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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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316293124 · May 202619922001200920172026
48 results for decomposed energies

Researchers establish bounds and continuity of decomposed Möbius energies using cosine formula.

problem Estimating the bounds and continuity of decomposed Möbius energies.
method Using the cosine formula to evaluate upper and lower bounds and modulus of continuity of decomposed energies.
result Affirmative answer to the question of estimating decomposed energies using the cosine formula.

Study extends Lévy models to capture market propagation delays.

problem Capturing sudden events in related markets with stochastic delays.
method Extend multivariate Lévy models using self-decomposability and multivariate subordination.
result Derived closed-form expressions for characteristic function and implemented Monte Carlo scheme.

We study the converse to the statement that instantons are minimizers of the Yang--Mills energy in four dimensions. We show that given an energy minimizing connection, A, the curvature of A takes values in a subbundle of the adjoint bundle which decomposes as a sum of instantons.

2008-08-05abs ↗pdf ↗

Develops a new bivariate process for energy markets with improved simulation methods.

problem Modelling energy markets with stochastic delays and efficient simulations.
method Introduces a novel bivariate Normal Inverse Gaussian process and a path simulation scheme.
result Improves simulation efficiency for energy market models.

A new method for decomposing non-negative tensors using energy-based modeling.

problem Challenges in traditional tensor decomposition methods, especially global optimization and rank selection.
method Energy-based modeling of tensors, considering interactions between modes for global optimization.
result Demonstrates effectiveness in tensor completion and approximation, revealing a relationship between many-body and low-rank approximations.

O'Hara introduced several functionals as knot energies. One of them is the Möbius energy. We know its Möbius invariance from Doyle-Schramm's cosine formula. It is also known that the Möbius energy was decomposed into three components keeping the Möbius invariance. The first component of decomposition represents the ext…

2019-04-15abs ↗pdf ↗

Based on the concept of self-decomposable random variables we discuss the application of a model for a pair of dependent Poisson processes to energy facilities. Due to the resulting structure of the jump events we can see the self-decomposability as a form of cointegration among jumps. In the context of energy faciliti…

2015-09-03abs ↗pdf ↗

We introduce the Hierarchically Interacting Particle Neural Network (HIP-NN) to model molecular properties from datasets of quantum calculations. Inspired by a many-body expansion, HIP-NN decomposes properties, such as energy, as a sum over hierarchical terms. These terms are generated from a neural network--a composit…

2017-09-29abs ↗pdf ↗

We establish a new estimate for the Ginzburg-Landau energies Eε(u)=M12du2+14ε2(1u2)2E_ε(u)=\int_M\frac{1}{2}|du|^2+\frac{1}{4ε^2}(1-|u|^2)^2 of complex-valued maps uu on a compact, oriented manifold MM with b1(M)0b_1(M)\neq 0, obtained by decomposing the harmonic component huh_u of the one-form ju:=u1du2u2du1ju:=u^1du^2-u^2du^1 into an integral and frac…

2017-04-03abs ↗pdf ↗

Study simulates Variance Gamma processes for energy derivatives pricing.

problem Simulating Variance Gamma processes for accurate energy derivative pricing.
method Three-step procedure to relate self-decomposability to increments, derived from Qu et al. (2019). Exact simulation of skeleton of Variance Gamma and symmetric Variance Gamma driven Ornstein-Uhlenbeck processes.
result Exact simulation of Variance Gamma and related processes without numerical inversion.

We introduce a pathwise approach to analyze the relative performance of an equity portfolio with respect to a benchmark market portfolio. In this energy-entropy framework, the relative performance is decomposed into three components: a volatility term, a relative entropy term measuring the distance between the portfoli…

2013-08-25abs ↗pdf ↗

Study cryptocurrency price dynamics using adaptive EMD and spectral analysis.

problem Analyze the time-varying volatility of cryptocurrency prices.
method Adaptive complementary ensemble empirical mode decomposition (ACE-EMD) and Hilbert spectral analysis.
result Reveal the properties of various timescales in cryptocurrency price dynamics.

Energy-efficient sampling for machine learning using magnetic tunnel junctions.

problem Costly and inefficient random sampling in machine learning.
method Energy-efficient algorithm using stochastic magnetic tunnel junctions for uniform Float16 sampling.
result Higher energy efficiency than state-of-the-art algorithms, with a minimum factor of 9721.

The Bethe free energy approximation is reliable when convex on a submanifold, the 'Bethe box'.

problem Accuracy of the Bethe free energy approximation in probabilistic inference.
method Analysis of convexity and verification conditions based on the Bethe Hessian matrix.
result The Bethe approximation is mostly accurate if it is convex on a submanifold, the 'Bethe box'.

CRBMs improve financial regime detection with PCD and free energy analysis.

problem Detecting systemic risk regimes in financial time series.
method Extended RBM to CRBM with autoregressive conditioning and PCD. Decomposed free energy into magnitude and correlation components.
result CRBM's free energy metric distinguishes between magnitude shocks and market regimes.

This paper addresses the energy disaggregation problem, i.e. decomposing the electricity signal of a whole home to its operating devices. First, we cast the problem as a dictionary learning (DL) problem where the key electricity patterns representing consumption behaviors are extracted for each device and stored in a d…

2018-09-10abs ↗pdf ↗

In this paper we address the problem of finding the most probable state of a discrete Markov random field (MRF), also known as the MRF energy minimization problem. The task is known to be NP-hard in general and its practical importance motivates numerous approximate algorithms. We propose a submodular relaxation approa…

2015-01-15abs ↗pdf ↗

A new deep learning method for energy disaggregation.

problem Energy disaggregation or non-intrusive load monitoring (NILM) to identify individual appliance power usage.
method Sequence to Point Learning based on Bidirectional Dilated Residual Network (BRDN).
result Our method outperforms state-of-the-art approaches in all appliances on REDD and UK-DALE datasets.

