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.
Understanding tie strength in social networks, and the factors that influence it, have received much attention in a myriad of disciplines for decades. Several models incorporating indicators of tie strength have been proposed and used to quantify relationships in social networks, and a standard set of structural networ…
Classifies 85 tie knots into mathematical categories.
Statistical framework improves LLM chatbot ranking.
TIE framework detects out-of-distribution samples and estimates uncertainty without external datasets.
Researchers create coordinates for hyperbolic surfaces, proving a magic formula.
Study reveals structure of Bitcoin's crypto flow network.
Multi-modal data collections, such as corpora of paired images and text snippets, require analysis methods beyond single-view component and topic models. For continuous observations the current dominant approach is based on extensions of canonical correlation analysis, factorizing the variation into components shared b…
In this paper, we construct two families of satellite constructions for Brunnian links, called the satellite sum and the satellite tie. An interesting fact is that by applying the satellite sum and the satellite tie constructions, we can build infinitely many new Brunnian links from any given Brunnian links. With the h…
Hashing, or learning binary embeddings of data, is frequently used in nearest neighbor retrieval. In this paper, we develop learning to rank formulations for hashing, aimed at directly optimizing ranking-based evaluation metrics such as Average Precision (AP) and Normalized Discounted Cumulative Gain (NDCG). We first o…
This paper gives mathematical models for flat knotted ribbons, and makes specific conjectures for the least length of ribbon (for a given width) needed to tie the trefoil knot and the figure eight knot. The first conjecture states that (for width one) the least length of ribbon needed to tie an open-ended trefoil knot …
Systemic risks of default contagion in the Russian interbank market are investigated. The analysis is based on considering the bow-tie structure of the weighted oriented graph describing the structure of the interbank loans. A probabilistic model of interbank contagion explicitly taking into account the empirical bow-t…
Business cycles affect startup valuations, both directly and indirectly.
Characterizes Lebesgue points using nearest neighbor methods.
Modelling of contagion in interbank networks is discussed. A model taking into account bow-tie structure and dissasortativity of interbank networks is developed. The model is shown to provide a good quantitative description of the Russian interbank market. Detailed arguments favoring the non-percolative nature of conta…
Automated hyperparameter tuning aspires to facilitate the application of machine learning for non-experts. In the literature, different optimization approaches are applied for that purpose. This paper investigates the performance of Differential Evolution for tuning hyperparameters of supervised learning algorithms for…
In this paper the problem of optimal derivative design, profit maximization and risk minimization under adverse selection when multiple agencies compete for the business of a continuum of heterogenous agents is studied. The presence of ties in the agents' best-response correspondences yields discontinuous payoff functi…
A fast method for LOOCV in k-NN regression reduces computation time.
C-index varies among software, complicating model comparison.
Alternative approach to generative modeling using convex conjugates and optimal transport.
The study examines complex tangles in Curve Shortening Flow singularities.
Paper explains dynamics of homeomorphisms to mapping tori geometry.
What length of rope (of given diameter) is required to tie a particular knot? To answer this question, we define some new notions of thickness for a space curve, one based on Gromov's distortion, and another generalizing the thickness of Litherland, Simon et al. We prove a basic inequality between these thickness measu…
Alternating-sign Hopf plumbing along a tree yields fibered alternating links whose homological monodromy is, up to a sign, conjugate to some alternating-sign Coxeter transformation. Exploiting this tie, we obtain results about the location of zeros of the Alexander polynomial of the fibered link complement implying a s…
Establishes equivalence between models of derived stacks.
Adversarial examples have attracted significant attention in machine learning, but the reasons for their existence and pervasiveness remain unclear. We demonstrate that adversarial examples can be directly attributed to the presence of non-robust features: features derived from patterns in the data distribution that ar…
The structure of the control network of transnational corporations affects global market competition and financial stability. So far, only small national samples were studied and there was no appropriate methodology to assess control globally. We present the first investigation of the architecture of the international …
Relationship lending is broadly interpreted as a strong partnership between a lender and a borrower. Nevertheless, we still lack consensus regarding how to quantify the strength of a lending relationship, while simple statistics such as the frequency and volume of loans have been used as proxies in previous studies. He…
Study shows flash crashes in finance are self-organized criticality events.
Isotonic regression binning affects calibration statistics of machine learning models.
Study XRP network, propose Flow Index to analyze transaction frequencies.
Paper introduces MPES for top-k ranking BO with preferential observations.
Many poker systems, whether created with heuristics or machine learning, rely on the probability of winning as a key input. However calculating the precise probability using combinatorics is an intractable problem, so instead we approximate it. Monte Carlo simulation is an effective technique that can be used to approx…
Approximates discounted moments for financial products using polynomial expansions.
Susceptibility of deep neural networks to adversarial attacks poses a major theoretical and practical challenge. All efforts to harden classifiers against such attacks have seen limited success. Two distinct categories of samples to which deep networks are vulnerable, "adversarial samples" and "fooling samples", have b…
We view strict ring spectra as generalized rings. The study of their algebraic K-theory is motivated by its applications to the automorphism groups of compact manifolds. Partial calculations of algebraic K-theory for the sphere spectrum are available at regular primes, but we seek more conceptual answers in terms of lo…
The abstract discusses parallels between Galois theory and Stone-Weierstrass theorem in various fields.
We investigate how asymmetrizing an impurity function affects the choice of optimal node splits when growing a decision tree for binary classification. In particular, we relax the usual axioms of an impurity function and show how skewing an impurity function biases the optimal splits to isolate points of a particular c…
In this paper we extend the concept of Competitivity Graph to compare series of rankings with ties ({\em partial rankings}). We extend the usual method used to compute Kendall's coefficient for two partial rankings to the concept of evolutive Kendall's coefficient for a series of partial rankings. The theoretical frame…
Study of Milnor invariants and ropelength of spherical links.
Financial markets change their behaviours abruptly. The mean, variance and correlation patterns of stocks can vary dramatically, triggered by fundamental changes in macroeconomic variables, policies or regulations. A trader needs to adapt her trading style to make the best out of the different phases in the stock marke…
In many fields of science, generalized likelihood ratio tests are established tools for statistical inference. At the same time, it has become increasingly common that a simulator (or generative model) is used to describe complex processes that tie parameters of an underlying theory and measurement apparatus to hig…
In-game win probability models, which provide a sports team's likelihood of winning at each point in a game based on historical observations, are becoming increasingly popular. In baseball, basketball and American football, they have become important tools to enhance fan experience, to evaluate in-game decision-making,…
Introduces P-tensors for generalized higher-order message passing in graph neural networks.
Bayesian neural networks improve deep learning's accuracy and uncertainty estimation.
Solvents can induce helical knots in simulated biopolymer tubes.
This short note is intended as a "Letter to the Editor" Perspective in order that it serves as a contribution, in view of reaching the physics community caring about rare events and scaling laws and unexpected findings, on a domain of wide interest: sport and money. It is apparent from the data reported and discussed b…
Fixed angles of convex polygons lead to combinatorially rich polytopes.
Study shows exponential sample complexity for stabilizing certain linear systems.