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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.

169,051 papers · 148 categories

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48 results for Temporal analysis

TimeTrail detects financial fraud patterns through temporal correlation analysis.

problem Detecting and explaining complex financial fraud patterns.
method Temporal data enrichment, dynamic correlation analysis, interpretable pattern visualization.
result TimeTrail outperforms conventional methods in accuracy and interpretability.

Chimera model combines link, content, and time for dynamic network analysis.

problem Community detection and prediction in evolving networks with dynamic changes.
method Shared factorization model that accounts for graph links, content, and temporal analysis.
result The approach simplifies temporal analysis and enables future community prediction.

This study prioritizes temporal resolution over spatial in energy systems models due to higher influence.

problem The impact of spatial and temporal resolution on energy system models.
method Global sensitivity analysis to compare structural aspects, spatial, and temporal resolution.
result Temporal resolution has a higher influence on all results parameters compared to spatial resolution.

Generative model identifies temporal count data components with regime-dependent contributions.

problem Modeling temporal count data with regime-dependent dynamics.
method Generative framework combining regime-adaptive dynamics with Poisson log-normal emissions.
result Established identifiability of the model and revealed co-variation patterns and regime shifts.

Researchers analyze TD learning with linear approximations for efficiency.

problem Challenges in analyzing the statistical efficiency of TD learning.
method Finite time analysis using linear function approximation and stochastic gradient descent techniques.
result Simple and explicit finite time analysis of TD learning with linear function approximation.

FinTMMBench benchmarks RAG systems for finance tasks across multiple data types and time periods.

problem Evaluating temporal-aware multi-modal retrieval augmented generation in finance.
method TMMHybridRAG method that converts and integrates data from various modalities and temporal information.
result Demonstrated effectiveness of TMMHybridRAG in diverse financial analysis tasks.

Credit risk analysis improved with a joint model for spatial and temporal effects.

problem Predicting borrower's time-to-event with spatial and temporal covariates.
method Spatio-Temporal Joint Model (STJM) using Bayesian hierarchical approach and INLA.
result Spatial effects improve joint model performance, but spatio-temporal interactions have less impact.

OMBA learns product and user representations for better online market basket analysis.

problem Limited ability to uncover rarely occurring and temporal associations in MBA.
method Jointly learns product and user representations, captures temporal dynamics, scalable online method.
result OMBA outperforms state-of-the-art methods by 21% on real-world datasets.

New method clusters evolving networks using spatio-temporal graph Laplacian.

problem Clustering communities in time-varying graphs.
method Extends spectral clustering to dynamic graphs using CCA and spatio-temporal graph Laplacian.
result The spatio-temporal graph Laplacian clearly interprets cluster evolution over time.

This letter extends the concept of graph-frequency to graph signals that evolve with time. Our goal is to generalize and, in fact, unify the familiar concepts from time- and graph-frequency analysis. To this end, we study a joint temporal and graph Fourier transform (JFT) and demonstrate its attractive properties. We b…

2016-02-14abs ↗pdf ↗

Gradient-based method extracts slow features from high-dimensional data.

problem Extracting meaningful low-dimensional features from high-dimensional, temporally varying data.
method Power Slow Feature Analysis (PowerSFA) using gradient-based training of differentiable architectures.
result PowerSFA effectively extracts meaningful low-dimensional features in various data types.

Convolutional LSTM improves missing data imputation in spatio-temporal data.

problem Missing data in spatio-temporal data affects analysis performance.
method Proposes a convolutional bidirectional-LSTM for spatio-temporal missing data imputation.
result The proposed model outperforms state-of-the-art methods for missing data imputation.

Study on eigenvalue distribution of correlated time series, showing deformation of Marchenko-Pastur distribution.

problem Eigenvalue distribution of Wishart matrix with temporal correlation.
method Analysis of moments and convergence to deformed Marchenko-Pastur distribution for Gaussian process with temporal correlation.
result Eigenvalue distribution converges to deformed Marchenko-Pastur distribution with longer tail and higher peak.

GNNs improve brain activity forecasting in fMRI studies.

problem Understanding neural dynamics in the brain.
method Comparison of GNN architectures for modeling fMRI data.
result GNNs outperform VAR models in robustly scaling to large network studies.

ConfusionFlow visualizes classifier confusion over time for model comparison.

problem Insufficient performance analysis of classifiers.
method Interactive, model-agnostic visualization tool combining confusion matrices and temporal analysis.
result ConfusionFlow facilitates detailed, comparative analysis of classifier performance over time.

TMSCD detects multi-scale communities in temporal networks automatically.

problem Discovering multi-scale communities in large, evolving networks.
method Spectral multilayer formulation of MM method with automatic parameter selection.
result Automatic detection of multi-scale communities without manual parameter selection.

