130260390520 · May 202619922001200920172026
48 results for TFT Framework

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 ↗

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 ↗

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.

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.

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 ↗

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.

OBSER framework infers sub-environments from objects, outperforming scene-based methods.

problem Zero-shot recognition of environments from object distributions.
method Bayesian framework using metric and self-supervised learning models to estimate object distributions in latent space.
result OBSER framework reliably performs inference in open-world and photorealistic environments, outperforming scene-based methods.

Extends DeTEcT framework for token economies with dynamic and probabilistic parameters.

problem Modeling wealth distribution in token economies with dynamic and probabilistic parameters.
method Introduces four parametrization techniques: dynamic vs static, probabilistic vs non-probabilistic.
result Derives existing wealth distribution models from DeTEcT framework with added restrictions.

Delay embedding---a method for reconstructing dynamical systems by delay coordinates---is widely used to forecast nonlinear time series as a model-free approach. When multivariate time series are observed, several existing frameworks can be applied to yield a single forecast combining multiple forecasts derived from va…

2019-07-02abs ↗pdf ↗

New framework assesses and benchmarks ML methods for multivariate time series.

problem Benchmarking and explaining performance of machine learning methods.
method Proposes a new framework with systematized performance-explainability characteristics.
result Illustrates application to multivariate time series classifiers.

A modular framework for knowledge distillation simplifies experiments and reproducibility.

problem Difficulty in reproducing knowledge distillation studies due to lack of generalized frameworks.
method A configuration-driven PyTorch framework for knowledge distillation studies.
result Demonstrates efficient training strategies and various knowledge distillation methods.

We give a combinatorial characterization of generic minimally rigid reflection frameworks. The main new idea is to study a pair of direction networks on the same graph such that one admits faithful realizations and the other has only collapsed realizations. In terms of infinitesimal rigidity, realizations of the former…

2012-03-10abs ↗pdf ↗

A new clustering framework using fixed points for data analysis.

problem Lack of unified understanding and application of clustering algorithms in data analysis.
method Restated model-based clustering using fixed point theory, iteratively constructing contraction maps to find cluster centers.
result Unified clustering framework reveals convergence mechanisms and interconnections among clustering algorithms.

The paper analyzes frameworks for integrating sustainability into investment decisions.

problem Understanding how ESG factors influence investment choices.
method Examined and analyzed various theoretical frameworks including Behavioral Finance, Modern Portfolio, and Risk Management.
result Investors increasingly integrate ESG factors to optimize financial outcomes and societal goals.

We explore a framework called boosted Markov networks to combine the learning capacity of boosting and the rich modeling semantics of Markov networks and applying the framework for video-based activity recognition. Importantly, we extend the framework to incorporate hidden variables. We show how the framework can be ap…

2014-08-06abs ↗pdf ↗

PySAD offers a unified Python framework for efficient streaming anomaly detection.

problem Efficient anomaly detection in streaming data with strict constraints.
method Unified architecture with 17+ streaming algorithms, specialized components, and support for multiple learning paradigms.
result PySAD enables real-time processing with bounded memory and is compatible with other Python frameworks.

DIVA clusters dynamic data without needing cluster count, outperforming baselines.

problem Clustering complex, dynamic data without prior knowledge of cluster count.
method Nonparametric Dirichlet Process Mixtures with memoized online variational inference.
result DIVA outperforms state-of-the-art in classifying complex data with changing features.

This paper introduces a new scalable multi-objective deep reinforcement learning (MODRL) framework based on deep Q-networks. We develop a high-performance MODRL framework that supports both single-policy and multi-policy strategies, as well as both linear and non-linear approaches to action selection. The experimental …

2018-03-08abs ↗pdf ↗

Unified framework for analyzing machine learning model attributions.

problem Lack of a general and theoretical framework for understanding attribution methods.
method Proposes a Taylor attribution framework to unify and analyze seven mainstream attribution methods.
result Established three principles for good attribution and empirically validated the Taylor reformulations.

The new framework for finance is proposed. This framework based on three known approaches in econophysics. Assumptions of the framework are the following: 1. For the majority of situations market follows non-arbitrage condition. 2. For the small number of situations market influenced by the actions of big firms. 3. If …

2013-07-26abs ↗pdf ↗

We study the tracking problem, namely, estimating the hidden state of an object over time, from unreliable and noisy measurements. The standard framework for the tracking problem is the generative framework, which is the basis of solutions such as the Bayesian algorithm and its approximation, the particle filters. Howe…

2012-03-15abs ↗pdf ↗

A game-theoretic framework identifies influential hyperparameters for neural networks.

problem Understanding which hyperparameters are most important for neural network performance.
method Employing Shapley Effects for global sensitivity analysis and Pareto front sets for identifying effective configurations.
result Reveals which hyperparameters are most influential for different objectives in neural networks.

Graph-based methods provide a powerful tool set for many non-parametric frameworks in Machine Learning. In general, the memory and computational complexity of these methods is quadratic in the number of examples in the data which makes them quickly infeasible for moderate to large scale datasets. A significant effort t…

2013-09-26abs ↗pdf ↗