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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

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3673109145 · Jun 202019922001200920172026
48 results for growth series

Method reconstructs aneurysm growth history from patient parameters using physics-informed autoencoder.

problem Predicting arterial aneurysm rupture due to inaccessible growth time series.
method Physics-informed autoencoder combined with neural network for mapping patient parameters to aneurysm growth time history.
result Incorporating physical model constraints improves time series reconstruction, especially in noisy data.

Formula derived for spherical growth series of specific groups.

problem Calculating the spherical growth series of specific groups.
method Developed a formula and derived a rational function expression for the spherical growth series.
result Explicit rational function expressions for the spherical growth series of specific groups.

Let GG be a finitely generated group with a finite generating set SS. For gGg\in G, let lS(g)l_S(g) be the length of the shortest word over SS representing gg. The growth series of GG with respect to SS is the series A(t)=n=0antnA(t) = \sum_{n=0}^\infty a_n t^n, where ana_n is the number of elements of GG with lS(g)=nl_S(g)=n. If…

2014-01-15abs ↗pdf ↗

Paper introduces machine learning for time series data, improving nowcasting accuracy.

problem Improving accuracy in nowcasting US GDP growth using machine learning.
method Sparse-group LASSO estimator for high-dimensional time series data, considering different sampling frequencies and financial/macroeconomic data tail properties.
result Sparse-group LASSO outperforms unstructured LASSO in nowcasting US GDP growth.

Study uses ML and statistical models to analyze climate impacts of industrial growth.

problem Understanding and predicting environmental impacts of industrial activities.
method Comparative analysis of ML and statistical models on time series data.
result ML models outperform statistical models in predicting environmental impacts.

This note addresses some questions that arise in the series of works by Kyoji Saito on the growth functions of graphs. We study "hyperbolike" graphs, which include Cayley graphs of hyperbolic groups. We generalize some well-known results on hyperbolic groups to the hyperbolike setting, including rationality of generati…

2013-11-18abs ↗pdf ↗

New method uses resurgent analysis to determine growth rate of quantum field theory coefficients.

problem Determining the growth rate of quantum field theory coefficients.
method Resurgence analysis on the Stokes line, leading to transseries decomposition and continued across natural boundary.
result Essential exponent of growth has Cardy-like interpretation as effective central charge.

We propose a new approach for properly analyzing stochastic time series by mapping the dynamics of time series fluctuations onto a suitable nonequilibrium surface-growth problem. In this framework, the fluctuation sampling time interval plays the role of time variable, whereas the physical time is treated as the analog…

2008-08-24abs ↗pdf ↗

We consider a vector field XX on a closed manifold which admits a Lyapunov one form. We assume XX has Morse type zeros, satisfies the Morse--Smale transversality condition and has non-degenerate closed trajectories only. For a closed one form ηη, considered as flat connection on the trivial line bundle, the differen…

2005-08-12abs ↗pdf ↗

GLMM trees identify subgroups with different growth patterns in longitudinal data.

problem Identifying subgroups with distinct growth trajectories in longitudinal studies.
method Extended GLMM trees for longitudinal data.
result Extended GLMM trees outperform other methods in accuracy and speed.

A two-component model for the evolution of real GDP per capita in the USA is presented and tested. The first component of the GDP growth rate represents an economic trend and is inversely proportional to the attained level of real GDP per capita itself, with the nominator being constant through time. The second compone…

2008-11-04abs ↗pdf ↗

We have recently introduced the ``thermal optimal path'' (TOP) method to investigate the real-time lead-lag structure between two time series. The TOP method consists in searching for a robust noise-averaged optimal path of the distance matrix along which the two time series have the greatest similarity. Here, we gener…

2006-07-22abs ↗pdf ↗

Investment strategy using fractional Kelly portfolios for better growth expectations.

problem Understanding optimal growth strategies for investors with varying risk appetites.
method Developed a mathematical framework for fractional-Kelly portfolios, analyzing Sharpe ratios and log-returns.
result Fractional Kelly portfolios provide a simple distributional relationship between Sharpe ratio, fractional coefficient, and log-returns.

Investigates the relationship between US money supply and asset indices over 2001-2019.

problem Determining the relationship between US money supply and asset indices growth.
method Information entropy methodology applied to US asset indices (Property, Russell 2000, S&P 500, NASDAQ) over 2001-2019.
result Growth in US broad money supply is the main determinant of US asset indices growth, especially the NASDAQ and Russell 2000.

