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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.

168,657 papers · 148 categories

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74148222296 · May 202619922001200920172026
48 results for directional flow

The study characterizes heat flow and concentration on directed graphs with a lower Ricci curvature bound.

problem Understanding heat flow and concentration on directed graphs with a specific curvature bound.
method Characterization via gradient estimate and transportation inequality for the heat semigroup.
result Concentration of measure inequality for directed graphs with positive Ricci curvature.

Predicts short-term futures contract direction using neural networks and order flow data.

problem Challenges in predicting short-term directional movement of futures contracts.
method Engineering features from technical analysis, order flow, and order-book data; training a Tabnet neural network.
result Achieved an accuracy of 0.601 in predicting directional change on the Silver Futures Contract.

Paper confirms Thom's conjecture for nonlinear evolutions on manifolds.

problem Thom's gradient conjecture for nonlinear evolution equations.
method Extending and settling the conjecture in infinite dimensional problems using Łojasiewicz, L. Simon, and Kurdyka-Mostowski-Parusinski's foundational works.
result Uniqueness of the limiting direction and characterization of convergence rates for both classical and infinite dimensional settings.

Study on rigidity of translating hypersurfaces not in graphical direction.

problem Rigidity of translating hypersurfaces not in graphical direction.
method Proved rigidity results for complete graphical translating hypersurfaces under specific conditions.
result Entire graphical translating surfaces are flat under certain conditions.

Deep learning predicts fluid flow in porous media, accelerating simulations by orders of magnitude.

problem Accurate simulation of fluid flow in complex porous media requires excessive computational resources.
method Combining deep learning with direct simulation, using Gated U-Net CNNs trained on datasets of 2D and 3D porous media.
result Deep learning predictions can reach over 90% accuracy for permeability estimation and accelerate simulations by orders of magnitude.

Filters on order flow improve short-term market directionality.

problem Improving directional signals from order flow in financial markets.
method Structural filters on order lifetime, modification count, and timing applied to BankNifty index futures.
result Filters on parent orders of executed trades show stronger directional association with returns.

Autoregressive flow models can perform causal discovery and inference tasks.

problem Causal inference tasks such as causal discovery and interventional predictions.
method Using autoregressive flow models to estimate causal directions and make predictions.
result Autoregressive flows can accurately perform causal inference tasks without restrictive assumptions.

Causal autoregressive flows enable accurate causal inference and prediction.

problem Causal discovery and interventional predictions in machine learning.
method Autoregressive normalizing flows with fixed variable orderings.
result Causal models derived from autoregressive flows are identifiable and allow for accurate interventional and counterfactual predictions.

Paper develops models to forecast private equity fund cash flows.

problem Limited literature on illiquid alternative asset cash flow forecasting.
method Develops benchmark model and two novel approaches (direct vs. indirect) using LSTM/GRU models and macroeconomic indicators.
result Direct model performs better and aligns with actual cash flows, but indirect model's performance is less clear.

In this paper we study the Teichmüller harmonic map flow as introduced by Rupflin and Topping [15]. It evolves pairs of maps and metrics (u,g)(u,g) into branched minimal immersions, or equivalently into weakly conformal harmonic maps, where uu maps from a fixed closed surface MM with metric gg to a general target manif…

2017-11-24abs ↗pdf ↗

Constructs explicit solutions to Spin(7)-structures gradient flow.

problem Finding explicit solutions to Spin(7)-structures gradient flow.
method Expressed Spin(7)-torsion tensor and gradient flow in terms of torsion forms; used these formulae to find solutions.
result Found explicit solutions including a shrinking soliton on SU(3) and another on a T7T^7-bundle over S1S^1.

We prove that there exists a residual set of (non-rational) polygons such the billiard flow is weakly mixing with respect to the Liouville measure (on the unit tangent bundle to the billiard). This follows, via a Baire category argument, from showing that for any translation surface the product of the flows in almost e…

2020-03-02abs ↗pdf ↗

In this paper, we first develope the concept of Lyapunov graph to weighted Lyapunov graph (abbreviated as WLG) for nonsingular Morse-Smale flows (abbreviated as NMS flows) on S3S^3. WLG is quite sensitive to NMS flows on S3S^3. For instance, WLG detect the indexed links of NMS flows. Then we use WLG and some other tool…

2013-11-26abs ↗pdf ↗

We study the motion of an nn-dimensional closed spacelike hypersurface in a Lorentzian manifold in the direction of its past directed normal vector, where the speed equals a positive power pp of the mean curvature. We prove that for any p(0,1]p\in (0,1], the flow exists for all time when the Ricci tensor of the ambient s…

2006-02-13abs ↗pdf ↗

We construct new ancient compact solutions to the Yamabe flow. Our solutions are rotationally symmetric and converge, as tt \to -\infty, to two self-similar complete non-compact solutions to the Yamabe flow moving in opposite directions. They are type I ancient solutions.

2015-09-29abs ↗pdf ↗

Study shows directional convergence for neural networks under spherical symmetry.

problem Learning linear predictors with neural networks under spherically symmetric data.
method Analysis of gradient flow and gradient descent for two-layer and deep linear networks.
result Directional convergence guarantees with exact convergence rate for specific network architectures.

The paper studies neural networks' convergence near origin and saddle points.

problem Directional convergence of neural networks near small initializations and saddle points.
method Gradient flow dynamics analysis of two-homogeneous neural networks.
result Neural networks' weights approximately converge in direction to KKT points for small initializations.

We construct new ancient compact solutions to the Yamabe flow. Our solutions are rotationally symmetric and converge, as tt \to -\infty, to two self-similar complete non-compact solutions to the Yamabe flow moving in opposite directions. They are type I ancient solutions.

2016-01-20abs ↗pdf ↗

Study of straight-line flows on a unique infinite surface.

problem Understanding straight-line flows on a specific infinite surface.
method Geometric description and characterization of periodic and drift orbits; use of rigid symmetries and Veech group.
result Complete characterization of periodic directions and proof of density of periodic and ergodic directions.

Enhances multi-modular models by directing information flow between components.

problem Improving predictive performance in multi-modular models with misspecification.
method Introduces Semi-Modular Inference (SMI) with an influence parameter to control information flow between modules.
result SMI allows for tunable and directed information flow, improving prediction in some settings.

Unified framework maps financial market dynamics using TE and KM, revealing directional information flow.

problem Challenges in traditional correlation analysis of financial markets, especially during crises.
method Combines Transfer Entropy (TE) and Kramers-Moyal (KM) expansion to analyze dynamic interactions among major indices.
result Increased directional information flow during crises, highlighting gold-dollar and oil-equity linkages.

Using transfer entropy, we observed the strength and direction of information flow between stock indices. We uncovered that the biggest source of information flow is America. In contrast, the Asia/Pacific region the biggest is receives the most information. According to the minimum spanning tree, the GSPC is located at…

2008-02-13abs ↗pdf ↗

This work improves policy-based training by proposing an evaluation balance objective for GFlowNets.

problem Reliable estimation of policy divergence under directed acyclic graphs remains challenging.
method Proposes an evaluation balance objective over partial episodes to measure policy divergence and improve policy-based training reliability.
result Evaluation balance strengthens policy-based training reliability and broadens its flexibility.