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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.

168,657 papers · 148 categories

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229459688917 · Jun 202019922001200920172026
48 results for Time complexity

This note constructs complex structures on specific isoparametric hypersurfaces.

problem Building complex structures on isoparametric hypersurfaces.
method Constructing almost or complex structures on isoparametric hypersurfaces in unit spheres.
result Complex structures on S1imesS7imesS6S^1 imes S^7 imes S^6 and S1imesS3imesS2S^1 imes S^3 imes S^2 are built.

Improved time complexity for parallel stochastic optimization in heterogeneous systems.

problem Time complexity in parallel stochastic optimization for large-scale machine learning models.
method Proposes Rennala MVR, a variance-reduced extension of Rennala SGD based on momentum-based variance reduction.
result Variance reduction improves time complexity in relevant parameter regimes for parallel stochastic optimization in heterogeneous systems.

Study compares Bitcoin, gold, and gas price complexity using multifractal and multiscale entropy methods.

problem Quantifying complexity of financial time series for market analysis.
method Employed MF-DFA and RCMSE to analyze Bitcoin, GBP/USD, gold, and natural gas price log-return time series.
result Bitcoin shows higher complexity compared to other markets, linked to higher nonlinear correlations.

Ringmaster ASGD improves Asynchronous SGD's efficiency under varying worker times.

problem Suboptimal performance of Asynchronous SGD under heterogeneous worker computation times.
method Ringmaster ASGD, a novel Asynchronous SGD method with optimal time complexity.
result Ringmaster ASGD achieves optimal time complexity under arbitrary worker heterogeneity.

In this paper almost complex surfaces of the nearly Kähler S3×S3S^3\times S^3 are studied in a systematic way. We show that on such a surface it is possible to define a global holomorphic differential, which is induced by an almost product structure on the nearly Kähler S3×S3S^3\times S^3. We also find a correspondence betwe…

2012-08-03abs ↗pdf ↗

We describe and extract time-ordered multibody interactions from complex systems.

problem Complex systems with temporal and multibody dependencies.
method Decompose multivariate Markov chains into time-ordered multibody interactions. Algorithm to extract interactions from data. Measure complexity of interaction ensembles.
result Robust and efficient algorithm to infer time-ordered multibody interactions from data.

The paper proves complex geometry results for manifolds of the form X × R², answering a 1994 conjecture.

problem Proving complex geometry results for manifolds of the form X × R².
method Using Riemannian and complex geometry techniques, the authors show the existence of metrics with positive scalar curvature.
result The paper answers a 1994 Rosenberg-Stolz conjecture for X × R², extending results to noncompact manifolds.

This paper introduces intrinsic time, a new measure of time for complex systems.

problem Traditional time measures fail to capture the dynamic nature of real-world phenomena.
method Intrinsic time uses an event-based, algorithmic framework to analyze time series data.
result Intrinsic time reveals novel structures and regularities in financial markets.

Cryptocurrency time-series predictability is low, resembling Brownian noise.

problem Low predictability of cryptocurrency exchange rates.
method Complexity and model predictions of Litecoin, Binance Coin, Bitcoin, Ethereum, and XRP exchange rates.
result Simpler models outperform complex ones in cryptocurrency forecasting.

Examines predictability and complexity of economic time series using symbolic dynamics and entropy.

problem Understanding the predictability and complexity of economic time series.
method Symbolic dynamics and Information theory (entropy and uncertainty).
result Economic time series are complex and can be expressed in terms of information production.

Efficient algorithms improve learning of large-margin halfspaces.

problem Learning large-margin halfspaces efficiently and reproducibly.
method Design of efficient, dimension-independent, polynomial-time algorithms; SGD-based approach; DP-to-Replicability reduction.
result Improved sample complexity compared to previous algorithms, with optimal sample complexity for one algorithm.

