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.
New model predicts financial market abnormalities using stock index uncertainties.
The assessment of Parkinson's disease (PD) poses a significant challenge as it is influenced by various factors which lead to a complex and fluctuating symptom manifestation. Thus, a frequent and objective PD assessment is highly valuable for effective health management of people with Parkinson's disease (PwP). Here, w…
Investment disputes increase stock volatility, especially for companies with negative outcomes.
This study analyzes how the Indian stock market reacts to budget announcements using fractal methods.
ODE trajectories become abnormal curves in Carnot groups.
Study finds abnormal paths on specific Lie groups using algebraic structures.
Study on abnormal curves in sub-Riemannian manifolds, proving length-minimizing properties.
The paper bounds abnormal and Goh-abnormal sets for metabelian Lie groups with polarizations.
We prove the smoothness of abnormal minimizers of subriemannian manifolds of step 3 with a nilpotent basis. We prove that rank 2 Carnot groups of step 4 admit no strictly abnormal minimizers. For any subriemannian manifolds of step less than 7, we show all abnormal minimizers have no corner type singularities, which pa…
Researchers found abnormal extremals on specific Lie groups.
We address the problem of abnormal event detection from trajectory data. In this paper, a new adversarial approach is proposed for building a deep neural network binary classifier, trained in an unsupervised fashion, that can distinguish normal from abnormal trajectory-based events without the need for setting manual d…
New optimality conditions for sub-Riemannian geodesics derived.
Media tone around earnings announcements predicts stock returns.
What happens when the Supreme Court of the United States decides a case impacting one or more publicly-traded firms? While many have observed anecdotal evidence linking decisions or oral arguments to abnormal stock returns, few have rigorously or systematically investigated the behavior of equities around Supreme Court…
This study examines abnormal geodesics in 2D-Zermelo navigation problems, revealing their role in separating time minimal and maximal curves.
In this paper, we focus on the development of a method that detects abnormal trajectories of road users at traffic intersections. The main difficulty with this is the fact that there are very few abnormal data and the normal ones are insufficient for the training of any kinds of machine learning model. To tackle these …
Study classifies stock price jumps as exogenous or endogenous using news data.
We provide the first known family of examples of integrable homogeneous sub-Riemannian structures admitting strictly abnormal geodesics. These examples were obtained through the analysis of the equivalence problem for sub-Riemannian Engel structures. We formulate a criterion of strict abnormality in terms of structure …
Given a five dimensional space endowed with a Cartan distribution, the abnormal geodesics form another five dimensional space with a cone structure. Then it is shown, if the cone structure is regarded as a control system, then, the space of abnormal geodesics of the cone structure is naturally identified with the origi…
This paper proposes a novel dynamic Hierarchical Dirichlet Process topic model that considers the dependence between successive observations. Conventional posterior inference algorithms for this kind of models require processing of the whole data through several passes. It is computationally intractable for massive or …
We show that strictly abnormal geodesics arise in graded nilpotent Lie groups. We construct such a group, for which some Carnot geodesics are strictly abnormal; in fact, they are not normal in any subgroup. In the step-2 case we also prove that these geodesics are always smooth. Our main technique is based on the equat…
In machine learning, novelty detection is the task of identifying novel unseen data. During training, only samples from the normal class are available. Test samples are classified as normal or abnormal by assignment of a novelty score. Here we propose novelty detection methods based on training variational autoencoders…
In Carnot-Caratheodory or sub-Riemannian geometry, one of the major open problems is whether the conclusions of Sard's theorem holds for the endpoint map, a canonical map from an infinite-dimensional path space to the underlying finite-dimensional manifold. The set of critical values for the endpoint map is also known …
EMODM detects abnormal patterns in complex systems.
Laboratory test results are an important and generally high dimensional component of a patient's Electronic Health Record (EHR). We train embedding representations (via Word2Vec and GloVe) for LOINC codes of laboratory tests from the EHRs of about 80,000 patients at a cancer center. To include information about lab tes…
The FCA improved insider trading regulation after 2012, reducing abnormal returns.
We study trade-based manipulation of stock prices from the perspective of complex trading networks constructed by using detailed information of trades. A stock trading network consists of nodes and directed links, where every trader is a node and a link is formed from one trader to the other if the former sells shares …
Gradient boosting detects insider purchases predicting abnormal returns in microcap stocks.
Generalizes pseudo-product structures with abnormal extremals.
Co-branding improves stock performance for firms.
The diagnosis, prognosis, and treatment of patients with musculoskeletal (MSK) disorders require radiology imaging (using computed tomography, magnetic resonance imaging(MRI), and ultrasound) and their precise analysis by expert radiologists. Radiology scans can also help assessment of metabolic health, aging, and diab…
We prove the regularity for a class of abnormal length-minimizers in rank sub-Riemannian structures. As a consequence of our result, all length-minimizers for rank sub-Riemannian structures of step up to are of class .
Due to the inherent uncertainty of data, the problem of predicting partial ranking from pairwise comparison data with ties has attracted increasing interest in recent years. However, in real-world scenarios, different individuals often hold distinct preferences. It might be misleading to merely look at a global partial…
This paper aims to classify a single PCG recording as normal or abnormal for computer-aided diagnosis. The proposed framework for this challenge has four steps: preprocessing, feature extraction, training and validation. In the preprocessing step, a recording is segmented into four states, i.e., the first heart sound, …
Valid inference method for DTW distance for abnormal time-series detection.
We construct normal forms for Lorentzian metrics on Engel distributions under the assumption that abnormal curves are timelike future directed Hamiltonian geodesics. Then we indicate some cases in which the abnormal timelike future directed curve initiating at the origin is geometrically optimal. We also give certain e…
We train an enhanced deep convolutional neural network in order to identify eight cardiac abnormalities from the standard 12-lead electrocardiograms (ECGs) using the dataset of 14000 ECGs. Instead of straightforwardly applying an end-to-end deep learning approach, we find that deep convolutional neural networks enhance…
Twitter promotes cryptocurrency pump-and-dumps, affecting trading behavior and returns.
In this article we prove that the codimension of the abnormal set of the endpoint map for certain classes of Carnot groups of step 2 is at least three. Our result applies to all step 2 Carnot groups of dimension up to 7 and is a generalisation of a previous analogous result for step 2 free nilpotent groups.
Develops a tool to identify abnormal blood smear results based on CBC tests.
Research examines how foreign direct investment in Vietnam affects stock returns.
Study Sard problem in step 2 and filiform Carnot groups.
Pearson correlation and mutual information based complex networks of the day-to-day returns of US S&P500 stocks between 1985 and 2015 have been constructed in order to investigate the mutual dependencies of the stocks and their nature. We show that both networks detect qualitative differences especially during (recent)…
We prove several relations between spectrum and dynamics including wave trace expansion, sharp/improved Weyl laws, propagation of singularities and quantum ergodicity for the sub-Riemannian (sR) Laplacian in the four dimensional quasi-contact case. A key role in all results is played by the presence of abnormal geodesi…
New algorithm detects outliers from rare abnormal data.
Lung segmentation from abnormal CXRs using data imputation.
ACA identifies and explains anomalies in data.
Proves Sard conjecture for specific distributions, controlling divergence of vector fields.