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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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48 results for graph indexing

This study applies EMD to MSCI World index and converts IMFs into graphs for GNN modeling.

problem Modeling financial time series with GNNs.
method EMD, CEEMDAN, graph transformations (natural visibility, horizontal visibility, recurrence, transition graphs), topological analysis.
result High-frequency IMFs yield dense, highly connected small-world graphs; low-frequency IMFs produce sparser networks.

We introduce and study so-called self-indexed graphs. These are (oriented) finite graphs endowed with a map from the set of edges to the set of vertices. Such graphs naturally arise from classical knot and link diagrams. In fact, the graphs resulting from link diagrams have an additional structure, an integral flow. We…

2003-04-04abs ↗pdf ↗

Researchers prove an index formula for spinors on 3-manifolds branching along graphs.

problem Index formula for Dirac operators on 3-manifolds with branch points.
method Analyzes Dirac operator on two-valued spinors on a 3-manifold with a graph branch, with boundary conditions.
result Index formula vanishes when the branch is a smooth curve, extends to graphs with vertices.

Bae and Park found an upper bound on the arc index of prime links in terms of the minimal crossing number. In this paper, we extend the definition of the arc presentation to spatial graphs and find an upper bound on the arc index α(G)α(G) of any spatial graph GG as α(G)c(G)+e+b,α(G) \leq c(G)+e+b, where c(G)c(G) is the minimal cro…

2017-11-22abs ↗pdf ↗

If a graph is in bridge position in a 3-manifold so that the graph complement is irreducible and boundary irreducible, we generalize a result of Bachman and Schleimer to prove that the complexity of a surface properly embedded in the complement of the graph bounds the graph distance of the bridge surface. We use this r…

2017-06-01abs ↗pdf ↗

The paper calculates indices for families of Fredholm operators and their extensions.

problem Calculating indices for families of Fredholm operators and their extensions.
method Passing from a Fredholm operator to its graph, deforming the horizontal subspace.
result Index formulas for families of Fredholm realizations and self-adjoint extensions.

We give a necessary and sufficient condition for a graph to have a right-angled Artin group as its braid group for braid index 5\ge 5. In order to have the necessity part, graphs are organized into small classes so that one of homological or cohomological characteristics of right-angled Artin groups can be applied. Fi…

2008-05-01abs ↗pdf ↗

Unified framework predicts S&P500 index direction using transfer learning and causal graph.

problem Predicting the movement of financial indices like S&P500.
method Transfer learning, causal graph, multidisciplinary knowledge, VAE network.
result 74.3% accuracy, 67% F1-score, 0.42 Matthew correlation on 12 years test period.

Improved linear upper bound for ribbonlength of knots.

problem Estimating the ribbonlength of knots and links.
method Using four-page open book decompositions and spanning trees of checkerboard graphs, constructing a four-page presentation with at most 2c(K) arcs.
result Proved that ribbonlength is bounded above by the four-page index, leading to the linear bound Rib(K) ≤ 2c(K).

We prove that the expectation value of the index function i(x) over a probability space of injective function f on any finite simple graph G=(V,E) is equal to the curvature K(x) at the vertex x. This result complements and links Gauss-Bonnet sum K(x) = chi(G) and Poincare-Hopf sum i(x) = chi(G) which both hold for arbi…

2012-02-21abs ↗pdf ↗

Gauss-Bonnet for simple graphs G assures that the sum of curvatures K(x) over the vertex set V of G is the Euler characteristic X(G). Poincare-Hopf tells that for any injective function f on V the sum of i(f,x) is X(G). We also know that averaging the indices E[i(f,x)] over all functions gives curvature K(x). We explor…

2012-05-02abs ↗pdf ↗

New method calculates bridge indices of spatial graphs using diagram colorings and Wirtinger number.

problem Calculating bridge indices for spatial graphs efficiently.
method Extending Wirtinger number to spatial graphs, implementing Python algorithm, combining algebraic structures and clasping techniques.
result Exact bridge indices for almost unknotted graphs of large bridge index.

Graphs can model interactions between vertices, but how well depends on graph structure.

problem Lack of formal characterization of GNNs' ability to model interactions between vertices.
method Formalized interaction strength using separation rank and quantified it for different partitions of vertices.
result GNNs' ability to model interactions is primarily determined by the partition's walk index.

We define braid presentation of edge-oriented spatial graphs as a natural generalization of braid presentation of oriented links. We show that every spatial graph has a braid presentation. For an oriented link it is known that the braid index is equal to the minimal number of Seifert circles. We show that an analogy do…

2009-01-12abs ↗pdf ↗

NETpred uses graph models to predict multiple market indices.

problem Predicting multiple market indices with high accuracy.
method NETpred constructs a heterogeneous graph of related indices and stocks, selects representative nodes, and uses semi-supervised learning to predict index labels.
result NETpred outperforms state-of-the-art methods by 3%-5% in F-score on various datasets.

