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.
New indices defined for manifolds with boundary, generalizing previous results.
Paper calculates indices for group actions using cocycles.
Research examines coamenable subgroups in higher rank groups.
For a continuous curve of families of Dirac type operators we define a higher spectral flow as a -group element. We show that this higher spectral flow can be computed analytically by $\heta$-forms, and is related to the family index in the same way as the spectral flow is related to the index. We introduce a notion…
New Gini indices capture more nuanced income inequality.
The paper proves conditions for the existence of holomorphic discs in Kähler manifolds.
Variationality of conformal geodesics fails in higher dimensions.
The study of higher tangential structures, arising from higher connected covers of Lie groups (String, Fivebrane, Ninebrane structures), require considerable machinery for a full description, especially for connections to geometry and applications. With utility in mind, in this paper we study these structures at the ra…
We study a class of localized indices for the Dirac type operators on a complete Riemannian orbifold, where a discrete group acts properly, co-compactly and isometrically. These localized indices, generalizing the -index of Atiyah, are obtained by taking certain traces of the higher index for the Dirac type operat…
New AI stock indices classify firms' AI engagement using 10-K filings.
We analyzed cross-correlations between price fluctuations of global financial indices (20 daily stock indices over the world) and local indices (daily indices of 200 companies in the Korean stock market) by using random matrix theory (RMT). We compared eigenvalues and components of the largest and the second largest ei…
Study predicts stock price direction on earnings announcement days using multi-modal deep learning.
For nearly every major stock market there exist equity and implied volatility indices. These play important roles within finance: be it as a benchmark, a measure of general uncertainty or a way of investing or hedging. It is well known in the academic literature, that correlations and higher moments between different i…
New gauge invariants from framed 3-manifolds match Hopf algebra indicators.
It is known that, for Dirac operators on Riemann surfaces twisted by line bundles with Hermitian-Einstein connections, it is possible to obtain estimates for the first eigenvalue in terms of the topology of the twisting bundle \cite{JL2}. Attempts to generalize topological estimates for higher rank bundles or higher di…
We demonstrate that the gain/loss asymmetry observed for stock indices vanishes if the temporal dependence structure is destroyed by scrambling the time series. We also show that an artificial index constructed by a simple average of a number of individual stocks display gain/loss asymmetry - this allows us to explicit…
This paper generalizes Bismut's equivariant Chern character to the setting of abelian gerbes. In particular, associated to an abelian gerbe with connection, an equivariantly closed differential form is constructed on the space of maps of a torus into the manifold. These constructions are made explicit using a new local…
Let G be a Lie group with finitely many connected components and let K be a maximal compact subgroup. We assume that G satisfies the rapid decay (RD) property and that G/K has non-positive sectional curvature. As an example, we can take G to be a connected semisimple Lie group. Let M be a G-proper manifold with compact…
Defines new Roe algebras for cylindrical spaces, solving metric curvature problems.
In this paper, we introduce the notion of motif closure and describe higher-order ranking and link prediction methods based on the notion of closing higher-order network motifs. The methods are fast and efficient for real-time ranking and link prediction-based applications such as web search, online advertising, and re…
We study the effect of the social stratification on the wealth distribution on a system of interacting economic agents that are constrained to interact only within their own economic class. The economical mobility of the agents is related to its success in exchange transactions. Different wealth distributions are obtai…
Strict concavity proven for growth indicator function of certain groups.
The paper challenges the validity of cluster validity measures in unsupervised learning.
Graphs with given k vertices generate an (acyclic) simplicial complex. We describe the homology of its quotient complex, formed by all connected graphs, and demonstrate its applications to the topology of braid groups, knot theory, combinatorics, and singularity theory. The multidimensional analogues of this complex ar…
New subgroup found in Lie groups with unusual properties.
In principle, higher-order networks that have multiple edge types are more informative than their lower-order counterparts. In practice, however, excessively rich information may be algorithmically infeasible to extract. It requires an algorithm that assumes a high-dimensional model and such an algorithm may perform po…
Networks provide a powerful formalism for modeling complex systems by using a model of pairwise interactions. But much of the structure within these systems involves interactions that take place among more than two nodes at once; for example, communication within a group rather than person-to person, collaboration amon…
Study predicts online procrastination using machine learning.
We develop and implement a novel fast bootstrap for dependent data. Our scheme is based on the i.i.d. resampling of the smoothed moment indicators. We characterize the class of parametric and semi-parametric estimation problems for which the method is valid. We show the asymptotic refinements of the proposed procedure,…
Study shows limits of certain normalizing flows in higher dimensions.
Payments data and machine learning improve nowcasting accuracy for macroeconomic indicators.
New risk measure uses Fourier analysis of stock prices.
Membership in the Russell 1000 and 2000 Indices is based on a ranking of market capitalization in May. Each index is separately value weighted such that firms just inside the Russell 2000 are comparable in size to firms just outside (i.e. at the bottom of the Russell 1000) but have much higher index weights. These feat…
Ricean channel model is widely used in wireless communications to characterize the channels with a line-of-sight path. The Ricean K factor, defined as the ratio of direct path and scattered paths, provides a good indication of the link quality. Most existing works estimate K factor based on either maximum-likelihood cr…
New method generates critical points for complex functionals.
This paper builds a machine learning model to predict credit defaults for unsecured lending.
Unified framework for measuring concentration in weighted networks considering both weight distributions and network structure.
There is a certain family of conformally invariant first order elliptic operators on Riemannian spin manifold which include Dirac operator as its first and simplest member. Their general definition is given and their basic properties are described. A special attention is paid to the Rarita-Schwinger operator the second…
Recent work applying higher gauge theory to the superstring has indicated the presence of 'higher symmetry', and the same methods work for the super-2-brane. In the previous paper in this series, we used a geometric technique to construct a 'Lie 2-supergroup' extending the Poincare supergroup in precisely those spaceti…
I analyze the one-dimensional, cubic Schrödinger equation, with nonlinearity constructed from the current density, rather than, as is usual, from the charge density. A soliton solution is found, where the soliton moves only in one direction. Relation to higher-dimensional Chern--Simons theory is indicated. The theory i…
Enhanced stock market strategy using stress index and financial news sentiment analysis.
Myopic optimization outperforms reinforcement learning in portfolio management, leading to lower returns and higher risks.
Realized moments of higher order computed from intraday returns are introduced in recent years. The literature indicates that realized skewness is an important factor in explaining future asset returns. However, the literature mainly focuses on the whole market and on the monthly or weekly scale. In this paper, we cond…
Study finds ESG investments more resilient than traditional equity indices during market turmoil.
We investigate conformal actions of cocompact lattices in higher-rank simple Lie groups on compact pseudo-Riemannian manifolds. Our main result gives a general bound on the real-rank of the lattice, which was already known for the action of the full Lie group by a result of Zimmer. When the real-rank is maximal, we pro…
Graph auto-encoders predict stock market instability by measuring graph structure changes.
Higher bootstrap rates than 1.0 improve random forest performance.
BackboneLearn speeds up MIO-based machine learning problems.