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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.

168,742 papers · 148 categories

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48 results for chronological information

Chronological Causal Bandits (CCB) tackles dynamic causal decision-making.

problem Dynamic causal decision-making in a system where rewards depend on past interventions.
method Introduces a new MAB problem (Chronological Causal Bandit) where rewards are influenced by a dynamic causal model.
result Early findings show the CCB can transfer information between sequential MABs.

A new method extracts features from time series data using iterated sums and improves classification accuracy.

problem Time series classification challenges.
method Feature extraction using iterated-sums signature (ISS) followed by a linear classifier.
result Competitive with state-of-the-art methods on UCR archive.

Probabilistic programming aids in automatically dating ice cores, reducing manual error and uncertainty.

problem Automatically dating ice cores with high accuracy and capturing uncertainty.
method Probabilistic models and probabilistic programming for automatic inference.
result Demonstrated the use of probabilistic programming for ice core dating, showcasing its benefits and limitations.

IMPaCT improves node classification in chronological split temporal graphs.

problem Domain adaptation challenges in graph data due to chronological splits.
method IMPaCT proposes a method to impose invariant properties based on realistic assumptions derived from temporal graph structures.
result IMPaCT achieves a 3.8% performance improvement over current SOTA method on the ogbn-mag graph dataset.

Chronologically consistent models maintain accuracy with time-restricted data.

problem Training data introduces lookahead bias and training leakage in large language models.
method ChronoBERT and ChronoGPT trained with only available data at each time point.
result Models achieve strong performance and competitive with larger models, mitigating lookahead bias.

Defines doubling conditions for Lorentzian spaces linked to curvature bounds.

problem Relating doubling conditions to curvature bounds in Lorentzian geometry.
method Defines doubling conditions using chronological diamonds and proves implications with timelike curvature bounds.
result Relates doubling to curvature bounds in Lorentzian geometry.

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…

2016-12-06abs ↗pdf ↗

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…

2018-11-25abs ↗pdf ↗

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…

2013-10-07abs ↗pdf ↗

Reconstruct spacetime from order and number of points.

problem Reconstruct spacetime from chronological relations and i.i.d. samples.
method Relaxing hypotheses of Gromov reconstruction theorem, using random adjacency matrices and chronological relations.
result Spacetime can be recovered by only knowing 'order' and 'number' of its points.

The paper examines how timing of observations affects causal discovery methods.

problem The sensitivity of causal discovery methods to mismatched observation timing.
method Empirical and theoretical analysis of classical and recent causal discovery methods.
result Causal discovery methods are sensitive to sampling rate and window length.

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.

2009-02-25abs ↗pdf ↗

The study proves timelike Ricci bounds for low regularity spacetimes using optimal transport.

problem Proving timelike Ricci bounds for spacetimes with low regularity.
method Using optimal transport to prove timelike measure-contraction property.
result Timelike curvature-dimension condition holds for C1,1\smash{\mathrm{C}^{1,1}} metrics.

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…

2019-10-09abs ↗pdf ↗

Researchers examine various causal structures for spacetimes with continuous metrics.

problem Comparing causal structures for spacetimes with continuous but not necessarily smooth metrics.
method Examined three key properties: push-up lemma, openness of chronological futures, and existence of limit causal curves.
result Spacetimes with continuous metrics do not always satisfy all three key properties.

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…

2018-11-02abs ↗pdf ↗

The paper uses deep learning to detect financial market regimes from correlation matrices.

problem Detecting financial market regimes from correlation dynamics.
method Representation learning on block hierarchical SPD correlation matrices using SPDNet, SPD-NetBN, and U-SPDNet models.
result Deep learning models overfit in financial market data, misleading performance metrics.

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…

2001-11-17abs ↗pdf ↗

Estimates financial market impacts of COVID-19 using time-varying kernel density.

problem Estimating the impact of COVID-19 on financial markets over time.
method Time-varying kernel density estimation with Kolmogorov-Smirnov statistic.
result Determines the chronology and regional disparities of financial market impacts.

Study causal structure of warped spacetimes using novel pre-length spaces.

problem Understanding the causal structure of warped spacetimes.
method Novel notion of Lorentzian pre-length spaces and proof of causal completion as globally hyperbolic pre-length space.
result Causal completion of GRW spacetime is a globally hyperbolic pre-length space under Hausdorff chronological topology.

