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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.

169,051 papers · 148 categories

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139277416554 · Jun 202019922001200920172026
48 results for extremal effective cycles

New cycles found in moduli space from quadratic differentials.

problem Finding new cycles in moduli space from quadratic differentials.
method Exhibiting rigid and extremal effective codimension j cycles in Mg,n\overline{\mathcal{M}}_{g,n} from strata of quadratic differentials.
result Infinitely many new rigid and extremal effective codimension j cycles in Mg,n\overline{\mathcal{M}}_{g,n} are exhibited.

To a tropical pp-cycle VTV_{\mathbb{T}} in Rn\mathbb{R}^n, we naturally associate a normal closed and (p,p)(p,p)-dimensional current on (C)n(\mathbb{C}^*)^n denoted by Tnp(VT)\mathscr{T}_n^p(V_{\mathbb{T}}). Such a "tropical current" Tnp(VT)\mathscr{T}_n^p(V_{\mathbb{T}}) will not be an integration current along any analytic set, si…

2014-03-28abs ↗pdf ↗

Cryptocurrency markets show higher spreads during extreme fear and greed phases.

problem Understanding and predicting liquidity withdrawal in cryptocurrency markets.
method Analysis of Crypto Fear & Greed Index and Bitcoin daily data.
result Extreme fear and greed regimes exhibit significantly higher spreads than neutral periods.

This paper focuses on the interplay between the intersection theory and the Teichmueller dynamics on the moduli space of curves. As applications, we study the cycle class of strata of the Hodge bundle, present an algebraic method to calculate the class of the divisor parameterizing abelian differentials with a non-simp…

2012-11-24abs ↗pdf ↗

We consider smoothings of a complex surface with singularities of class T and no nontrivial holomorphic vector field. Under an hypothesis of non degeneracy of the smoothing at each singular point, we prove that if the singular surface admits an extremal metric, then the smoothings also admit extremal metrics in nearby …

2012-11-29abs ↗pdf ↗

We introduce the problem of hidden Hamiltonian cycle recovery, where there is an unknown Hamiltonian cycle in an nn-vertex complete graph that needs to be inferred from noisy edge measurements. The measurements are independent and distributed according to $\calP_n$ for edges in the cycle and $\calQ_n$ otherwise. This …

2018-04-15abs ↗pdf ↗

mcanalysis quantifies menstrual cycle effects in health data.

problem Lack of standardised statistical methods for menstrual cycle research.
method Fourier-basis generalised additive model (GAM) pipeline.
result Nine out of 15 health outcomes showed significant association with menstrual cycle.

CDLF predicts product life-cycles in cold-start phases with high accuracy.

problem Forecasting new products in early phases when data is scarce.
method Conditional Diffusion Life-cycle Forecaster (CDLF) combining static descriptors, reference trajectories, and new observations.
result CDLF outperforms classical models in accuracy and probabilistic forecasting.

We extend causal calculus to models with cycles, latent confounders, and selection bias.

problem Causal reasoning in the presence of cycles, latent confounders, and selection bias.
method Prove rules of causal calculus for i/o structural causal models, generalize adjustment criteria, and extend ID algorithm.
result Enable causal reasoning in complex models with cycles, latent confounders, and selection bias.

We consider an open string version of the topological twist previously proposed for sigma-models with G2 target spaces. We determine the cohomology of open strings states and relate these to geometric deformations of calibrated submanifolds and to flat or anti-self-dual connections on such submanifolds. On associative …

2006-11-07abs ↗pdf ↗

Estimates treatment effects in rare extreme events using EVT.

problem Estimating treatment effects in rare, impactful events like extreme climate events.
method Introduces a novel framework using EVT and multivariate regular variation for consistent treatment effect estimation.
result Developed a consistent estimator for extreme treatment effects with rigorous non-asymptotic analysis.

UMRL network tackles single image de-raining by learning rain content at different scales.

problem De-raining single images with varying rain streaks of different sizes, directions, and densities.
method UMRL network learns rain content at different scales and uses confidence measures to guide learning.
result UMRL achieves significant improvements over state-of-the-art methods.

This study optimizes cycle representatives in persistent homology using linear programming.

problem Non-uniqueness of cycle representatives in persistent homology creates ambiguity.
method Optimization of cycle representatives using linear programming methods.
result Optimization reduces the size of cycle representatives and is effective in most data sets.

New method solves group synchronization with cycle-edge message passing.

problem Solving group synchronization with adversarial or uniform corruption and small noise.
method Cycle-edge message passing procedure using cycle consistency information.
result Exact recovery and linear convergence guarantees under adversarial corruption.

We identify a large class R of three-dimensional N=2 superconformal field theories. This class includes the effective theories T_M of M5-branes wrapped on 3-manifolds M, discussed in previous work by the authors, and more generally comprises theories that admit a UV description as abelian Chern-Simons-matter theories w…

2011-12-21abs ↗pdf ↗

Business cycles affect startup valuations, both directly and indirectly.

problem How do business cycles impact startup valuations?
method Structural Equation Model approach using a dataset of 1,089 venture capital investments.
result Business cycles impact startup valuations both directly and indirectly.