We study the geometry of Engel structures, which are 2-plane fields on 4-manifolds satisfying a generic condition, that are compatible with other geometric structures. A complex Engel structure is an Engel 2-plane field on a complex surface for which the 2-planes are complex lines. We solve the equivalence problems for…

2018-05-19abs ↗pdf ↗

We give an algorithm to decide which elements of pi_2(S^2\times S^1#...#S^2\times S^1) can be represented by embedded spheres. Such spheres correspond to splittings of the free group on k generators. Equivalently our algorithm decides whether, for a handlebody N, an element in pi_2(N,\partial N) can be represented by a…

2004-10-04abs ↗pdf ↗

Polynomial-time DP algorithm for learning Gaussians with matching sample complexity.

problem Learning Gaussian distributions while maintaining privacy.
method General framework for reducing DP estimation to non-private, polynomial-time algorithm for Gaussian learning.
result Matching sample complexity to information-theoretic upper bound for Gaussian learning.

This paper improves entropy bounds for ranking time-series complexity.

problem Ranking the complexity of time series processes.
method Building on information theoretic bounds, the paper improves the upper bound of conditional differential entropy using Hadamard's inequality and covariance matrix properties.
result The improved bounds can be used to rank the complexity of time series processes.

This paper establishes for the first time the predictive performance of speed priors and their computational complexity. A speed prior is essentially a probability distribution that puts low probability on strings that are not efficiently computable. We propose a variant to the original speed prior (Schmidhuber, 2002),…

2016-04-12abs ↗pdf ↗

We show that the genus problem for alternating knots with nn crossings has linear time complexity and is in Logspace(n)(n). Almost all alternating knots of given genus possess additional combinatorial structure, we call them standard. We show that the genus problem for these knots belongs to TC0TC^0 circuit complexity c…

2018-03-13abs ↗pdf ↗

Improved sample and time complexity for identifying mixtures of product distributions.

problem Identifying a mixture of kk product distributions from statistics.
method Combining robust tensor decomposition and Hadamard extensions to bound the condition number of key matrices.
result Achieved sample complexity and run-time complexity of (1/ζ)O(k)(1/ζ)^{O(k)} for n2k1n \geq 2k-1.

New insights into training ReLU networks, especially as data dimensionality increases.

problem Understanding computational complexity of training ReLU networks with varying data dimensions.
method Analyzed the parameterized complexity of two-layer ReLU networks with respect to various loss functions, focusing on the influence of data dimensionality.
result Running time lower bounds and optimal brute-force strategies for training ReLU networks, extending previous results to broader loss functions.

Flexible Cox model for time-dependent covariates with complex sparsity patterns.

problem Lack of flexibility in enforcing specific sparsity patterns in time-dependent Cox models.
method Proposes a flexible framework for variable selection in time-dependent Cox models, accommodating complex selection rules.
result Achieves accurate estimation with low false alarm rates for complex covariate structures.

Study of metrics on spheres and their complex structure properties.

problem Identifying metrics on spheres and their complex structure properties.
method Identify metrics via Nash isometric embeddings, use isotopic extension theorem, and analyze extrinsic quantities.
result No sphere of dimensions 6 or higher can be diffeomorphic to a complex manifold.

ALT improves TSC by capturing complex patterns in time series data.

problem Challenges in traditional TSC methods with time series complexity and variability.
method ALT incorporates variable-length shifted time windows to enhance LLT for better feature representation.
result ALT achieves state-of-the-art performance with few hyperparameters.

This work analyzes actor-critic methods for faster convergence.

problem Finite-time analysis and sample complexity of two-time-scale actor-critic methods.
method Non-asymptotic analysis under non-i.i.d. setting, proving convergence to first-order stationary point.
result Actor-critic method finds a first-order stationary point with ildeO(ε2.5)\mathcal{ ilde{O}}(ε^{-2.5}) sample complexity.

BASS efficiently learns time-varying graphs with low complexity and automatic tuning.

problem Estimating time-varying graphical models with efficient and automatic parameter tuning.
method BASS uses temporally-dependent spike-and-slab priors and variational inference to learn graph structures efficiently.
result BASS outperforms existing methods in recovering true graphs, especially for high-dimensional cases.

The anomaly flow on a complex 3-fold is studied with integral Shi-type estimates and long-time existence conditions.

problem Long-time existence of the anomaly flow on a compact complex 3-fold.
method Integral Shi-type estimates adapted from integration-by-parts arguments, with a smallness condition on the slope parameter.
result Long-time existence of the anomaly flow on a compact complex 3-fold under a smallness condition on the slope parameter.

