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.
Paper predicts bearing degradation stages for pharmaceutical industry maintenance.
In industrial applications, nearly half the failures of motors are caused by the degradation of rolling element bearings (REBs). Therefore, accurately estimating the remaining useful life (RUL) for REBs are of crucial importance to ensure the reliability and safety of mechanical systems. To tackle this challenge, model…
Paper proposes semi-supervised learning for bearing anomaly detection.
Paper predicts cryptocurrency bull and bear phases using Bitcoin's moving averages.
Few-shot learning improves bearing fault diagnosis with limited data.
The paper finds that bear markets cause recessions and bull markets cause expansions, with bull markets having a stronger causal effect.
In this survey paper, we systematically summarize existing literature on bearing fault diagnostics with machine learning (ML) and data mining techniques. While conventional ML methods, including artificial neural network (ANN), principal component analysis (PCA), support vector machines (SVM), etc., have been successfu…
Paper models market dynamics using bull and bear forces.
TPA-AD detects axle-box bearing anomalies using pseudo anomalies near normal boundaries.
Survival strategy for crypto firms in bear markets using BTC-to-sats payments rail.
Innovative ball bearing converts rotary to reciprocating motion.
Constructing gene regulatory networks is a critical step in revealing disease mechanisms from transcriptomic data. In this work, we present NO-BEARS, a novel algorithm for estimating gene regulatory networks. The NO-BEARS algorithm is built on the basis of the NOTEARS algorithm with two improvements. First, we propose …
Pairs trading strategy fails to outperform market benchmarks, but performs well during bear markets.
Paper introduces Market-adaptive Ratio for better portfolio management.
Method for factor analysis in short panels without assuming sphericity or Gaussianity.
Improved fault diagnosis for bearings using mRMR and transfer learning.
New method detects bearing faults using multivariate statistical process control.
Sample size determination for a data set is an important statistical process for analyzing the data to an optimum level of accuracy and using minimum computational work. The applications of this process are credible in every domain which deals with large data sets and high computational work. This study uses Bayesian a…
This paper studies an intelligent ultimate technique for health-monitoring and prognostic of common rotary machine components, particularly bearings. During a run-to-failure experiment, rich unsupervised features from vibration sensory data are extracted by a trained sparse auto-encoder. Then, the correlation of the ex…
We prove that compact complex manifolds bearing a holomorphic Riemannian metric have infinite fundamental group.
Trend following in cryptocurrencies yields high returns, similar to commodities.
We study the local Killing Lie algebra of meromorphic almost rigid geometric structures on complex manifolds. This leads to classification results for compact complex manifolds bearing holomorphic rigid geometric structures.
We prove that any compact Kähler manifold bearing a holomorphic Cartan geometry contains a rational curve just when the Cartan geometry is inherited from a holomorphic Cartan geometry on a lower dimensional compact Kähler manifold.
Bayesian networks improve product risk assessment by handling uncertainty and causality.
Study on GL(2) geometries on complex manifolds, focusing on Kähler-Einstein and Fano manifolds.
We prove that the only Calabi--Yau projective manifolds which bear holomorphic Cartan geometries are precisely the abelian varieties. (Nous démontrons que les seules variétés projectives de Calabi--Yau qui possèdent des géométrie holomorphes de Cartan sont les variétés abéliennes.)
In practice, one must recognize the inevitable incompleteness of information while making decisions. In this paper, we consider the optimal redeeming problem of stock loans under a state of incomplete information presented by the uncertainty in the (bull or bear) trends of the underlying stock. This is called drift unc…
Study compares cryptocurrency and stock markets using statistical equilibrium models.
The paper studies vector bundles over surfaces, focusing on singularity formation.
We study local automorphisms of holomorphic Cartan geometries. This leads to classification results for compact complex manifolds admitting Cartan geometries. We prove that a compact Calabi-Yau manifold bearing a holomorphic Cartan geometry of algebraic type admits a finite unramified cover which is a complex torus.
Paper argues the bear case for Bitcoin is bounded and terminal states are neutral to positive.
The authors study smooth lines on projective planes over the algebra C of complex numbers, the algebra C^1 of double numbers, and the algebra C^0 of dual numbers. In the space RP^5, to these smooth lines there correspond families of straight lines describing point three-dimensional tangentially degenerate submanifolds …
We show that compact complex manifolds of algebraic dimension zero bearing a holomorphic Cartan geometry of algebraic type have infinite fundamental group. This generalizes the main Theorem in [DM] where the same result was proved for the special cases of holomorphic affine connections and holomorphic conformal structu…
Condition monitoring is central to the efficient operation of wind farms due to the challenging operating conditions, rapid technology development and large number of aging wind turbines. In particular, predictive maintenance planning requires the early detection of faults with few false positives. Achieving this type …
Bank deposits are analyzed as having dual characteristics, akin to quantum physics.
Deep learning improves oilfield equipment maintenance and reduces downtime.
Condition monitoring is one of the routine tasks in all major process industries. The mechanical parts such as a motor, gear, bearings are the major components of a process industry and any fault in them may cause a total shutdown of the whole process, which may result in serious losses. Therefore, it is very crucial t…
Off-policy reinforcement learning aims to leverage experience collected from prior policies for sample-efficient learning. However, in practice, commonly used off-policy approximate dynamic programming methods based on Q-learning and actor-critic methods are highly sensitive to the data distribution, and can make only …
We introduce and treat rigorously a new multi-agent model of the continuous double auction or in other words the order book (OB). It is designed to explain collective behaviour of the market when new information affecting the market arrives. The novel feature of the model is two additional slow changing parameters, the…
We propose a solution to the problem of estimating a Riemannian metric associated with a given differentiable manifold. The metric learning problem is based on minimizing the relative volume of a given set of points. We derive the details for a family of metrics on the multinomial simplex. The resulting metric has appl…
Given a surface of higher genus, we will look at the Weil-Petersson completion of the Teichmuller space of the surface, and will study the isometric action of the mapping class group on it. The main observation is that the geometric characteristics of the setting bear strong similarities to the ones in semi-simple Lie …
It is argued that arguments for strict prohibition of interests must be based on the use of arguments from authority. This is carried out by first making a survey of so-called dialectical roots for interest prohibition and then demonstrating that for at least one important positive interest bearing financial product, t…
We study the asymptotic behavior of volume forms on a degenerating family of compact complex manifolds. Under rather general conditions, we prove that the volume forms converge in a natural sense to a Lebesgue-type measure on a certain simplicial complex. In particular, this provides a measure-theoretic version of a co…
We use the Heegaard-Floer homology correction terms defined by Ozsváth--Szabó to formulate a new obstruction for a knot to be of finite order in the smooth concordance group. This obstruction bears a formal resemblance to that of Casson and Gordon but is sensitive to the difference between the smooth versus topological…
In this short note we extend some of the recent results on matrix completion under the assumption that the columns of the matrix can be grouped (clustered) into subspaces (not necessarily disjoint or independent). This model deviates from the typical assumption prevalent in the literature dealing with compression and r…
We point out that the Homfly polynomial (that is to say, Ocneanu's trace functional) contains two polynomial-valued inner products on the Hecke algebra representation of Artin's braid group. These bear a close connection to the Morton-Franks-Williams inequality. In these structures, the sets of positive, respectively n…
Extends XCS with Experience Replay for improved sample efficiency in single-step tasks.
A classical result of Aubin states that the constant in Moser-Trudinger-Onofri inequality on can be imporved for furnctions with zero first order moments of the area element. We generalize it to higher order moments case. These new inequalities bear similarity to a sequence of Lebedev-Milin type inequa…