Research
On-device research index

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

Trend · papers per month

2905818711,161 · Jun 202019922001200920172026
48 results for curve data

Yield curve forecasting is an important problem in finance. In this work we explore the use of Gaussian Processes in conjunction with a dynamic modeling strategy, much like the Kalman Filter, to model the yield curve. Gaussian Processes have been successfully applied to model functional data in a variety of application…

2017-03-04abs ↗pdf ↗

Learning curves show more data doesn't always improve performance.

problem The surprising finding that more data doesn't always lead to better generalization performance.
method A survey of learning curves, focusing on those that indicate more data doesn't necessarily improve performance.
result Learning curves can show that more data doesn't always lead to better generalization performance.

Constructs universal local deformations for curves and differential forms.

problem Local deformations of curves and differential forms under preservation of periods.
method Develops Kuranishi families for pairs of curves and meromorphic 1-forms, focusing on hyperelliptic cases.
result First paper in a series developing a deformation theory for spectral curve data of integrable systems.

We determine the spectral curve of charge 3 BPS su(2) monopoles with C_3 cyclic symmetry. The symmetry means that the genus 4 spectral curve covers a (Toda) spectral curve of genus 2. A well adapted homology basis is presented enabling the theta functions and monopole data of the genus 4 curve to be given in terms of g…

2010-06-17abs ↗pdf ↗

This paper uses crypto derivatives data to estimate yield curves for cryptocurrencies.

problem Estimating yield curves for cryptocurrencies without bond markets.
method Using mathematical tools and data from cryptocurrency derivatives markets.
result Yield curves can be constructed for cryptocurrencies using derivative data.

The paper shows how the generalization curve can have multiple peaks, influenced by data and learning algorithm biases.

problem Understanding the generalization behavior of linear regression models under varying parameterizations.
method Analyzes generalization loss in linear regression models with varying parameterizations, both under- and over-parameterized.
result The generalization curve can have an arbitrary number of peaks, and their locations can be controlled.

The paper proves Γ\Gamma-convergence of discrete tangent-point energies to continuous energies and ropelength, with applications to biarc curves.

problem Proving convergence of discrete tangent-point energies to continuous energies and ropelength.
method Using biarc curves and interpolation, the paper proves Γ\Gamma-convergence of discretized tangent-point energies to the continuous tangent-point energies and ropelength functional.
result Discrete almost minimizing biarc curves converge to ropelength minimizers and minimizers of continuous tangent-point energies.

We develop and apply an approach for analyzing multi-curve data where each curve is driven by a latent state process. The state at any particular point determines a smooth function, forcing the individual curve to switch from one function to another. Thus each curve follows what we call a switching nonparametric regres…

2015-04-10abs ↗pdf ↗

The paper clusters PK curves using ML, finding it useful for identifying similar patterns.

problem Improving drug development and patient outcomes through ML in pharmacogenomics.
method Unsupervised clustering of PK curves using various dissimilarity measures.
result Euclidean distance is most suitable for clustering PK curves, and clustering can validate pharmacogenomic results.

We study the problem of finding the one-dimensional structure in a given data set. In other words we consider ways to approximate a given measure (data) by curves. We consider an objective functional whose minimizers are a regularization of principal curves and introduce a new functional which allows for multiple curve…

2015-12-15abs ↗pdf ↗

The paper studies surfaces with spherical curvature lines and their generation by constrained elastic curves.

problem Understanding surfaces with spherical curvature lines and their generation mechanisms.
method The approach involves Lie sphere transformations, Legendre curves, and polynomial conserved quantities of connections.
result Lie applicable surfaces with exactly one family of spherical curvature lines are generated by the lift of constrained elastic curves.

Learn2Evaluate uses learning curves to estimate high-dimensional prediction performance.

problem Estimating test performance in high-dimensional data settings is challenging.
method Learn2Evaluate uses learning curves to estimate test performance at the total sample size.
result Learn2Evaluate provides a lower confidence bound for performance estimation.

GLMM trees identify subgroups with different growth patterns in longitudinal data.

problem Identifying subgroups with distinct growth trajectories in longitudinal studies.
method Extended GLMM trees for longitudinal data.
result Extended GLMM trees outperform other methods in accuracy and speed.

Proposes FunNoL for better curve classification and reconstruction in multivariate functional data.

problem Linear methods fail to capture nonlinear structures in multivariate functional data.
method Functional nonlinear learning (FunNoL) method using nonlinear mapping.
result FunNoL outperforms FPCA in curve classification and reconstruction, especially in multivariate settings.

We give a simple characterization of the parabolic geodesics introduced by Cap, Slovak and Zadnik for all parabolic geometries. This goes through the definition of a natural connection on the space of Weyl structures. We then show that parabolic geodesics can be characterized as the following data: a curve on the manif…

2012-07-17abs ↗pdf ↗

Predict missing and future data points in light curves using scalable Gaussian Processes.

problem Gappy time-series data from commercial cameras confound light curve prediction.
method MuyGPs, a scalable framework for hyperparameter estimation of Gaussian Processes using nearest neighbors sparsification and local cross-validation.
result MuyGPs enable accurate prediction of missing and future data points in light curves.

Congealing is a flexible nonparametric data-driven framework for the joint alignment of data. It has been successfully applied to the joint alignment of binary images of digits, binary images of object silhouettes, grayscale MRI images, color images of cars and faces, and 3D brain volumes. This research enhances congea…

2019-02-02abs ↗pdf ↗

Slice Tuner optimizes data acquisition for accurate and fair machine learning models.

problem Acquiring enough data for all slices of data to ensure accurate and fair models.
method Selective data acquisition using convex optimization and iterative learning curve updates.
result Significantly outperforms baselines in model accuracy and fairness.

Study on Brownian motion on discrete curve spaces, proving stochastic completeness.

problem Analyzing Brownian motion on spaces of discrete curves.
method Introduced and studied Brownian motion on spaces of discrete regular curves with Sobolev-type metrics.
result All geodesically complete spaces of discrete regular curves are stochastically complete.

LC-PFN predicts learning curve performance more accurately and faster than MCMC.

problem Bayesian extrapolation of learning curves is computationally expensive and overly restrictive.
method Prior-Data Fitted Neural Networks (PFNs) for approximate Bayesian inference.
result LC-PFN outperforms MCMC in accuracy and is significantly faster.

The square root velocity framework is a method in shape analysis to define a distance between curves and functional data. Identifying two curves if they differ by a reparametrisation leads to the quotient space of unparametrised curves. In this paper we study analytical and topological aspects of this construction for …

2015-07-09abs ↗pdf ↗

Deep networks can classify data on smooth curves with high probability.

problem Classifying data from two disjoint smooth curves on the unit sphere.
method Gradient descent on a deep neural network, proving convergence and generalization via NTK dynamics.
result Randomly-initialized gradient descent learns to classify all points on the two curves with high probability when the network is sufficiently deep.

The paper studies how curves evolve under area constraints and converges to a critical point.

problem Evolution of plane curves with fixed area under elastic energy gradient.
method Local and global existence of the flow, simplicity assumption, Łojasiewicz--Simon inequality.
result The evolving curve's length remains bounded and converges to a critical point.

We construct a sequence of commuting central affine curve flows on Rn\0R^n\backslash 0 invariant under the action of SL(n,R)SL(n,R) and prove the following results: (a) The central affine curvatures of a solution of the j-th central affine curve flow is a solution of the j-th flow of Gelfand-Dickey (GDn_n) hierarchy on the s…

2014-11-11abs ↗pdf ↗