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.
Study examines stock price reactions to Texas winter storm power outages.
Study examines equity in post-Snow Uri recovery, finds disparities.
Winterization of Texas power system profitable but risky, estimated at $11.74bn over 30 years.
STORM-PG uses momentum for faster policy gradient updates.
Improved neural network predicts tropical storm trajectories and Bayesian intervals.
Graph Attention Networks predict power outage durations from natural disasters.
We introduce a model-based reconstruction framework with deep learned (DL) and smoothness regularization on manifolds (STORM) priors to recover free breathing and ungated (FBU) cardiac MRI from highly undersampled measurements. The DL priors enable us to exploit the local correlations, while the STORM prior enables us …
STORM enables edge computing for empirical risk minimization.
New method clusters hydrological and sediment data for storm event analysis.
Advanced forecasting models outperform Holt-Winters and ARIMA for stock market data.
New framework predicts crypto volatility, outperforming traditional models.
Math model helps bees decide between winter survival and raising young.
We present an instance segmentation algorithm trained and applied to a CCTV recording of beef cattle during a winter finishing period. A fully convolutional network was transformed into an instance segmentation network that learns to label each instance of an animal separately. We introduce a conceptually simple framew…
ST-STORM separates semantic and appearance features for robust representation learning.
Parts of Texas, Oklahoma, and Kansas have experienced increased rates of seismicity in recent years, providing new datasets of earthquake recordings to develop ground motion prediction models for this particular region of the Central and Eastern North America (CENA). This paper outlines a framework for using Artificial…
The forecast of tropical cyclone trajectories is crucial for the protection of people and property. Although forecast dynamical models can provide high-precision short-term forecasts, they are computationally demanding, and current statistical forecasting models have much room for improvement given that the database of…
This article is based on the lectures in the Winter Braids V (Pau, Feb. 2015). Main puposel of this is to explain how to compute twisted Alexander polynomials for non-experts.
This is a survey of recent contributions to the area of special Kaehler geometry. It is based on lectures given at the 21st Winter School on Geometry and Physics held in Srni in January 2001.
Score matching method improves density estimation for truncated data on manifolds.
Frame flows on certain symmetric spaces mix exponentially.
Kerckhoff and Storm conjectured that compact hyperbolic n-orbifolds with totally geodesic boundary are infinitesimally rigid when n>3. This paper verifies this conjecture for a specific example based on the 4-dimensional hyperbolic 120-cell.
FCNv2 robustness tested under noise and random initial conditions.
Improved sample complexity for actor-critic algorithms in MDPs.
Variance reduction has emerged in recent years as a strong competitor to stochastic gradient descent in non-convex problems, providing the first algorithms to improve upon the converge rate of stochastic gradient descent for finding first-order critical points. However, variance reduction techniques typically require c…
These notes are based on a lecture course given by the first author in the Sedano Winter School on K-theory held in Sedano, Spain, on January 22-27th of 2007. They aim at introducing K-theory of C^*-algebras, equivariant K-homology and KK-theory in the context of the Baum-Connes conjecture.
This paper is a follow-up to our joint paper with I. Agol, P. Storm and K. Whyte "Finiteness of arithmetic hyperbolic reflection groups". The main purpose is to investigate the effective side of the method developed there and its possible application to the problem of classification of arithmetic hyperbolic reflection …
Study character varieties of a Coxeter group in hyperbolic and Anti-de Sitter spaces.
These lecture notes are based on a mini-course given by the author at the sixth KAWA Winter School on March 23-26, 2015 at the Centro De Giorgi of Scuola Normale Superiore in Pisa. They provide an introduction to the study of the Kahler-Ricci flow on compact Kahler manifolds, and a detailed exposition of some recent de…
Study optimizes climate adaptation strategies for NYC.
Built the smallest non-commensurable hyperbolic 4-manifold.
Novel approach uses ENN for UQ in gust predictions, reducing RMSE and improving confidence.
Counterexamples found for volume entropy conjecture in hyperbolic 3-manifolds.
Notions of Darwinian selection have been implicit in economic theory for at least sixty years. Richard Nelson and Sidney Winter have argued that while evolutionary thinking was prevalent in prewar economics, the postwar Neoclassical school became almost entirely preoccupied with equilibrium conditions and their mathema…
Study improves precipitation predictions for High Mountain Asia using machine learning.
Precisely forecasting wind speed is essential for wind power producers and grid operators. However, this task is challenging due to the stochasticity of wind speed. To accurately predict short-term wind speed under uncertainties, this paper proposed a multi-variable stacked LSTMs model (MSLSTM). The proposed method uti…
These are expository notes from the 2008 Srni Winter School. They have two purposes: (1) to give a quick introduction to exterior differential systems (EDS), which is a collection of techniques for determining local existence to systems of partial differential equations, and (2) to give an exposition of recent work (jo…
These are the lecture notes from the 26th Winter School "Geometry and Physics", Czech Republic, Srni, January 14 - 21, 2006. These lectures are an introduction into the realm of generalized geometry based on the tangent plus the cotangent bundle. In particular we discuss the relation of this geometry to physics, namely…
This paper analyzes the informational efficiency of oil market during the last three decades, and examines changes in informational efficiency with major geopolitical events, such as terrorist attacks, financial crisis and other important events. The series under study is the daily prices of West Texas Intermediate (WT…
Explains how knots relate to 4D shapes.
We present an approach for penalized tensor decomposition (PTD) that estimates smoothly varying latent factors in multi-way data. This generalizes existing work on sparse tensor decomposition and penalized matrix decompositions, in a manner parallel to the generalized lasso for regression and smoothing problems. Our ap…
We prove that for any closed surface of genus at least four, and any punctured surface of genus at least two, the space of ending laminations is connected. A theorem of E. Klarreich implies that this space is homeomorphic to the Gromov boundary of the complex of curves. It follows that the boundary of the complex of cu…
LSTM Networks accurately forecast COVID-19 cases in Turkey with lower error than other methods.
Bitcoin treasury companies leverage stock to grow, using advanced statistical methods.
The Hessian of the renormalized volume of geometrically finite hyperbolic -manifolds without rank- cusps, computed at the hyperbolic metric with totally geodesic boundary of the convex core, is shown to be a strictly positive bilinear form on the tangent space to Teichmüller space. The metric is known fro…
These notes summarize and expand on a mini-course given at CIRM in February 2018 as part of Winter Braids VIII. We somewhat obsessively develop the slogan `Trisections are to 4-manifolds as Heegaard splittings are to 3-manifolds', focusing on and clarifying the distinction between three ways of thinking of things: the …
This manuscript served as lecture notes for a mini-course in the 2016 Southern California Geometric Analysis Seminar Winter School. The goal is to give a quick introduction to Kahler geometry by describing the recent resolution of Tian's three influential properness conjectures in joint work with T. Darvas. These resul…
We provide the first examples of geometric transition from hyperbolic to anti-de Sitter structures in dimension four, in a fashion similar to Danciger's three-dimensional examples. The main ingredient is a deformation of hyperbolic 4-polytopes, discovered by Kerckhoff and Storm, eventually collapsing to a 3-dimensional…
In this paper, we study the price responsiveness of electricity consumption from empirical commercial and industrial load data obtained from Texas. Employing a dynamical system perspective, we show that price responsive demand can be modeled as a hybrid of a Hammerstein model with delay following a price surge, and a l…