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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.

168,695 papers · 148 categories

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151302452603 · Jun 202019922001200920172026
48 results for Time Evolution

Characterizes optimal-speed quantum state evolution Hamiltonians.

problem Optimal-speed unitary time evolution of pure and quasi-pure quantum states.
method Construction of the manifold of pure states and isometry with flag manifold, characterization of equigeodesic vectors.
result Hamiltonians generating optimal-speed time evolution are fully characterized by equigeodesic vectors of the flag manifold.

Model financial markets using open quantum systems to understand market imperfections.

problem Understanding market imperfections through imperfect trading mechanisms.
method Using open quantum systems to represent financial markets, characterizing orbits, and analyzing reduced density matrices.
result Non-classical modes of time evolution can incorporate factors like illiquid trades and imperfect trading mechanisms.

This paper studies the critical dynamics of random surfaces, focusing on area and genus evolution.

problem Understanding the time evolution of random surfaces and their genus.
method Analyzes the dynamics of area and genus using Cox-Ingersoll-Ross process and critical phenomena.
result The genus of surfaces evolves into two phases: planar surfaces and foamy surfaces.

Mackey showed that for a compact Lie group KK, the pair (K,C0(K))(K,C^{0}(K)) has a unique non-trivial irreducible covariant pair of representations. We study the relevance of this result to the unitary equivalence of quantizations for an infinite-dimensional family of K×KK\times K invariant polarizations on TKT^{\ast}K. The …

2012-11-09abs ↗pdf ↗

The modeling of time series is becoming increasingly critical in a wide variety of applications. Overall, data evolves by following different patterns, which are generally caused by different user behaviors. Given a time series, we define the evolution gene to capture the latent user behaviors and to describe how the b…

2019-05-10abs ↗pdf ↗

We propose a methodology for clustering financial time series of stocks' returns, and a graphical set-up to quantify and visualise the evolution of these clusters through time. The proposed graphical representation allows for the application of well known algorithms for solving classical combinatorial graph problems, w…

2011-11-14abs ↗pdf ↗

AR model forecasts partially observed dynamical time series by estimating evolution function and imputing missing variables.

problem Forecasting dynamical time series with missing variables.
method Autoregressive with slack time series (ARS) model.
result ARS model forecasts future time series with time-invariant and linear assumptions.

Theory of space-time currents for geometric evolutions.

problem Analysis of geometric evolutions driven by dislocations.
method Development of space-time integral currents with bounded variation, introduction of Lipschitz deformation distance.
result Agreement of Lipschitz deformation distance with integral Whitney flat metric for boundaryless currents.

Word evolution refers to the changing meanings and associations of words throughout time, as a byproduct of human language evolution. By studying word evolution, we can infer social trends and language constructs over different periods of human history. However, traditional techniques such as word representation learni…

2017-03-02abs ↗pdf ↗

Smoothness of graphs evolving by fractional mean curvature is proven.

problem Evolution of graphs by fractional mean curvature.
method Analytic semigroup approach to nonlocal quasilinear evolution equation.
result Short time existence, uniqueness, and optimal Hölder regularity of classical solutions.

Study hexagonal network evolution under curvature flow.

problem Understanding hexagonal network evolution under curvature flow.
method Proved local existence of classical solutions and classified homothetically shrinking solutions.
result Provided an example of network shrinking to a segment with multiplicity two.

New method for portfolio management learns from past wealth evolution.

problem Optimizing portfolio selection based on past performance.
method Simulated annealing clustering for asset selection, considering past wealth evolution.
result Strategy effectively learns from past performance and performs well in practice.

Quantum computer method for pricing lookback options with jumps.

problem Pricing lookback options with discrete monitoring and jump conditions.
method Variational Quantum Imaginary Time Evolution (VarQITE) method to solve non-Hermitian Schrodinger equation.
result Quantum algorithm can handle jump conditions in lookback options pricing.

Recently, we have studied evolution of a family of Finsler metrics along Finsler Ricci flow and proved its convergence in short time. Here, evolution equation of the reduced hhhh-curvature and the Ricci scalar along the Finslerian Ricci flow is obtained and it is proved that the Ricci flow preserves positivity of reduc…

2015-08-12abs ↗pdf ↗

In this paper we study smooth solutions to a fractional mean curvature flow equation. We establish a comparison principle and consequences such as uniqueness and finite extinction time for compact solutions. We also establish evolutions equations for fractional geometric quantities that yield preservation of certain qu…

2015-11-22abs ↗pdf ↗

Geometric approach to Dirac operator evolution on spacetimes.

problem Constructing the Cauchy evolution operator for Lorentzian Dirac operators.
method Realizing the operator as a sum of oscillatory integrals, relating to Feynman propagator.
result Relating Cauchy evolution operators to Feynman propagators and constructing Hadamard states.

