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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.

169,341 papers · 148 categories

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285583110 · Jun 202019922001200920182026
48 results for chain recurrence

Proposes a new RNN for language generation capturing long-range dependencies.

problem Capturing long-range word dependencies and sentence order in text corpora.
method Recurrent Hierarchical Topic-Guided RNN with dynamic deep topic model.
result Outperforms larger-context RNN-based language models and learns interpretable topics.

A new GARCH model uses a two-dimensional Markov chain to capture long memory in volatility.

problem Capturing long-term volatility persistence in financial data.
method A GARCH-type model with state-dependent decay of past shocks using a two-dimensional Markov chain.
result The model successfully captures substantial volatility persistence and outperforms forecasts using only a two-dimensional state.

We propose a new statistical model for computational linguistics. Rather than trying to estimate directly the probability distribution of a random sentence of the language, we define a Markov chain on finite sets of sentences with many finite recurrent communicating classes and define our language model as the invarian…

2013-02-11abs ↗pdf ↗

This paper compares HMC and RNN expressivity using SRT.

problem Comparing expressivity of HMC and RNN models.
method Embed HMC and RNN in a GUM, use SRT to compare structured covariance series.
result Conditions for realizing covariance series by GUM, HMC, or RNN.

Model learns collective and individual dynamics in time series data.

problem Lack of models capturing system-level collective behavior in individual time series.
method Hierarchical switching-state model with latent system-level and entity-level Markov chains.
result Model improves interpretability and forecasting accuracy compared to larger models.

The paper proves properties of robust diffeomorphisms and their invariant sets.

problem Investigating robust diffeomorphisms and their invariant sets.
method Demonstrates the robust inverse shadowing property on chain recurrent and transitive sets.
result Proves that invariant sets are hyperbolic under robust inverse shadowing.

Analyzes convex structures in Teichmüller space unit tangent spheres.

problem Characterize faces and extreme points of unit tangent spheres in Teichmüller space.
method Analyzes Finsler infinitesimal balls of Thurston metric, characterizes faces, exposed faces, and extreme points.
result Characterizes faces and extreme points of unit tangent spheres in Teichmüller space.

The paper develops new inequalities for Markov chain sums, linking them to mixing time.

problem Establishing concentration inequalities for Markov chain sums.
method Developed novel concentration inequalities for geometrically ergodic Markov chains, linking bounds to mixing time constants.
result Explicit bounds for additive functionals of Markov chains, linked to Rosenthal inequality constants and mixing properties.

The paper proposes a novel model to forecast patent citations using multi-attention recurrent networks.

problem Forecasting forward citations to patents to discover emerging technologies.
method The approach employs a sequence-to-sequence model with an attention-of-attention mechanism to capture dependencies in multiple time sequences.
result The proposed model outperforms state-of-the-art models in forward citation forecasting.

We show that for a C1C^1 residual subset of diffeomorphisms far away from tangency, every non-trivial chain recurrent class that is accumulated by sources ia a homoclinic class contains periodic points with index 1 and it's the Hausdorff limit of a family of sources.

2007-12-04abs ↗pdf ↗

This paper tackles data-efficient nonlinear control in Hamiltonian systems using symplectic geometry.

problem Data-efficient nonlinear control in Hamiltonian systems.
method Combines symplectic geometry, recurrence on energy level sets, and chain policies to solve target reachability problems.
result Data requirements depend on geometric and recurrence properties of the Hamiltonian, not the state dimension.

Method measures weight similarity in neural networks using normalization and statistical inference.

problem Quantifying weight similarity in non-convex neural networks.
method Chain normalization rule and hypothesis-training-testing statistical inference.
result Weights of identical neural networks converge to similar local solutions.

Develops a deep generative model for radar target recognition using HRRP data.

problem Automatic target recognition in radar systems using high-resolution range profiles.
method Recurrent gamma belief network (rGBN) with hybrid stochastic-gradient MCMC and variational inference.
result Efficient and accurate classification with interpretable latent structure.

This paper detects multi-stage Feint Attacks using Bi-RNN and few-shot learning.

problem Detecting multi-stage Feint Attacks due to lack of professional datasets and semantic relationships.
method Fuzzy clustering for attack chain mining, few-shot deep learning, Bi-RNN for feature extraction.
result Accurately detected Feint Attacks using Bi-RNN and few-shot learning.

Proposes a new CG interpretation of neural networks for better theoretical analysis.

problem Lack of theoretical analysis in neural networks interpretation.
method Interprets neural networks as chain graphs and feed-forward as approximate inference.
result Provides novel theoretical support and insights for various neural network techniques.

