New L0 norm added to TDA for market analysis.
problem Improving TDA tools for market prediction.
method Defined and applied L0 norm in TDA for four markets.
result Enhanced TDA tools for market analysis.
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.
169,051 papers · 148 categories
Trend · papers per month
48 results for “analysis tools”
A Python implementation of some geometric tools on Kendall 3D shape space for practical applicationsstat.CO
Python tools for 3D shape analysis on Kendall's space.
problem Lack of practical utilities for advanced 3D shape analysis.
method Developed Python tools for 3D shape analysis on Kendall's 3D Shape Space.
result Efficient, accessible software solutions for researchers.
Teaching tool simplifies Monte Carlo simulation for project risk analysis.
problem Difficulty in students performing Monte Carlo Simulation in risk analysis.
method Introducing MCSimulRisk as a teaching tool.
result Students can perform Monte Carlo simulation and apply it to projects of any complexity.
These are lecture notes for the course "Analysis and X-ray tomography". The course is a broad overview of various tools in analysis that can be used to study X-ray tomography. The focus is on tools and ideas, not so much on technical details and minimal assumptions. Only very basic functional analysis is assumed as bac…
New methods improve tool-to-tool matching in semiconductor manufacturing.
problem Challenges in obtaining static configuration data and extending methods to heterogeneous equipment.
method Novel TTTM analysis pipelines hypothesizing higher variance and modes for mismatched equipment.
result Best univariate method achieves correlation coefficients >0.95 and >0.5 with variance and modes, respectively.
We highlight a very simple statistical tool for the analysis of financial bubbles, which has already been studied in [1]. We provide extensive empirical tests of this statistical tool and investigate analytically its link with stocks correlation structure.
New tool helps analyze complex financial data.
problem Difficulty in comprehending high-dimensional financial data.
method Topological Data Analysis Ball Mapper algorithm.
result Shows new way to see detail in financial data.
Archetypal analysis helps understand binary data sets.
problem Explaining binary questionnaire data.
method Using archetypal analysis for binary observations.
result The approach contributes to understanding binary data sets.
This paper simplifies complex geometry for shape analysis.
problem Understanding interactions between differential geometry and functional analysis.
method Provides an overview of infinite-dimensional Riemannian manifolds and metrics.
result Roadmap for beginners in computational anatomy and shape analysis.
FiNCAT tool automatically identifies financial numerals in documents.
problem Differentiating between in-claim and out-of-claim numerals in financial documents.
method Extracts context embeddings of numerals using BERT, then uses Logistic Regression to classify.
result Achieved a Macro F1 score of 0.8223 on validation set.
We present two alternative ways to apply PAC-Bayesian analysis to sequences of dependent random variables. The first is based on a new lemma that enables to bound expectations of convex functions of certain dependent random variables by expectations of the same functions of independent Bernoulli random variables. This …
Machine learning enhances cosmology through new tools and data analysis.
problem Leveraging machine learning in cosmology for better understanding of the universe.
method Development of new computational tools, data analysis techniques, and community building.
result Substantial potential in cosmology remains untapped with machine learning.
Probe-level models have led to improved performance in microarray studies but the various sources of probe-level contamination are still poorly understood. Data-driven analysis of probe performance can be used to quantify the uncertainty in individual probes and to highlight the relative contribution of different noise…
The study evaluates three methods for real-time anomaly detection in CNC turning processes.
problem Real-time monitoring of tool wear in CNC turning processes.
method Evaluation of three conventional anomaly detection methods.
result The developed real-time anomaly detection algorithm was robust and accurate.
New tools for analyzing Kähler manifolds, proving operator algebra and asymptotic kernel.
problem Analyzing Berezin-Toeplitz operators on Kähler manifolds.
method Introducing new tools for analytic microlocal analysis.
result Space of analytic Berezin-Toeplitz operators is an algebra.
Mapper and Ball Mapper tools for complex data analysis.
problem Exploring and visualizing high-dimensional data and scalar functions.
method Combining Mapper and Ball Mapper, adding new features for encoding structure and symmetries.
result A new hybrid algorithm, Mapper on Ball Mapper, for comparing high-dimensional data descriptors.
