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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.

168,932 papers · 148 categories

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2468 · Nov 202519922001200920172026
48 results for candlestick charts

Martingale Doppelgänger-Eval benchmarks VLMs on candlestick evidence vs. trend extrapolation

problem Auditing whether VLMs use chart evidence or trend extrapolation
method Proving formal limitations and designing controlled mechanisms
result Identifying regression coefficients for evidence vs. trend

Trading strategies improved by classifying financial time-series images.

problem Improving financial trading strategies using image classification.
method Created a dataset of financial time-series images, labeled them, and trained machine learning models.
result Machine learning models trained on image data outperformed traditional time-series analysis.

Paper develops new spot regression estimators using candlesticks for asset pricing.

problem Estimation of spot betas in asset pricing and risk management.
method Develops a new estimation and inference framework for spot regressions using high-frequency candlesticks.
result The proposed candlestick-based estimators reduce estimation risk and achieve higher power in hypothesis testing.

FinVision uses LLM agents to predict stock markets by processing various financial data types.

problem Challenges in integrating diverse financial data for accurate stock market prediction.
method Multi-agent framework with LLMs specialized in different financial data types and a reflection module.
result The reflection module enhances decision-making capabilities for financial trading.

MountainLion uses LLMs to interpret financial data and generate investment strategies.

problem Challenges in integrating heterogeneous data for financial trading.
method Multi-modal LLM-based agents that process textual and visual data.
result Improves returns and investor confidence through interpretable investment framework.

Study integrates deep learning with financial data for improved trading strategies.

problem Enhancing predictive performance in algorithmic trading and portfolio optimization.
method Developed embedding techniques to treat limit order book snapshots as image-based input channels.
result Achieved state-of-the-art performance in high-frequency trading algorithms.

Dynamics of the major USA market indices DJIA, S&P, Nasdaq, and NYSE is analyzed from the point of view of the random walking problem with two-step correlations of the market moves. The parameters characterizing the stochastic dynamics are determined empirically from the historical quotes for the daily, weekly, and mon…

2001-12-16abs ↗pdf ↗

This paper studies minimal charts of a specific type to understand embedded surfaces in 4-space.

problem Investigating minimal charts of a specific type to understand embedded surfaces in 4-space.
method Analyzing charts of type (5,2) to find a minimal chart.
result Identified a minimal chart of type (5,2) representing an embedded surface in 4-space.

In this paper, we give definitions of three kinds of minimal charts, and we investigate properties of minimal charts and establish fundamental theorems characterizing minimal charts. To classify charts with two or three crossings we use the fundamental theorems. In the future paper, we give an numeration of the charts …

2016-02-09abs ↗pdf ↗

The paper studies 4-charts with three crossings and their equivalence to a specific knot.

problem Investigating the structure and equivalence of 4-charts with three crossings.
method Examining charts as oriented labeled graphs in a disk, focusing on acyclic components and equivalence through label-orientation-reflection.
result Any linear minimal 4-chart with three crossings is equivalent to a 2-twist spun trefoil knot.

Minimal charts of specific type contain unique subgraphs.

problem Characterizing minimal charts of type (m;2,3,2)(m;2,3,2).
method Analyzing the structure of charts and their subgraphs.
result Each of Γm+1Γ_{m+1} and Γm+2Γ_{m+2} contains one of three specific subgraphs.

In this paper, we shall show a condition for that a chart is C-move equivalent to the product of two charts, the union of two charts ΓΓ^* and ΓΓ^{**} which are contained in disks DD^* and DD^{**} with DD=D^*\cap D^{**}=\emptyset.

2016-03-27abs ↗pdf ↗

Study tests five popular trading signal families and finds four refuted, one inconclusive, and one not refuted.

problem Testing the viability of five popular trading signal families for generating a positive edge.
method Statistical edge testing, economic viability assessment, and finite-bankroll survival under leverage using exposure-matched benchmarks, stationary-bootstrap confidence intervals, and hierarchical Benjamini-Yekutieli control.
result Four out of five signal families are refuted, one is inconclusive, and one is not refuted.

Support Vector Data Description (SVDD) is a machine learning technique used for single class classification and outlier detection. SVDD based K-chart was first introduced by Sun and Tsung for monitoring multivariate processes when underlying distribution of process parameters or quality characteristics depart from Norm…

2016-07-25abs ↗pdf ↗

A method to fix radius distortion in generative models on curved spaces.

problem Distortion in geodesic radius measurements across different charts on Riemannian manifolds.
method Radial Compensation (RC) adjusts the tangent-space base distribution to match the geodesic radius law, improving model stability and interpretability.
result RC ensures that the model's geodesic radius matches the intended distribution, improving numerical stability and curvature interpretation.

