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

275480107 · Jun 202019922001200920172026
48 results for ad tracking

We address the problem of partial index tracking, replicating a benchmark index using a small number of assets. Accurate tracking with a sparse portfolio is extensively studied as a classic finance problem. However in practice, a tracking portfolio must also be diverse in order to minimise risk -- a requirement which h…

2018-09-06abs ↗pdf ↗

Framework analyzes physical metrics in soccer to link performance with value.

problem Understanding and quantifying the value of physical performance in soccer.
method Estimating physical indicators from tracking data, contextualizing runs, linking with possession-value model.
result Physical performance correlates with value generation in soccer.

The paper extends Merton's problem by adding benchmark tracking, finding optimal strategies.

problem Maximizing consumption utility with a trade-off against benchmark performance.
method Developed a convex duality theorem and derived optimal strategies for specific cases.
result Found optimal portfolio and consumption strategies for CRRA utility and geometric Brownian motion benchmarks.

This paper optimizes portfolio selection by penalizing tracking error, improving Sharpe ratio.

problem Optimizing portfolio allocation with a penalty for deviation from a reference portfolio.
method Formulated as a McKean-Vlasov control problem, provides explicit solutions and asymptotic expansions.
result The penalized portfolio strategy outperforms standard mean-variance and reference portfolios in most cases.

This work uses SVM to identify track component failures in AC Track Circuits.

problem Detecting and identifying specific track component failures in AC Track Circuits.
method Applied SVM classifier to STDS track circuit data.
result Successfully classified 15 different track component failures.

New method uses cluster shapes to improve track finding in particle collisions.

problem Combining timing and additional detector information for efficient track finding.
method Neural networks to analyze cluster shapes for track seeding.
result Cluster shapes reduce fake combinatorial backgrounds while maintaining high track efficiency.

Study 3d N=1 vacua from M-theory compactification on Spin(7) space.

problem Quantum corrections in 3d N=1 vacua from M-theory compactification.
method Use Higgs bundles to analyze 3d N=1 vacua and track corrections.
result Topological anomalies are robust and calculable in 3d effective field theory.

This paper optimizes object tracking on edge devices with small matrices.

problem Efficiently tracking objects in video sequences on edge devices with small matrices.
method Parallelized a Simple Online and Real-time Tracking (SORT) application on shared-memory multicores.
result Throughput-based parallelization technique outperforms multi-threading for small matrices.

A DRL-based strategy improves vehicle tracking accuracy while saving energy.

problem Enhancing vehicle tracking accuracy in WSNs without increasing energy consumption.
method Decentralized strategy with dynamic reinforcement learning to adjust sensing areas.
result Simulation results demonstrate superior performance of DRL-aided design.

Paper introduces TAP-Vid, a benchmark for tracking any point in videos.

problem Tackles the problem of tracking arbitrary physical points on surfaces over longer video clips.
method Formalizes the problem as TAP, introduces TAP-Vid benchmark, uses crowdsourced pipeline with optical flow estimates, proposes TAP-Net model.
result TAP-Net outperforms all prior methods on TAP-Vid benchmark when trained on synthetic data.

The efficiency of a modern economy depends on what we call the Value-Tracking Hypothesis: that market prices of key assets broadly track some underlying value. This can be expected if a sufficient weight of market participants are valuation-based traders, buying and selling an asset when its price is, respectively, bel…

2019-03-23abs ↗pdf ↗

We show that the subsurface projection of a train track splitting sequence is an unparameterized quasi-geodesic in the curve complex of the subsurface. For the proof we introduce induced tracks, efficient position, and wide curves. This result is an important step in the proof that the disk complex is Gromov hyperbolic…

2010-04-26abs ↗pdf ↗

Dynamic tracking error framework shows similar performance but varying volatility across different constraints.

problem Differences in governance parameters between Total Portfolio Approach and Strategic Asset Allocation.
method Portfolio simulations using U.S. equity and bond data from 2000 to 2026, spanning 2004 to 2026.
result Realized tracking error volatility varies 12-fold across different constraints, with costs highest during crises.

Study online learning with delays and capacity constraints, achieving optimal regret bounds.

problem Online learning with delays and capacity constraints.
method Novel scheduling and preemptive techniques, matching upper and lower bounds.
result Achieves optimal regret bounds across all capacity levels.