We derive a generating series for the number of free subgroups of finite index in Δ+=ZpZqΔ^+ = \mathbb{Z}_p*\mathbb{Z}_q by using a connection between free subgroups of Δ+Δ^+ and certain hypermaps (also known as ribbon graphs or "fat" graphs), and show that this generating series is transcendental. We provide non-linear rec…

2017-08-13abs ↗pdf ↗

We introduce GraSPy, a Python library devoted to statistical inference, machine learning, and visualization of random graphs and graph populations. This package provides flexible and easy-to-use algorithms for analyzing and understanding graphs with a scikit-learn compliant API. GraSPy can be downloaded from Python Pac…

2019-03-29abs ↗pdf ↗

Paper presents voxel graph operators for vector data models.

problem Efficient conversion and analysis of geometric models.
method Topological voxelization, graph construction, differential operator derivation.
result Discrete differential and integral operators from voxel complexes.

Sparse molecular representations improve interpretability in graph neural networks.

problem Difficulty in understanding which molecular graph aspects drive deep learning predictions.
method Constrain weights in a graph convolutional neural network using the Gini index to maximize representation inequality.
result The Gini-constrained approach does not degrade evaluation metrics and allows for interpretable representation combination.

We determine the factorial growth rate of the number of finite index subgroups of right-angled Artin groups as a function of the index. This turns out to depend solely on the independence number of the defining graph. We also make a conjecture for right-angled Coxeter groups and prove that it holds in a limited setting…

2018-05-10abs ↗pdf ↗

In this paper, the first of a series of two, we continue the study of higher index theory for expanders. We prove that if a sequence of graphs is an expander and the girth of the graphs tends to infinity, then the coarse Baum-Connes assembly map is injective, but not surjective, for the associated metric space XX. Exp…

2010-12-19abs ↗pdf ↗

The paper challenges the validity of cluster validity measures in unsupervised learning.

problem The validity of cluster validity measures in selecting optimal clusterings.
method The authors investigate the use of cluster validity measures as objective functions in unsupervised learning and introduce a new variant of the Dunn index.
result Many cluster validity measures promote clusterings that do not match expert knowledge well.

Study fixed point indices and words at infinity for graph selfmaps.

problem Estimate indices of fixed point classes for graph selfmaps.
method Extend attracting fixed words at infinity, use relative train track technique, algebraic approach.
result Upper bound for attracting fixed words of injective endomorphisms of free groups.

This study compares Markowitz and Single-Index models for Malaysian stocks.

problem Optimizing portfolio selection for Malaysian stocks using different models.
method Applied Markowitz and Single-Index models to 10-year historical data of 10 stocks and a risk-free asset.
result Comparison of minimum variance and maximum Sharpe portfolios for both models under various constraints.

Agents cooperate to make decisions in multi-armed bandits over a graph.

problem Optimizing decisions in multi-agent multi-armed bandits with shared information.
method Designs consensus-based distributed estimation and cooperative algorithms for group decision-making.
result Achieves group performance close to centralized fusion center.

Bayesian methods estimate regression functions on submanifolds using graph Laplacian eigenbasis.

problem Estimating regression functions on unknown smooth submanifolds.
method Random geometric graph structure, Bayesian priors based on random basis expansion in graph Laplacian eigenbasis.
result Posterior contraction rates are minimax optimal for any positive smoothness index.

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.

In this paper, the second of a series of two, we continue the study of higher index theory for expanders. We prove that if a sequence of graphs has girth tending to infinity, then the maximal coarse Baum-Connes assembly map is an isomorphism for the associated metric space XX. As discussed in the first paper in this s…

2010-12-19abs ↗pdf ↗

By proving precisely which singularity index lists arise from the pair of invariant foliations for a pseudo-Anosov surface homeomorphism, Masur and Smillie determined a Teichmüller flow invariant stratification of the space of quadratic differentials. In this final paper of a three-paper series, we give a first step to…

2013-01-29abs ↗pdf ↗

H. Masur and J. Smillie proved precisely which singularity index lists arise from pseudo-Anosov mapping classes. In search of an analogous theorem for outer automorphisms of free groups, Handel and Mosher ask: Is each connected, simplicial, (2r-1)-vertex graph the ideal Whitehead graph of a fully irreducible outer auto…

2012-10-21abs ↗pdf ↗