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.
New method for estimating firm linkages using CVLs and QCML.
We investigate the structure of global inter-firm linkages using a dataset that contains information on business partners for about 400,000 firms worldwide, including all the firms listed on the major stock exchanges. Among the firms, we examine three networks, which are based on customer-supplier, licensee-licensor, a…
A clustering algorithm based on the Hausdorff distance is introduced and compared to the single and complete linkage. The three clustering procedures are applied to a toy example and to the time series of financial data. The dendrograms are scrutinized and their features confronted. The Hausdorff linkage relies of firm…
Buyer--seller relationships among firms can be regarded as a longitudinal network in which the connectivity pattern evolves as each firm receives productivity shocks. Based on a data set describing the evolution of buyer--seller links among 55,608 firms over a decade and structural equation modeling, we find some evide…
Estimates financial networks using high-frequency trade data.
Study news networks to predict stock returns.
We model a network economy with three sectors: downstream firms, upstream firms, and banks. Agents are linked by productive and credit relationships so that the behavior of one agent influences the behavior of the others through network connections. Credit interlinkages among agents are a source of bankruptcy diffusion…
The study finds that supply chain information from LLM embeddings improves stock returns predictions.
Solomon and Golo [1] have recently proposed an autocatalytic (self-reinforcing) feedback model which couples a macroscopic system parameter (the interest rate), a microscopic parameter that measures the distribution of the states of the individual agents (the number of firms in financial difficulty) and a peer-to-peer …
Optimal intervention in economic networks modeled as influence maximization, with hard computational problems.
Agglomerative hierarchical clustering can be implemented with several strategies that differ in the way elements of a collection are grouped together to build a hierarchy of clusters. Here we introduce versatile linkage, a new infinite system of agglomerative hierarchical clustering strategies based on generalized mean…
The geometric, topological, and symplectic properties of moduli spaces (spaces of configurations modulo rotations and translations) of polygonal linkages have been studied by Kapovich, Millson, and Kamiyama, et. al. One can form a polygonal linkage by taking two free linkages and identifying initial and terminal vertic…
We propose a novel approach and an empirical procedure to test direct contagion of growth rate in a trade credit network of firms. Our hypotheses are that the use of trade credit contributes to contagion (from many customers to a single supplier - "many to one" contagion) and amplification (through their interaction wi…
This paper studies the configuration space of all possible positions of a linkage in R^n. For example, it shows that for every compact algebraic set, there is a linkage whose configuration space is analytically isomorphic to a finite number of copies of the algebraic set. If flexible edges are allowed, any compact set …
Minimax linkage was first introduced by Ao et al. [3] in 2004, as an alternative to standard linkage methods used in hierarchical clustering. Minimax linkage relies on distances to a prototype for each cluster; this prototype can be thought of as a representative object in the cluster, hence improving the interpretabil…
Cryptocurrencies are becoming more linked in their returns and volatilities.
Paper addresses limitations of traditional hierarchical clustering methods.
Moduli spaces of planar polygonal linkages admit a cell structure which can be realized as a surgery on the permutohedron. We present a 3D visualization of the result of the surgery for all types of non-degenerate pentagonal linkages.
We prove realizability theorems for vector-valued polynomial mappings, real-algebraic sets and compact smooth manifolds by moduli spaces of planar linkages. We also establish a relation between universality theorems for moduli spaces of mechanical linkages and projective arrangements.
Paper analyzes a three-loop linkage, showing it's overconstrained and shaky.
A mechanical linkage is a mechanism made of rigid rods linked together by flexible joints, in which some vertices are fixed and others may move. The partial configuration space of a linkage is the set of all the possible positions of a subset of the vertices. We characterize the possible partial configuration spaces of…
RLINK uses deep reinforcement learning to improve user identity linkage across social networks.
A closed linkage mechanism in three-dimensional space is an object comprising rigid bodies connected with hinges in a circular form like a rosary. Such linkages include Bricard6R and Bennett4R. To design such a closed linkage, it is necessary to solve a high-degree algebraic equation, which is generally difficult. In t…
A linkage is a finite graph with lengths assigned to each edge. A planar realization is a map to the plane which preserves edge lengths. It can be thought of as a mechanical device formed from stiff rods and rotating joints. We look at the configuration space of all planar realizations of a linkage (following work of K…
The study measures systemic risk using common and tail dependence factors.
