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.
Paper reconciles different Ricci flow approaches and proves weak solutions.
Paper analyzes Hit-and-Run's convergence rates and applies similar methods to randomized Kaczmarz.
Stochastic gradient Langevin dynamics (SGLD) is a fundamental algorithm in stochastic optimization. Recent work by Zhang et al. [2017] presents an analysis for the hitting time of SGLD for the first and second order stationary points. The proof in Zhang et al. [2017] is a two-stage procedure through bounding the Cheege…
In this work, we attempt to solve the Hit Song Science problem, which aims to predict which songs will become chart-topping hits. We constructed a dataset with approximately 1.8 million hit and non-hit songs and extracted their audio features using the Spotify Web API. We test four models on our dataset. Our best model…
High throughput screening of compounds (chemicals) is an essential part of drug discovery [7], involving thousands to millions of compounds, with the purpose of identifying candidate hits. Most statistical tools, including the industry standard B-score method, work on individual compound plates and do not exploit cross…
Minimal hitting time on origami equals diophantine type for certain slopes.
Record companies invest billions of dollars in new talent around the globe each year. Gaining insight into what actually makes a hit song would provide tremendous benefits for the music industry. In this research we tackle this question by focussing on the dance hit song classification problem. A database of dance hit …
When estimating high-frequency covariance (quadratic covariation) of two arbitrary assets observed asynchronously, simple assumptions, such as independence, are usually imposed on the relationship between the prices process and the observation times. In this paper, we introduce a general endogenous two-dimensional nonp…
Price limit trading rules are adopted in some stock markets (especially emerging markets) trying to cool off traders' short-term trading mania on individual stocks and increase market efficiency. Under such a microstructure, stocks may hit their up-limits and down-limits from time to time. However, the behaviors of pri…
Estimates on Einstein manifolds improve Brownian motion behavior and curvature limits.
The paper optimizes RV estimation by efficient sampling in time-changed diffusion models.
This paper improves bond market making by adjusting hit-ratios for client flow quality.
Paper proposes methods to localize sources in WSNs without knowing sensor parameters.
New algorithm determines dimensions of hit spaces in polynomial algebra.
Study bond market making with hit-ratio target using optimal control and HJB equations.
In this paper, we investigate the cooling-off effect (opposite to the magnet effect) from two aspects. Firstly, from the viewpoint of dynamics, we study the existence of the cooling-off effect by following the dynamical evolution of some financial variables over a period of time before the stock price hits its limit. S…
The hitting measure is singular and has dimension less than 1 for cocompact Fuchsian groups.
Researchers prove hitting measure singularity for most Fuchsian and Kleinian groups.
The paper improves competitive and dynamic regret bounds for smoothed online learning.
KANEL combines models for early hit enrichment in virtual screening.
Large unweighted directed graphs are commonly used to capture relations between entities. A fundamental problem in the analysis of such networks is to properly define the similarity or dissimilarity between any two vertices. Despite the significance of this problem, statistical characterization of the proposed metrics …
We empirically investigated the relationships between the degree of efficiency and the predictability in financial time-series data. The Hurst exponent was used as the measurement of the degree of efficiency, and the hit rate calculated from the nearest-neighbor prediction method was used for the prediction of the dire…
One of the most important problems of data processing in high energy and nuclear physics is the event reconstruction. Its main part is the track reconstruction procedure which consists in looking for all tracks that elementary particles leave when they pass through a detector among a huge number of points, so-called hi…
In this paper we consider finite volume hyperbolic manifolds X with non-empty totally geodesic boundary. We consider the distribution of the times for the geodesic flow to hit the boundary and derive a formula for the moments of the associated random variable in terms of the orthospectrum. We show that the the first tw…
Model financial default cascades on sparse graphs via hitting times.
New method improves Bayesian optimization by considering budget and prior quality.
This study compares two neural models for financial forecasting, showing their superiority.
Holomorphic map connects Hitchin components to character varieties.
The paper analyzes McKean-Vlasov equations with hitting times, proving global solvability.
A model for hit song prediction can be used in the pop music industry to identify emerging trends and potential artists or songs before they are marketed to the public. While most previous work formulates hit song prediction as a regression or classification problem, we present in this paper a convolutional neural netw…
One of the most important problems of data processing in high energy and nuclear physics is the event reconstruction. Its main part is the track reconstruction procedure which consists in looking for all tracks that elementary particles leave when they pass through a detector among a huge number of points, so-called hi…
The paper simulates Lévy processes and their extremum and hitting time.
In this paper, we study the classical problem of the first passage hitting density of an Ornstein--Uhlenbeck process. We give two complementary (forward and backward) formulations of this problem and provide semi-analytical solutions for both. The corresponding problems are comparable in complexity. By using the method…
SurvSurf predicts first hitting times for intermittent events without monotonic violations.
Parrot learns optimal cache replacement policies using imitation learning.
New algorithm for average reward learning with bounded hitting time assumption.
Bayesian learning improves reliability of molecular predictions for hit compound discovery.
We prove a generalization of the fundamental inequality of Guivarc'h relating entropy, drift and critical exponent to Gibbs measures on geometrically finite quotients of CAT(-1) metric spaces. For random walks with finite superexponential moment, we show that the equality is achieved if and only if the Gibbs density is…
We study online optimization in a setting where an online learner seeks to optimize a per-round hitting cost, which may be non-convex, while incurring a movement cost when changing actions between rounds. We ask: \textit{under what general conditions is it possible for an online learner to leverage predictions of futur…
This study investigates the use of reinforcement learning to guide a general purpose cache manager decisions. Cache managers directly impact the overall performance of computer systems. They govern decisions about which objects should be cached, the duration they should be cached for, and decides on which objects to ev…
We study online convex optimization in a setting where the learner seeks to minimize the sum of a per-round hitting cost and a movement cost which is incurred when changing decisions between rounds. We prove a new lower bound on the competitive ratio of any online algorithm in the setting where the costs are -strong…
We analyze the hitting time distributions of stock price returns in different time windows, characterized by different levels of noise present in the market. The study has been performed on two sets of data from US markets. The first one is composed by daily price of 1071 stocks trade for the 12-year period 1987-1998, …
We study the problem of identity testing of markov chains. In this setting, we are given access to a single trajectory from a markov chain with unknown transition matrix and the goal is to determine whether for some known matrix or where is suitably defined. In r…
The Hitchin component Hit_n(S) of a closed surface S is a preferred component of the character variety X_PSL_n(R)(S) consisting of homomorphisms from the fundamental group pi_1(S) to the Lie group PSL_n(R)(S), whose elements enjoy remarkable geometric and dynamical properties. We consider a certain type of deformations…
EggNet reconstructs particle tracks from hits using evolving graph attention networks.
Generative Adversarial Networks generate PXD background noise efficiently.
Paper introduces efficient methods for probabilistic querying of event sequences.
We introduce a simple stochastic volatility model, whose novelty consists in taking into account hitting times of the asset price, and study the optimal stopping problem corresponding to a put option whose time horizon (after the asset price hits a certain level) is exponentially distributed. We obtain explicit optimal…