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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.

168,742 papers · 148 categories

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48 results for high-dimensional marks

This paper models how features influence event triggers in high-dimensional networks.

problem Estimating context-dependent networks in high-dimensional marked point processes.
method Leveraging compositional time series and regularization methods, the paper considers autoregressive multinomial and logistic-normal models for network estimation.
result The logistic-normal model leads to a convex negative log-likelihood objective and captures dependence across categories.

Modeling latent dynamics in high-dimensional event sequences without prior knowledge.

problem Modeling latent dynamics in high-dimensional event sequences with unknown marker relations.
method Adversarial imitation learning framework decomposed into latent structural intensity model, efficient random walk model, and seq2seq discriminator.
result Effective detection of hidden network among markers and decent prediction for future events.

This paper addresses measurement errors in high-dimensional compositional data using a log-contrast model calibration approach.

problem Measurement errors in high-dimensional regression models involving compositional covariates.
method Calibration approach for the linear log-contrast model under lenient sparsity conditions.
result Established asymptotic normality of the estimator for inference.

Study cohomology of surfaces with punctures and boundaries, proving bounds on rational cohomology.

problem Understanding cohomology of surfaces with punctures and boundaries.
method Two proofs showing congruence subgroups have enormous rational cohomology.
result Bounds on cohomology are super-exponential in number of punctures and boundary components.

We present a marked analogue of Carter and Saito's movie theorem. Our definition of marking was chosen to coincide with the markings that arise in link Floer homology. In order to deal with complications arising from certain isotopies, we define three equivalence relations for marked surfaces and work over an equivalen…

2014-07-17abs ↗pdf ↗

We are now witnessing the increasing availability of event stream data, i.e., a sequence of events with each event typically being denoted by the time it occurs and its mark information (e.g., event type). A fundamental problem is to model and predict such kind of marked temporal dynamics, i.e., when the next event wil…

2017-01-14abs ↗pdf ↗

New model captures time and mark inter-dependence in TPPs.

problem Limited predictive performance of conditionally independent TPP models on entangled time and mark interactions.
method Developed a multivariate TPP that models conditional inter-dependence of time and mark, using both intensity-based and intensity-free models.
result Proposed TPP models outperform conditionally independent and dependent models in standard prediction tasks.

High-dimensional models become unstable when sample size falls below a critical level, leading to a phase transition.

problem Instability in high-dimensional learning models when sample size is insufficient.
method Proved the necessity of a Fisher eigenvalue threshold for stability, introduced Fisher floor for verification.
result A sharp phase transition between reliable concentration and inevitable failure in high-dimensional learning.

Methodology for estimating marked Hawkes processes with neural networks.

problem Estimating conditional intensity of marked Hawkes processes.
method Proposes two models: Shallow Neural Hawkes with marks and Neural Network for Non-Linear Hawkes with Marks.
result Validation on synthetic datasets and real-world cryptocurrency order book data.

Study approximate marked length spectrum rigidity in non-positively curved groups.

problem Approximate rigidity of marked length spectra in non-positively curved groups.
method Compare marked length spectra of isometric actions of groups with non-positively curved features.
result Supremum of quotient of marked length spectra is approximately determined by restricted spectra.

Motivated by the prediction of cell loads in cellular networks, we formulate the following new, fundamental problem of statistical learning of geometric marks of point processes: An unknown marking function, depending on the geometry of point patterns, produces characteristics (marks) of the points. One aims at learnin…

2018-12-19abs ↗pdf ↗

We use Fox calculus to assign a marked polytope to a `nice' group presentation with two generators and one relator. Relating the marked vertices to Novikov-Sikorav homology we show that they determine the Bieri-Neumann-Strebel invariant of the group. Furthermore we show that in many cases the marked polytope is an inva…

2015-01-14abs ↗pdf ↗

Quantum duality map extended to general marked surfaces and its compatibility with skein algebras proven.

problem Generalizing quantum duality map to general marked surfaces and proving its compatibility with skein algebras.
method Generalized quantum duality map, reduced stated skein algebras, quantum trace maps, skein lifting.
result Compatibility of quantum duality map with skein algebras proven.