In supervised clustering, standard techniques for learning a pairwise dissimilarity function often suffer from a discrepancy between the training and clustering objectives, leading to poor cluster quality. Rectifying this discrepancy necessitates matching the procedure for training the dissimilarity function to the clu…
Crimes emerge out of complex interactions of human behaviors and situations. Linkages between crime incidents are highly complex. Detecting crime linkage given a set of incidents is a highly challenging task since we only have limited information, including text descriptions, incident times, and locations. In practice,…
A mechanical linkage is a mechanism made of rigid rods linked together by flexible joints, in which some vertices are fixed and others may move. The partial configuration space of a linkage is the set of all the possible positions of a subset of the vertices. We characterize the possible partial configuration spaces of…
Record linkage involves merging records in large, noisy databases to remove duplicate entities. It has become an important area because of its widespread occurrence in bibliometrics, public health, official statistics production, political science, and beyond. Traditional linkage methods directly linking records to one…
Study explores financial market linkages between Japan and US markets.
New bounds improve linkage methods for clustering, distinguishing complete-link from single-link.
The task of matching co-referent records is known among other names as rocord linkage. For large record-linkage problems, often there is little or no labeled data available, but unlabeled data shows a reasonable clear structure. For such problems, unsupervised or semi-supervised methods are preferable to supervised met…
We study configuration spaces of linkages whose underlying graph are polygons with diagonal constrains, or more general, partial two-trees. We show that (with an appropriate definition) the oriented area is a Bott-Morse function on the configuration space. Its critical points are described and Bott-Morse indices are co…
Hierarchical clustering uses OWA operators to generalize linkage methods and avoid dendrogram inversions.
We study spaces of realisations of linkages (weighted graphs) whose underlying graph is a series parallel graph. In particular, we describe an algorithm for determining whether or not such spaces are connected.
A linkage mechanism consists of rigid bodies assembled by joints which can be used to translate and transfer motion from one form in one place to another. In this paper, we are particularly interested in a family of spacial linkage mechanisms which consist of -copies of a rigid body joined together by hinges to form…
Standard agglomerative clustering suggests establishing a new reliable linkage at every step. However, in order to provide adaptive, density-consistent and flexible solutions, we study extracting all the reliable linkages at each step, instead of the smallest one. Such a strategy can be applied with all common criteria…
We prove diffeomorphisms of polygonal linkage moduli spaces to Euclidean spaces.
Study maps interdependence of SDGs, finds complex, dynamic linkages.
Knowledge graphs have emerged as an important model for studying complex multi-relational data. This has given rise to the construction of numerous large scale but incomplete knowledge graphs encoding information extracted from various resources. An effective and scalable approach to jointly learn over multiple graphs …
This paper is part of the research on the interlinkages between insurers and their contribution to systemic risk on the insurance market. Its main purpose is to present the results of the analysis of linkage dynamics and systemic risk in the European insurance sector which are obtained using correlation networks. These…
Grinch efficiently clusters large datasets with complex structures.
This paper characterizes which subsets of C^n can be the set of positions of n points on a linkage in the complex plane C. For example, assuming compactness they are just compact semialgebraic sets. Noncompact configuration spaces are semialgebraics sets invariant under the Euclidean group, with compact quotient.
An efficient method to compute a single linkage dendrogram.
Any smooth surface in R^3 may be flattened along the z-axis, and the flattened surface becomes close to a billiard table in R^2 . We show that, under some hypotheses, the geodesic flow of this surface converges locally uniformly to the billiard flow. Moreover, if the billiard is dispersive and has finite horizon, then …
Novel bistable structures made from four-bar linkages, proving existence and construction.
Genie clusters faster and resists outliers.
In this short paper, the Electre Tri-Machine Learning Method, generally used to solve ordinal classification problems, is proposed for solving the Record Linkage problem. Preliminary experimental results show that, using the Electre Tri method, high accuracy can be achieved and more than 99% of the matches and nonmatch…