Study introduces new curvature conditions for Lorentzian spaces using Rényi entropy.

problem Developing synthetic curvature conditions for Lorentzian spaces.
method Introducing timelike curvature-dimension conditions and measure-contraction properties using Rényi entropy.
result Equivalence of new curvature conditions to entropic counterparts.

New method converts video of dye plumes into PDEs for better understanding.

problem Inferring continuum models from uncalibrated video data.
method Develops a pipeline to convert grayscale recordings into scalar fields, isolates drift, and identifies transport laws.
result Selected reduced model outperforms advection-diffusion baselines and retains structural interpretability.

The paper establishes criteria for spacetime inextendibility using asymptotic volume-distance-ratio analysis.

problem Determining inextendibility of spacetimes near singularities.
method Asymptotic analysis of volume-distance-ratio (VDR) to prove inextendibility criteria.
result Failure of VDR convergence to the Minkowski value implies inextendibility of spacetime.

Parallel unlearning framework for inherited models reduces computational overhead.

problem Challenges in unlearning complex, evolving model networks.
method Chronologically Directed Acyclic Graph (DAG) and Fisher Inheritance Unlearning (FIUn) method.
result Significant reduction in computational overhead and efficient parallel unlearning.

On the Geroch-Kronheimer-Penrose future completion IP(X)IP(X) of a spacetime XX, there are two frequently used topologies. We systematically examine τ+τ_+, the stronger (metrizable) of them, which is the coarsest causally continuous topology, obtaining a variety of novel results, among them a complete characterization of…

2019-09-09abs ↗pdf ↗

Paper improves deep learning for solving evolutionary equations with trainable hard constraints.

problem Low computational accuracy of standard PINNs in large temporal domains.
method Sequential learning strategies and trainable influence functions for hard constraints.
result Significantly improved computational accuracy and universality of the method.

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…

2012-09-02abs ↗pdf ↗

Machine learning constructs problem-based medical records from electronic health records.

problem Difficulty in finding relevant medical information for clinical questions.
method Knowledge base completion using machine learning on electronic health records.
result Automatic construction of problem-based groupings of medications, procedures, and lab tests.

Reducing volatility proxy improves apparent market correlation dynamics.

problem Attributing apparent slow collective market dynamics to intrinsic or driver inheritance.
method Coupled Ornstein-Uhlenbeck model with VIX proxy, decomposing and controlling for autocorrelation.
result VIX-coupled model reduces effective relaxation time from 298 to 61 trading days, improving fit over bare mean reversion.

Interpretable additive models outperform complex DL and hybrid pipelines for air quality forecasting.

problem Accurate forecasting of urban air pollution for public health and policy guidance.
method Investigated lightweight additive models (FBP, NP) vs. deep learning and hybrid pipelines on Beijing PM2.5 and PM10 data.
result Facebook Prophet consistently outperformed NeuralProphet and traditional models, achieving high R2R^2 values.

The paper characterizes global hyperbolicity in Lorentzian manifolds without relying on manifold topology.

problem Characterizing global hyperbolicity in smooth Lorentzian manifolds without assuming manifold topology.
method Two formulations of global hyperbolicity: one using chronological diamonds and the other using properties of the Lorentzian distance function.
result The second formulation is equivalent to the definition of `Lorentzian metric space' and introduces the concept of dd-reflectivity.

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 C1C^1-curves. By refining the notion of a causal…

2019-01-23abs ↗pdf ↗

LOBRM model recreates limit order books from trade and quote data.

problem Lack of LOB data and limitations in LOBRM model.
method Extended LOBRM with time-weighted z-score standardization and exponential decay kernel, conducted in chronological order.
result LOBRM with decay kernel outperforms traditional models and module ensembling is effective.

Framework mitigates overfitting in quantitative trading strategies.

problem Overfitting during strategy transition from backtest to live trading.
method Three-stage protocol: IS, WFA, OOS; majority pass, purge gaps, cliff veto, etc.
result Demonstrates how to detect overfitting through performance decay and drawdown behavior.

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…

2009-04-06abs ↗pdf ↗

Clarifies definitions of global hyperbolicity in various spaces.

problem Clarifying terminology in recent literature on global hyperbolicity.
method Comparing definitions in Lorentzian length spaces, optimal transport, and topological preordered spaces.
result The causal relation is a closed order and preserves compactness in all cases.