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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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1234 · Nov 201819922001200920182026
48 results for chromosomal crossover

Improved chromosome for genetic algorithms handles large n and interaction terms.

problem Chromosome formulation struggles with large n and interaction terms.
method Introduced a modified chromosome formulation for better scalability and sparsity.
result Indexed chromosome formulation shows improved efficiency and sparsity on high-dimensional datasets.

Study finds a crossover from linear to square-root market impact based on order volume.

problem Understanding the dynamics of market impact as a function of order volume.
method Used a large dataset of 8 million trades to establish the crossover between linear and square-root market impact regimes. Applied a dynamical theory of liquidity to explain the results.
result Quantitative agreement with data achieved by considering two liquidity time scales: fast and slow.

The detrending moving average (DMA) algorithm is one of the best performing methods to quantify the long-term correlations in nonstationary time series. Many long-term correlated time series in real systems contain various trends. We investigate the effects of polynomial trends on the scaling behaviors and the performa…

2015-04-28abs ↗pdf ↗

Optimization approach for efficient sampling in optical mapping for structural variant detection.

problem Efficient sampling strategy for structural variant detection using optical mapping.
method Developed an optimization approach using a hyper-geometric distribution and probabilistic concentration inequalities.
result Optimal sampling strategy requires sampling most chromosomal fragments to detect variants at high confidence with little biological material.

The Crossover Process improves learnability without compromising data protection.

problem Balancing learnability and data protection in machine learning models.
method Introduces a noise-free process called the Crossover Process (cp) that mixes training examples.
result The Crossover Process can alter joint distributions without affecting marginals or sufficient statistics, improving generalization while potentially changing relationships between covariates.

An exclusion particle model is considered as a highly simplified model of a limit order market. Its price behavior reproduces the well known crossover from over-diffusion (Hurst exponent H>1/2) to diffusion (H=1/2) when the time horizon is increased, provided that orders are allowed to be canceled. For early times a ma…

2002-06-24abs ↗pdf ↗

GPO uses genetic algorithms for deep policy optimization in reinforcement learning.

problem Catastrophic consequence of parameter crossovers in neural networks for deep reinforcement learning.
method GPO uses imitation learning for policy crossover in the state space and applies policy gradient methods for mutation.
result GPO achieves superior performance and comparable sample efficiency compared to state-of-the-art policy gradient methods.

Several models of stock trading [P. Bak et al, Physica A {\bf 246}, 430 (1997)] are analyzed in analogy with one-dimensional, two-species reaction-diffusion-branching processes. Using heuristic and scaling arguments, we show that the short-time market price variation is subdiffusive with a Hurst exponent H=1/4H=1/4. Biase…

1998-11-09abs ↗pdf ↗

This study evaluates common trading models and finds moving averages crossovers outperforming others.

problem Evaluating the effectiveness of common technical trading models.
method Created original versions of popular models and tested their performance on popular stocks and indexes.
result Moving averages crossovers outperformed other models, but machine learning models did not.

Optimal income crossover found using particle swarm optimization.

problem Determining the crossover point between two income distributions.
method Particle swarm optimization for finding crossover income, temperature, and Pareto index.
result Optimization method finds boundaries of two income distributions.

We study the tick dynamical behavior of the yen-dollar exchange rate using the rescaled range analysis in financial market. It is found that the multifractal Hurst exponents with the short and long-run memory effects can be obtained from the yen-dollar exchange rate. This exists one crossover for the Hurst exponents at…

2004-05-09abs ↗pdf ↗

New models analyze stability of gene regulation networks with coregulation.

problem Stability and structure of gene regulation networks with shared regulatory motifs.
method Developed formalism for modeling coregulation rules in RBN, analyzed stability through mean-field approach.
result Coregulation can increase network stability, especially in autoregulated multi-gene modules and hierarchical gene complexes.

New method uses SLL to create masks for PX in noisy optimization problems.

problem Effective optimization in noisy problems with hidden variable dependencies.
method Statistical Linkage Learning (SLL) for decomposition and mask construction.
result Proposed method maintains effectiveness in noisy conditions and outperforms state-of-the-art.

Model shows liquidity stress crossover in market dynamics.

problem Identifying genuine market instabilities in agent-based models.
method Applied Bouchaud's phase-diagram method to a continuous-double-auction model.
result Emergent liquidity-stress crossover with specific tipping point parameters.

