Research
On-device research index

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.

168,742 papers · 148 categories

Trend · papers per month

9.3%18.5%27.8%37.0% · May 201919922001200920172026
48 results for gas networks

This study compares GNNs and GA-MLPs, finding GA-MLPs can distinguish graphs but not count walks.

problem Comparing expressive power and graph isomorphism testing capabilities of GNNs and GA-MLPs.
method GA-MLPs augment node features with multi-hop operators and apply MLPs node-wise; GNNs are compared as a baseline.
result GA-MLPs can distinguish almost all non-isomorphic graphs but cannot count attributed walks, unlike GNNs.

GAS-Norm improves deep learning time series forecasting in non-stationary settings.

problem Deep learning models struggle with non-stationary time series data.
method Combines GAS model for adaptive normalization with deep neural networks.
result Improves deep learning performance in 21 out of 25 settings.

In recent years, deep learning methods applying unsupervised learning to train deep layers of neural networks have achieved remarkable results in numerous fields. In the past, many genetic algorithms based methods have been successfully applied to training neural networks. In this paper, we extend previous work and pro…

2017-11-21abs ↗pdf ↗

In this note, we point out a basic link between generative adversarial (GA) training and binary classification -- any powerful discriminator essentially computes an (f-)divergence between real and generated samples. The result, repeatedly re-derived in decision theory, has implications for GA Networks (GANs), providing…

2017-09-05abs ↗pdf ↗

This paper presents the R package GAS for the analysis of time series under the Generalized Autoregressive Score (GAS) framework of Creal et al. (2013) and Harvey (2013). The distinctive feature of the GAS approach is the use of the score function as the driver of time-variation in the parameters of nonlinear models. T…

2016-09-08abs ↗pdf ↗

Study reveals dynamic causal relationships between Ethereum transaction fees and economic subsystems.

problem Historical gas fee volatility caused economic disequilibria and stakeholder challenges.
method Time-varying Granger causality analysis using data on active wallets and transaction volume.
result Dynamic bidirectional causal relationships between transaction fees and economic subsystems across Ethereum.

GAS models have been recently proposed in time-series econometrics as valuable tools for signal extraction and prediction. This paper details how financial risk managers can use GAS models for Value-at-Risk (VaR) prediction using the novel GAS package for R. Details and code snippets for prediction, comparison and back…

2016-11-18abs ↗pdf ↗

For a given real generic curve $\ga: S^1\to \Bbb {RP}^n$ let $D_\ga$ denote the ruled hypersurface in RPn\Bbb {RP}^n consisting of all osculating subspaces to $\ga$ of codimension 2. A curve $\ga: S^1\to \Bbb {RP}^n$ is called convex if the total number of its intersection points (counted with multiplicities) with any h…

1996-08-26abs ↗pdf ↗

Modeling financial markets as gas molecules, the paper predicts phase transitions similar to water and steam.

problem Understanding the dynamics of financial markets through phase transitions.
method Developed a lattice gas model equivalent to the Ising model on a social network, analyzing critical exponents and auto-correlations.
result Financial market dynamics exhibit phase transition-like behavior, with critical exponents analogous to water and steam.

Model predicts EMF of Ni-Mn-Ga MSMA, improved with GRNN.

problem Predicting the electromotive force (EMF) of Ni-Mn-Ga MSMA under various conditions.
method Developed a new constitutive model for Ni-Mn-Ga single crystals, incorporating magnetic easy axis offset. Used GRNN to enhance model predictions.
result GRNN improves model predictions of EMF, capturing more experimental features.

Paper tackles few-shot class-incremental learning with a neural gas network.

problem Incrementally learn new classes from very few labelled samples without forgetting old classes.
method Proposes TOPIC framework using a neural gas network to preserve class topology and adapt to new samples.
result Significantly outperforms other methods on CIFAR100, miniImageNet, and CUB200 datasets.

This paper analyzes Ethereum's gas fees and their derivatives, providing a comprehensive model.

problem Understanding and predicting gas fees on the Ethereum blockchain.
method Analyzed Ethereum's gas fee structure and used a fractional Ornstein-Uhlenbeck process to model gas prices.
result A model for pricing and trading gas fee derivatives to hedge against volatility.

Bayesian neural networks improve uncertainty in data-driven VFMs for oil and gas wells.

problem Uncertainty and robustness in data-driven VFMs for oil and gas wells.
method Bayesian neural networks with variational inference for uncertainty quantification.
result Variational inference provides more robust predictions on future data.