EvoNet predicts the evolution of dynamic graphs using a graph neural network and recurrent architecture.

problem Predicting the evolution of dynamic graphs is challenging and underexplored.
method EvoNet uses a graph neural network and recurrent architecture to predict the evolution of dynamic graphs.
result EvoNet effectively predicts the evolution of dynamic graphs on both artificial and real-world datasets.

Gradient descent solves rank-one matrix estimation problem with detailed time evolution analysis.

problem Estimating a rank-one symmetric matrix corrupted by noise.
method Gradient descent on a sphere, using local versions of the semi-circle law.
result Explicit formulas for the time evolution of the estimator and cost function, revealing phase transitions.

ReGENN improves time series forecasting by considering inter and intra-temporal relationships.

problem Achieving reliable predictions in real-world time series applications.
method ReGENN combines graph evolution with deep recurrent learning to model dynamic dependencies among multiple variables.
result Sound improvement of up to 64.87% over competing algorithms in time-series forecasting.

We introduce a new tool for predicting the evolution of an option for the cases where at some specific time, there is a high-degree of uncertainty for identifying its price. We work over the special case where we can predict the evolution of the system by joining a single price for the Option, defined at some specific …

2019-05-14abs ↗pdf ↗

In setting up a stochastic description of the time evolution of a financial index, the challenge consists in devising a model compatible with all stylized facts emerging from the analysis of financial time series and providing a reliable basis for simulating such series. Based on constraints imposed by market efficienc…

2008-07-16abs ↗pdf ↗

We investigate topology and temporal evolution of the foreign currency exchange market viewed from a weighted network perspective. Based on exchange rates for a set of 46 currencies (including precious metals), we construct different representations of the FX network depending on a choice of the base currency. Our resu…

2009-01-29abs ↗pdf ↗

The paper proposes a method to learn evolving multivariate distributions from sample paths.

problem Learning the temporal evolution of multivariate densities from sample data.
method Normalizing flows to construct time-dependent mappings.
result The method can approximate evolving probability density functions from observed data.

Paper proposes an alternative to MCMC for sampling in energy-based models.

problem Difficulty in generating samples from the current energy function in contrastive approaches.
method Viewing the evolution of the modeling distribution as the evolution of the energy function and samples from this distribution along a time-dependent vector field.
result The proposed method efficiently matches the current distribution in a finite time, unlike MCMC.

Finite time for subsolutions on Riemannian manifolds proved.

problem Finite extinction time for subsolutions of a specific equation on Riemannian manifolds.
method Proved finite extinction time using weighted Sobolev inequality and assumptions on p, q, and ρ.
result Weak subsolutions to the equation have a finite extinction time.

DeepStreamCE detects new classes in streaming deep neural networks.

problem Detecting new classes in deep neural networks in a streaming environment.
method Uses autoencoder and MCOD stream-based clustering for real-time concept evolution detection.
result DeepStreamCE outperforms OpenMax in identifying concept evolution.

Simplicial persistence measures financial market dynamics, revealing long-term structure evolution.

problem Understanding the long-term structure evolution of financial markets.
method Simplicial persistence, null models, TMFG filtering, thresholding, generative process analysis.
result More liquid markets exhibit slower persistence decay, suggesting higher fragility to systemic shocks.

A novel approach to analyzing time series generated by complex systems, such as markets, is presented. The basic idea of the approach is the {\it Law of Self-Similar Evolution}, according to which any complex system develops self-similarly. There always exist some internal laws governing the evolution of a system, say …

2001-10-15abs ↗pdf ↗

Model predicts time evolution of supply chain networks under varying costs.

problem Regulating downstream relationships for sustainable SMEs.
method Time varying SCN model based on Lagrangian mechanics, incorporating EDES cost kernels.
result Model predicts bankruptcy and break-even states under different cost scenarios.

We consider the gradient flow of hypersurfaces immersed in the Euclidean space associated to geometric energy functionals. We show that for particular functionals depending by higher covariant derivatives of the curvature, singularities in finite time cannot occur during the evolution. Such geometric functionals are re…

2001-03-03abs ↗pdf ↗

Researchers found a new type of singularity in surface evolution equations.

problem Finite-time singularity formation in surface evolution equations.
method Constructed first example of finite time blow-up solutions for the heat flow of the H-system.
result Singularity forms as a scaled least energy H-bubble with decoupled linearized operators.