The paper gives picture of enrichment to economic and financial system analysis using agent-based models as a form of advanced study for financial economic data post-statistical-data analysis and micro-simulation analysis. Theoretical exploration is carried out by using comparisons of some usual financial economy syste…
CHOPT : Automated Hyperparameter Optimization Framework for Cloud-Based Machine Learning Platformscs.LG
CHOPT optimizes hyperparameters in cloud ML platforms efficiently.
problem Efficient hyperparameter optimization in cloud-based machine learning platforms.
method Cloud-based HyperOpt framework with web interfaces and analysis tools.
result CHOPT finds hyperparameter configurations competitive with previous work.
This paper reviews R packages for automating data analysis tasks.
problem Time-consuming Exploratory Data Analysis in large, noisy data sets.
method Systematic review of 12 R packages for autoEDA.
result Identifies automated tasks and areas for future development.
CA-NN uses neural networks to scale correspondence analysis.
problem Scaling correspondence analysis to large datasets.
method Reinterpreting CA as a functional optimization problem over finite variance functions, approximated by neural networks.
result CA-NN enables scalable correspondence analysis.
BOAH optimizes expensive hyperparameter searches quickly.
problem Expensive hyperparameter optimization for neural networks.
method Multi-fidelity Bayesian optimization and HyperBand integration.
result Efficient optimization of complex design spaces.
A review of ML and DL for ecological data analysis.
problem Understanding the strengths and limitations of ML and DL in ecological research.
method Historical overview, algorithm families, differences, universal principles, and emerging trends.
result ML and DL excel in prediction tasks but are still debated for causal inference.
Survey examines challenges and tools for integrating multiple types of omics data.
problem Integrating multiple types of omics data for healthcare applications.
method Categorizes fusion approaches, collects open-source tools, explores datasets.
result Identifies challenges and gaps in multimodal learning for multi-omics.
New tools explain FRF model predictions in high-dimensional ECG data.
problem Lack of interpretability in Functional Random Forests (FRF) models.
method Introduces FPDPs, FPC Probability Heatmaps, and various FPC importance metrics.
result Enhances transparency of FRF models by revealing FPC contributions.
Real data often contain anomalous cases, also known as outliers. These may spoil the resulting analysis but they may also contain valuable information. In either case, the ability to detect such anomalies is essential. A useful tool for this purpose is robust statistics, which aims to detect the outliers by first fitti…
New method explains high-dimensional text classifiers.
problem Limited explainability tools for high-dimensional inputs and neural networks.
method Theoretical high-dimensional properties in neural networks.
result Improved explainability for neural network classifiers.
Over the past decades, statisticians and machine-learning researchers have developed literally thousands of new tools for the reduction of high-dimensional data in order to identify the variables most responsible for a particular trait. These tools have applications in a plethora of settings, including data analysis in…
A new visualization tool MD plot discovers interesting structures in continuous features.
problem Identifying interesting structures in data distributions, especially with skewed, clipped, or multimodal distributions.
method Proposes a new visualization tool called the mirrored density plot (MD plot) that does not require adjusting density estimation parameters.
result The MD plot outperforms conventional methods in identifying structures in complex distributions.
Networks are a fundamental model of complex systems throughout the sciences, and network datasets are typically analyzed through lower-order connectivity patterns described at the level of individual nodes and edges. However, higher-order connectivity patterns captured by small subgraphs, also called network motifs, de…
This dissertation contains a comprehensive study of the topology of 2-manifolds and a complementary analysis of the work done by Edwin E. Moise, L. V. Ahlfors and Ian Richards. Our aim is to study the well known classification of surfaces. Here we present the technical tools needed for proving rigorously the classifica…
FinSphere improves stock analysis quality with AI and expert-curated data.
problem Lack of objective evaluation metrics and depth in stock analysis by FinLLMs.
method Developed AnalyScore, curated Stocksis dataset, and FinSphere AI agent.
result FinSphere outperforms general and domain-specific LLMs in generating high-quality stock analysis reports.
The paper analyzes the amplitude of functions on the sphere, improving FDA methods.
problem Analyzing trajectories on non-linear manifolds with time variability.
method Developed tools for temporal alignment, geodesic computation, and mean calculation on .
result Efficient and accurate tools for analyzing manifold-valued functions on .
