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.
Paper adapts causal analysis for time-dependent systems, especially energy management.
CENNSurv models cumulative effects of time-dependent exposures on survival outcomes.
SurvSHAP(t) explains time-dependent survival predictions from machine learning models.
Develops a deep survival model for causal inference in longitudinal studies.
Marginal structural models (MSMs) estimate the causal effect of a time-varying treatment in the presence of time-dependent confounding via weighted regression. The standard approach of using inverse probability of treatment weighting (IPTW) can lead to high-variance estimates due to extreme weights and be sensitive to …
Study heat flow on changing surfaces, proving existence and uniqueness.
Proposes a method to estimate time-dependent probability density functions using binary classifiers.
We study the time dependent cross correlations of stock returns, i.e. we measure the correlation as the function of the time shift between pairs of stock return time series using tick-by-tick data. We find a weak but significant effect showing that in many cases the maximum correlation is at nonzero time shift indicati…
Recently, the intervention calculus when the DAG is absent (IDA) method was developed to estimate lower bounds of causal effects from observational high-dimensional data. Originally it was introduced to assess the effect of baseline biomarkers which do not vary over time. However, in many clinical settings, measurement…
We investigated financial market data to determine which factors affect information flow between stocks. Two factors, the time dependency and the degree of efficiency, were considered in the analysis of Korean, the Japanese, the Taiwanese, the Canadian, and US market data. We found that the frequency of the significant…
We introduce the concept of numerical Gaussian processes, which we define as Gaussian processes with covariance functions resulting from temporal discretization of time-dependent partial differential equations. Numerical Gaussian processes, by construction, are designed to deal with cases where: (1) all we observe are …
Modeling regime shifts in co-evolving time series with interactions and time-dependency.
Proposes a neural network for dynamic risk prediction of AMD using longitudinal fundus images.
Study of time-dependent metrics and connections in geometry.
A new method uses deep learning to efficiently solve complex physics equations in high dimensions.
Flexible Hawkes model with Gaussian process self-effects for time-dependent data.
Dynamic Structural Causal Models handle time-dependent systems with cycles and latent confounding.
We present a time-dependent Langevin description of dynamics of stock prices. Based on a simple sliding-window algorithm, the fluctuation of stock prices is discussed in the view of a time-dependent linear restoring force which is the linear approximation of the drift parameter in Langevin equation estimated from the f…
In this paper, we prove a differential Harnack inequality for positive solutions of time-dependent heat equations with potentials. We also prove a gradient estimate for the positive solution of the time-dependent heat equation.
GrADE uses graph neural networks and Neural ODE for solving time-dependent nonlinear PDEs efficiently.
Study on relativistic nonholonomic mechanics with time-dependent constraints.
The aim of this paper is to geometrize time dependent Lagrangian mechanics in a way that the framework of second order tangent bundles plays an essential role. To this end, we first introduce the concepts of time dependent connections and time dependent semisprays on a manifold and their induced vector bundle struc…
Gradient-based methods improve understanding of deep learning survival models.
In this article we get a time-dependent Sobolev inequality along the Ricci flow which generalizes the earlier results of Zhang, Ye, Hsu. As an application of the time-dependent Sobolev inequality, we also get a growth of the ratio of bob-collapsing along the Ricci flow.
The aim of this paper is to obtain on the dual 1-jet space J^{1*}(R;M) the main geometrical objects used in the dual jet geometry of time-dependent Hamiltonians. We talk about distinguished (d-) tensors, time-dependent semisprays, nonlinear connections and their mathematical connections.
The paper extends Marsden-Weinstein reduction to mechanical presymplectic structures for time-dependent Hamiltonian systems.
In this paper, we elucidate the key role played by the cosymplectic geometry in the theory of time dependent Hamiltonian systems. In particular, we generalize the cosymplectic structures to time-dependent Nambu-Poisson Hamiltonian systems and corresponding Jacobi's last multiplier for 3D systems. We illustrate our cons…
MAntRA combines machine learning and Bayesian methods for time-dependent reliability analysis of unknown systems.
Flexible Cox model for time-dependent covariates with complex sparsity patterns.
We propose the time-dependent generalization of an `ordinary' autonomous human biomechanics, in which total mechanical + biochemical energy is not conserved. We introduce a general framework for time-dependent biomechanics in terms of jet manifolds derived from the extended musculo-skeletal configuration manifold. The …
Paper shows how scattering maps of Schrödinger equations relate to metrics.
The usual formulation of time-dependent mechanics implies a given splitting of an event space . This splitting, however, is broken by any time-dependent transformation, including transformations between inertial frames. The goal is the frame-covariant formulation of time-dependent mechanics on a bundle…
We consider Lagrangian coherent structures (LCSs) as the boundaries of material subsets whose advective evolution is metastable under weak diffusion. For their detection, we first transform the Eulerian advection-diffusion equation to Lagrangian coordinates, in which it takes the form of a time-dependent diffusion or h…
Mathematical models with time dependent parameters are of great interest in financial Mathematics because they capture real life scenarios in the financial market. In this study, via the Lie group technique, we analyse evolution-type equations with time dependent parameters and give the general symmetry structure of th…
In this paper we prove two extensions of Hamilton's maximal principle for systems pf parabolic equations which sould be useful for the study of the Ricci flow and some other geometric evolution equations. One extension is a time-dependent maximum principle and the other is a time-dependent maximum principle subject to …
A new RNN model tackles long-time dependencies with fast, invertible, and memory-efficient hidden states.
In this paper we propose the time-dependent generalization of an `ordinary' autonomous human biomechanics, in which total mechanical + biochemical energy is not conserved. We introduce a general framework for time-dependent biomechanics in terms of jet manifolds associated to the extended musculo-skeletal configuration…
Develops semi-closed form solutions for barrier and American options on time-dependent OU process.
DynForest R package predicts outcomes with time-dependent predictors.
The usual formulations of time-dependent mechanics start from a given splitting of the coordinate bundle . From physical viewpoint, this splitting means that a reference frame has been chosen. Obviously, such a splitting is broken under reference frame transformations and time-dependent canonical …
Surrogate models help predict complex systems with less computational cost.
Path integral method calculates PDBS option prices with time-dependent parameters.
The paper analyzes time-dependent streaming data with biased gradient estimates and proposes improved stochastic optimization methods.
Based on our previous study [IS3] on the stationary scattering theory for the Schrodinger operator on a manifold possessing an escape function we complete our investigation by doing the time-dependent counterpart. A particular class of examples are manifolds with Euclidean and/or hyperbolic ends, possibly with unbounde…
Model integrates multi-view temporal data for better understanding of latent dynamics.
SurvFD and SurvSHAP-IQ provide interpretable survival models by analyzing feature interactions.
We study the heat equation on time-dependent metric measure spaces (as well as the dual and the adjoint heat equation) and prove existence, uniqueness and regularity. Of particular interest are properties which characterize the underlying space as a super Ricci flow as previously introduced by the second author. Our ma…
This work presents an exact solution to the generalized Heston model, where the model parameters are assumed to have linear time dependence The solution for the model in expressed in terms of confluent hypergeometric functions.