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.
SILVR generates new molecules fitting protein binding sites.
A new deep model generates molecules by fragments, improving validity and uniqueness.
This paper introduces a new approach for the automated reconstruction - reassembly of fragmented objects having one surface near to plane, on the basis of the 3D representation of their constituent fragments. The whole process starts by 3D scanning of the available fragments. The obtained representations are properly p…
We present a lower bound for a fragmentation norm and construct a bi-Lipschitz embedding with respect to the fragmentation norm on the group of Hamiltonian diffeomorphisms of a symplectic manifold . As an application, we provide an answer to Brandenbursk…
FluxLayer solves cross-chain liquidity fragmentation for better MEV capture.
Technological progress is leading to proliferation and diversification of trading venues, thus increasing the relevance of the long-standing question of market fragmentation versus consolidation. To address this issue quantitatively, we analyse systems of adaptive traders that choose where to trade based on their previ…
In this work, we attempt to solve the Hit Song Science problem, which aims to predict which songs will become chart-topping hits. We constructed a dataset with approximately 1.8 million hit and non-hit songs and extracted their audio features using the Spotify Web API. We test four models on our dataset. Our best model…
FIRE method improves model performance in federated learning by penalizing fragmentation-induced covariate shifts.
Minimal hitting time on origami equals diophantine type for certain slopes.
We prove that manifolds with complicated enough fundamental group admit measure-preserving homeomorphisms which have positive stable fragmentation norm with respect to balls of bounded measure.
Record companies invest billions of dollars in new talent around the globe each year. Gaining insight into what actually makes a hit song would provide tremendous benefits for the music industry. In this research we tackle this question by focussing on the dance hit song classification problem. A database of dance hit …
Study proves fluid limits of fragmented limit-order markets.
Price limit trading rules are adopted in some stock markets (especially emerging markets) trying to cool off traders' short-term trading mania on individual stocks and increase market efficiency. Under such a microstructure, stocks may hit their up-limits and down-limits from time to time. However, the behaviors of pri…
This paper improves bond market making by adjusting hit-ratios for client flow quality.
Automated rock fragmentation assessment using deep learning and spatial statistics.
The paper shows how Hamiltonian diffeomorphisms and homeomorphisms can be broken down into smaller, manageable pieces.
Tree structures are ubiquitous in data across many domains, and many datasets are naturally modelled by unobserved tree structures. In this paper, first we review the theory of random fragmentation processes [Bertoin, 2006], and a number of existing methods for modelling trees, including the popular nested Chinese rest…
Study bond market making with hit-ratio target using optimal control and HJB equations.
Generating music medleys is about finding an optimal permutation of a given set of music clips. Toward this goal, we propose a self-supervised learning task, called the music puzzle game, to train neural network models to learn the sequential patterns in music. In essence, such a game requires machines to correctly sor…
New distribution simplifies covariance matrix inference.
Paper analyzes Hit-and-Run's convergence rates and applies similar methods to randomized Kaczmarz.
In this paper, we investigate the cooling-off effect (opposite to the magnet effect) from two aspects. Firstly, from the viewpoint of dynamics, we study the existence of the cooling-off effect by following the dynamical evolution of some financial variables over a period of time before the stock price hits its limit. S…
The hitting measure is singular and has dimension less than 1 for cocompact Fuchsian groups.
Researchers prove hitting measure singularity for most Fuchsian and Kleinian groups.
The paper improves competitive and dynamic regret bounds for smoothed online learning.
KANEL combines models for early hit enrichment in virtual screening.
Large unweighted directed graphs are commonly used to capture relations between entities. A fundamental problem in the analysis of such networks is to properly define the similarity or dissimilarity between any two vertices. Despite the significance of this problem, statistical characterization of the proposed metrics …
Model shows how multiple markets can coexist or fragment based on trader behavior.
High-fee pools attract more liquidity but execute less volume; low-fee pools have more stable LPs.
Stochastic gradient Langevin dynamics (SGLD) is a fundamental algorithm in stochastic optimization. Recent work by Zhang et al. [2017] presents an analysis for the hitting time of SGLD for the first and second order stationary points. The proof in Zhang et al. [2017] is a two-stage procedure through bounding the Cheege…
Microbial clades modeling is a challenging problem in biology based on microarray genome sequences, especially in new species gene isolates discovery and category. Marker family genome sequences play important roles in describing specific microbial clades within species, a framework of support vector machine (SVM) base…
Study replicates market model, finds replication hindered by missing details.
We empirically investigated the relationships between the degree of efficiency and the predictability in financial time-series data. The Hurst exponent was used as the measurement of the degree of efficiency, and the hit rate calculated from the nearest-neighbor prediction method was used for the prediction of the dire…
One of the most important problems of data processing in high energy and nuclear physics is the event reconstruction. Its main part is the track reconstruction procedure which consists in looking for all tracks that elementary particles leave when they pass through a detector among a huge number of points, so-called hi…
In this paper we consider finite volume hyperbolic manifolds X with non-empty totally geodesic boundary. We consider the distribution of the times for the geodesic flow to hit the boundary and derive a formula for the moments of the associated random variable in terms of the orthospectrum. We show that the the first tw…
Model financial default cascades on sparse graphs via hitting times.
This study compares two neural models for financial forecasting, showing their superiority.
High throughput screening of compounds (chemicals) is an essential part of drug discovery [7], involving thousands to millions of compounds, with the purpose of identifying candidate hits. Most statistical tools, including the industry standard B-score method, work on individual compound plates and do not exploit cross…
Paper reconciles different Ricci flow approaches and proves weak solutions.
Holomorphic map connects Hitchin components to character varieties.
The paper analyzes McKean-Vlasov equations with hitting times, proving global solvability.
New algorithm determines dimensions of hit spaces in polynomial algebra.
A model for hit song prediction can be used in the pop music industry to identify emerging trends and potential artists or songs before they are marketed to the public. While most previous work formulates hit song prediction as a regression or classification problem, we present in this paper a convolutional neural netw…
One of the most important problems of data processing in high energy and nuclear physics is the event reconstruction. Its main part is the track reconstruction procedure which consists in looking for all tracks that elementary particles leave when they pass through a detector among a huge number of points, so-called hi…
The paper simulates Lévy processes and their extremum and hitting time.
In this paper, we study the classical problem of the first passage hitting density of an Ornstein--Uhlenbeck process. We give two complementary (forward and backward) formulations of this problem and provide semi-analytical solutions for both. The corresponding problems are comparable in complexity. By using the method…
SurvSurf predicts first hitting times for intermittent events without monotonic violations.
Parrot learns optimal cache replacement policies using imitation learning.