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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 historical overview

In the present paper we give a historical account -ranging from classical to modern results- of the problem of rolling two Riemannian manifolds one on the other, with the restrictions that they cannot instantaneously slip or spin one with respect to the other. On the way we show how this problem has profited from the d…

2013-01-27abs ↗pdf ↗

We give a brief historical overview of the Tait conjectures, made 120 years ago in the course of his pioneering work in tabulating the simplest knots, and solved a century later using the Jones polynomial. We announce the solution, again based on a substantial study of the Jones polynomial, of one (possibly his last re…

2007-04-16abs ↗pdf ↗

Machine learning automates digitization of historical data.

problem Manual transcription is costly and difficult for large, detailed datasets.
method Apply machine learning techniques for unsupervised layout classification and attention-based neural networks.
result Machine learning can automate the digitization process for historical data.

Classical (Itô diffusions) stochastic volatility models are not able to capture the steepness of small-maturity implied volatility smiles. Jumps, in particular exponential Lévy and affine models, which exhibit small-maturity exploding smiles, have historically been proposed to remedy this (see \cite{Tank} for an overvi…

2015-03-27abs ↗pdf ↗

A pedagogical but concise overview of fiber bundles and their connections is provided, in the context of gauge theories in physics. The emphasis is on defining and visualizing concepts and relationships between them, as well as listing common confusions, alternative notations and jargon, and relevant facts and theorems…

2016-07-02abs ↗pdf ↗

The paper explores Wiener-Granger causality and its computational enhancements.

problem Analyzing causal relationships between time series data.
method Detailed overview of Granger causality, historical development, and computational advancements.
result Enhanced application of Granger causality in various fields.

In machine learning we often try to optimise a decision rule that would have worked well over a historical dataset; this is the so called empirical risk minimisation principle. In the context of learning from recommender system logs, applying this principle becomes a problem because we do not have available the reward …

2019-09-18abs ↗pdf ↗

We discuss deep reinforcement learning in an overview style. We draw a big picture, filled with details. We discuss six core elements, six important mechanisms, and twelve applications, focusing on contemporary work, and in historical contexts. We start with background of artificial intelligence, machine learning, deep…

2018-10-15abs ↗pdf ↗

A pedagogical but concise overview of Riemannian geometry is provided, in the context of usage in physics. The emphasis is on defining and visualizing concepts and relationships between them, as well as listing common confusions, alternative notations and jargon, and relevant facts and theorems. Special attention is gi…

2014-12-07abs ↗pdf ↗

Genealogy research is the study of family history using available resources such as historical records. Ancestry provides its customers with one of the world's largest online genealogical index with billions of records from a wide range of sources, including vital records such as birth and death certificates, census re…

2019-02-27abs ↗pdf ↗

Markov models lie at the interface between statistical independence in a probability distribution and graph separation properties. We review model selection and estimation in directed and undirected Markov models with Gaussian parametrization, emphasizing the main similarities and differences. These two model classes a…

2016-06-23abs ↗pdf ↗

This review deals with several microscopic (``agent-based'') models of financial markets which have been studied by economists and physicists over the last decade: Kim-Markowitz, Levy-Levy-Solomon, Cont-Bouchaud, Solomon-Weisbuch, Lux-Marchesi, Donangelo-Sneppen and Solomon-Levy-Huang. After an overview of simulation a…

2007-01-11abs ↗pdf ↗

This Chapter, "Overview of Approximate Bayesian Computation", is to appear as the first chapter in the forthcoming Handbook of Approximate Bayesian Computation (2018). It details the main ideas and concepts behind ABC methods with many examples and illustrations.

2018-02-27abs ↗pdf ↗

Recent research on Bitcoin Transaction Networks reveals a growing, sparse, and core-periphery structure.

problem Understanding the evolution of Bitcoin's network structure and user behavior.
method Review of recent results on Bitcoin Transaction Networks, including Address Network, User Network, and Lightning Network.
result Bitcoin Transaction Networks exhibit a core-periphery structure, indicating increasing centralization.

This overview paper is intended as a quick introduction to Lie algebras of vector fields. Originally introduced in the late 19th century by Sophus Lie to capture symmetries of ordinary differential equations, these algebras, or infinitesimal groups, are a recurring theme in 20th-century research on Lie algebras. I will…

2011-07-14abs ↗pdf ↗

Multi-task learning (MTL) has led to successes in many applications of machine learning, from natural language processing and speech recognition to computer vision and drug discovery. This article aims to give a general overview of MTL, particularly in deep neural networks. It introduces the two most common methods for…

2017-06-15abs ↗pdf ↗

We present a brief overview of the Korányi-Reimann theory of quasiconformal mappings on the Heisenberg group stressing on the analogies as well as on the differences between the Heisenberg group case and the classical two-dimensional case. We examine the extensions of the theory to more general spaces and we state some…

2015-10-08abs ↗pdf ↗

Data mining is about obtaining new knowledge from existing datasets. However, the data in the existing datasets can be scattered, noisy, and even incomplete. Although lots of effort is spent on developing or fine-tuning data mining models to make them more robust to the noise of the input data, their qualities still st…

2019-06-20abs ↗pdf ↗

Statistical learning theory provides the theoretical basis for many of today's machine learning algorithms. In this article we attempt to give a gentle, non-technical overview over the key ideas and insights of statistical learning theory. We target at a broad audience, not necessarily machine learning researchers. Thi…

2008-10-27abs ↗pdf ↗

Overview of risk-sensitive Markov decision processes with Optimized Certainty Equivalent.

problem Optimizing decision-making under risk in Markov processes.
method Analyzes risk-sensitive criteria using Optimized Certainty Equivalent, including entropic risk and Conditional Value-at-Risk.
result Conditions for the existence of optimal policies and solution procedures are provided.

ArtificialReplay improves data efficiency in bandits using historical data.

problem Data inefficiency in warm-starting bandit algorithms.
method ArtificialReplay, a meta-algorithm for incorporating historical data into any bandit algorithm.
result ArtificialReplay uses only a fraction of historical data compared to a full warm-start approach, achieving identical regret.

ADR helps LLMs find and use historical analogies for foresight analysis.

problem LLMs struggle to find relevant historical analogies due to surface-level matching.
method Proposes CANA framework with mechanism alignment and cross-analogy confirmation.
result CANA improves historical analogy generation by up to 10%.

In the overview, a generic mathematical object (mapping) is introduced, and its relation to model physics parameterization is explained. Machine learning (ML) tools that can be used to emulate and/or approximate mappings are introduced. Applications of ML to emulate existing parameterizations, to develop new parameteri…

2020-02-02abs ↗pdf ↗

In math.GT/0106017 it was shown that thin position on Heegaard spines can be a useful tool for analyzing the topology of knots in 3-space. The proof there (specifically, of the Goda-Teragaito conjecture) requires masses of technical detail; it is easy to lose track of the underlying ideas. The present paper gives an ov…

2001-08-10abs ↗pdf ↗

Proposes dynamic borrowing method for historical data in clinical trials.

problem Insufficient statistical power in rare and pediatric disease clinical trials.
method Dynamic borrowing method based on frequentist approach using similarity measures.
result Demonstrates usefulness of dynamic borrowing in reanalyzing clinical trial data.