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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.

168,695 papers · 148 categories

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48 results for extremal graph theory

This paper uses MIS to identify key financial institutions with minimal risk contagion.

problem Mitigating systemic risk during extreme financial events.
method Applying extreme value theory and MIS from graph theory to identify diversified portfolios.
result Identified a subset of institutions with minimal extremal dependence for diversified portfolios.

The paper finds minimum Steklov eigenvalues on combinatorial graphs.

problem Finding the minimum Steklov eigenvalues on combinatorial graphs.
method Extending Friedman's nodal domain theory for Laplacian eigenfunctions to Steklov eigenfunctions.
result The minimum of the imthi^{ m th} Steklov eigenvalue on a connected combinatorial graph is essentially attained by a star or a regular comb with minimal brooms.

In this article, we improve extreme learning machines for regression tasks using a graph signal processing based regularization. We assume that the target signal for prediction or regression is a graph signal. With this assumption, we use the regularization to enforce that the output of an extreme learning machine is s…

2018-03-12abs ↗pdf ↗

Alt-GNNs improve travel mode choice modeling by integrating graph neural networks with GEV models.

problem Capturing alternative dependence in discrete choice models with predefined, symmetric, and uniform dependence.
method Introducing Alternative Graph Neural Networks (Alt-GNNs) that embed alternative dependence within a unified framework.
result Alt-GNNs significantly improve predictive performance over benchmark models in travel mode choice datasets.

New homology theory for graphs detects subdivisions and homology manifolds.

problem Defining a dissimilarity metric for graphs.
method Filtration on simplicial homology, using bi-colourings of vertices.
result The überhomology vanishes in lowest degree for subdivisions and coincides with fundamental class for homology manifolds.

Discrete analogues of classical spectral geometric inequalities and extremal eigenvalue problems on graphs.

problem Extremal eigenvalue problems on graphs
method Developing nodal domain methods for adjacency matrices
result Establishing sharp extremal characterizations across diverse graph classes

We prove that the hypothetical extreme Khovanov cohomology of a link is the cohomology of the independence simplicial complex of its Lando graph. We also provide a family of knots having as many non-trivial extreme Khovanov cohomology modules as desired, that is, examples of HH-thick knots which are as far of being $H…

2015-11-18abs ↗pdf ↗

New rigidity result for hyperbolic surfaces based on curve lengths.

problem Determining hyperbolic metrics on surfaces from curve lengths.
method Investigating oriented graphs on curve complexes and Dehn quasi-homothetic functions.
result Knowing which curve is longer suffices to determine the hyperbolic metric on a surface.

In extreme classification problems, learning algorithms are required to map instances to labels from an extremely large label set. We build on a recent extreme classification framework with logarithmic time and space, and on a general approach for error correcting output coding (ECOC) with loss-based decoding, and intr…

2018-03-08abs ↗pdf ↗

New method learns graphical models with latent variables for extreme events.

problem Learning graphical models with latent variables for multivariate extremes.
method Tractable convex program exttt{eglatent} for Hüsler-Reiss models.
result Consistently recovers conditional graph and latent variables.

We adapt Thistlethwaite's alternating tangle decomposition of a knot diagram to identify the potential extreme terms in its bracket polynomial, and give a simple combinatorial calculation for their coefficients, based on the intersection graph of certain chord diagrams.

2000-12-12abs ↗pdf ↗

IFH models graph generation with adjustable sequentiality.

problem Designing flexible graph generation models between one-shot and sequential approaches.
method Based on DDPM, IFH uses a node removal process to generate graphs with adjustable sequentiality.
result IFH models improve graph generation quality and efficiency compared to current methods.

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.

This paper improves bounds on how many Delta-moves are needed to trivialize a link.

problem Counting the minimum number of Delta-moves to make a link homotopy trivial.
method Classification of link homotopy and extremal graph theory.
result Quadratic and cubic upper bounds on the homotopy trivializing numbers of links.

Combines GANs and EVT for better modeling of spatial climate extremes.

problem Modeling dependencies between climate extremes, especially in high-dimensional spaces.
method Generative Adversarial Networks (GANs) combined with Extreme Value Theory (EVT).
result evtGAN outperforms classical GANs and statistical approaches in modeling spatial extremes.

A novel model combines deep learning and extreme value theory for multivariate cyber risk prediction.

problem High dimensionality and heavy tails in multivariate cyber risk patterns.
method Combines deep learning for point predictions and extreme value theory for quantile predictions.
result The model provides satisfactory high quantile predictions and accurate point predictions.

Proposes a method to model financial returns with extreme shocks using flexible tail transformations.

problem Capturing extreme shocks in financial return data.
method Introduces a transformation layer in normalizing flows to model heavy-tailed distributions.
result Trained models can generate synthetic sets of extreme returns.

In this paper, we study the possibility of inferring early warning indicators (EWIs) for periods of extreme bitcoin price volatility using features obtained from Bitcoin daily transaction graphs. We infer the low-dimensional representations of transaction graphs in the time period from 2012 to 2017 using Bitcoin blockc…

2018-09-19abs ↗pdf ↗

Balancing graph summarization and change detection in streaming data.

problem Balancing compression rate in graph summarization and accuracy in change detection.
method Introducing a probabilistic hierarchical latent variable model and optimizing parameters based on the minimum description length principle to balance the trade-off.
result Guaranteed suppression of Type I error probability (false alarms) in change detection.