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.
Tangent Works won GEFCom 2017 using automatic model building.
TIM framework uses LLMs and domain experts to infer DeFi user transaction intents.
TIM maximizes mutual information for few-shot learning, outperforming state-of-the-art methods.
We propose a general framework to describe the impact of different events in the order book, that generalizes previous work on the impact of market orders. Two different modeling routes can be considered, which are equivalent when only market orders are taken into account. One model posits that each event type has a te…
Market impact is a key concept in the study of financial markets and several models have been proposed in the literature so far. The Transient Impact Model (TIM) posits that the price at high frequency time scales is a linear combination of the signs of the past executed market orders, weighted by a so-called propagato…
We outline an interpretation of Heegaard-Floer homology of 3-manifolds (closed or with boundary) in terms of the symplectic topology of symmetric products of Riemann surfaces, as suggested by recent work of Tim Perutz and Yanki Lekili. In particular we discuss the connection between the Fukaya category of the symmetric…
We explain new developments in classical knot theory in 3 and 4~dimensions, i.e. we study knots in 3-space, up to isotopy as well as up to concordance. In dimension~3 we give a geometric interpretation of the Kontsevich integral (joint with Jim Conant), and in dimension 4 we introduce new concordance invariants using v…
We show that Tim Cochran's invariants of a -component link in the --sphere can be computed as intersection invariants of certain 2-complexes in the --ball with boundary . These 2-complexes are special types of twisted Whitney towers, which we call {\em Cochran towers}, and which exhibit a new p…
We extend the theory of combinatorial link Floer homology to a class of oriented spatial graphs called transverse spatial graphs. To do this, we define the notion of a grid diagram representing a transverse spatial graph, which we call a graph grid diagram. We prove that two graph grid diagrams representing the same tr…