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.
In CJKLS quandle cohomology is used to produce invariants for particular embeddings of codimension two; 2-cocycles give to invariants for (classical) knots and 3-cocycles give rise to invariants for knotted surfaces. This is done by way of a notion of coloring of a diagram. Also, these invariants have the form of state…
This paper measures temperature in agent systems using volatility.
problem How to measure temperature in agent systems.
method Examined an agent system with two decision options in a news environment, established the measurement equation, and outlined the concept of temperature measurement.
result Illustrated a strategy for influencing average opinion in competing subsystems.
Attention temperature improves robustness of ICL in high-dimensional settings.
problem ICL robustness failure under distribution shift in high dimensions.
method Analyzed a Transformer with approximate softmax attention, derived a closed-form error expression, and showed optimal temperature minimizes error.
result Optimal attention temperature minimizes ICL generalization error under distribution shift.
Trends in terrestrial temperature variability are perhaps more relevant for species viability than trends in mean temperature. In this paper, we develop methodology for estimating such trends using multi-resolution climate data from polar orbiting weather satellites. We derive two novel algorithms for computation that …
Optimizes contrastive learning with individualized temperatures for better performance on imbalanced datasets.
problem The common practice of using a global temperature parameter ignores the varying semantic similarity across different anchor data.
method Proposes a new robust contrastive loss inspired by distributionally robust optimization (DRO) and an efficient stochastic algorithm for automatic temperature individualization.
result Our method automatically learns a suitable temperature for each sample, improving performance on imbalanced datasets.
The minute fluctuations of of S&P 500 and NASDAQ 100 indices display Boltzmann statistics over a wide range of positive as well as negative returns, thus allowing us to define a {\em market temperature} for either sign. With increasing time the sharp Boltzmann peak broadens into a Gaussian whose volatility σ measure…
In the spirit of behavioral finance, we study the process of opinion formation among investors using a variant of the 2D Voter Model with a tunable social temperature. Further, a feedback acting on the temperature is introduced, such that social temperature reacts to market imbalances and thus becomes time dependent. I…
A spin model relating physical to financial variables is presented. This work is the first to introduce the concept of negative absolute temperature into stock market dynamics by establishing a rigorous formal analogy between physical and financial variables. Based on this model, an algorithm evaluating negative temper…
Machine learning and deep learning infer surface/groundwater exchange from temperature data.
problem Inferring surface/groundwater exchange from temperature data with high temporal resolution.
method Application of machine learning and deep learning algorithms to infer surface/groundwater exchange flux from subsurface temperature observations.
result DL methods outperform ML methods in interpreting noisy temperature data, especially with a smoothing filter.
The number of colorings of a knot diagram by a quandle has been shown to be a knot invariant by CJKLS using quandle cohomology methods. In a previous paper by the second named author, the CJKLS invariant was refined and, in particular, it was shown that the number of colorings is an invariant directly without resorting…
We present a model of financial markets originally proposed for a turbulent flow, as a dynamic basis of its intermittent behavior. Time evolution of the price change is assumed to be described by Brownian motion in a power-law potential, where the `temperature' fluctuates slowly. The model generally yields a fat-tailed…
This study evaluates machine learning models for precise temperature estimation in PMSMs.
problem Precise temperature monitoring of PMSMs for automotive applications.
method Evaluation of various machine learning models (ordinary and weighted least squares, support vector regression, k-nearest neighbors, randomized trees, neural networks) on collected data.
result ML models can predict magnet temperature profiles as accurately as classical models, but differ in model size and efficiency.