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.
GraphOpt learns the formation mechanism of graphs from observed structures.
Graphs and networks are a key research tool for a variety of science fields, most notably chemistry, biology, engineering and social sciences. Modeling and generation of graphs with efficient sampling is a key challenge for graphs. In particular, the non-uniqueness, high dimensionality of the vertices and local depende…
Survey of methods to incorporate external knowledge into stock price prediction.
MEI model improves knowledge graph completion by efficiently modeling interactions between embeddings.
Model for associative submanifolds in K3 fibrations.
Neural message passing on molecular graphs is one of the most promising methods for predicting formation energy and other properties of molecules and materials. In this work we extend the neural message passing model with an edge update network which allows the information exchanged between atoms to depend on the hidde…
We propose a simple discrete time semi-supervised graph embedding approach to link prediction in dynamic networks. The learned embedding reflects information from both the temporal and cross-sectional network structures, which is performed by defining the loss function as a weighted sum of the supervised loss from past…
Are Graph Neural Networks (GNNs) fair? In many real world graphs, the formation of edges is related to certain node attributes (e.g. gender, community, reputation). In this case, standard GNNs using these edges will be biased by this information, as it is encoded in the structure of the adjacency matrix itself. In this…
The pants graph of a free group is constructed and studied.
Transformer-M learns molecular data in 2D or 3D formats.
Communities in social networks or graphs are sets of well-connected, overlapping vertices. The effectiveness of a community detection algorithm is determined by accuracy in finding the ground-truth communities and ability to scale with the size of the data. In this work, we provide three contributions. First, we show t…
Deep learning models simulate complex karst network patterns.
New method explains classifiers trained on raw hierarchical data.
Develops a new causal model for path-dependent link prediction.
HybridRAG combines KGs and vector retrieval for financial document Q&A.
Using data from 92 indices of stock exchanges worldwide, I analize the cluster formation and evolution from 2007 to 2010, which includes the Subprime Mortgage Crisis of 2008, using asset graphs based on distance thresholds. I also study the survivability of connections and of clusters through time and the influence of …
Extends geometrical description of tensor manifolds in tree-based formats.
We investigate the planar maximally filtered graphs of the portfolio of the 300 most capitalized stocks traded at the New York Stock Exchange during the time period 2001-2003. Topological properties such as the average length of shortest paths, the betweenness and the degree are computed on different planar maximally f…
The ubiquitous proliferation of online social networks has led to the widescale emergence of relational graphs expressing unique patterns in link formation and descriptive user node features. Matrix Factorization and Completion have become popular methods for Link Prediction due to the low rank nature of mutual node fr…
New model predicts energy prices under different scenarios.
Computational materials screening studies require fast calculation of the properties of thousands of materials. The calculations are often performed with Density Functional Theory (DFT), but the necessary computer time sets limitations for the investigated material space. Therefore, the development of machine learning …
Discovering statistical structure from links is a fundamental problem in the analysis of social networks. Choosing a misspecified model, or equivalently, an incorrect inference algorithm will result in an invalid analysis or even falsely uncover patterns that are in fact artifacts of the model. This work focuses on uni…
Framework learns dynamic graph attributes and links co-evolution.
Simulating fluid flow in geological formations requires mesh generation, lithology mapping to the cells, and computing geometric properties such as normal vectors and volume of cells. The purpose of this research work is to compute and process the geometrical information required for performing numerical simulations in…
The paper models network formation using mixed logit models.
SoccerCPD detects tactical changes in soccer matches using spatiotemporal tracking data.
We call a 3-manifold Platonic if it can be decomposed into isometric Platonic solids. Generalizing an earlier publication by the author and others where this was done in case of the hyperbolic ideal tetrahedron, we give a census of hyperbolic Platonic manifolds and all of their Platonic tessellations. For the octahedra…
DNA rearrangement processes recombine gene segments that are organized on the chromosome in a variety of ways. The segments can overlap, interleave or one may be a subsegment of another. We use directed graphs to represent segment organizations on a given locus where contigs containing rearranged segments represent ver…
TTERGM models improve social network predictions by incorporating triadic relationships.
Convolutional neural networks (CNNs) have achieved great success on grid-like data such as images, but face tremendous challenges in learning from more generic data such as graphs. In CNNs, the trainable local filters enable the automatic extraction of high-level features. The computation with filters requires a fixed …
DGA and DVGA learn disentangled graph representations to improve graph analysis.
Extends ONNX for quantized neural networks with new formats and operators.
We introduce a class of generative network models that insert edges by connecting the starting and terminal vertices of a random walk on the network graph. Within the taxonomy of statistical network models, this class is distinguished by permitting the location of a new edge to explicitly depend on the structure of the…
A key challenge for Bitcoin cryptocurrency holders, such as startups using ICOs to raise funding, is managing their FX risk. Specifically, a misinformed decision to convert Bitcoin to fiat currency could, by itself, cost USD millions. In contrast to financial exchanges, Blockchain based crypto-currencies expose the ent…
Proves finite step termination of Kähler-Einstein metric singularity formation.
Deep neural networks are commonly developed and trained in 32-bit floating point format. Significant gains in performance and energy efficiency could be realized by training and inference in numerical formats optimized for deep learning. Despite advances in limited precision inference in recent years, training of neura…
Study shows formation of Kerr black holes with complete apparent horizons and proves Penrose inequalities.
Paper proves trapped surface formation for EMCSF system without symmetry assumptions.
Study on Kähler-Ricci flow and conformal submersion singularity formation.
The main goal of this paper is to study the geometric structures associated with the representation of tensors in subspace based formats. To do this we use a property of the so-called minimal subspaces which allows us to describe the tensor representation by means of a rooted tree. By using the tree structure and the d…
Study equilibrium consumption habits in a large population using mean field games.
We introduce two Python frameworks to train neural networks on large datasets: Blocks and Fuel. Blocks is based on Theano, a linear algebra compiler with CUDA-support. It facilitates the training of complex neural network models by providing parametrized Theano operations, attaching metadata to Theano's symbolic comput…
The study analyzes convergence of random-walk embeddings in graph theory.
Analyzes how order flow affects price formation in financial markets.
MiFID II impacts European stock liquidity and price formation.
We seek to utilize the nonextensive statistics to the microscopic modeling of the interacting many-investor dynamics that drive the price changes in a market. The statistics of price changes are known to be fit well by the Students-T and power-law distributions of the nonextensive statistics. We therefore derive models…
System predicts ice formation to improve road safety.
Model asset pricing with habit formation in a large market.