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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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2.5%5.0%7.5%10.0% · May 199519922001200920172026
48 results for abnormal patterns

Gradient boosting detects insider purchases predicting abnormal returns in microcap stocks.

problem Predicting abnormal returns in U.S. microcap stocks using insider purchase signals.
method Gradient boosting classifier trained on insider identity, transaction history, and market conditions.
result Gradient boosting classifier achieves AUC of 0.70 on out-of-sample data, with precision and recall of 0.38 and 0.69 respectively.

Recent semi-supervised anomaly detection methods that are trained using small labeled anomaly examples and large unlabeled data (mostly normal data) have shown largely improved performance over unsupervised methods. However, these methods often focus on fitting abnormalities illustrated by the given anomaly examples on…

2019-10-30abs ↗pdf ↗

Many radiological studies can reveal the presence of several co-existing abnormalities, each one represented by a distinct visual pattern. In this article we address the problem of learning a distance metric for plain radiographs that captures a notion of "radiological similarity": two chest radiographs are considered …

2017-12-11abs ↗pdf ↗

Paper tackles anomaly detection in SAR images without labeled data.

problem Anomaly detection in SAR images with speckle noise and spatial correlation issues.
method Self-supervised deep learning approach: despeckling, adversarial autoencoder, change detection.
result Method outperforms conventional algorithms in detecting anomalies in SAR images.

Inspired by the tremendous success of deep generative models on generating continuous data like image and audio, in the most recent year, few deep graph generative models have been proposed to generate discrete data such as graphs. They are typically unconditioned generative models which has no control on modes of the …

2018-05-25abs ↗pdf ↗

Study finds abnormal paths on specific Lie groups using algebraic structures.

problem Identifying abnormal extremals on Lie groups with quasimetrics.
method Analyzing Lie algebras and seminorms to determine abnormal extremals.
result Established criterion for strong abnormality of extremals.

Continuous-time event sequences represent discrete events occurring in continuous time. Such sequences arise frequently in real-life. Usually we expect the sequences to follow some regular pattern over time. However, sometimes these patterns may be interrupted by unexpected absence or occurrences of events. Identificat…

2019-12-19abs ↗pdf ↗

Paper proposes a risk index combining frequency and severity of abnormal driving patterns.

problem Assessing driver risk based on telematics data.
method Combines frequency of abnormal driving patterns with severity quantified through tail rarity.
result Developed a risk index that enables reliable discrimination and ranking of drivers.

Study on abnormal curves in sub-Riemannian manifolds, proving length-minimizing properties.

problem Characterizing abnormal geodesics in sub-Riemannian manifolds.
method Analyzing curves that annihilate Lie brackets and proving minimization properties.
result Strictly abnormal geodesics can cease to be locally length-minimizing.

The paper bounds abnormal and Goh-abnormal sets for metabelian Lie groups with polarizations.

problem Bounding abnormal and Goh-abnormal sets for metabelian Lie groups.
method Analyzing rank 2 polarizations and sub-Riemannian structures on metabelian Lie groups.
result Metabelian Lie groups with polarizations satisfy the minimizing Sard property.

New framework analyzes pre-stock jump trading behaviors using multivariate time series analysis.

problem Understanding micro-trading behaviors before stock price jumps.
method Multivariate time series analysis considering temporal information.
result Identifies highly informative attributes for predicting price jumps.

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…

2012-02-20abs ↗pdf ↗

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…

2019-03-26abs ↗pdf ↗

A data-driven approach predicts morphological development under structural instability.

problem Understanding and predicting spatiotemporal complexities of morphogenesis under structural instability.
method Machine-learning framework based on physical modeling of morphogenesis.
result Identification of key bifurcation characteristics and prediction of history-dependent development.

Model predicts epileptic seizures by detecting preictal state using wavelet transform and PCA.

problem Predicting epileptic seizures before onset.
method Common spatial pattern filtering, wavelet transform for preprocessing, PCA for feature extraction, SVM for classification.
result Average sensitivity of 93.1% for 84 seizures in 23 subjects.

Media tone around earnings announcements predicts stock returns.

problem Determining if media tone around earnings announcements provides useful information for stock prices.
method Conducted an event study on media tone around earnings announcements for nonfinancial S&P 500 firms.
result Media tone around earnings announcements predicts abnormal stock returns.

We propose an algorithm for detecting patterns exhibited by anomalous clusters in high dimensional discrete data. Unlike most anomaly detection (AD) methods, which detect individual anomalies, our proposed method detects groups (clusters) of anomalies; i.e. sets of points which collectively exhibit abnormal patterns. I…

2015-12-20abs ↗pdf ↗

This study examines abnormal geodesics in 2D-Zermelo navigation problems, revealing their role in separating time minimal and maximal curves.

problem The role of abnormal geodesics in planar Zermelo navigation problems with strong current.
method Geometric time optimal control approach, focusing on the heading angle of the ship.
result Abnormal geodesics separate time minimal and maximal curves, and are both small-time minimizing and maximizing.

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 …

2018-08-25abs ↗pdf ↗

For the purpose of monitoring the behavior of complex infrastructures (e.g. aircrafts, transport or energy networks), high-rate sensors are deployed to capture multivariate data, generally unlabeled, in quasi continuous-time to detect quickly the occurrence of anomalies that may jeopardize the smooth operation of the s…

2019-04-09abs ↗pdf ↗

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…

1995-05-21abs ↗pdf ↗

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…

2018-06-08abs ↗pdf ↗

In big data era, machine learning is one of fundamental techniques in intrusion detection systems (IDSs). However, practical IDSs generally update their decision module by feeding new data then retraining learning models in a periodical way. Hence, some attacks that comprise the data for training or testing classifiers…

2018-03-11abs ↗pdf ↗

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 …

2015-03-12abs ↗pdf ↗

The FCA improved insider trading regulation after 2012, reducing abnormal returns.

problem Regulation of insider trading before and after the UK Financial Services Act 2012.
method Event study methodology using abnormal returns analysis.
result Abnormal returns were reduced after the FCA took over from the FSA.

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 …

2012-12-31abs ↗pdf ↗

New model predicts financial market abnormalities using stock index uncertainties.

problem Forecasting abnormal financial fluctuations in the market.
method Quantitative analysis of mean and volatility uncertainties, constructing early warning indicators.
result Established a new abnormal fluctuations warning model.

Generalizes pseudo-product structures with abnormal extremals.

problem Finiteness of symmetry algebras for non-degenerate pseudo-product structures.
method Modified universal prolongation of graded nilpotent Lie algebras and generalized finiteness criterion.
result Distributions with singularly transitive properties have finite-dimensional symmetries.

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…

2019-10-14abs ↗pdf ↗