Region crossing change is a local operation on link diagrams. The behavior of region crossing change on is well understood. In this paper, we study the behavior of (modified) region crossing change on higher genus surfaces.
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
The worldwide growth of maritime traffic and the development of the Automatic Identification System (AIS) has led to advances in monitoring systems for preventing vessel accidents and detecting illegal activities. In this work, we describe research gaps and challenges in machine learning for vessel behavior change and …
Study on blow-up behavior of sign-changing solutions for Yamabe equation.
Study uses Bayesian regression to analyze consumer behavior changes in restaurants post-COVID-19.
Robinhood users react strongly to overnight price changes and big losers, trading quickly after extreme losses.
A new algorithm adapts to changing user behaviors in finance.
Analysis of log data generated by online educational systems is an essential task to better the educational systems and increase our understanding of how students learn. In this study we investigate previously unseen data from Clio Online, the largest provider of digital learning content for primary schools in Denmark.…
Lane change is a challenging task which requires delicate actions to ensure safety and comfort. Some recent studies have attempted to solve the lane-change control problem with Reinforcement Learning (RL), yet the action is confined to discrete action space. To overcome this limitation, we formulate the lane change beh…
In this paper, we prove that region crossing change on a link diagram is an unknotting operation if and only if the link is proper. A description of the behavior of region crossing change on link diagrams is given. Furthermore we also discuss the relation between region crossing change and the Arf invariant of proper l…
New method for valid and exact statistical inference of multi-dimensional change-points.
We use a method, inspired by Pohozeav's work, to study asymptotic behaviors of non-variational elliptic systems in dimension n greater than two. The results apply to changing sign solutions.
We propose a simple stochastic model of market behavior. Dividing market participants into two groups: trend-followers and fundamentalists, we derive the general form of a stochastic equation of market dynamics. The model has two characteristic time scales: the time of changes of market environment and the characterist…
New framework to test neural network representation similarity measures.
While the use of volatilities is pervasive throughout finance, our ability to determine the instantaneous volatility of stocks is nascent. Here, we present a method for measuring the temporal behavior of stocks, and show that stock prices for 24 DJIA stocks follow a stochastic process that describes an efficiently pric…
Behavior of systems that are functions of anticipated behavior of other systems, whose own behavior is also anticipatory but homeostatic and determined by hierarchical ordering, which changes over time, of sets of possible environments that are not co-possible, is proven to be highly non-linear and sensitively dependen…
This paper addresses the problem of change-point detection on sequences of high-dimensional and heterogeneous observations, which also possess a periodic temporal structure. Due to the dimensionality problem, when the time between change-points is on the order of the dimension of the model parameters, drifts in the und…
In foreign exchange markets monotonic rate changes can be observed in time scale of order of an hour on the days that governmental interventions took place. We estimate the starting time of an intervention using this characteristic behavior of the exchange rates. We find that big amount of interventions can shift the a…
Study examines how balancing methods affect model behavior in imbalanced classification problems.
A new model captures car-following and lane-changing behaviors in traffic.
Behavioral finance has become an increasingly important subfield of finance. However the main parts of behavioral finance, prospect theory included, understand financial markets through individual investment behavior. Behavioral finance thereby ignores any interaction between participants. We introduce a socio-financia…
We present a model of financial markets originally proposed for a turbulent flow, as a dynamic basis of its intermittent behavior. Time evolution of the price change is assumed to be described by Brownian motion in a power-law potential, where the `temperature' fluctuates slowly. The model generally yields a fat-tailed…
Study of Gordian graphs' behavior at infinity for various local moves.
Meta-causal states group equivalent qualitative causal dynamics, useful for analyzing system changes.
New measure quantifies financial erratic behavior.
We prove that the property of admitting no cosmetic crossing changes is preserved under the operation of forming certain satellites of winding number zero. We also define strongly cosmetic crossing changes and we discuss their behavior under the operation of inserting full twists in the strings of closed braids.
New model detects gradual changes in processes more accurately.
Study analyzes market co-movements in critical mineral investments using change point detection and cross-sectional analysis.
Apparently random financial fluctuations often exhibit varying levels of complexity, chaos. Given limited data, predictability of such time series becomes hard to infer. While efficient methods of Lyapunov exponent computation are devised, knowledge about the process driving the dynamics greatly facilitates the complex…
Introduces LoCA regret to evaluate model-based RL methods.
Paper finds significant impact of stock market swings on equity risk premium predictability.
This paper presents empirical evidence using recently developed techniques in econophysics suggesting that the degree of long-range dependence in interest rates depends on the conduct of monetary policy. We study the term structure of interest rates for the US and find evidence that global Hurst exponents change dramat…
Fourth-order problem on half-ball with corner behavior.
Paper presents neural network-based change-point detection methods.
Learning algorithms are enabling robots to solve increasingly challenging real-world tasks. These approaches often rely on demonstrations and reproduce the behavior shown. Unexpected changes in the environment may require using different behaviors to achieve the same effect, for instance to reach and grasp an object in…
The speculation game is an agent-based toy model to investigate the dynamics of the financial market. Our model has achieved the reproduction of 10 of the well-known stylized facts for financial time series. However, there is also a divergence from the behavior of real market. The market price of the model tends to be …
We make policy optimization algorithms batch size-invariant by decoupling proximal and behavior policies.
The stability analysis of socioeconomic systems has been centered on answering whether small perturbations when a system is in a given quantitative state will push the system permanently to a different quantitative state. However, typically the quantitative state of socioeconomic systems is subject to constant change. …
The paper examines how updates to probabilistic models influence behavior based on evidence.
User strategization undermines algorithmic trustworthiness.
Paper tackles dynamic behavior of variable topology mechanisms, presenting new transition conditions.
Multiplayer Online Battle Arena (MOBA) games are among the most played digital games in the world. In these games, teams of players fight against each other in arena environments, and the gameplay is focused on tactical combat. Mastering MOBAs requires extensive practice, as is exemplified in the popular MOBA Defence o…
Improves change-point detection for high-dimensional time-series.
This work proposes xGEMs or manifold guided exemplars, a framework to understand black-box classifier behavior by exploring the landscape of the underlying data manifold as data points cross decision boundaries. To do so, we train an unsupervised implicit generative model -- treated as a proxy to the data manifold. We …
We study the problem of detecting an abrupt change to the signal covariance matrix. In particular, the covariance changes from a "white" identity matrix to an unknown spiked or low-rank matrix. Two sequential change-point detection procedures are presented, based on the largest and the smallest eigenvalues of the sampl…
Study shows flow convergence to smooth K-Ricci outside a divisor with cusp singularity.
Employing data on the assessed value of land in 1983 -- 2005 Japan, we investigate the dynamical behavior in the high scale region of non-equilibrium systems. From the detailed quasi-balance and Gibrat's law, we derive a relation between the change of Pareto index and a symmetry in the detailed quasi-balance. The relat…
The numeraire portfolio in a financial market is the unique positive wealth process that makes all other nonnegative wealth processes, when deflated by it, supermartingales. The numeraire portfolio depends on market characteristics, which include: (a) the information flow available to acting agents, given by a filtrati…
A new method detects changes in machine learning models over time.