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.
Chronologically consistent models maintain accuracy with time-restricted data.
New models avoid lookahead bias by training on past data only.
Chronological Causal Bandits (CCB) tackles dynamic causal decision-making.
IMPaCT improves node classification in chronological split temporal graphs.
Chronnet models spatiotemporal data using chronological networks.
Probabilistic programming aids in automatically dating ice cores, reducing manual error and uncertainty.
Estimates financial market impacts of COVID-19 using time-varying kernel density.
We solve a lifecycle model in which the consumer's chronological age does not move in lockstep with calendar time. Instead, biological age increases at a stochastic non-linear rate in time like a broken clock that might occasionally move backwards. In other words, biological age could actually decline. Our paper is ins…
A new method extracts features from time series data using iterated sums and improves classification accuracy.
Recently, the intervention calculus when the DAG is absent (IDA) method was developed to estimate lower bounds of causal effects from observational high-dimensional data. Originally it was introduced to assess the effect of baseline biomarkers which do not vary over time. However, in many clinical settings, measurement…
Recently ({\em Class. Quant. Grav.} {\bf 20} 625-664) the concept of {\em causal mapping} between spacetimes --essentially equivalent in this context to the {\em chronological map} one in abstract chronological spaces--, and the related notion of {\em causal structure}, have been introduced as new tools to study causal…
We create a framework for odd Khovanov homology in the spirit of Bar-Natan's construction for the ordinary Khovanov homology. Namely, we express the cube of resolutions of a link diagram as a diagram in a certain 2-category of chronological cobordisms and show that it is 2-commutative: the composition of 2-morphisms al…
Reconstruct spacetime from order and number of points.
The paper examines how timing of observations affects causal discovery methods.
This is not in any way meant to be a complete survey on positive curvature. Rather it is a short essay on the fascinating changes in the landscape surrounding positive curvature. In particular, details and many results and references are not included, and things are not presented in chronological order.
The study proves timelike Ricci bounds for low regularity spacetimes using optimal transport.
There are two categorifications of the Jones polynomial: "even" discovered by M.Khovanov in 1999 and "odd" dicovered by P.Ozsvath, J.Rasmussen and Z.Szabo in 2007. The first one can be fully constructed in the category of cobordisms (strictly: in the additive closure of that category), where we can build a complex for …
Comparing data defined over space and time is notoriously hard, because it involves quantifying both spatial and temporal variability, while at the same time taking into account the chronological structure of data. Dynamic Time Warping (DTW) computes an optimal alignment between time series in agreement with the chrono…
Researchers examine various causal structures for spacetimes with continuous metrics.
There are various algorithms and methodologies used for automated screening of cervical cancer by segmenting and classifying cervical cancer cells into different categories. This study presents a critical review of different research papers published that integrated AI methods in screening cervical cancer via different…
Both supervised and unsupervised machine learning algorithms have been used to learn partition-based index structures for approximate nearest neighbor (ANN) search. Existing supervised algorithms formulate the learning task as finding a partition in which the nearest neighbors of a training set point belong to the same…
Irrespective of local conditions imposed on the metric, any extendible spacetime U has a maximal extension containing no closed causal curves outside the chronological past of U. We prove this fact and interpret it as impossibility (in classical general relativity) of the time machines, insofar as the latter are define…
In a recent paper, Eichmair, Galloway and Pollack have proved a Gannon-Lee-type singularity theorem based on the existence of marginally outer trapped surfaces (MOTS) on noncompact initial data sets for globally hyperbolic spacetimes. However, one might wonder whether the corresponding incomplete geodesics could still …
Blockchain is a distributed database that keeps a chronologically-growing list (chain) of records (blocks) secure from tampering and revision. While computerisation has changed the nature of a ledger from clay tables in the old days to digital records in modern days, blockchain technology is the first true innovation i…
Causal classification of three Misner-type spacetimes.
Study causal structure of warped spacetimes using novel pre-length spaces.
Study introduces new curvature conditions for Lorentzian spaces using Rényi entropy.
SFCNeXt estimates brain age from small MRI datasets.
The paper establishes criteria for spacetime inextendibility using asymptotic volume-distance-ratio analysis.
On the Geroch-Kronheimer-Penrose future completion of a spacetime , there are two frequently used topologies. We systematically examine , the stronger (metrizable) of them, which is the coarsest causally continuous topology, obtaining a variety of novel results, among them a complete characterization of…
Interpretable additive models outperform complex DL and hybrid pipelines for air quality forecasting.
Recently, a new viewpoint on the classical c-boundary in Mathematical Relativity has been developed, the relations of this boundary with the conformal one and other classical boundaries have been analyzed, and its computation in some classes of spacetimes, as the standard stationary ones, has been carried out. In the p…
The paper characterizes global hyperbolicity in Lorentzian manifolds without relying on manifold topology.
We demonstrate the breakdown of several fundamentals of Lorentzian causality theory in low regularity. Most notably, chronological futures (defined naturally using locally Lipschitz curves) may be non-open, and may differ from the corresponding sets defined via piecewise -curves. By refining the notion of a causal…
LOBRM model recreates limit order books from trade and quote data.
We start by a review of the chronology of mathematical results on the Dirichlet-to-Neumann map which paved the way towards the physics of transformational acoustics. We then rederive the expression for the (anisotropic) density and bulk modulus appearing in the pressure wave equation written in the transformed coordina…
The price of financial assets are, since Bachelier, considered to be described by a (discrete or continuous) time sequence of random variables, i.e a stochastic process. Sharp scaling exponents or unifractal behavior of such processes has been reported in several works. In this letter we investigate the question of sca…
Bayesian CNN estimates uncertainty in bone age prediction.
This paper was presented and written for two seminars: a national UK University Risk Conference and a Risk Management industry workshop. The target audience is therefore a cross section of Academics and industry professionals. The current ongoing global credit crunch has highlighted the importance of risk measurement i…
New algorithm for uncertain time series classification.
Clarifies definitions of global hyperbolicity in various spaces.
This paper aims to define out-of-distribution learning.
A singularity theorem based on asymptotic volume growth
The purpose of this book is to give an exposition of geometry, from a point of view which complements Klein's Erlangen program. The emphasis is on extending the classical Euclidean geometry to the finite case, but it goes beyond that. After a brief introduction, which gives the main theme, I present the main results, a…
The paper uses deep learning to detect financial market regimes from correlation matrices.
Study uses reinforcement learning to optimize portfolios under recursive utility.
We confirm the square-root law of market impact on Apple Inc. using a large dataset.
Machine learning models of music typically break up the task of composition into a chronological process, composing a piece of music in a single pass from beginning to end. On the contrary, human composers write music in a nonlinear fashion, scribbling motifs here and there, often revisiting choices previously made. In…