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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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55109164218 · Jun 202019922001200920172026
48 results for flow clustering

NeuralFLoC unifies registration and clustering of functional data, overcoming phase variation challenges.

problem Challenges in clustering functional data due to phase variation and temporal misalignment.
method NeuralFLoC uses Neural ODE-driven diffeomorphic flows and spectral clustering for joint registration and clustering.
result NeuralFLoC effectively disentangles phase and amplitude variation, achieving state-of-the-art performance.

A new clustering method estimates non-linear boundaries and automatically selects the number of clusters.

problem Discriminative clustering with non-linear boundaries and data abnormalities.
method Regularized mutual information objective function with a mixture of Gaussian and uniform distributions.
result Automatic selection of the number of components and estimation of non-linear boundaries.

Proves existence of many non-R\mathbb R-covered Anosov flows on hyperbolic 3-manifolds.

problem Existence of many non-R\mathbb R-covered Anosov flows on hyperbolic 3-manifolds.
method Description of clusters of lozenges in orbit spaces of constructed Anosov flows.
result Existence of hyperbolic 3-manifolds carrying many pairwise orbitally inequivalent quasi-geodesic Anosov flows.

Many applications generate data with an intrinsic network structure such as time series data, image data or social network data. The network Lasso (nLasso) has been proposed recently as a method for joint clustering and optimization of machine learning models for networked data. The nLasso extends the Lasso from sparse…

2019-10-04abs ↗pdf ↗

Fractal Flow enhances normalizing flows with interpretable latent space and hierarchical modeling.

problem High-dimensional density estimation and generative modeling challenges.
method Integrates topic modeling (LDA) and fractal strategy into normalizing flows.
result Achieves latent clustering, controllable generation, and superior estimation accuracy.

Mean curvature flow of clusters of n-dimensional surfaces in R^{n+k} that meet in triples at equal angles along smooth edges and higher order junctions on lower dimensional faces is a natural extension of classical mean curvature flow. We call such a flow a mean curvature flow with triple edges. We show that if a smoot…

2016-05-21abs ↗pdf ↗

Graph Ricci flow reveals hidden hierarchies in stock market correlations.

problem Detecting hidden structures in the complex stock market graph.
method Using graph Ricci curvature and flow techniques to analyze the NASDAQ 100 index.
result Algorithm detects hidden hierarchies, community behavior, and clustering in financial markets.

ClusterLOB clusters market events to identify different trading behaviors.

problem Understanding market microstructure and participant behavior in financial markets.
method ClusterLOB uses K-means++ algorithm to cluster market events based on six time-dependent features.
result ClusterLOB identifies three distinct trading behaviors: directional, opportunistic, and market-making participants.

We define a class of Euclidean distances on weighted graphs, enabling to perform thermodynamic soft graph clustering. The class can be constructed form the "raw coordinates" encountered in spectral clustering, and can be extended by means of higher-dimensional embeddings (Schoenberg transformations). Geographical flow …

2010-07-06abs ↗pdf ↗

We present a graph-based semi-supervised learning (SSL) method for learning edge flows defined on a graph. Specifically, given flow measurements on a subset of edges, we want to predict the flows on the remaining edges. To this end, we develop a computational framework that imposes certain constraints on the overall fl…

2019-05-17abs ↗pdf ↗

Efficient algorithm for clustering and classification using MBO scheme.

problem Data clustering and classification tasks.
method Introduces constraints on cluster size leading to a linear integer problem, proving it's induced by a novel order statistic. Develops exact and efficient algorithms based on variational viewpoint connecting to volume-preserving mean curvature flow.
result Estimates computational complexity better than state-of-the-art, proving rigorous analysis.

New method uses Ricci curvature for hypergraph clustering, outperforming existing techniques.

problem Community detection in hypergraphs with large hyperedges.
method Extending Ricci flow to hypergraphs by defining edge probability measures and transporting them on the line expansion.
result Enhanced sensitivity to hypergraph structure, especially in large hyperedges.

