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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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4998147196 · May 202619922001200920172026
48 results for global index

Study creates a global living index to assess quality of life.

problem Long-term impacts of global economic changes on living conditions.
method Machine learning framework combining socio-economic factors.
result Developed a practical tool for policymakers to identify areas needing improvement.

Study examines cross-training neural networks for financial index prediction.

problem Predicting financial indexes from different markets using machine learning.
method Investigated various neural network architectures and trained them on one market index to predict another.
result Cross-training models on one market index improved prediction accuracy for another market index.

We define an index of the fermionic signature operator on even-dimensional globally hyperbolic spin manifolds of finite lifetime. The invariance of the index under homotopies is studied. The definition is generalized to causal fermion systems with a chiral grading. We give examples of space-times and Dirac operators th…

2014-04-26abs ↗pdf ↗

This study analyzes dynamic connectedness in global supply chain infrastructure portfolios, identifying key risk factors and extreme events.

problem Understanding dynamic connectedness in global supply chain infrastructure portfolios under various risk factors and extreme events.
method Time-varying parameter vector autoregression (TVP-VAR) model to study spillover and interconnectedness of risk factors.
result Risk shocks influence dynamic connectedness between portfolios and risk factors, and extreme events affect investment outcomes.

Study reveals 2020 stock crashes were mostly endogenous, not exogenous.

problem Identifying the cause of the 2020 global stock market crash.
method Applied log-periodic power law singularity (LPPLS) methodology to analyze stock market indexes.
result The 2020 stock market crashes were mostly endogenous, driven by systemic instability.

Wavelet analysis reveals financialization effects on oil-food price correlation.

problem Investigating the correlation between oil and food prices and their determinants.
method Wavelet analysis and energy-based measures to differentiate high and low frequency movements.
result Significant local correlation between food and oil is due to financialization and emerging economies' demand.

Paper examines global Covid-19 data complexity and finds low intrinsic dimensions.

problem Understanding the complexity of Covid-19 data across countries.
method Used a Bayesian mixture model (Hidalgo) to estimate intrinsic dimensionality.
result Covid-19 data projects onto two low-dimensional manifolds without significant loss of information.

We prove that the half-integer valued local index of an isolated umbilic point on a C3+αC^{3+α}-smooth convex surface in Euclidean 3-space is less than two. The approach is to study the co-kernel of an associated Riemann-Hilbert boundary value problem. The link between the local and global is a semi-local technique that …

2012-07-25abs ↗pdf ↗

Given a Lorentzian manifold (M,g)(M,g), a geodesic γγ in MM and a timelike Jacobi field Y\mathcal Y along γγ, we introduce a special class of instants along γγ that we call Y\mathcal Y-pseudo conjugate (or focal relatively to some initial orthogonal submanifold). We prove that the Y\mathcal Y-pseudo conjugate insta…

2007-11-19abs ↗pdf ↗

Paper establishes a new formula for Atiyah-Patodi-Singer index using eta invariants.

problem Calculating the Atiyah-Patodi-Singer index without invertibility of boundary operator.
method Using an asymptotic gluing formula for eta invariants and a splitting principle.
result Formula expressing index in terms of eta invariants of domain-wall massive Dirac operators.

In this paper we are concerned with harmonic maps and minimal immersions defined on compact Riemannian manifolds and with values in homogenous strongly harmonic manifolds. We show some results on the Morse index by varying these maps along suitable conformal vector fields. We obtain also that they are global maxima on …

2010-04-15abs ↗pdf ↗

In this paper, an equality between the Hochs-Mathai type index and the Atiyah-Patodi-Singer type index is established when the manifold and the group action are both non-compact, which generalizes a result of Ma and Zhang for compact group actions. As a technical preparation, a problem concerning the Fredholm property …

2016-02-01abs ↗pdf ↗

We show that in any triangulated 3-manifold, every index n topologically minimal surface can be transformed to a surface which has local indices (as computed in each tetrahedron) that sum to at most n. This generalizes classical theorems of Kneser and Haken, and more recent theorems of Rubinstein and Stocking, and is t…

2012-10-16abs ↗pdf ↗

We present a connection between minimal surfaces of index one and General Relativity. First, we show that for a certain class of (electro)static systems, each of its unstable horizons is the solution of a one-parameter min-max problem for the area functional, in particular it has index one. We also obtain an inequality…

2019-12-18abs ↗pdf ↗

We consider the problem of analyzing the heterogeneity of clustering distributions for multiple groups of observed data, each of which is indexed by a covariate value, and inferring global clusters arising from observations aggregated over the covariate domain. We propose a novel Bayesian nonparametric method reposing …

2010-01-04abs ↗pdf ↗

Improved genetic algorithm optimizes SVR for robust long-term stock index forecasting.

problem Inaccurate long-term stock price predictions.
method Adaptive Weighted Genetic Algorithm-Optimized SVR (IGA-SVR).
result Reduction in MAPE by 19.87% compared to LSTM and 50.03% compared to OGA-SVR.

The study examines how global economic policy uncertainty affects crude oil futures volatility.

problem Predicting crude oil futures volatility using global economic policy uncertainty.
method Established single-factor and two-factor models under the GARCH-MIDAS framework, tested with rolling-window and fixed-span specifications.
result GEPU changes have stronger predictive power than the GEPU index for crude oil futures volatility.

Model forecasts global stock market volatility using dynamic graphs and all trading days.

problem Enhance forecasting accuracy and practical utility in global stock market volatility.
method Spatial-temporal graph neural network architecture to capture volatility spillover effect.
result Forecasting performance surpasses baseline models in all scenarios.

In this paper the correlation between education, research and macroeconomic strength of countries at a global scale is analyzed on the basis of statistical data published by the UNIDO and OECD. It uses sets of composite indicators describing the economical performance and competitiveness as well as those relevant for h…

2007-08-15abs ↗pdf ↗

DFR models dynamic distributional data with weighted Fréchet means.

problem Regression of distribution-valued responses over time.
method Dynamic Fréchet Regression (DFR) with index-aware weighting and feature selection.
result Improved predictive accuracy and feature recovery over existing methods.

PLS-Lasso integrates dimension reduction into regression for financial index tracking.

problem Dimension reduction and regression are traditionally treated separately in multivariate data analysis.
method PLS-Lasso integrates dimension reduction directly into the regression process, presenting two formulations: PLS-Lasso-v1 and PLS-Lasso-v2.
result PLS-Lasso-v1 and PLS-Lasso-v2 outperform Lasso in financial index tracking.

We prove a global fixed point theorem for the centralizer of a homeomorphism of the two dimensional disk DD that has attractor-repeller dynamics on the boundary with at least two attractors and two repellers. As one application, we show that there is a finite index subgroup of the centralizer of a pseudo-Anosov homeom…

2008-01-04abs ↗pdf ↗

The paper studies global invertibility of maps on Finsler manifolds.

problem Global invertibility of locally Lipschitz maps on Finsler manifolds.
method Introduces pseudo-Jacobian and studies its relations with local metric properties of the map.
result Conditions for a map to be globally invertible and covering.