Bayesian approach for constructing and rebalancing sparse index-tracking portfolios.

problem Sparse tracking of a reference index with uncertainty quantification.
method Sparse linear regression with Laplace prior, empirical-Bayes calibration, Langevin-type MCMC, threshold-based rules.
result Posterior uncertainty on tracking error, portfolio composition, and rebalancing moves.

Automated method selects eye tracking variables for categorization tasks.

problem Limited duration of infant cooperation and biases in handpicked eye tracking variables.
method Automated selection of eye tracking variables using statistical techniques.
result Same eye tracking variables classify category learners from non-learners in adults and infants with high accuracy.

Paper translates train track concepts to cluster algebras for pseudo-Anosov mapping classes.

problem Understanding pseudo-Anosov mapping classes on surfaces.
method Using Goncharov--Shen's potential function, the paper translates train track concepts into cluster algebra language.
result Proves sign stability of general pseudo-Anosov mapping classes.

This paper reviews and analyzes various modeling approaches for financial index tracking.

problem Efficient replication of market index performance in financial markets.
method Categorization into three frameworks: optimization, statistical, and machine learning; empirical study on S&P 500 dataset.
result Optimization-based models deliver the most precise index tracking, statistical-based models achieve the strongest return-risk balance, and data-driven models provide competitive performance.

New data-driven Cartan connection tracks complex vascular structures.

problem Tracking complex vascular structures in multi-orientation images.
method Formulated a data-driven Cartan connection on M2\mathbb{M}_2 for geodesic tracking.
result Improved geodesic tracking of vascular trees with globally optimal curves.

We study a series of static and dynamic portfolios of VIX futures and their effectiveness to track the VIX index. We derive each portfolio using optimization methods, and evaluate its tracking performance from both empirical and theoretical perspectives. Among our results, we show that static portfolios of different VI…

2019-06-29abs ↗pdf ↗

Online learners track optimal solutions with constant step-size.

problem Tracking optimal solutions in online learning settings.
method Established a link between steady-state performance and tracking performance using analogies with adaptive filters.
result Inferred tracking performance from steady-state expressions directly.

Hybrid approach combines transformer and Bayesian filtering for robust multiple particle tracking.

problem Challenges in tracking multiple particles in noisy scenes due to combinatorial explosion of hypotheses.
method Attention-Bayesian hybrid framework using transformer for association and Bayesian filtering for pruning hypotheses.
result Improved tracking accuracy and robustness against spurious detections.

The main theorem of this paper classifies the quasi-geodesics in a Coxeter group that are tracked by geodesics. As corollaries, we show that if a Coxeter group acts geometrically on a CAT(0) space X then CAT(0) rays (and lines) are tracked by Cayley graph geodesics, all special subgroups of the Coxeter group are quasi-…

2011-12-15abs ↗pdf ↗

Scoping review finds EEG key in MCI research, identifying ERP/EEG, QEEG, and machine learning.

problem Identifying MCI early and accurately.
method Scoping review with co-occurrence analysis and PAGER framework.
result Main research themes identified: ERP/EEG, QEEG, and EEG-based machine learning.

We study the tracking problem, namely, estimating the hidden state of an object over time, from unreliable and noisy measurements. The standard framework for the tracking problem is the generative framework, which is the basis of solutions such as the Bayesian algorithm and its approximation, the particle filters. Howe…

2012-03-15abs ↗pdf ↗

The paper defines and proves the existence of train track maps on graphs of groups.

problem Understanding homotopy equivalences in graphs of groups.
method Developed the theory of train track maps on graphs of groups, defining maps and homotopy equivalences.
result Any homotopy equivalence of a graph of groups may be represented by a relative train track map under certain conditions.

This paper proposes a DGP approach with UCBs for point target tracking over WSNs.

problem Uncertainty quantification in distributed machine learning-based tracking over WSNs.
method Distributed Gaussian process (DGP) approach with upper confidence bounds (UCBs).
result UCBs provide 88% and 42% higher probability of encompassing true target states in X and Y coordinates, respectively.

Generative model predicts menstrual cycle lengths accounting for self-tracking artifacts.

problem Uncertainty in self-tracked health data due to user adherence.
method Hierarchical, generative model using machine learning.
result Model yields state-of-the-art performance in predicting menstrual cycle lengths.

This review analyzes recent advances in solving index tracking problems.

problem Creating a portfolio that closely follows a specific index with lower costs.
method Systematic review of mathematical approaches and metaheuristics.
result Metaheuristics have been extensively applied and improved in solving index tracking problems.