Study analyzes stock order transitions during US-China trade war using Markov chains.

problem Understanding order dynamics during extreme macroeconomic events.
method First-order time-homogeneous discrete-time Markov chain model.
result Active participation by different traders during high volatility days, influencing market outcomes.

Paper proves CLT for quantile SGD with constant learning rate.

problem Quantile estimation via SGD with non-smooth, non-strongly convex loss.
method Viewed as a Markov chain, derived stationary distribution, analyzed MGF, proved CLT.
result Centered and standardized stationary distribution converges to Gaussian as ηightarrow0η ightarrow0.

Proposes a method to learn a transition operator for generating samples.

problem Learning a transition operator for generating samples efficiently and biologically plausibly.
method Directly learns a stochastic transition operator via variational methods, encouraging it to 'walk back' quickly to data points.
result The learned transition operator generates high-quality samples and matches the data distribution well beyond the length of individual training trajectories.

Study analyzes price change patterns across different market capitalizations using Markov chains.

problem Understanding price dynamics in limit order markets across various market capitalizations.
method Discrete-time Markov chain analysis of intraday price changes in NASDAQ100 tick data.
result Systematic patterns in price inertia and stability across market capitalizations are identified.

RNNs struggle with in-context retrieval, while Transformers excel.

problem In-context retrieval capability of RNNs.
method Theoretical analysis and experimental techniques (CoT, RAG, Transformer layer).
result Enhancing RNNs with techniques improves their in-context retrieval capability, closing the representation gap with Transformers.

Study on different types of recurrence in Finsler geometry.

problem Understanding various recurrence patterns in Finsler geometry.
method Adopted pullback approach to investigate three classes of recurrence: simple, Ricci, and concircular.
result Introduce and investigate four types of each class of recurrence, highlighting interrelationships and a new concept of generalized concircular recurrence.

Analyzes the asymptotic bias of stochastic gradient search algorithms.

problem Understanding the long-term behavior of stochastic gradient search algorithms.
method Dynamic system theory and differential geometry to derive bounds on asymptotic bias.
result Tight bounds on the asymptotic bias of stochastic gradient search algorithms are derived.

Investigates new types of recurrence in Finsler geometry.

problem None explicitly stated in the abstract.
method Study of hyper-generalized recurrence and generalized conharmonic recurrence in Finsler geometry.
result Properties of hyper-generalized recurrence and generalized conharmonic recurrence are studied and their relations to other Finsler recurrences are explored.

Study on biharmonic hypersurfaces with specific recurrent operators in Euclidean space.

problem Characterizing biharmonic hypersurfaces with recurrent operators.
method Analysis of various recurrent operators and their impact on biharmonic hypersurfaces.
result Some well-known recurrent operators play a significant role in making biharmonic hypersurfaces minimal.

Characterizes a new type of warped product manifold with recurrent properties.

problem Characterizing a new type of warped product manifold with specific recurrent properties.
method Using semi-Riemannian manifolds and special types of recurrent structures.
result Characterizes a warped product super generalized recurrent manifold.

Deep models predict intraday electricity prices accurately.

problem Accurately forecasting intraday electricity prices.
method Two deep time series probabilistic models using ESNs with stochastic disturbances and copulas.
result Deep distributional models provide accurate short-term probabilistic price forecasts.

Two special Finsler spaces have been introduced and investigated, namely RhR^h-recurrent Finsler space and consircularly recurrent Finsler space. The defining properties of these spaces are formulated in terms of the first curvature tensor of Cartan connection. The following three results constitute the main object of …

2012-05-20abs ↗pdf ↗

The paper proves the existence of a new class of manifolds with specific curvature properties.

problem Proving the existence of a generalized class of recurrent manifolds.
method Presented a metric and computed curvature properties to establish the existence of various generalized notions of recurrent manifolds.
result Obtained the existence of a new class of semi-Riemannian manifolds with specific curvature properties.

Paper forecasts financial trading durations using a new point process model.

problem Forecasting limit order book durations in high-frequency financial data.
method Self-exciting flexible residual point process incorporating empirical distributional features.
result The model achieves strong predictive performance compared to alternative approaches.

Mathematical methods characterize RNNs' asymptotics as hidden units and data grow.

problem Characterize recurrent neural networks' behavior as hidden units and data grow.
method Developed mathematical methods to analyze RNNs' convergence to an infinite-dimensional ODE coupled with a fixed point of a random algebraic equation.
result RNNs converge to an infinite-dimensional ODE coupled with a fixed point of a random algebraic equation.