Many spectral unmixing methods rely on the non-negative decomposition of spectral data onto a dictionary of spectral templates. In particular, state-of-the-art music transcription systems decompose the spectrogram of the input signal onto a dictionary of representative note spectra. The typical measures of fit used to …

2016-09-30abs ↗pdf ↗

SmartDeal reduces energy and storage costs for deep neural networks.

problem Heavy parameterization of deep neural networks leads to inefficient use of DRAM.
method SmartDeal decomposes weights into a small basis matrix and a structurally sparse coefficient matrix, quantized to power-of-2.
result Up to 2.44x energy efficiency improvement in inference and 10.56x reduction in training energy.

Consider an oriented four-dimensional Lorentzian manifold (M~3,1,g~)(\widetilde{M}^{3, 1}, \widetilde{g}) and an oriented seven-dimensional Riemannian manifold (M7,g)(M^{7}, g). We describe a class of decomposable eleven-dimensional supergravity backgrounds on the product manifold $({\mathcal{M}}^{10, 1}=\widetilde{M}^{3,1} \times…

2018-02-01abs ↗pdf ↗

Non-intrusive load monitoring addresses the challenging task of decomposing the aggregate signal of a household's electricity consumption into appliance-level data without installing dedicated meters. By detecting load malfunction and recommending energy reduction programs, cost-effective non-intrusive load monitoring …

2019-11-17abs ↗pdf ↗

Atomistic or ab-initio molecular dynamics simulations are widely used to predict thermodynamics and kinetics and relate them to molecular structure. A common approach to go beyond the time- and length-scales accessible with such computationally expensive simulations is the definition of coarse-grained molecular models.…

2018-12-04abs ↗pdf ↗

Introduce Collapsed Effective Operators for higher-order structures.

problem Existing spectral operators decompose topology into separate ranks, leaving practitioners to fuse information back to vertices.
method Introduce Collapsed Effective Operators via Schur complementation of a graded Laplacian.
result Preserves positive semi-definiteness, lowers system energy under higher-order connectivity.

DCMA uses generative models to analyze treatment effects on entire outcome distributions.

problem Traditional mediation analysis focuses on summary contrasts, missing complex distributional changes.
method DCMA learns conditional generative models for mediators and outcome, reconstructing interventional distributions via Monte Carlo simulation.
result DCMA captures both summary effects and rich distributional contrasts like energy distance and Wasserstein distance.

DCMA uses generative models to analyze complex treatment effects on outcome distributions.

problem Analyzing complex and nonlinear causal mechanisms through outcome-level summary contrasts.
method Generative learning framework for identifying and estimating treatment effects on entire outcome distributions.
result Reconstructs interventional outcome distributions via Monte Carlo forward simulation, capturing both summary and distributional contrasts.

A new diffusion model improves time-series forecasting by preserving seasonal patterns.

problem Improving time-series forecasting accuracy, especially for seasonal data.
method A forward diffusion process that decomposes signals into spectral components, altering only the diffusion process.
result The method maintains high signal-to-noise ratios for dominant frequencies, improving long-term pattern recovery.

RAMBO optimizes multi-regime problems by discovering and modeling distinct energy basins.

problem Multi-regime problems in molecular conformation and drug discovery.
method Dirichlet Process Mixture of Gaussian Processes with adaptive hyperparameters and concentration parameters.
result Consistent improvements over state-of-the-art on multi-regime objectives.

We extend the Feynman-Kac formula for Schrödinger type operators on vector bundles over noncompact Riemannian manifolds to possibly very singular potentials that appear in hydrogen like quantum mechanical problems and that need not be bounded from below or locally square integrable. This path integral formula is then u…

2011-09-01abs ↗pdf ↗

The paper defines new types of positivity and proves properties of Schur forms for vector bundles.

problem Defining and characterizing new types of positivity for vector bundles.
method Introducing and characterizing two types of strongly decomposable positivity, proving properties of Schur forms.
result Schur forms of strongly decomposable positive vector bundles are positive or weakly positive, answering a question of Griffiths.

Study shows Khovanov homology's relation to decomposable Lagrangian cobordisms.

problem Understanding the relationship between Khovanov homology and decomposable Lagrangian cobordisms.
method Utilized previously defined filtered invariants to give obstructions.
result Partial answer to Ekholm, Honda, and Kálmán's question about Khovanov homology and decomposable Lagrangian cobordisms.

In this paper we explore coarse properties of cusp-decomposable manifolds first defined by Nguyên Phan. We describe the large scale geometry of the universal cover of a cusp-decomposable manifold and of quasi-isometries between two such universal covers. This description will provide us the tools to prove quasi-isometr…

2017-04-21abs ↗pdf ↗

The study shows how to embed cusp-decomposable manifolds quasi-isometrically.

problem Embedding cusp-decomposable manifolds quasi-isometrically.
method Using properties of the electric space of the universal cover, we show quasi-isometric embeddings.
result Isomorphisms between fundamental groups of higher graph manifolds preserve the decomposition into pieces.

Study on tensor nuclear norm's decomposability and subdifferential.

problem Understanding tensor nuclear norm in higher-order tensors.
method Showed decomposability over specific subspaces, derived subdifferential inclusions, and studied subgradients.
result Established the statistical performance of tensor robust principal component analysis.