New CycleGAN uses invertible generator for faster, less resource-intensive CT denoising.

problem Efficient unsupervised CT denoising without paired data.
method Single generator with wavelet residual domain, no discriminators, cycle consistency via invertible generator.
result Significantly improved denoising performance with faster training and less parameters.

The simplest patterns of qualitative changes on the configurations of lines of principal curvature} around umbilic points on surfaces whose immersions into R3\mathbb R^3 depend smoothly on a real parameter (codimension one umbilic bifurcations) are described in this paper. Global effects, due to umbilic bifurcations, o…

2003-11-25abs ↗pdf ↗

This paper uses spectrum analysis to understand price behavior in the Indian stock market.

problem Understanding price formation and discovery in the Indian stock market.
method Adapting mathematical physics theories and spectrum analysis to decompose price cycles.
result Decomposing price cycles helps in understanding the effect of information on price formation and discovery.

Study proposes a new resilience metric for stock market performance analysis.

problem Quantifying resilience cycles in stock market performance.
method Systems-oriented approach with Robustness Range and Elasticity Threshold.
result New metric quantifies non-linear resilience cycles in stock markets.

New method identifies causal parameters in tree-shaped linear models using cycles.

problem Identifying causal parameters from correlations in tree-shaped linear models.
method Investigates tree-shaped linear models, uses missing cycles to identify causal parameters, solves quadratic equations.
result Shows how missing cycles can be combined to obtain a unique solution for causal parameters.

This paper suggests that business cycles may be a manifestation of coupled real economy and stock market dynamics and describes a mechanism that can generate economic fluctuations consistent with observed business cycles. To this end, we seek to incorporate into the macroeconomic framework a dynamic stock market model …

2018-03-06abs ↗pdf ↗

Improved GPLVM model for single-cell RNA-seq data.

problem Lack of effective scalable models for clustering cell types in large-scale single-cell RNA-seq data.
method Introduces amortized stochastic variational Bayesian GPLVM (BGPLVM) tailored for single-cell RNA-seq.
result Matches the performance of scVI on synthetic and real-world datasets and reveals more interpretable latent structures.

Dynamic fairness tackles long-term inequalities in decision making processes.

problem Machine learning models can reproduce and exacerbate human bias, leading to discriminatory outcomes.
method Theoretical model considering time dynamics of decision making processes and fairness definitions.
result Demographic parity is the only fairness notion that avoids long-term inequalities and leads to accurate and fair classification.

Study examines dependence of extreme electricity prices in Australian markets.

problem Understanding and managing risks of extreme price outcomes in Australian electricity markets.
method Examined extremal dependence using extremograms for 5-minute and 30-minute price data.
result Persistence and dependence of extreme prices are influenced by market structure and renewable energy share.

Develop a variational framework for statistical inference on cyclic interactions.

problem Estimating and comparing large-scale recurrent organization in directed interactions.
method Represent directed interactions as edge flows on a simplicial complex and evolve under an energy-minimizing dynamical system.
result Separate transient interaction components from persistent harmonic flows, yielding a low-dimensional cycle space.

We develop a method to summarize causal models with cycles in cubic time.

problem Cycles in high-dimensional causal models limit applicability of existing methods.
method We relax the acyclicity assumption in LiNG models and develop a low-dimensional DAG summary.
result Our method allows recovery of a low-dimensional DAG from high-dimensional data with cycles.

Odd crossing numbers and even rotation numbers for cycles in plane immersions.

problem Analyzing crossing and rotation numbers of cycles in plane immersions of graphs.
method Generic immersions and Legendrian embeddings of graphs, focusing on cycles of specific lengths.
result Sum of rotation numbers of all 5-cycles is even, and sum of crossing numbers is odd.

We present a simple agent-based model of a financial system composed of leveraged investors such as banks that invest in stocks and manage their risk using a Value-at-Risk constraint, based on historical observations of asset prices. The Value-at-Risk constraint implies that when perceived risk is low, leverage is high…

2014-07-20abs ↗pdf ↗

Schubert varieties are irreducible subvarieties of homogeneous manifold, which are important to understand the geometry of homogeneous manifold G/P and the action of the semisimple Lie group G. Consider the space of effective cycles in G/P with homology class equal to an integral multiple of the homology class of a Sch…

2004-10-06abs ↗pdf ↗

This work introduces novel methods to identify and compare cycles across topological objects.

problem Identifying and comparing topological features, particularly cycles, across different topological objects.
method Two complementary approaches: dendrogram-based merge-tree algorithms and Stratified Gradient Sampling.
result Transformed cycle matching into hierarchical clustering and topological optimization framework.

This paper identifies the unique efficient cycle for most hyperbolic manifolds but not for the figure-8 knot complement.

problem Identifying the unique efficient cycle for hyperbolic manifolds.
method Analyzing the limit of fundamental cycles and their 1\ell^1-norm convergence.
result The uniqueness of the efficient cycle is proven for most hyperbolic manifolds but not for the figure-8 knot complement.