P.W. Anderson proposed the concept of complexity in order to describe the emergence and growth of macroscopic collective patterns out of the simple interactions of many microscopic agents. In the physical sciences this paradigm was implemented systematically and confirmed repeatedly by successful confrontation with rea…

2008-03-14abs ↗pdf ↗

Paper classifies economic states and optimizes portfolios for stagflationary environments.

problem Economic uncertainty and stagflationary conditions.
method Mathematical techniques for analyzing multivariate time series, economic driver analysis, self-similarity identification, and portfolio optimization.
result Constructs economic state classifications and computes economic state integrals.

We consider vector fields XX on a closed manifold MM with rest points of Morse type. For such vector fields we define the property of exponential growth. A cohomology class ξH1(M;R)ξ\in H^1(M;\mathbb R) which is Lyapunov for XX defines counting functions for isolated instantons and closed trajectories. If XX has exponent…

2004-05-03abs ↗pdf ↗

Paper proposes new Langevin samplers for sampling from log-concave distributions with superlinear gradient growth.

problem Sampling from log-concave distributions with superlinear gradient growth.
method Proposes two novel discretizations of kinetic Langevin SDEs, showing contractivity and log-Sobolev inequality.
result Establishes non-asymptotic bounds in 2-Wasserstein distance between sampled distributions and target measures.

In this paper we derive a generating series for the number of cellular complexes known as pavings or three-dimensional maps, on nn darts, thus solving an analogue of Tutte's problem in dimension three. The generating series we derive also counts free subgroups of index nn in $Δ^+ = \mathbb{Z}_2*\mathbb{Z}_2*\mathbb{Z…

2017-12-04abs ↗pdf ↗

Given a matrix ASL(N,Z)A\in SL(N,\Z), form the semidirect product G=ZNAZG=\Z^N\rtimes_A \Z where the Z\Z factor acts on ZN\Z^N by AA. Such a GG arises naturally as the fundamental group of an NN-dimensional torus bundle which fibers over the circle. In this paper we prove that if AA has distinct eigenvalues not lying on the…

2015-03-23abs ↗pdf ↗

Hybrid model improves synthetic equity data generation.

problem Generating realistic synthetic financial time series.
method Discretized excess growth rates into states with Poisson jumps, estimating parameters directly.
result Framework achieved high pass rates for distributional and volatility clustering tests.

Paper establishes a universal growth rate for smooth surrogate losses in classification.

problem Analyzing growth rates of consistency bounds for various surrogate losses.
method Proves square-root growth rate for smooth margin-based losses; extends to multi-class classification.
result Demonstrates a universal square-root growth rate for smooth comp-sum and constrained losses.

Using a recently introduced rational expectation model of bubbles, based on the interplay between stochasticity and positive feedbacks of prices on returns and volatility, we develop a new methodology to test how this model classifies 9 time series that have been previously considered as bubbles ending in crashes. The …

2003-11-05abs ↗pdf ↗

Since with massive data growth, the need for autonomous and generic anomaly detection system is increased. However, developing one stand-alone generic anomaly detection system that is accurate and fast is still a challenge. In this paper, we propose conventional time-series analysis approaches, the Seasonal Autoregress…

2018-11-30abs ↗pdf ↗

We employ the Bayesian framework to define a cointegration measure aimed to represent long term relationships between time series. For visualization of these relationships we introduce a dissimilarity matrix and a map based on the Sorting Points Into Neighborhoods (SPIN) technique, which has been previously used to ana…

2007-01-05abs ↗pdf ↗

This is the second in a series of four papers (with research announcement posted on this arXiv) that together develop a decomposition theory for subgroups of Out(F_n). In this paper we relativize the "Kolchin-type theorem" from the work of Bestvina, Feighn, and Handel on the Tits alternative, which describes a decompos…

2013-02-10abs ↗pdf ↗

Let ΓΓ be the fundamental group of a manifold modeled on three dimensional Sol geometry. We prove that ΓΓ has a finite index subgroup GG which has a rational growth series with respect to a natural generating set. We do this by enumerating GG by a regular language. However, in contrast to most earlier proofs of thi…

2005-04-06abs ↗pdf ↗