Machine learning classifies phases of spin models using improved correlation configurations.
arXiv research
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We present a scheme for online, unsupervised state discovery and detection from streaming, multi-featured, asynchronous data in high-frequency financial markets. Online feature correlations are computed using an unbiased, lossless Fourier estimator. A high-speed maximum likelihood clustering algorithm is then used to f…
Transformer predicts Ethereum prices using cross-currency correlation and sentiment analysis.
Optimizes machine learning models while controlling risks.
The paper uses deep learning to detect financial market regimes from correlation matrices.
Stock price movement reveals complex interdependencies that are simplified through linear correlation.
Many decision-making problems naturally exhibit pronounced structures inherited from the characteristics of the underlying environment. In a Markov decision process model, for example, two distinct states can have inherently related semantics or encode resembling physical state configurations. This often implies locall…
Gaussian copulas are widely used in the industry to correlate two random variables when there is no prior knowledge about the co-dependence between them. The perturbed Gaussian copula approach allows introducing the skew information of both random variables into the co-dependence structure. The analytical expression of…
We review the author's results on Mather's function : non-strict convexity of when the configuration space has dimension two, link between the size of the Aubry set and the differentiability of , correlation between the rationality of the homology class and the differentiability of , equality of the Mathe…
Paper reduces movement primitive dimensionality in parameter space.
Bayesian fusion improves radar target recognition for UAVs.
Study quantizes ropelength and writhe of 12-crossing knots.
Community detection improves stock market portfolio optimization.
Study how knots occupy space using topological methods.
Swept Volume (SV), the volume displaced by an object when it is moving along a trajectory, is considered a useful metric for motion planning. First, SV has been used to identify collisions along a trajectory, because it directly measures the amount of space required for an object to move. Second, in sampling-based moti…
Study shows space writhe closely correlates with knot signature in polymers.
New methods improve tool-to-tool matching in semiconductor manufacturing.
CNN accurately reconstructs lattice topology with strong thermal fluctuations.
We propose an improved LASSO estimation technique based on Stein-rule. We shrink classical LASSO estimator using preliminary test, shrinkage, and positive-rule shrinkage principle. Simulation results have been carried out for various configurations of correlation coefficients (), size of the parameter vector (), …
Computes fundamental groups of restricted configuration spaces.
In this paper we show that in some important cases 4-dimensional data can be extracted from superstring theory such that a) the data are 4 Euclidean geometries embedded in standard , b) these data depend on NS and D brane charges of some string backgrounds, c) it is of potential relevance to 4-dimension…
We study the configuration space of equilateral and equiangular spatial hexagons for any bond angle by giving explicit expressions of all the possible shapes. We show that the chair configuration is isolated, whereas the boat configuration allows one-dimensional deformations which form a circle in the configuration spa…
A new sampler tackles critical phenomena by leveraging scale invariance.
Decoding strategies often exclude human-like tokens, creating a detectable gap in generated text.
Study shows configuration spaces' homological dimension increases monotonically.
Researchers create a model for surface point configurations.
Although there has been a rapid development of practical applications, theoretical explanations of deep learning are in their infancy. Deep learning performs a sophisticated coarse graining. Since coarse graining is a key ingredient of the renormalization group (RG), RG may provide a useful theoretical framework direct…
Tripod configurations of plane curves, formed by certain triples of normal lines coinciding at a point, were introduced by Tabachnikov, who showed that closed convex curves possess at least two tripod configurations. Later, Kao and Wang established the existence of tripod configurations for closed locally c…
We study the Orchard relation for generic configurations of points in the plane (also called order types). We introduce infinitesimally-close points and analyse the relation of this notion with the Orchard relation. The second part of the paper deals with monochromatic configurations (for the Orchard relation). We give…
This paper extends homological stability results for configuration spaces of manifolds.
Quantum groups created from disk configuration space homologies.
We study configurations of immersed curves in surfaces and surfaces in 3-manifolds. Among other results, we show that primitive curves have only finitely many configurations which minimize the number of double points. We give examples of minimal configurations not realized by geodesics in any hyperbolic metric.
Accuracy on in-distribution data correlates with out-of-distribution data when data is noisy or contains nuisance features.
A machine learning configuration refers to a combination of preprocessor, learner, and hyperparameters. Given a set of configurations and a large dataset randomly split into training and testing set, we study how to efficiently select the best configuration with approximately the highest testing accuracy when trained f…
Study orders of canonical bundles over graph configuration spaces.
Optimal engine operation during a transient driving cycle is the key to achieving greater fuel economy, engine efficiency, and reduced emissions. In order to achieve continuously optimal engine operation, engine calibration methods use a combination of static correlations obtained from dynamometer tests for steady-stat…
Solves Plateau-Douglas problem for singular configurations in general metric spaces.
We propose the application of a high-speed maximum likelihood clustering algorithm to detect temporal financial market states, using correlation matrices estimated from intraday market microstructure features. We first determine the ex-ante intraday temporal cluster configurations to identify market states, and then st…
Ensuring that all supposedly valid configurations of a software product line (SPL) lead to well-formed and acceptable products is challenging since it is most of the time impractical to enumerate and test all individual products of an SPL. Machine learning classifiers have been recently used to predict the acceptabilit…
Study on disk configurations in strips shows stability patterns.
Study maps surface configurations to Heisenberg homologies for mapping class groups.
Sharp upper bound for quasi polynomial degree of manifold configuration spaces.
We prove a conjecture of Crapo and Penne which characterizes isotopy classes of skew configurations with spindle-structure. We use this result in order to define an invariant, spindle-genus, for spindle-configurations. We also slightly simplify the exposition of some known invariants for configurations of skew lines an…
We introduce two methods for estimating the density matrix for a quantum system: Quantum Maximum Likelihood and Quantum Variational Inference. In these methods, we construct a variational family to model the density matrix of a mixed quantum state. We also introduce quantum flows, the quantum analog of normalizing flow…
We introduce a concept of (AR)state-space realization that could be applied to all transfer functions with invertible. We show that a theorem of Kalman implies each Vector Autoregressive model (with exogenous variables) has a minimal -state-space realization …
We consider the problem of configuring general-purpose solvers to run efficiently on problem instances drawn from an unknown distribution. The goal of the configurator is to find a configuration that runs fast on average on most instances, and do so with the least amount of total work. It can run a chosen solver on a r…
Optimizes glmnet configuration for better accuracy and efficiency.
The square-peg problem is solved using configuration spaces and multijet transversality.