Kleinberg introduced three natural clustering properties, or axioms, and showed they cannot be simultaneously satisfied by any clustering algorithm. We present a new clustering property, Monotonic Consistency, which avoids the well-known problematic behaviour of Kleinberg's Consistency axiom, and the impossibility resu…

2018-06-15abs ↗pdf ↗

Study finds stock prices rarely appreciate during capital inflows but often appreciate during normal flows.

problem Understanding stock price behavior during capital inflows and outflows.
method Identified capital flow episodes using threshold and k-means clustering; detected stock index changepoints using PELT method; combined results over identified capital flows.
result Stock prices rarely appreciate during capital inflows but often appreciate during normal flows.

Gradient flow in ReLU networks biases towards generalization but makes them vulnerable to adversarial attacks.

problem Generalization vs. Adversarial Robustness in ReLU Networks
method Analysis of gradient flow in two-layer ReLU networks with clustered data.
result Gradient flow biases towards generalization but also makes networks vulnerable to adversarial attacks.

Dockless bike sharing systems need effective bike flow prediction models.

problem Imbalanced and dynamic use of bikes leads to mandatory rebalancing operations.
method Divide urban area into regions, model spatio-temporal bike flows, extract traffic patterns, and predict bike flows.
result Interpretable bike flow prediction model provides valuable insights into bike flow analysis.

GeneraLight improves traffic signal control models' generalization ability.

problem Overfitting and lack of generalization ability in RL TSC models.
method GeneraLight uses a meta-RL framework with a traffic flow generator based on GANs.
result GeneraLight significantly boosts generalization performance across different traffic flows.

We study the question of fair clustering under the {\em disparate impact} doctrine, where each protected class must have approximately equal representation in every cluster. We formulate the fair clustering problem under both the kk-center and the kk-median objectives, and show that even with two protected classes th…

2018-02-15abs ↗pdf ↗

FedGRU uses federated learning to predict traffic flow accurately while preserving user privacy.

problem Developing accurate traffic flow prediction while protecting user privacy.
method Federated Learning, Secure Parameter Aggregation, Joint Announcement Protocol, Ensemble Clustering.
result FedGRU achieves 90.96% higher prediction accuracy than advanced deep learning models.

New method clusters directed graphs using Koopman operators.

problem Challenges in clustering directed graphs, especially complex eigenvalues and lack of cluster definition.
method Relate graph Laplacians to transfer operators and metastable sets in stochastic systems, derive clustering algorithms for directed and time-evolving graphs.
result Clusters can be interpreted as coherent sets, useful for analyzing transport and mixing processes.

Infinity-harmonic functions linked to IMCF clusters, revealing new properties in 2D.

problem Understanding properties of \infty-harmonic functions in 2D.
method Relating \infty-harmonic functions to inverse mean curvature flow clusters and their pop o\infty limit.
result New structural and regularity results for \infty-harmonic functions in 2D.

Recently, clustering moving object trajectories kept gaining interest from both the data mining and machine learning communities. This problem, however, was studied mainly and extensively in the setting where moving objects can move freely on the euclidean space. In this paper, we study the problem of clustering trajec…

2015-11-04abs ↗pdf ↗

Distance plays a fundamental role in measuring similarity between objects. Various visualization techniques and learning tasks in statistics and machine learning such as shape matching, classification, dimension reduction and clustering often rely on some distance or similarity measure. It is of tremendous importance t…

2018-10-05abs ↗pdf ↗

Proposes methods for local clustering in attributed graphs.

problem Finding a single cluster concentrated on a specific region in a graph.
method Introduces Graph Unimodality (GU) and Attribute Unimodality (AU) measures, and LOCLU algorithm to optimize Compactness score.
result Local cluster detected by LOCLU concentrates on the region of interest and exhibits unimodal data distribution.

New framework quantifies uncertainty in flexible density-based clustering.

problem Uncertainty quantification in clustering with non-parametric density estimation.
method Martingale posterior distributions and density-based clustering.
result Efficient GPU-compatible inference on clustering structures with uncertainty.

New method clusters evolving networks using spatio-temporal graph Laplacian.

problem Clustering communities in time-varying graphs.
method Extends spectral clustering to dynamic graphs using CCA and spatio-temporal graph Laplacian.
result The spatio-temporal graph Laplacian clearly interprets cluster evolution over time.

We present a robust multiple manifolds structure learning (RMMSL) scheme to robustly estimate data structures under the multiple low intrinsic dimensional manifolds assumption. In the local learning stage, RMMSL efficiently estimates local tangent space by weighted low-rank matrix factorization. In the global learning …

2012-06-18abs ↗pdf ↗