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.
The study measures systemic risk using common and tail dependence factors.
Extends graph factor system to quasi-median graphs.
A new framework models and simulates multibody systems using factor graphs.
The paper models systemic risk in European and U.S. banks using factor copulas.
AlphaLogics mines market logic to generate interpretable alpha factors.
Unweighted matrix factorization can match or outperform weighted methods in recommender systems.
New method for ordinal data improves recommendation systems.
The aim of this paper is to establish an infinite dimensional generalization of the Schlesinger system -- a system of PDE's describing isomonodromic deformations of Fuchsian systems. This universal Schlesinger system first appeared in a paper by Korotkin and Samtleben in the finite dimensional case (i.e. when it reduce…
This paper analyzes privacy threats in federated matrix factorization.
DeepUnHide uses deep learning to reveal hidden demographic features in recommender systems.
In this paper we define currents relative to a free factor system. We prove that a fully irreducible outer automorphism relative to a free factor system acts with uniform north-south dynamics on a subspace of the space of projective relative currents.
SharedMF uses secret sharing to protect privacy in distributed recommendation systems.
Hyperbolicity proven for a specific type of group extension.
Many businesses are using recommender systems for marketing outreach. Recommendation algorithms can be either based on content or driven by collaborative filtering. We study different ways to incorporate content information directly into the matrix factorization approach of collaborative filtering. These content-booste…
Proposes a privacy-preserving recommendation system using matrix factorization and differential privacy.
We show that the complex of free factors of a free group of rank n > 1 is homotopy equivalent to a wedge of spheres of dimension n-2. We also prove that for n > 1, the complement of (unreduced) Outer space in the free splitting complex is homotopy equivalent to the complex of free factor systems and moreover is (n-2)-c…
Automates supervised learning pipeline design with matrix and tensor factorization.
This paper improves MARL for networked systems through new protocols and discount factors.
Skew parallelogram nets factorize, encompassing discrete differential geometry.
Traditional recommendation systems rely on past usage data in order to generate new recommendations. Those approaches fail to generate sensible recommendations for new users and items into the system due to missing information about their past interactions. In this paper, we propose a solution for successfully addressi…
BeMF improves recommendation reliability in recommender systems.
Enhances systemic risk analysis by incorporating debt valuation factors.
A new recommendation method combining deep learning and graph analysis improves performance.
Quantitative Investment, built on the solid foundation of robust financial theories, is at the center stage in investment industry today. The essence of quantitative investment is the multi-factor model, which explains the relationship between the risk and return of equities. However, the multi-factor model generates e…
We study the dynamics of correlation and variance in systems under the load of environmental factors. A universal effect in ensembles of similar systems under the load of similar factors is described: in crisis, typically, even before obvious symptoms of crisis appear, correlation increases, and, at the same time, vari…
We study very small trees from the point of view of reducing systems of free factors, which are analogues of reducing systems of curves for a surface lamination; a non-trivial, proper free factor $F \leq \FN$ reduces if and only if acts on some subtree of with dense orbits. We characterize those trees, call…
New bounds show current methods overestimate system parameter errors.
Neuroscience is experiencing a data revolution in which many hundreds or thousands of neurons are recorded simultaneously. Currently, there is little consensus on how such data should be analyzed. Here we introduce LFADS (Latent Factor Analysis via Dynamical Systems), a method to infer latent dynamics from simultaneous…
Study tests if equity factors explain Bitcoin's risk and returns.
In this paper, we carry a detailed study of mechanical systems with configuration space for which the base variables are being controlled. The overall system's motion is considered to be induced from the base one due to the presence of general non-holonomic constraints. It is shown that the…
Recommender systems relying on latent factor models often appear as black boxes to their users. Semantic descriptions for the factors might help to mitigate this problem. Achieving this automatically is, however, a non-straightforward task due to the models' statistical nature. We present an output-agreement game that …
One primary task of population health analysis is the identification of risk factors that, for some subpopulation, have a significant association with some health condition. Examples include finding lifestyle factors associated with chronic diseases and finding genetic mutations associated with diseases in precision he…
Sparse sampling method for tensor factorization and completion of high rank tensors.
Improves model classification accuracy in black-box settings.
In this paper we prove that a fully irreducible outer automorphism relative to a non-exceptional free factor system acts loxodromically on the relative free factor complex as defined by Handel and Mosher. We also prove a north-south dynamic result for the action of such outer automorphisms on the closure of relative ou…
A deterministic system of interacting agents is considered as a model for economic dynamics. The dynamics of the system is described by a coupled map lattice with near neighbor interactions. The evolution of each agent results from the competition between two factors: the agent's own tendency to grow and the environmen…
Context-aware recommender systems (CARS) have gained increasing attention due to their ability to utilize contextual information. Compared to traditional recommender systems, CARS are, in general, able to generate more accurate recommendations. Latent factors approach accounts for a large proportion of CARS. Recently, …
Certain theoretical aspects of vector autoregression (VAR) as tools to model economic time series are revised, in particular their capacity to include both short term and long term information. The VAR model, in its error correction form, is derived and the permanent-transitory decomposition of factors proposed by Gonz…
Unified view of integrable systems linking CMC, isothermic, and Willmore surfaces.
The paper proposes a new recommender system combining ratings and textual reviews.
Unified representation for minimal and constant mean curvature surfaces.
Scalable approach for high-dimensional dynamical systems with noise filtering and parameter estimation.
Latent factor models have been used widely in collaborative filtering based recommender systems. In recent years, deep learning has been successful in solving a wide variety of machine learning problems. Motivated by the success of deep learning, we propose a deeper version of latent factor model. Experiments on benchm…
Effective rank rigidity proved for cubulated groups with factor systems.
This article constructs the moduli stack of torsionfree -jet-structures in homotopy type theory with one monadic modality. This yields a construction of this moduli stack for any -topos equipped with any stable factorization systems. In the intended applications of this theory, the factorization systems are …
We construct a pairing, which we call factorization homology, between framed manifolds and higher categories. The essential geometric notion is that of a vari-framing of a stratified manifold, which is a framing on each stratum together with a coherent system of compatibilities of framings along links between strata. O…
We introduce a factor analysis model that summarizes the dependencies between observed variable groups, instead of dependencies between individual variables as standard factor analysis does. A group may correspond to one view of the same set of objects, one of many data sets tied by co-occurrence, or a set of alternati…
In many applications of finance, biology and sociology, complex systems involve entities interacting with each other. These processes have the peculiarity of evolving over time and of comprising latent factors, which influence the system without being explicitly measured. In this work we present latent variable time-va…