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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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0111 · Dec 200019922001200920172026
20 results for U.S. Congress

This article is an expanded version of the talk given by Ch. O. at the Second Latin Congress on "Symmetries in Geometry and Physics" in Curitiba, Brazil in December 2010. In this version we explain the topological and gauge-theoretical aspects of our paper "Abelian Yang-Mills theory on Real tori and Theta divisors of K…

2011-12-26abs ↗pdf ↗

This short paper describes our solution to the 2018 IEEE World Congress on Computational Intelligence One-Minute Gradual-Emotional Behavior Challenge, whose goal was to estimate continuous arousal and valence values from short videos. We designed four base regression models using visual and audio features, and then use…

2018-04-30abs ↗pdf ↗

The cyclotomic trace of Bökstedt-Hsiang-Madsen, the subject of Bökstedt's lecture at the congress in Kyoto, is a map of pro-abelian groups K_*(A) -> TR_*^.(A;p) from Quillen's algebraic K-theory to a topological refinement of Connes' cyclic homology. Over the last decade, our understanding of the target and its relatio…

2003-04-21abs ↗pdf ↗

We provide approximations for VIX futures and options in forward variance models.

problem Modeling VIX futures and options in forward variance models.
method Weak approximations and explicit formula derivation for VIX futures and options.
result Explicit combinations of Black-Scholes prices and greeks for option price approximations.

We analyze expenditure patterns of discretionary funds by Brazilian congress members. This analysis is based on a large dataset containing over 77 million expenses made publicly available by the Brazilian government. This dataset has, up to now, remained widely untouched by machine learning methods. Our main contribut…

2018-11-29abs ↗pdf ↗

Topological gauge theories in four dimensions which admit surface operators provide a natural framework for realizing homological knot invariants. Every such theory leads to an action of the braid group on branes on the corresponding moduli space. This action plays a key role in the construction of homological knot inv…

2007-06-18abs ↗pdf ↗

We present a Bayesian formulation of weighted stochastic block models that can be used to infer the large-scale modular structure of weighted networks, including their hierarchical organization. Our method is nonparametric, and thus does not require the prior knowledge of the number of groups or other dimensions of the…

2017-08-04abs ↗pdf ↗

We learn the structure of a Markov Network between two groups of random variables from joint observations. Since modelling and learning the full MN structure may be hard, learning the links between two groups directly may be a preferable option. We introduce a novel concept called the \emph{partitioned ratio} whose fac…

2015-04-02abs ↗pdf ↗

This article is mostly a writeup of two talks, the first given in the Besse Seminar at the Ecole Polytechnique in 1998 and the second given at the 2000 International Congress on Differential Geometry in memory of Alfred Gray in Bilbao, Spain. It begins with a discussion of basic geometry of almost complex 6-manifolds. …

2005-08-23abs ↗pdf ↗

I explain the root of persistent failure of efforts to remove tax-induced distortions of economic incentives. It lies in FUNDAMENTAL IMPOSSIBILITY of objectively evaluating tax base. Distortions can be entirely avoided in the sector of publicly traded corporations. Evaluation can be bypassed by taxing it in shares (to …

2000-12-18abs ↗pdf ↗