A method for estimating the cross-correlation Cxy(τ)C_{xy}(τ) of long-range correlated series x(t)x(t) and y(t)y(t), at varying lags ττ and scales nn, is proposed. For fractional Brownian motions with Hurst exponents H1H_1 and H2H_2, the asymptotic expression of Cxy(τ)C_{xy}(τ) depends only on the lag ττ (wide-sense stationarit…

2008-04-13abs ↗pdf ↗

Based on the tick-by-tick price changes of the companies from the U.S. and from the German stock markets over the period 1998-99 we reanalyse several characteristics established by the Boston Group for the U.S. market in the period 1994-95, which serves to verify their space and time-translational invariance. By increa…

2002-08-12abs ↗pdf ↗

The study uncovers the conditions under which diffusion models memorize or generalize.

problem Understanding the balance between memorization and generalization in diffusion models.
method Theoretical and mathematical framework to investigate memorization and generalization in diffusion models.
result Theoretical crossover point predicts a phase transition in diffusion models, validating the hypothesis.

A new evolutionary algorithm improves k-means clustering by recombining the entire population.

problem Optimizing the k-means clustering problem, especially in non-convex cases.
method Recombinator-k-means uses stochastic recombination with a reweighting mechanism.
result Recombinator-k-means outperforms standard genetic algorithms in optimization objective.

The study examines Kernel Ridge Regression error rates across noiseless and noisy conditions.

problem Characterizing Kernel Ridge Regression error rates in different noise levels.
method Unified analysis of Kernel Ridge Regression under various noise and regularization conditions.
result A crossover from noiseless to noisy error rates is observed as sample complexity increases.

G2Ns combine genetic genes with neural networks for reinforcement learning.

problem Improving sample efficiency and performance in reinforcement learning.
method Genetic-Gated Networks (G2Ns) that integrate binary genetic genes with neural network hidden layers.
result G2Ns achieve significant improvements in sample efficiency and performance in reinforcement learning.

Study finds long-term linear correlations in Chinese stock order aggressiveness.

problem Investigating long-term correlations in order aggressiveness of Chinese stocks.
method Used detrending moving average and multifractal detrending moving average analyses on order flow data.
result Strong long-term linear correlations found in order aggressiveness, with some exceptions.

Unsupervised two-view learning, or detection of dependencies between two paired data sets, is typically done by some variant of canonical correlation analysis (CCA). CCA searches for a linear projection for each view, such that the correlations between the projections are maximized. The solution is invariant to any lin…

2011-01-31abs ↗pdf ↗

Enhances image captioning with novel context combination methods.

problem Improving machine learning for image captioning with structured learning and meaningful interpretation.
method Combines Feature Distribution Composition (FDC), Multiple Role Representation Crossover (MRRC) attention layers, and language decoder.
result Significantly improved image captioning performance (35.3%) and established new standards.

We introduce a simple extension of the minority game in which the market rewards contrarian (resp. trend-following) strategies when it is far from (resp. close to) efficiency. The model displays a smooth crossover from a regime where contrarians dominate to one where trend-followers dominate. In the intermediate phase,…

2004-03-26abs ↗pdf ↗

Unified thermodynamic approach to Transformer attention dynamics.

problem Understanding the statistical mechanics of Transformer attention.
method Constructing a Lagrangian on the information manifold to analyze attention dynamics.
result Establishes a formal correspondence between scaled dot-product attention and canonical ensemble statistics.

GP-CNAS uses genetic programming to automatically design CNN architectures.

problem Designing optimal CNN architectures is laborious and error-prone.
method GP-CNAS uses a tree-based representation of CNNs and dynamic crossover operators to search for optimal architectures.
result GP-CNAS finds optimal CNN architectures with balanced depth and width in limited trials.

New principles needed for scaling large language models, challenging traditional regularization methods.

problem The shift from generalization to scaling in machine learning requires new guiding principles.
method Examining the effectiveness of traditional regularization methods in the scaling-centric era.
result Traditional principles of regularization may not generalize to larger scales, highlighting new phenomena like scaling law crossover.

Truncated Lévy flights are random walks in which the arbitrarily large steps of a Lévy flight are eliminated. Since this makes the variance finite, the central limit theorem applies, and as time increases the probability distribution of the increments becomes Gaussian. Here, truncated Lévy flights with correlated fluct…

1999-06-28abs ↗pdf ↗

We propose a simple stochastic volatility model which is analytically tractable, very easy to simulate and which captures some relevant stylized facts of financial assets, including scaling properties. In particular, the model displays a crossover in the log-return distribution from power-law tails (small time) to a Ga…

2010-06-01abs ↗pdf ↗

The paper reports the construction of artificial stock market that emerges the similar statistical facts with real data in Indonesian stock market. We use the individual but dominant data, i.e.: PT TELKOM in hourly interval. The artificial stock market shows standard statistical facts, e.g.: volatility clustering, the …

2004-08-16abs ↗pdf ↗

We investigate the herd behavior of returns for the yen-dollar exchange rate in the Japanese financial market. It is obtained that the probability distribution P(R)P(R) of returns RR satisfies the power-law behavior P(R)RβP(R) \simeq R^{-β} with the exponents β=3.11 β=3.11(the time interval τ=τ= one minute) and 3.36(τ=τ= one da…

2004-05-09abs ↗pdf ↗