Develops a new model for day-ahead electricity prices using ambit fields.
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.
Trend · papers per month
We lift ambit fields as introduced by Barndorff-Nielsen and Schmiegel to a class of Hilbert space-valued volatility modulated Volterra processes. We name this class Hambit fields, and show that they can be expressed as a countable sum of weighted real-valued volatility modulated Volterra processes. Moreover, Hambit fie…
Machine learning boosts physics research, especially at high energy experiments.
Back cover text: Megaprojects and Risk provides the first detailed examination of the phenomenon of megaprojects. It is a fascinating account of how the promoters of multibillion-dollar megaprojects systematically and self-servingly misinform parliaments, the public and the media in order to get projects approved and b…
Gaussian process models -also called Kriging models- are often used as mathematical approximations of expensive experiments. However, the number of observation required for building an emulator becomes unrealistic when using classical covariance kernels when the dimension of input increases. In oder to get round the cu…
ACL improves DRL by adapting task difficulty to agent's capabilities.
The paper explores fair clustering, a niche area in machine learning.
Islamic banks being commercial entities strive to earn profit within shariah ambit. Therefore, they seem to be basing themselves upon two knowledge streams namely i) Islamic jurisprudence principles, and ii) banking principles. Islamic jurisprudence principles primarily aim at bringing shariah compliance while banking …
Round-Trip Times are one of the most commonly collected performance metrics in computer networks. Measurement platforms such as RIPE Atlas provide researchers and network operators with an unprecedented amount of historical Internet delay measurements. It would be very useful to automate the processing of these measure…
The theoretical basis for a candidate variational principle for the information bottleneck (IB) method is formulated within the ambit of the generalized nonadditive statistics of Tsallis. Given a nonadditivity parameter , the role of the \textit{additive duality} of nonadditive statistics () in relating…
Clustering is a crucial component of many data mining systems involving the analysis and exploration of various data. Data diversity calls for clustering algorithms to be accurate while providing stable (i.e., deterministic and robust) results on arbitrary input networks. Moreover, modern systems often operate with lar…
Gaussian Process (GP) models are often used as mathematical approximations of computationally expensive experiments. Provided that its kernel is suitably chosen and that enough data is available to obtain a reasonable fit of the simulator, a GP model can beneficially be used for tasks such as prediction, optimization, …
Spectral algorithms on manifolds using diffusion kernels improve convergence rates.
Sherpa.ai framework combines federated learning and differential privacy for edge AI services.
Graph embedding has become a key component of many data mining and analysis systems. Current graph embedding approaches either sample a large number of node pairs from a graph to learn node embeddings via stochastic optimization or factorize a high-order proximity/adjacency matrix of the graph via computationally expen…
New models can't beat existing ones, so debiasing methods only slightly reduce needed labels.
We give a general treatment of the somewhat unfamiliar operation on manifolds called Connected Sum at Infinity, or CSI for short. A driving ambition has been to make the geometry behind the well definition and basic properties of CSI as clear and elementary as possible. CSI then yields a very natural and elementary pro…
New approach estimates vehicle and component prices without teardowns.
Braided vector fields on spatial subdomains homeomorphic to the cylinder play a crucial role in applications such as solar and plasma physics, relativistic astrophysics, fluid and vortex dynamics, elasticity, and bio-elasticity. Often the vector field's topology -- the entanglement of its field lines -- is non-trivial,…
Spinor fields depending on tensor fields and other spinor fields are considered. The concept of extended spinor fields is introduced and the theory of differentiation for such fields is developed.
The paper explores how fields in higher dimensions are quantized.
Paper transforms torse-forming vector fields into simpler forms.
Researchers found indecomposable Killing tensor fields on quaternionic projective spaces.
Conformal vector fields on LCP manifolds are orthogonal and Killing.
Paper describes holomorphic polyvector fields on toric varieties.
Tensor fields depending on other tensor fields are considered. The concept of extended tensor fields is introduced and the theory of differentiation for such fields is developed.
The paper proves that certain modified conformal vector fields are trivial on compact and non-compact manifolds.
We prove a monodromy theorem for local vector fields belonging to a sheaf satisfying the unique continuation property. In particular, in the case of admissible regular sheaves of local fields defined on a simply connected manifold, we obtain a global extension result for every local field of the sheaf. This generalizes…
The paper establishes a connection between force-free fields and conformally geodesic fields.
We use the conformal method to obtain solutions of the Einstein-scalar field gravitational constraint equations. Handling scalar fields is a bit more challenging than handling matter fields such as fluids, Maxwell fields or Yang-Mills fields, because the scalar field introduces three extra terms into the Lichnerowicz e…
Vector fields invariant under Lie group action are finitely generated by polynomial fields.
Quantum field theory uses Lorentzian bordisms to describe time evolution.
The position vector field x is the most elementary and natural geometric object on a Euclidean submanifold . The position vector field plays very important roles in mathematics as well as in physics. Similarly, the tangential component x^T of the position vector field is the most natural vector field tangent to the …
Study on vector fields on Lie groups reveals surprising algebraic coincidences.
This work discovers latent field effects governing interacting dynamical systems.
Study proves conformal vector fields on certain Finsler manifolds are Killing fields.
For a submanifold M in a Euclidean space, the tangential component x^T of the position vector field x of M is the most natural vector field tangent to the Euclidean submanifold, called the canonical vector field of M. In this article, first we prove that the canonical vector field of every Euclidean submanifold is alwa…
Study magnetic field evolution in inhomogeneous axion stars.
In this paper we form a general conservation law that unifies a class of physics field theories. For this we first introduce the notion of a general field as a formal sum differential forms on a Minkowski manifold. Thereafter, we employ the action principle to define the conservation law for such general fields. By con…
A Ricci soliton on a Riemannian manifold is said to have concurrent potential field if its potential field is a concurrent vector field. Ricci solitons arisen from concurrent vector fields on Riemannian manifolds were studied recently in \cite{CD2}. The most important concurrent vector field is …
Challenge to separate Earth's magnetic field from vehicle's magnetic field for accurate navigation.
New field invariant refines real spectrum and relates to absolute Galois group.
Study biharmonic vector fields and unit vector fields on Riemannian manifolds.
Classifies vector fields in the kernel of a 1-form, up to equivalence.
Stable knots and links can exist in electromagnetic fields.
This short report establishes some basic properties of smooth vector fields on product manifolds. The main results are: (i) On a product manifold there always exists a direct sum decomposition into horizontal and vertical vector fields. (ii) Horizontal and vertical vector fields are naturally isomorphic to smooth famil…
Defines quaternionic k-vector fields on quaternionic Kähler manifolds.
Using a supergeometric interpretation of field functionals developed in previous papers, we show that for quite a large class of systems of nonlinear field equations with anticommuting fields, infinite-dimensional supermanifolds (smf) of classical solutions can be constructed. Such systems arise in classical field mode…