Research
On-device research index

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

Trend · papers per month

13263851 · May 202619922001200920172026
48 results for XXX chain

Study of surface defects in gauge theories leads to duality and separation of variables.

problem Understanding surface observables and their transitions in gauge theories.
method Utilized Fourier transformations and spectral problems to derive dualities and separation of variables.
result Exact duality between spectral problems of spin chains and Gaudin models.

New equations describe surfaces with constant curvature.

problem Characterizing and classifying third-order evolution systems for pseudospherical and spherical surfaces.
method Integrability conditions of g\mathfrak{g}-valued linear problems, with g=sl(2,R)\mathfrak{g}=\mathfrak{sl}(2,\R) or g=su(2)\mathfrak{g}=\mathfrak{su}(2).
result Characterization and classification of systems, including new families of coupled KdV and mKdV-type equations.

We completely describe Wahlquist-Estabrook prolongation structures (coverings) dependent on u, u_x, u_{xx}, u_{xxx} for the Krichever-Novikov equation u_t=u_{xxx}-3u_{xx}^2/(2u_x)+p(u)/u_x+au_x in the case when the polynomial p(u)=4u^3-g_2u-g_3 has distinct roots. We prove that there is a universal prolongation algebra…

2002-08-05abs ↗pdf ↗

Study shows the second fundamental form of pseudospherical surfaces is universal and not dependent on specific solutions.

problem Dependence of the second fundamental form in local isometric immersions of pseudospherical surfaces.
method Analysis of third order differential equations and jets of finite order.
result The second fundamental form of pseudospherical surfaces is universal and not dependent on the specific solution.

In this paper we study a notion of topological complexity for the motion planning problem. The topological complexity is a number which measures discontinuity of the process of motion planning in the configuration space X. More precisely, it is the minimal number k such that there are k different motion planning rules,…

2001-11-18abs ↗pdf ↗

In this paper we show that if one writes down the structure equations for the evolution of a curve embedded in an (n)-dimensional Riemannian manifold with constant curvature this leads to a symplectic, a Hamiltonian and an hereditary operator. This gives us a natural connection between finite dimensional geometry, infi…

2003-01-20abs ↗pdf ↗

Third-order PDEs describe spherical and pseudospherical surfaces.

problem Equations for spherical and pseudospherical surfaces.
method Classification of third-order PDEs using compatibility conditions and linear problems.
result Explicit classification of equations describing spherical and pseudospherical surfaces.

Study finds on-chain data can proxy off-chain cryptocurrency pricing.

problem Develop methods to proxy off-chain cryptocurrency pricing using on-chain data.
method Graphical models, mutual information, and ensemble machine learning.
result A significant amount of pricing information is contained in on-chain data, but precise prices are hard to recover except on short time scales.

Reduces identity testing of reversible Markov chains to simpler symmetric chain tests.

problem Testing identity of reversible Markov chains from a single trajectory.
method Using lumping-congruent Markov embeddings, the problem is simplified to testing symmetric chains over a larger state space.
result Achieves state-of-the-art sample complexity for identity testing.

We present a new family of models that is based on graphs that may have undirected, directed and bidirected edges. We name these new models marginal AMP (MAMP) chain graphs because each of them is Markov equivalent to some AMP chain graph under marginalization of some of its nodes. However, MAMP chain graphs do not onl…

2013-05-03abs ↗pdf ↗

Paper proposes an adaptive modeling approach for row-type dependent predictive analysis in banking.

problem Accurate prediction of diverse row types within a single dataset.
method Adaptive modeling approach, tailored data pre-processing, feature engineering, traditional and ensemble machine learning models.
result All predictive approaches achieve a precision rate of no less than 90% for different row types.

Mack's estimator improves chain ladder prediction for large exposure insurance models.

problem Uncertainty quantification in compound Poisson loss models.
method Large exposure asymptotics applied to Mack's estimator.
result Chain ladder prediction uncertainty can be quantified without model assumptions.

Polynomial invariants classify molecular chains based on their contact arrangements.

problem No established invariants for molecular chains with both hard and soft contacts.
method Developed polynomial invariants for circuit topology of molecular chains.
result Polynomial invariants efficiently classify chains with various contact types.

This study aims to improve communication between fragmented blockchain systems in finance.

problem Inefficient and insecure communication in fragmented blockchain systems.
method Analysis of cross-chain interoperability protocols and their properties.
result Comparison and evaluation of cross-chain interoperability protocols.

