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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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138276414552 · May 202619922001200920172026
48 results for crossing structures

Study finds only two CROSSes can have specific quaternionic structure.

problem Characterizing compact rank one symmetric spaces with quaternionic structures.
method Analyzing properties of CROSSes (compact rank one symmetric spaces).
result Only HPn{\mathbb{H}} {\mathbb{P}}^n and CP2{\mathbb{C}} {\mathbb{P}}^2 admit almost quaternionic structures.

New structures allow for self-crossing singularities, leading to new families of stable generalized complex manifolds.

problem Stable generalized complex structures in higher dimensions with self-crossing singularities.
method Extending stable generalized complex structures to include anticanonical sections with normal self-crossings.
result Construction of large families of stable generalized complex manifolds in four dimensions.

Smooth structures on infinite dimensional Grassmannians and non-commutative cross-ratios.

problem Smooth structures on infinite dimensional Grassmannians and non-commutative cross-ratios.
method Analyzing and expanding the notion of non-commutative cross-ratios, proving their smoothness.
result Smoothness of non-commutative cross-ratios.

We define 2-crossed module bundle 2-gerbes related to general Lie 2-crossed modules and discuss their properties. A 2-crossed module bundle 2-gerbe over a manifold is defined in terms of a so called 2-crossed module bundle gerbe, which is a crossed module bundle gerbe equipped with an extra sructure. It is shown that s…

2009-11-08abs ↗pdf ↗

The paper shows cross-validation fails in learning Gaussian graphical model structures.

problem Cross-validation's failure in learning Gaussian graphical model structures.
method Finite-sample bounds on misidentification probability of Lasso estimator.
result Cross-validation is inconsistent for learning Gaussian graphical model structures.

This is the first step of the two steps to enumerate the minimal charts with two crossings. For a label mm of a chart ΓΓ we denote by ΓmΓ_m the union of all the edges of label mm and their vertices. For a minimal chart ΓΓ with exactly two crossings, we can show that the two crossings are contained in ΓαΓβΓ_α\capΓ_β f…

2017-04-05abs ↗pdf ↗

Extended RDS filtering for positions and orientations, improving crossing structure enhancement and inpainting.

problem Enhancing and inpainting images with crossing structures.
method Extended RDS filtering to M2\mathbb{M}_2 space, using gauge frames to mitigate issues.
result RDS filtering outperforms existing techniques in denoising and inpainting images with crossing structures.

Given a 2-crossing minimal chart ΓΓ, a minimal chart with two crossings, set α=min{ i  α=\min\{~i~|~there exists an edge of label ii containing a white vertex}\}, and β=max{ i  β=\max\{~i~|~there exists an edge of label ii containing a white vertex}\}. In this paper we study the structure of a neighbourhood of ΓαΓβΓ_α\cupΓ_β, and p…

2017-09-26abs ↗pdf ↗

This paper examines cryptocurrency integration with traditional markets, showing how network structure and turbulence influence cross-asset spillovers.

problem Understanding how cryptocurrencies integrate with traditional financial markets and the impact of market stress on cross-asset spillovers.
method Combining rolling correlation networks, community structure, market-specific and system-wide Turbulence Indices, and VAR-based connectedness analysis.
result Cross-asset integration is episodic, with network structure and turbulence playing a role in transmission during stress periods.

PRISM-VQ combines financial priors with vector quantization for better stock prediction.

problem Predicting cross-sectional stock returns is hard due to low signal-to-noise ratios and changing market conditions.
method Integrates expert priors, vector-quantized latent factors, and dynamic factor loadings.
result Consistent improvements in cross-sectional return prediction and portfolio performance.

Let GG be a finite group. Noncommutative geometry of unital GG-algebras is studied. A geometric structure is determined by a spectral triple on the crossed product algebra associated with the group action. This structure is to be viewed as a representative of a noncommutative orbifold. Based on a study of classical o…

2015-04-18abs ↗pdf ↗

AnomalyDAE detects anomalies in networks by learning cross-modality interactions.

problem Detecting anomalies in attributed networks where structure and attributes interact.
method Dual autoencoder framework with attention mechanism for joint learning of structure and attribute embeddings.
result AnomalyDAE effectively detects anomalies by reconstructing node attributes and structures.