Let ΓΓ be a chart. For each label mm, we denote by ΓmΓ_m the "subgraph" of ΓΓ consisting of all the edges of label mm and their vertices. Let ΓΓ be a minimal chart of type (m;3,3)(m;3,3). That is, a minimal chart ΓΓ has six white vertices, and both of ΓmΓm+1Γ_m\capΓ_{m+1} and Γm+1Γm+2Γ_{m+1}\capΓ_{m+2} consist of three white ve…

2016-09-27abs ↗pdf ↗

A 2-dimensional braid over an oriented surface-knot FF is presented by a graph called a chart on a surface diagram of FF. We consider 2-dimensional braids obtained by an addition of 1-handles equipped with chart loops. We introduce moves of 1-handles with chart loops, called 1-handle moves, and we investigate how muc…

2015-03-02abs ↗pdf ↗

Let ΓΓ be a chart, and we denote by ΓmΓ_m the union of all the edges of label mm. A chart ΓΓ is of type (3,2,2)(3,2,2) if there exists a label mm such that w(Γ)=7w(Γ)=7, w(ΓmΓm+1)=3w(Γ_m\capΓ_{m+1})=3, w(Γm+1Γm+2)=2w(Γ_{m+1}\capΓ_{m+2})=2, and w(Γm+2Γm+3)=2w(Γ_{m+2}\capΓ_{m+3})=2 where w(G)w(G) is the number of white vertices in GG. In this paper, we prov…

2019-01-31abs ↗pdf ↗

Dance Dance Revolution (DDR) is a popular rhythm-based video game. Players perform steps on a dance platform in synchronization with music as directed by on-screen step charts. While many step charts are available in standardized packs, players may grow tired of existing charts, or wish to dance to a song for which no …

2017-03-20abs ↗pdf ↗

MM-DREX adapts LLM experts for financial trading via dynamic routing.

problem Challenges of non-stationary financial markets and static expert designs.
method MM-DREX uses a VLM-powered dynamic router to allocate expert weights and designs heterogeneous trading experts.
result Significantly outperforms 15 baselines across key metrics.

Chart autoencoders learn latent features preserving manifold topology and geometry, with robust denoising capabilities.

problem Learning low-dimensional latent features of high-dimensional data sampled near a manifold.
method Chart autoencoders encode data into latent features on charts, preserving manifold topology and geometry.
result Chart autoencoders achieve a squared generalization error of n2d+2log4nn^{-\frac{2}{d+2}}\log^4 n under proper network architectures.

Stock prediction has always been attractive area for researchers and investors since the financial gains can be substantial. However, stock prediction can be a challenging task since stocks are influenced by a multitude of factors whose influence vary rapidly through time. This paper proposes a novel approach (Word2Vec…

2019-02-13abs ↗pdf ↗

We give a combinatorial description of closed curves on oriented surfaces in terms of certain permutations, called charts. We describe automorphisms of curves in terms of charts and compute the total number of curves counted with appropriate weights. We also discuss relations between curves, Grothendieck dessins d'enfa…

2004-02-02abs ↗pdf ↗

Given a 2-crossing minimal chart ΓΓ, a minimal chart with two crossings, set α=min{ i  α=\min\{~i~|~there exists an edge of label ii containing a white vertex}\}, and β=max{ i  β=\max\{~i~|~there exists an edge of label ii containing a white vertex}\}. In this paper we study the structure of a neighbourhood of ΓαΓβΓ_α\cupΓ_β, and p…

2017-09-26abs ↗pdf ↗

The paper proves uniform Temple charts and applies them to null distance metrics.

problem Proving the existence of uniform Temple charts and their applications to null distance metrics.
method Constructing uniform Temple charts and estimating gradients of optical functions; applying these charts to study spacetime metrics.
result Proves (N,d^τ)(N, \hat{d}_τ) is a rectifiable metric space and applies a Lorentzian isometry theorem.

This is the first step of the two steps to enumerate the minimal charts with two crossings. For a label mm of a chart ΓΓ we denote by ΓmΓ_m the union of all the edges of label mm and their vertices. For a minimal chart ΓΓ with exactly two crossings, we can show that the two crossings are contained in ΓαΓβΓ_α\capΓ_β f…

2017-04-05abs ↗pdf ↗