Temporal-difference and Q-learning learn feature representations that converge to optimal ones.

problem Understanding how feature representations evolve in temporal-difference and Q-learning with neural networks.
method Mean-field theory applied to overparameterized two-layer neural networks.
result The feature representation converges to the optimal one, generalizing previous results.

Digital currencies exhibit multifractality due to heavy-tailed returns and temporal correlations.

problem Understanding market inefficiencies and predicting volatility in digital currencies.
method Multifractal cross-correlation analysis (MFCCA) and multifractal detrended fluctuation analysis (MFDFA).
result Temporal correlations are the primary source of multifractality in digital currency markets.

Paper introduces a new reinforcement learning method with improved performance.

problem Designing and analyzing efficient reinforcement learning algorithms.
method Proximal gradient temporal difference learning (GTD) with accelerated algorithm GTD2-MP.
result GTD algorithms have linear complexity and improved convergence rate.

odeN efficiently approximates multiple temporal motifs in large networks.

problem Efficiently counting multiple temporal motifs in large temporal networks.
method odeN is a sampling-based algorithm that provides accurate probabilistic approximations of motif counts.
result odeN provides accurate approximations of motif counts in a fraction of the time needed by state-of-the-art methods.

Neural signals are characterized by rich temporal and spatiotemporal dynamics that reflect the organization of cortical networks. Theoretical research has shown how neural networks can operate at different dynamic ranges that correspond to specific types of information processing. Here we present a data analysis framew…

2016-05-09abs ↗pdf ↗

FreST Loss decorrelates spatio-temporal dependencies in graph signals.

problem Complex spatio-temporal dependencies in graph-structured signals are not well captured by standard forecasting models.
method FreST Loss extends supervision to the joint spatio-temporal spectrum using Joint Fourier Transform (JFT).
result FreST Loss reduces estimation bias and improves forecasting accuracy on real-world datasets.

SWoTTeD discovers hidden temporal patterns in EHR data.

problem Complex temporal patterns in EHR data.
method Sliding Window for Temporal Tensor Decomposition (SWoTTeD) with constraints and regularizations.
result SWoTTeD achieves at least as accurate reconstruction as state-of-the-art models and extracts meaningful temporal phenotypes.

Video sequences contain rich dynamic patterns, such as dynamic texture patterns that exhibit stationarity in the temporal domain, and action patterns that are non-stationary in either spatial or temporal domain. We show that a spatial-temporal generative ConvNet can be used to model and synthesize dynamic patterns. The…

2016-06-03abs ↗pdf ↗

Improved TD learning with tail averaging and regularization achieves optimal convergence rates.

problem Convergence analysis of TD learning with linear function approximation.
method Tail-averaging and regularization applied to TD learning algorithm.
result Achieves optimal O(1/t)O(1/t) convergence rate in expectation and with high probability.

The paper develops a new model to evaluate policies in complex temporal/spatial experiments.

problem Evaluating the impact of policies in experiments with temporal and spatial dependencies.
method Temporal/spatio-temporal Varying Coefficient Decision Process (VCDP) model, decomposing ATE into DE and IE.
result Effective estimation and inference of DE and IE with rigorous statistical analysis.

Transformer-based method for causal discovery with prior knowledge integration.

problem Complex nonlinear dependencies and spurious correlations in time series data.
method Multi-layer Transformer forecaster with gradient-based causal structure extraction and attention masking for prior knowledge integration.
result Significant improvement in causal discovery and causal lag estimation compared to state-of-the-art methods.

Framework reconstructs missing spatio-temporal data for extreme value prediction.

problem Predicting extreme values from incomplete spatio-temporal data.
method Convolutional deep neural networks and autoencoder-like models for conditional sampling.
result Framework produces accurate reconstructions of missing data for extremal values.

Detects malicious accounts in permissionless blockchains using graph properties and ML.

problem Identifying and classifying malicious accounts in permissionless blockchains.
method Temporal graph properties, ML algorithms (ExtraTreesClassifier, K-Means), cosine similarity, behavior change analysis.
result ExtraTreesClassifier performs best in detecting malicious accounts on Ethereum blockchain.

TGAT learns node embeddings for evolving graphs, capturing both static and temporal features.

problem Learning node embeddings for dynamic graphs with evolving topological structures and temporal patterns.
method Temporal Graph Attention (TGAT) layer using self-attention and functional time encoding.
result TGAT model can inductively infer node embeddings for new and observed nodes as the graph evolves.

Unified tensor factorization for efficient 3D convolutions in spatio-temporal emotion analysis.

problem Training deep 3D convolutions is computationally expensive and requires large datasets.
method Tensor factorization framework for separable higher-order convolutions.
result Improved spatio-temporal emotion estimation on large datasets.

New method improves blockchain analysis by handling temporal changes and scalability.

problem Limited focus on evolving nature and scalability of blockchain transaction networks.
method Incremental approach with Metropolis-Hastings random walks.
result Comparable performance in node classification tasks with reduced computational overhead.