We analyze a new Markov chain model for better sampling and optimization.

problem Developing a new Markov chain model for improved sampling and optimization.
method We introduce a new class of Ito chains with arbitrary noise and inexact drift/diffusion coefficients, proving a bound in W2W_{2}-distance.
result Our analysis provides improved or first results for various applications like SGLD, sampling, and boosting.

This work improves generalisation bounds using chaining and information theory.

problem Improving generalisation bounds for supervised learning algorithms.
method Developed a theoretical framework linking generalisation bounds to their chained counterparts, derived new bounds using Wasserstein distance.
result Chained generalisation bounds can be tighter than standard bounds, especially for concentrated hypothesis distributions.

Study on identifying AMP chain graph models under known and unknown component decompositions.

problem Identifying AMP chain graph models with known and unknown chain component decompositions.
method Analyzes conditions for identifiability of AMP models and proposes algorithms for structure recovery.
result Conditions for DAG identifiability in AMP models extend equal variance criteria for Bayes nets.

The paper provides concentration inequalities for Markov chain variance estimators.

problem Estimating the variance of Markov chains with concentration properties.
method Martingale decomposition method for uniformly geometrically ergodic Markov chains.
result Explicit control of the p-th moment of the OBM estimator difference and dependence on p and mixing time.

The study provides bounds for geodesic diameter in Euclidean space.

problem Finding bounds for geodesic diameter in Euclidean space.
method Develops a geometric approach using locally rectifiable chains and complete normed commutative group bundles.
result Provides a new method for calculating geodesic diameter bounds.

We study the problem of learning the transition matrices of a set of Markov chains from a single stream of observations on each chain. We assume that the Markov chains are ergodic but otherwise unknown. The learner can sample Markov chains sequentially to observe their states. The goal of the learner is to sequentially…

2019-05-27abs ↗pdf ↗

In this paper, we introduce the notion of Reidemeister torsion for quasi-isomorphisms of based chain complexes over a field. We call a chain map a quasi-isomorphism if its induced homomorphism between homology is an isomorphism. Our notion of torsion generalizes the torsion of acyclic based chain complexes, and is a ch…

2006-08-18abs ↗pdf ↗

GNNs improve supply chain analytics with real-world benchmarks.

problem Limited research on applying GNNs to supply chain management.
method Conceptual discussions, detailed formulations, examples, mathematical definitions, and task guidelines.
result GNN-based models outperform other methods by 10-40% in various supply chain tasks.

We introduce and study the notion of a chain group of homeomorphisms of a one-manifold, which is a certain generalization of Thompson's group FF. The resulting class of groups exhibits a combination of uniformity and diversity. On the one hand, a chain group either has a simple commutator subgroup or the action of the…

2016-10-13abs ↗pdf ↗

Simpler method derived for path geometries on surfaces, characterizing projective path geometries.

problem Characterizing projective path geometries on surfaces.
method Solving the equivalence problem of sub-Riemannian geometry of signature (1,1) on a contact 3-manifold.
result Characterization of projective path geometries in terms of their chains.

In this paper, we deal with the task of building a dynamic ensemble of chain classifiers for multi-label classification. To do so, we proposed two concepts of classifier chains algorithms that are able to change label order of the chain without rebuilding the entire model. Such modes allows anticipating the instance-sp…

2017-10-20abs ↗pdf ↗

Stochastic gradient methods are the workhorse (algorithms) of large-scale optimization problems in machine learning, signal processing, and other computational sciences and engineering. This paper studies Markov chain gradient descent, a variant of stochastic gradient descent where the random samples are taken on the t…

2018-09-12abs ↗pdf ↗

We compute the chains associated to the left-invariant CR structures on the three-sphere. These structures are characterized by a single real modulus aa. For the standard structure a=1a=1, the chains are well-known and are closed curves. We show that for almost all other values of the modulus aa either two or three ty…

2007-11-16abs ↗pdf ↗

Crypto markets show negative spillovers between chains, not positive co-movements.

problem Negative spillovers in crypto asset returns across different blockchains.
method On-chain data from multiple blockchains (Ethereum, Solana, Binance, Arbitrum, Avalanche) analyzed over 2022-2025.
result Surges on one chain often coincide with declines on others, especially during attention shocks.

We give a new proof of the Morse Homology Theorem by constructing a chain complex associated to a Morse-Bott-Smale function that reduces to the Morse-Smale-Witten chain complex when the function is Morse-Smale and to the chain complex of smooth singular NN-cube chains when the function is constant. We show that the ho…

2006-12-12abs ↗pdf ↗