Proves smooth solution uniqueness and long-term existence for a parabolic equation on a complex manifold.

problem Existence and uniqueness of solutions to a parabolic equation on compact complex manifolds.
method Uses parabolic Donaldson's equation to prove existence and uniqueness of smooth solutions.
result Smooth solutions to the parabolic Donaldson's equation on compact complex manifolds exist and are unique for all time.

In this paper, we present an online adaptive PCA algorithm that is able to compute the full dimensional eigenspace per new time-step of sequential data. The algorithm is based on a one-step update rule that considers all second order correlations between previous samples and the new time-step. Our algorithm has O(n) co…

2017-09-07abs ↗pdf ↗

We consider different levels of complexity which are observed in the empirical investigation of financial time series. We discuss recent empirical and theoretical work showing that statistical properties of financial time series are rather complex under several ways. Specifically, they are complex with respect to their…

2001-04-19abs ↗pdf ↗

Global models outperform univariate benchmarks in complex time series forecasting.

problem Comparing global forecasting models to univariate benchmarks in various challenging scenarios.
method Simulated datasets with controlled characteristics, including homogeneity, complexity, and series lengths. Global forecasting models (RNN, LGBM) compared to univariate techniques.
result Global models like RNN and LGBM are competitive in complex scenarios with short series lengths and heterogeneous data.

There exist non-degenerate 3-form dωIdω_I, ωI(X,Y)=g(IX,Y)ω_I(X,Y)=g(IX,Y), for each leftinvariant almost Hermitian structure (g,I)(g,I), where gg is Killing-Cartan metric on the M=S3×S3=SU(2)×SU(2)M=S^3\times S^3=SU(2)\times SU(2). Known \cite{H1}, that arbitrary non-degenerate 3-form on the 6-dimensional manifold, with some additional properties def…

2010-01-18abs ↗pdf ↗

Linformer reduces transformer complexity to linear, improving efficiency.

problem High cost of training and deploying large transformer models for long sequences.
method Approximates self-attention with low-rank matrix, proposing Linformer with O(n)O(n) complexity.
result Linformer performs similarly to standard transformers but is more memory- and time-efficient.

MTHetGNN models complex relations in multivariate time series forecasting.

problem Complex relations among variables in multivariate time series forecasting.
method Designs a relation embedding module and a temporal embedding module, using graph neural networks and CNNs.
result Achieves state-of-the-art results in multivariate time series forecasting.

We study the Hermitian curvature flow of locally homogeneous non-Kähler metrics on compact complex surfaces. In particular, we characterize the long-time behavior of the solutions to the flow. We also provide the first example of a compact complex non-Kähler manifold admitting a finite time singularity for the Hermitia…

2019-06-27abs ↗pdf ↗

We prove that the tangent bundle of an inner symmetric space MM of compact type is weakly complex if and only if MM is a Riemannian product M1×...×MkM_1\times...\times M_k, each MiM_i being an even-dimensional round sphere or Hermitian symmetric.

2010-06-12abs ↗pdf ↗

Study on complex hyperbolic bidisk isometries and their Dirichlet domains.

problem Investigating isometries and Dirichlet domains in the complex hyperbolic bidisk.
method Examined the isometries of the complex hyperbolic bidisk and the Dirichlet domain formed by a cyclic subgroup action.
result Proved that the Dirichlet domain has two sides.

A manifold which admits a reducible genus-22 Heegaard splitting is one of the 33-sphere, S2×S1S^2 \times S^1, lens spaces or their connected sums. For each of those splittings, the complex of Haken spheres is defined. When the manifold is the 33-sphere, S2×S1S^2 \times S^1 or the connected sum whose summands are lens spac…

2015-12-20abs ↗pdf ↗

Paper accelerates nonlinear mapping in online systems with lower time complexity.

problem Speeding up nonlinear mapping in online systems.
method Integrates an acceleration module into Dendrite Net (DD) to reduce time complexity.
result DD with AC has lower time complexity while maintaining nonlinear mapping and system identification properties.