arXiv research

Optimal crypto order execution using cross-exchange signals.

We show that if K is a satellite knot which admits a generalized cosmetic crossing change of order q with |q| \geq 6, then K admits a pattern knot with a generalized cosmetic crossing change of the same order. As a consequence of this, we find that any prime satellite knot which admits a pattern knot that is fibered ca…

We observe that the iterated tangent group of a Lie group may be realized as a double cross product of the 2nd order tangent group, with the Lie algebra of the base Lie group. Based on this observation, we derive the 2nd order Euler-Lagrange equations on the 2nd order tangent group from the 1st order Euler-Lagrange equ…

Various factorization-based methods have been proposed to leverage second-order, or higher-order cross features for boosting the performance of predictive models. They generally enumerate all the cross features under a predefined maximum order, and then identify useful feature interactions through model training, which…

Study shows integrating OFI from multiple levels improves price impact explanation but not forecasting.

The concordance orders of many algebraic order two knots of ten or fewer crossings have been heretofore unknown. We use Casson-Gordon invariants and twisted Alexander polynomials to find that, in all but one case, these knots do not have concordance order two. We also find that a certain family of algebraic order two t…

Cross-GCN models cross features in GCN for better performance.

We say that a link $L_1$ is an s-major of a link $L_2$ if any diagram of $L_1$ can be transformed into a diagram of $L_2$ by changing some crossings and smoothing some crossings. This relation is a partial ordering on the set of all prime alternating links. We determine this partial order for all prime alternating knot…

This text is a survey on cross-validation. We define all classical cross-validation procedures, and we study their properties for two different goals: estimating the risk of a given estimator, and selecting the best estimator among a given family. For the risk estimation problem, we compute the bias (which can also be …

We investigate the bi-orderability of two-bridge knot groups and the groups of knots with 12 or fewer crossings by applying recent theorems of Chiswell, Glass and Wilson. Amongst all knots with 12 or fewer crossings (of which there are 2977), previous theorems were only able to determine bi-orderability of 599 of the c…

Model for cross-border markets with limited transmission capacities.

Many complex systems generate multifractal time series which are long-range cross-correlated. Numerous methods have been proposed to characterize the multifractal nature of these long-range cross correlations. However, several important issues about these methods are not well understood and most methods consider only o…

New polynomial invariants defined for long virtual knots.

Paper proposes AXE loss for non-autoregressive machine translation, improving performance.

Optimizes hyperparameter tuning for models using approximate leave-one-out cross-validation.

Classifies crossings in tangles on surfaces, finding no nontrivial indices.

New method improves model risk prediction using cross-audit projection.

The study examines biorderability of prime knots up to eight crossings.

We use the Heegaard Floer obstructions defined by Grigsby, Ruberman, and Strle to show that forty-six of the sixty-seven knots through eleven crossings whose concordance orders were previously unknown have infinite concordance order.

We introduce a new method for detection of long-range cross-correlations and multifractality - multifractal height cross-correlation analysis (MF-HXA) - based on scaling of qth order covariances. MF-HXA is a bivariate generalization of the height-height correlation analysis of Barabasi & Vicsek [Barabasi, A.L., Vicsek,…

Study Transformer layers under cross-entropy training using mean field control.

We prove that on one Kähler-Einstein Fano manifold without holomorphic vector fields, there exists a unique conical Kähler-Einstein metric along a simple normal crossing divisor with admissible prescribed cone angles. We also establish a curvature estimate for conic metrics along a simple normal crossing divisor which …

The purpose of this paper is to prove the a priori estimates for constant scalar curvature Kaehler metrics with conic singularities along normal crossing divisors. The zero order estimates are proved by a reformulated version of Alexandrov's maximum principle. The higher order estimates follow from Chen-Cheng's frame …

In order to emphasize cross-correlations for fluctuations in major market places, series of up and down spins are built from financial data. Patterns frequencies are measured, and statistical tests performed. Strong cross-correlations are emphasized, proving that market moves are collective behaviors.

Investigates cross-impact kernels for financial asset prices.

Price changes are induced by aggressive market orders in stock market. We introduce a bivariate marked Hawkes process to model aggressive market order arrivals at the microstructural level. The order arrival intensity is marked by an exogenous part and two endogenous processes reflecting the self-excitation and cross-e…

This paper addresses the challenging task of video captioning which aims to generate descriptions for video data. Recently, the attention-based encoder-decoder structures have been widely used in video captioning. In existing literature, the attention weights are often built from the information of an individual modali…

We prove that the knot groups of $6_2$ and $7_6$ are not bi-orderable. These are the only two knot groups up to 7 crossings whose bi-orderability was not known. Our method applies to a very broad class of knots.

This is a survey article on two topics. The Energy E of knots can be obtained by generalizing an electrostatic energy of charged knots in order to produce optimal knots. It turns out to be invariant under Moebius transformations. We show that it can be expressed in terms of the infinitesimal cross ratio, which is a con…

Study uses detrended cross-correlation to analyze cryptocurrency market, revealing robust collective modes and distinguishing interdependencies.

New tests detect high-order interactions without permutations.

The study uses equity order flow to forecast stock returns and resolves the liquidity premium puzzle.

Classical knots in $\mathbb{R}^3$ can be represented by diagrams in the plane. These diagrams are formed by curves with a finite number of transverse crossings, where each crossing is decorated to indicate which strand of the knot passes over at that point. A pseudodiagram is a knot diagram that may be missing crossing…

An average instantaneous cross-correlation function is introduced to quantify the interaction of the financial market of a specific time. Based on the daily data of the American and Chinese stock markets, memory effect of the average instantaneous cross-correlations is investigated over different price return time inte…

Cross-domain recommendation can alleviate the data sparsity problem in recommender systems. To transfer the knowledge from one domain to another, one can either utilize the neighborhood information or learn a direct mapping function. However, all existing methods ignore the high-order connectivity information in cross-…

New sequences prove some link diagrams can't be transformed by specific moves.

We introduce the multiplexing of a crossing, replacing a classical crossing of a virtual link diagram with multiple crossings which is a mixture of classical and virtual. For integers $m_{i}$ $(i=1,\ldots,n)$ and an ordered $n$-component virtual link diagram $D$, a new virtual link diagram $D(m_{1},\ldots,m_{n})$ is ob…

A new knot invariant measures crossings in three orthogonal directions.

Financial markets can be described on several time scales. We use data from the limit order book of the London Stock Exchange (LSE) to compare how the fluctuation dominated microstructure crosses over to a more systematic global behavior.

Model explains yield curve dynamics using order flow shocks.

LSTM improves cross-network recommendations by capturing user preference changes and irregular time intervals.

Study shows alternating knots can't have similar crossings.

We show that two Dehn surgeries on a knot $K$ never yield manifolds that are homeomorphic as oriented manifolds if $V_K''(1)\neq 0$ or $V_K'''(1)\neq 0$. As an application, we verify the cosmetic surgery conjecture for all knots with no more than $11$ crossings except for three $10$-crossing knots and five $11$-crossin…

New method calibrates MQHawkes model using non-parametric approach, identifying cross-Hawkes and cross-leverage effects.

A knot in the three-sphere is doubly slice if it is the cross-section of an unknotted two-sphere in the four-sphere. For low-crossing knots, the most complete work to date gives a classification of doubly slice knots through 9 crossings. We extend that work through 12 crossings, resolving all but four cases among the 2…

Graph Neural Network improves volatility forecasting for 500 S&P stocks.

Introduces intrinsic Riemannian cross-covariance for manifold-valued random objects.

Researchers find a class/cross-class structure in deep learning spectra.