Cloud computing is becoming increasingly popular as a platform for distributed training of deep neural networks. Synchronous stochastic gradient descent (SSGD) suffers from substantial slowdowns due to stragglers if the environment is non-dedicated, as is common in cloud computing. Asynchronous SGD (ASGD) methods are i…

2019-09-24abs ↗pdf ↗

Study the Hessian geometry of an ideal gas in a centrifuge.

problem Understanding the Hessian geometry of an ideal gas in a centrifuge.
method Investigate the Hessian geometry associated with an ideal gas in a spherical centrifuge, using the action of the Euclidean rotation group.
result The Hessian geometry of a spherical rigid body is isometric to a hyperbolic space in the high angular velocity limit.

We calculate the free energy of Coulomb gas systems on Riemann surfaces.

problem Analyzing the free energy of Coulomb gas systems on Riemann surfaces.
method Using bosonization formula and analytic torsion, we derive the asymptotic expansion of the partition function.
result We prove the geometric version of the Zabrodin-Wiegmann conjecture in the determinantal case.

Gradient GA uses gradient information to improve molecular design.

problem Random walk exploration limits genetic algorithms' quality and speed in molecular design.
method Gradient GA incorporates gradient information from the objective function into genetic algorithms, using a differentiable neural network and Discrete Langevin Proposal.
result Significantly improves convergence speed and solution quality over traditional genetic algorithms.

Deep learning predicts road GHG emissions with speed, density, and past ERs.

problem Predicting GHG emissions from road networks to mitigate environmental impact.
method Developed a deep learning framework using LSTM networks with exogenous variables.
result LSTM with speed, density, GHG ER, and in-links speed from previous minutes performs best.

Modeling gas fee competition in decentralized exchanges to optimize arbitrage profits.

problem Gas fees and transaction ordering in decentralized exchanges create arbitrage opportunities.
method Developed a first equilibrium model of gas fee competition between two arbitrageurs under three transaction reversion settings.
result Mixed equilibria exist, and their characteristics depend on inventory risk and transaction settings.

The study finds a long-term relationship between Dubai crude oil and US natural gas prices.

problem Examining the relationship between Dubai crude oil and US natural gas prices.
method Used unit root and cointegration tests, ARDL cointegration technique, and Toda-Yamamoto causality test.
result There is a long-run relationship with unidirectional causality from Dubai crude oil to US natural gas.

Study on-chain peak shaving to reduce Ethereum transaction costs.

problem Reducing transaction costs in blockchain networks, especially during congested periods.
method Analyzing transaction-level data from multiple firms across various industries to understand scheduling responses and cost management strategies.
result Firms' scheduling responses to congestion vary, leading to different fee savings and residual costs.

We consider the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving (two-body) collision. Unlike in the ideal gas, we introduce saving propensity λλ of agents, such that each agent saves a fraction λλ of its money and trades with t…

2003-11-11abs ↗pdf ↗

We consider the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving (two-body) collision. Unlike in the ideal gas, we introduce saving propensity λλ of agents, such that each agent saves a fraction λλ of its money and trades with t…

2003-02-07abs ↗pdf ↗

Blockchain scaling reduces gas fees, allowing more frequent liquidity updates and concentration.

problem Adverse selection risk and high gas fees on decentralized exchanges.
method Instrumental variables analysis using blockchain scaling solutions (Arbitrum, Polygon) as instruments.
result Higher repositioning intensity and precision lead to greater liquidity concentration, benefiting small trades.

Paper introduces a new volatility model for natural gas markets and discusses swing option pricing.

problem Modeling price and storage dynamics in natural gas markets with path-dependent volatility.
method Developed a novel stochastic path-dependent volatility model and used deep learning for swing option pricing.
result Proposed a deep learning method for numerical approximations of swing option pricing.

How does dynamic price information flow among Northern European electricity spot prices and prices of major electricity generation fuel sources? We use time series models combined with new advances in causal inference to answer these questions. Applying our methods to weekly Nordic and German electricity prices, and oi…

2011-10-25abs ↗pdf ↗

Echo State Networks (ESN) are a class of Recurrent Neural Networks (RNN) that has gained substantial popularity due to their effectiveness, ease of use and potential for compact hardware implementation. An ESN contains the three network layers input, reservoir and readout where the reservoir is the truly recurrent netw…

2018-07-25abs ↗pdf ↗