In this paper, we construct the moduli space of marked oper structures on a closed, oriented smooth surface of negative Euler characteristic as a holomorphic fiber bundle over Teichmüller space. We prove that the holonomy map from the space of marked oper structures to the moduli space of reductive flat bundles is a ho…

2018-04-12abs ↗pdf ↗

In all dimensions, we prove that the marked length spectrum of a Riemannian manifold (M,g)(M,g) with Anosov geodesic flow and non-positive curvature locally determines the metric in the sense that two close enough metrics with the same marked length spectrum are isometric. In addition, we provide a completely new stabilit…

2018-06-11abs ↗pdf ↗

Survey of stated skein modules/algebras of 3-manifolds/surfaces.

problem Understanding stated skein modules/algebras of 3-manifolds/surfaces.
method Discussion of splitting homomorphism, general structures, Frobenius homomorphism, center, dimension, representation theory.
result Skein algebra of non-closed marked surface at any root of 1 is a maximal order.

We show that all GL(2,R) equivariant point markings over orbit closures of translation surfaces arise from branched covering constructions and periodic points, completely classify such point markings over strata of quadratic differentials, and give applications to the finite blocking problem.

2017-08-10abs ↗pdf ↗

It is well known that surface-links in 4-space can be presented by diagrams on the plane of 4-valent spatial graphs with makers on the vertices, called marked graph diagrams. In this paper we extend the method of presenting surface-links by marked graph diagrams to presenting immersed surface-links. We also give some m…

2017-07-15abs ↗pdf ↗

Develops quasi-likelihood analysis for marked point processes and applies it to Hawkes processes.

problem Analyzing multivariate marked point processes and their applications.
method Quasi-likelihood analysis for a general class of multivariate marked point processes, with focus on marked Hawkes processes.
result The quasi-likelihood analysis for marked Hawkes processes provides explicit conditions for ergodicity and Markovian transformation.

The paper extends intensity models for limit order books using marked point processes.

problem Modeling intensity ratios in limit order books with state dependency and clustering.
method Developed a new model combining three multiplicative components for marked point processes.
result The new model outperforms other intensity-based methods in predicting market order signs and aggressiveness.

We prove that the classical set of moves for standard spines of 3-manifolds (i.e. the MP-move and the V-move) does not suffice to relate to each other any two standard skeleta of a 3-manifold with marked boundary. We also describe a condition on the 3-manifold with marked boundary that tells whether the generalised set…

2008-04-04abs ↗pdf ↗

New theorem shows metrics of certain groups are close if their lengths are identical.

problem Identifying metrics of relatively hyperbolic groups from their lengths.
method Proved rigidity for relatively hyperbolic groups using coarse marked length spectrum.
result Metrics of relatively hyperbolic groups are uniformly close if lengths are identical.

Marked vertex diagrams provide a combinatorial way to represent knotted surfaces in R4\mathbb{R}^4; including virtual crossings allows for a theory of virtual knotted surfaces and virtual cobordisms. Biquandle counting invariants are defined only for marked vertex diagrams representing knotted orientable surfaces; we e…

2014-09-27abs ↗pdf ↗

In earlier work the Kauffman bracket polynomial was extended to an invariant of marked graphs, i.e., looped graphs whose vertices have been partitioned into two classes (marked and not marked). The marked-graph bracket polynomial is readily modified to handle graphs with weighted vertices. We present formulas that simp…

2009-05-29abs ↗pdf ↗

Score-fPINN tackles high-dimensional FPL equations using fractional score functions.

problem High-dimensional Fokker-Planck-Lévy equations with non-Brownian processes.
method Fractional score function and Physics-informed neural networks (PINN) to solve CoD and numerical overflow.
result Effective solution to high-dimensional FPL equations without fractional Laplacian.

The paper forecasts corporate distress using a novel MIDAS logistic regression method.

problem Forecasting corporate distress with right-censored data, high-dimensional predictors, and mixed-frequency data.
method The paper introduces a novel high-dimensional censored MIDAS logistic regression method that handles censoring through inverse probability weighting and employs a sparse-group penalty for mixed-frequency predictors.
result The method achieves accurate estimation and superior performance in predicting financial distress of Chinese-listed firms.

The paper defines new representations and groups related to virtual links.

problem Defining and studying new representations of virtual braid groups and link groups.
method Introducing virtually symmetric representations, virtual link groups, and marked Gauss diagrams.
result Established equivalence of many known representations to virtually symmetric representations.

This paper addresses credit valuation adjustment with a new closeout convention.

problem Accurate estimation of financial claim value considering counterparty credit risk.
method Theoretical and computational analysis of a nonlinear valuation system using neural networks.
result A neural network-based algorithm effectively solves the high-dimensional nonlinear valuation system.

We prove that for compact, non-contractible, one dimensional geodesic spaces, a version of the marked length spectrum conjecture holds. For a compact one dimensional geodesic space X, we define a subspace Conv(X). When X is non-contractible, we show that X deformation retracts to Conv(X). If two such spaces X, Y have t…

2012-09-17abs ↗pdf ↗