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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.

168,695 papers · 148 categories

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3571106141 · Jun 202019922001200920172026
48 results for correlation configuration

Machine learning classifies phases of spin models using improved correlation configurations.

problem Classifying phases of spin models using machine learning.
method Improved correlation configuration estimator applied to machine learning.
result Classifies Berezinskii-Kosterlitz-Thouless transition in quantum XY model.

Transformer predicts Ethereum prices using cross-currency correlation and sentiment analysis.

problem Predicting Ethereum cryptocurrency prices with limited data.
method Transformer-based neural network with cross-currency correlation and sentiment analysis.
result Transformer model outperforms other models on some parameters.

Optimizes machine learning models while controlling risks.

problem Finding a model configuration that balances multiple conflicting metrics.
method Combines Bayesian Optimization with rigorous risk-controlling procedures.
result Identifies and selects Pareto optimal configurations with guaranteed risk levels.

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.

Stock price movement reveals complex interdependencies that are simplified through linear correlation.

problem Exploring the spectral dynamics of the Indonesian capital market using structural network representations.
method Combining three dependency estimators (Pearson, MI adaptive binning, and MI-kNN) with two graph filtering schemes (MST and PMFG) and four community decoders.
result MI adaptive binning is shown to be more proportional than kNN for detecting residual information.

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…

2019-09-11abs ↗pdf ↗

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…

2010-02-27abs ↗pdf ↗

We review the author's results on Mather's ββ function : non-strict convexity of ββ when the configuration space has dimension two, link between the size of the Aubry set and the differentiability of ββ, correlation between the rationality of the homology class and the differentiability of ββ, equality of the Mathe…

2011-02-07abs ↗pdf ↗

Paper reduces movement primitive dimensionality in parameter space.

problem High dimensionality of movement primitives makes policy optimization expensive.
method Investigates dimensionality reduction in parameter space, identifying principal movements.
result Dimensionality reduction in parameter space is more effective than in configuration space.

Bayesian fusion improves radar target recognition for UAVs.

problem Improving radar target recognition for UAVs using multistatic radar configurations.
method Proposes a fully Bayesian RATR framework using Optimal Bayesian Fusion (OBF) to aggregate classification probability vectors from multiple radars.
result Empirical results show that the OBF method significantly enhances classification accuracy compared to other fusion methods and single radar configurations.

New methods improve tool-to-tool matching in semiconductor manufacturing.

problem Challenges in obtaining static configuration data and extending methods to heterogeneous equipment.
method Novel TTTM analysis pipelines hypothesizing higher variance and modes for mismatched equipment.
result Best univariate method achieves correlation coefficients >0.95 and >0.5 with variance and modes, respectively.

CNN accurately reconstructs lattice topology with strong thermal fluctuations.

problem Reconstructing lattice topology with strong thermal fluctuations and unbalanced data.
method Deep convolutional neural network (CNN) mapping local magnetic moments to coupling probabilities.
result CNN accurately reconstructs lattice topology where thermal fluctuations dominate.

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 (rr), size of the parameter vector (ββ), …

2015-03-17abs ↗pdf ↗

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…

2011-05-25abs ↗pdf ↗

A new sampler tackles critical phenomena by leveraging scale invariance.

problem Scale invariance at criticality causes sampling difficulties in Monte Carlo simulations.
method RiGCS combines MLMC-HB with generative models to improve sampling efficiency.
result RiGCS achieves significantly higher effective sample size than existing methods.

Decoding strategies often exclude human-like tokens, creating a detectable gap in generated text.

problem Decoding strategies exclude contextually appropriate but statistically rare tokens, creating a detectable gap in generated text.
method Analysis of 1.8 million texts across 8 language models, 5 decoding strategies, and 53 hyperparameter configurations.
result 8-18% of human-selected tokens fall outside typical truncation boundaries, indicating a detectable gap.

Study shows configuration spaces' homological dimension increases monotonically.

problem Understanding the homological properties of configuration spaces of manifolds.
method Analyzing the homological monotonicity of unordered configuration spaces of manifolds.
result Homological dimension of configuration spaces increases monotonically in each degree.

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…

2019-06-12abs ↗pdf ↗

Tripod configurations of plane curves, formed by certain triples of normal lines coinciding at a point, were introduced by Tabachnikov, who showed that C2C^2 closed convex curves possess at least two tripod configurations. Later, Kao and Wang established the existence of tripod configurations for C2C^2 closed locally c…

2014-08-20abs ↗pdf ↗

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…

2002-10-03abs ↗pdf ↗

This paper extends homological stability results for configuration spaces of manifolds.

problem Homological stability of configuration spaces of manifolds.
method Analyzing the cohomology of configuration spaces of manifolds, focusing on stability in odd and even degrees.
result The stable range for homology groups of configuration spaces depends on the dimension of the manifold and the number of configuration points.

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.

1999-03-22abs ↗pdf ↗

Accuracy on in-distribution data correlates with out-of-distribution data when data is noisy or contains nuisance features.

problem Correlation between in-distribution and out-of-distribution accuracy in noisy or feature-rich data.
method Analyzes the impact of noise and nuisance features on model performance.
result Accuracy on in-distribution and out-of-distribution data can become negatively correlated in noisy or feature-rich data.

Solves Plateau-Douglas problem for singular configurations in general metric spaces.

problem Existence of minimal surfaces for singular configurations.
method Generalized approach via minimal sequences in metric spaces.
result Existence of minimal surfaces 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…

2015-08-20abs ↗pdf ↗

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…

2018-05-30abs ↗pdf ↗

Study maps surface configurations to Heisenberg homologies for mapping class groups.

problem Understanding Mapping Class Groups of punctured surfaces.
method Action of mapping classes on Heisenberg homologies of surface configurations.
result Representations of Mapping Class Groups derived from Heisenberg homologies.

Sharp upper bound for quasi polynomial degree of manifold configuration spaces.

problem Determining the exact degree of quasi-polynomial homology groups of configuration spaces.
method Analyzing extremal homology groups of unordered configuration spaces of manifolds.
result The upper bound for the degree of quasi-polynomials is sharp for every manifold.

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…

2002-05-23abs ↗pdf ↗

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…

2019-04-11abs ↗pdf ↗

Optimizes glmnet configuration for better accuracy and efficiency.

problem Inappropriate glmnet configuration leads to inaccurate solutions and increased computation time.
method Data-driven framework using neural networks to predict accuracy and computation time from dataset characteristics and configuration.
result Automatic selection of optimal configuration maximizing accuracy under a time constraint.

The square-peg problem is solved using configuration spaces and multijet transversality.

problem Proving that every simple closed curve in the plane has an odd number of inscribed squares.
method Using the multijet transversality theorem and configuration spaces, we find a dense set of smooth embeddings for which the configuration space of points is transverse to any submanifold.
result A dense family of smoothly embedded circles in the plane and in Rn\mathbb{R}^n have an odd number of inscribed square-like quadrilaterals.