Given a triangulation of a closed surface, we consider a cross ratio system that assigns a complex number to every edge satisfying certain polynomial equations per vertex. Every cross ratio system induces a complex projective structure together with a circle pattern on the closed surface. In particular, there is an ass…

2019-09-16abs ↗pdf ↗

Improved estimators for causal inference using cross-fitting and undersmoothing.

problem Estimating expected conditional covariance in causal inference.
method Double cross-fit doubly robust (DCDR) estimators with undersmoothing for non-smooth nuisance functions.
result DCDR estimators achieve n\sqrt{n}-consistency and asymptotic normality under minimal conditions.

We use crossing parity to construct a generalization of biquandles for virtual knots which we call Parity Biquandles. These structures include all biquandles as a standard example referred to as the even parity biquandle. Additionally, we find all Parity Biquandles arising from the Alexander Biquandle and Quaternionic …

2011-03-15abs ↗pdf ↗

Given a reduced alternating diagram for a link, we obtain conditions that guarantee that the link complement has a complete hyperbolic structure, crossing arcs are the edges of an ideal geodesic triangulation, and every crossing arc is isotopic to a simple geodesic. The latter was conjectured by Sakuma and Weeks in 199…

2014-11-02abs ↗pdf ↗

Study on cryptocurrency trading patterns using multifractal analysis.

problem Lack of systematic study on temporal structure of cryptocurrency trading.
method Multifractal detrended cross-correlation analysis of price returns, trades, and volume.
result All analyzed quantities exhibit multifractal structure, both univariate and bivariate.

New method estimates spatial weights matrix for lattice data, improving prediction accuracy.

problem Estimating spatial dependence structure for regular lattice data.
method Adaptive lasso with cross-sectional resampling to estimate sparse spatial weights matrix.
result Improves prediction accuracy of nitrogen dioxide concentrations.

Investigates adjustments on Lie group crossed modules for gauge theory.

problem Existence and classification of adjustments on crossed modules of Lie groups.
method Differentiation/integration correspondence with infinitesimal adjustments; Lie algebra techniques.
result Infinitesimal adjustments exist if and only if the Kassel-Loday class lies in the image of the Chern-Weil homomorphism.

Paper uses bipartite graph to forecast cross-market returns, revealing asymmetry.

problem Cross-market return predictability and asymmetry between U.S. and Chinese markets.
method Directed bipartite graph capturing time-ordered linkages, hypothesis testing for edge selection, regularized and ensemble machine learning models.
result U.S. returns predict Chinese intraday returns, but not vice versa, revealing asymmetry.

Study HOMFLY-PT homology structure for knots up to 11 crossings.

problem Understanding the structure of HOMFLY-PT homology for knots.
method Using Nakagane and Sano's knot data and the sl(2)\mathfrak{sl}(2) action, compute HOMFLY-PT SS-invariant and compare to sl(N)\mathfrak{sl}(N) invariants.
result Computed HOMFLY-PT SS-invariant for all knots in the dataset.

GEM learns a manifold for cross-modal data, capturing structure without modality dependence.

problem Modality-specific neural models limit flexibility and custom architecture.
method Casts learning as manifold inference, enforcing coverage, linearity, and isometry.
result GEM learns latent structure across image, shape, audio, and cross-modal domains.

We build a simple diagnostic criterion for approximate factor structure in large cross-sectional equity datasets. Given a model for asset returns with observable factors, the criterion checks whether the error terms are weakly cross-sectionally correlated or share at least one unobservable common factor. It only requir…

2016-12-15abs ↗pdf ↗

New algorithm improves asset ranking for better cross-sectional portfolios.

problem Sub-optimal ranking of assets in cross-sectional systematic strategies.
method Learning-to-rank algorithms to enhance portfolio construction.
result Modern machine learning ranking algorithms boost Sharpe Ratios by approximately threefold.

Structured entropy improves classification performance on structured targets.

problem Cross-entropy loss fails to account for target variable structure.
method Proposes structured entropy, a generalization of entropy using random partitions.
result Structured cross-entropy loss yields better results on classification problems with known structure.