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 method detects change-points in population genetics.
FLBench automates federated learning benchmarking.
A Deep Autoencoder based content retrieval algorithm is proposed for prediction and differentiation of cancer types based on the presence of epigenetic patterns of DNA methylation identified in genetic regions known as CpG islands. The developed deep learning system uses a CpG island state classification sub-system to …
In this study, the wind data series from five locations in Aegean Sea islands, the most active `hotspots' in terms of refugee influx during the Oct/2015 - Jan/2016 period, are investigated. The analysis of the three-per-site data series includes standard statistical analysis and parametric distributions, auto-correlati…
Quantum Reservoir Computing classifies complex probability distributions and identifies volatility regimes.
We report a statistical analysis of the Island ECN (NASDAQ) order book. We determine the static and dynamic properties of this system, and then analyze them from a physicist's viewpoint using an equivalent particle system obtained by treating orders as massive particles and price as position. We identify the fundamenta…
We briefly review data analysis of the Island order book, part of NASDAQ, which suggests a framework to which all limit order markets should comply. Using a simple exclusion particle model, we argue that short-time price over-diffusion in limit order markets is due to the non-equilibrium of order placement, cancellatio…
We provide an effective ramification theorem for the ratio of canonical forms of a weakly complete flat front in the hyperbolic three-space. Moreover we give the two applications of this theorem, the first one is to show an analogue of the Ahlfors islands theorem for it and the second one is to give a simple proof of t…
In this note we study the bilateral merchandise trade flows between 186 countries over the 1948-2005 period using data from the International Monetary Fund. We use Pajek to identify network structure and behavior across thresholds and over time. In particular, we focus on the evolution of trade "islands" in the a world…
The paper studies how Kleinian groups can be deformed while preserving their peripheral structures.
Study shows invariant curves in tubular origami dynamics, revealing geometric barriers to folding transitions.
We implement machine learning algorithms to nuclear data. These algorithms are purely data driven and generate models that are capable to capture intricate trends. Gradient boosted trees algorithm is employed to generate a trained model from existing nuclear data, which is used for prediction for data of damping parame…
Federated learning method improves covariate shift adaptation for missing target values.
Pipeline for comparing trading algorithms in finance and crypto.
It is common wisdom that no nation is an isolated economic island. All nations participate in the global economy and are linked together through trade and finance. Here we analyze international trade network (ITN), being the network of import-export relationships between countries. We show that in each year over the an…
It is commonly observed that the data are scattered everywhere and difficult to be centralized. The data privacy and security also become a sensitive topic. The laws and regulations such as the European Union's General Data Protection Regulation (GDPR) are designed to protect the public's data privacy. However, machine…
Dynamic model improves static economics by incorporating time effects.
The scarcity of data and isolated data islands encourage different organizations to share data with each other to train machine learning models. However, there are increasing concerns on the problems of data privacy and security, which urges people to seek a solution like Federated Transfer Learning (FTL) to share trai…
The calculation of minimum energy paths for transitions such as atomic and/or spin re-arrangements is an important task in many contexts and can often be used to determine the mechanism and rate of transitions. An important challenge is to reduce the computational effort in such calculations, especially when ab initio …
This study uses Twitter to analyze traveler behavior in Manhattan.
Pretrained masked language models (MLMs) require finetuning for most NLP tasks. Instead, we evaluate MLMs out of the box via their pseudo-log-likelihood scores (PLLs), which are computed by masking tokens one by one. We show that PLLs outperform scores from autoregressive language models like GPT-2 in a variety of task…
Most real-world data are scattered across different companies or government organizations, and cannot be easily integrated under data privacy and related regulations such as the European Union's General Data Protection Regulation (GDPR) and China' Cyber Security Law. Such data islands situation and data privacy & secur…
The goal of this paper was to predict the placement in the multiplayer game PUBG (playerunknown battleground). In the game, up to one hundred players parachutes onto an island and scavenge for weapons and equipment to kill others, while avoiding getting killed themselves. The available safe area of the game map decreas…
Multinational corporations use highly complex structures of parents and subsidiaries to organize their operations and ownership. Offshore Financial Centers (OFCs) facilitate these structures through low taxation and lenient regulation, but are increasingly under scrutiny, for instance for enabling tax avoidance. Theref…
Regshock visualizes financial risks to help regulators manage systemic shocks.
Hybrid model improves forest growth predictions.
A new LDA model with covariates for mixed-membership clusters.
Minimum energy paths for transitions such as atomic and/or spin rearrangements in thermalized systems are the transition paths of largest statistical weight. Such paths are frequently calculated using the nudged elastic band method, where an initial path is iteratively shifted to the nearest minimum energy path. The co…
Let be a Delzant polytope. We show that the quantization of the corresponding toric manifold in toric Kähler polarizations and in the toric real polarization are related by analytic continuation of Hamiltonian flows evaluated at time . We relate the quantization of in two different …
Quantum computing at room temperature achieves high accuracy in image classification.
BESS shows potential in European markets for frequency support, but not for energy arbitrage.
The refugee crisis is perhaps the single most challenging problem for Europe today. Hundreds of thousands of people have already traveled across dangerous sea passages from Turkish shores to Greek islands, resulting in thousands of dead and missing, despite the best rescue efforts from both sides. One of the main reaso…
Deep networks achieve linear separability through progressive folding of data in higher dimensions.