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.
Study cosmic structures using Topological Data Analysis and Persistence Energy.
Gamification enhances law enforcement training on terrorism financing.
Cyber attacks are growing in frequency and severity. Over the past year alone we have witnessed massive data breaches that stole personal information of millions of people and wide-scale ransomware attacks that paralyzed critical infrastructure of several countries. Combating the rising cyber threat calls for a multi-p…
Dark matter in the universe evolves through gravity to form a complex network of halos, filaments, sheets and voids, that is known as the cosmic web. Computational models of the underlying physical processes, such as classical N-body simulations, are extremely resource intensive, as they track the action of gravity in …
This paper investigates the impact of dark pools on price discovery (the efficiency of prices on stock exchanges to aggregate information). Assets are traded in either an exchange or a dark pool, with the dark pool offering better prices but lower execution rates. Informed traders receive noisy and heterogeneous signal…
We explore a model of dark matter called wave dark matter (also known as scalar field dark matter and boson stars) which has recently been motivated by a new geometric perspective by Bray. Wave dark matter describes dark matter as a scalar field which satisfies the Einstein-Klein-Gordon equations. These equations rely …
Dark blockchain venues increase miners' profits but raise users' execution risk.
Neural net reconstructs dark matter density from halo velocities.
New geometry theory solves dark matter issues.
Probabilistic programming allows specification of probabilistic models in a declarative manner. Recently, several new software systems and languages for probabilistic programming have been developed on the basis of newly developed and improved methods for approximate inference in probabilistic models. In this contribut…
New method uses neural networks to infer dark matter subhalo abundance from stellar streams.
Study optimal liquidation strategies in lit and dark pools with and without regulation.
For a market impact model, price manipulation and related notions play a role that is similar to the role of arbitrage in a derivatives pricing model. Here, we give a systematic investigation into such regularity issues when orders can be executed both at a traditional exchange and in a dark pool. To this end, we focus…
In order to reduce signalling, traders may resort to limiting access to dark venues and imposing limits on minimum fill sizes they are willing to trade. However, doing this also restricts the liquidity available to the trader since an ever increasing quantity of orders are traded by algos in clips. An alternative is to…
We consider a finite-horizon market-making problem faced by a dark pool that executes incoming buy and sell orders. The arrival flow of such orders is assumed to be random and, for each transaction, the dark pool earns a per-share commission no greater than the half bid-ask spread. Throughout the entire period, the mai…
Hybrid model speeds up galaxy simulations by incorporating baryonic properties.
Rubin LSST DESC uses AI/ML for dark energy research.
The subtle and unique imprint of dark matter substructure on extended arcs in strong lensing systems contains a wealth of information about the properties and distribution of dark matter on small scales and, consequently, about the underlying particle physics. However, teasing out this effect poses a significant challe…
Dark Experience improves continual learning with a simple, strong baseline.
Physics-informed neural networks improve baryonic predictions from dark matter simulations.
We consider an optimal trading problem over a finite period of time during which an investor has access to both a standard exchange and a dark pool. We take the exchange to be an order-driven market and propose a continuous-time setup for the best bid price and the market spread, both modelled by Lévy processes. Effect…
Generative model disentangles dark matter halo properties.
Bayesian Dark Knowledge is a method for compressing the posterior predictive distribution of a neural network model into a more compact form. Specifically, the method attempts to compress a Monte Carlo approximation to the parameter posterior into a single network representing the posterior predictive distribution. Fur…
The paper examines how macroeconomic control tools lost effectiveness, leading to a 'dark ages' period.
We consider an illiquid financial market where a risk averse investor has to liquidate a portfolio within a finite time horizon [0,T] and can trade continuously at a traditional exchange (the "primary venue") and in a dark pool. At the primary venue, trading yields a linear price impact. In the dark pool, no price impa…
Hawkes processes are a class of simple point processes that are self-exciting and have clustering effect, with wide applications in finance, social networks and many other fields. This paper considers a self-exciting Hawkes process where the baseline intensity is time-dependent, the exciting function is a general funct…
We study the problem of allocating stocks to dark pools. We propose and analyze an optimal approach for allocations, if continuous-valued allocations are allowed. We also propose a modification for the case when only integer-valued allocations are possible. We extend the previous work on this problem to adversarial sce…
This study uses ARM to analyze pedestrian crashes under different lighting conditions.
Interpreting black box classifiers, such as deep networks, allows an analyst to validate a classifier before it is deployed in a high-stakes setting. A natural idea is to visualize the deep network's representations, so as to "see what the network sees". In this paper, we demonstrate that standard dimension reduction m…
This study identifies RwD crash patterns on rural two-lane highways under different lighting conditions.
Formula calculates MOY webs and link polynomials.
Paper uses machine learning to detect dark matter subhalos in simulated Gaia DR2 data.
We find an invariant characterization of planar webs of maximum rank. For 4-webs, we prove that a planar 4-web is of maximum rank three if and only if it is linearizable and its curvature vanishes. This result leads to the direct web-theoretical proof of the Poincaré's theorem: a planar 4-web of maximum rank is lineari…
CNNs improve transient detection in DES-SN images.
Classifies hexagonal circular 3-webs with cubic polar curves.
Extract symbolic models from deep learning with inductive biases.
We construct flat 3-webs via semi-simple geometric Frobenius manifolds of dimension three and give geometric interpretation of the Chern connection of the web. These webs turned out to be biholomorphic to the characteristic webs on the solutions of the corresponding associativity equation. We show that such webs are he…
Market makers and exchanges use deep reinforcement learning to optimize fees and trading flows.
We give various results and applications using the connection associated with a -web. Precisely, we exhibit fundamental invariants of the web related to the differential equation of first order which presents the web. They cast some new lights on the connection and its construction, both conceptually an…
We investigate the linearizability problem for different classes of 4-webs in the plane. In particular, we apply a recently found in [AGL] the linearizability conditions for 4-webs in the plane to confirm that a 4-web MW (Mayrhofer's web) with equal curvature forms of its 3-subwebs and a nonconstant basic invariant is …
In the present paper we study geometric structures associated with webs of hypersurfaces. We prove that with any geodesic (n+2)-web on an n-dimensional manifold there is naturally associated a unique projective structure and, provided that one of web foliations is pointed, there is also associated a unique affine struc…
Diversification increases systemic risk, contrary to belief.
CHARM creates mock halo catalogs from dark matter density fields using neural networks.
Study local invariants of divergence-free webs in geometry.
This paper has been withdrawn by the authors due to the fact that the webs considered in the paper are ``Veronese-like webs'' which are different from Veronese webs.
Investigates webs related to cluster algebras and polylogarithms.
We present a projectively invariant description of planar linear 3-webs. For a non-hexagonal 3-web, we introduce family of projective torsion-free Cartan connections, the web leaves being geodesics for each member of the family, and give a web linearization criterion. Finally, we propose an algorithm for resolving the …
Much information available on the web is copied, reused or rephrased. The phenomenon that multiple web sources pick up certain information is often called trend. A central problem in the context of web data mining is to detect those web sources that are first to publish information which will give rise to a trend. We p…