In many applications, input data are sampled functions taking their values in infinite dimensional spaces rather than standard vectors. This fact has complex consequences on data analysis algorithms that motivate modifications of them. In fact most of the traditional data analysis tools for regression, classification a…
Lyapunov's second theorem is an essential tool for stability analysis of differential equations. The paper provides an analog theorem for incremental stability analysis by lifting the Lyapunov function to the tangent bundle. The Lyapunov function endows the state-space with a Finsler structure. Incremental stability is…
We study the geometry of complete generic Ricci solitons with the aid of some geometric-analytical tools extending techniques of the usual Riemannian setting.
The paper uses diffusion approximations to analyze and optimize online principal component estimation.
problem Optimizing online principal component estimation from streaming data.
method Diffusion approximation tools applied to Oja's iteration for principal component analysis.
result The Oja's iteration for the top eigenvector generates a continuous-state discrete-time Markov chain over the unit sphere.
New method uses free probability to improve deep ResNet initialization speed.
problem Improving initialization speed of deep ResNets.
method Introducing a novel analytical tool in free probability for non-Hermitian random matrices.
result Proposed initialization scheme learns at a speed of orders of magnitudes faster.
PCA improves detection of phase transitions in muon spectroscopy data from various materials.
problem Subtle changes in asymmetry function indicate phase transitions, but existing methods require material-specific knowledge.
method Applied unsupervised PCA to muon spectroscopy asymmetry data from multiple materials.
result PCA can recover phase transition indicators and improve detection of material-specific variations.
New tools analyze data selection methods, reducing information losses.
problem Analyzing and reducing information losses in data selection.
method Information theoretic losses framework applied to Facility Location Selection and Transductive Experimental Design.
result Proves Facility Location Selection and Transductive Experimental Design reduce information losses.
New method improves ResNet performance without batch normalization.
problem Improving ResNet performance without batch normalization.
method Adapted Weight Standardization to maintain signal propagation.
result Highly performant ResNets achieve state-of-the-art performance on ImageNet.
We propose a new technique, Singular Vector Canonical Correlation Analysis (SVCCA), a tool for quickly comparing two representations in a way that is both invariant to affine transform (allowing comparison between different layers and networks) and fast to compute (allowing more comparisons to be calculated than with p…
Abnormal component analysisstat.ME
ACA identifies and explains anomalies in data.
problem Explaining anomalies in non-supervised data analysis.
method Abnormal Component Analysis (ACA) using data depth.
result ACA provides a linear explanation for anomalies.
In this paper, we formulate the Canonical Correlation Analysis (CCA) problem on matrix manifolds. This framework provides a natural way for dealing with matrix constraints and tools for building efficient algorithms even in an adaptive setting. Finally, an adaptive CCA algorithm is proposed and applied to a change dete…
This paper evaluates AutoML tools for ML tasks.
problem Efficiency in machine learning for ML engineers.
method Evaluation and comparison of AutoML tools on various datasets.
result Performance and advantages/disadvantages of AutoML tools.
As demonstrated during the recent financial crisis, regulators require additional analytical tools to assess systemic risk in the financial sector. This paper describes one such tool; namely a novel market modeling and analysis capability. Our model builds upon two leading market models: one which emphasizes market mic…
An introduction to Topological Data Analysis: fundamental and practical aspects for data scientistsmath.ST
Topological Data Analysis is a recent and fast growing field providing a set of new topological and geometric tools to infer relevant features for possibly complex data. This paper is a brief introduction, through a few selected topics, to basic fundamental and practical aspects of \tda\ for non experts.
Paper proposes a diagnostic tool for evaluating model performance out-of-sample.
problem Evaluating model performance on unseen data.
method Uses a finite calibration dataset to assess future losses.
result Provides guarantees under weak assumptions and quantifies distribution shifts.
Advancing DeFi Analytics: Efficiency Analysis with Decentralized Exchanges Comparison Serviceq-fin.TR
DECS tool assesses swap rates of DEXes and Fusion outperforms competitors.
problem Lack of unbiased swap rate comparisons in decentralized finance.
method Swap transaction monitoring and simulation techniques.
result 1inch Classic and Fusion consistently outperform competitors in swap rates.