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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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95190284379 · Jun 202019922001200920172026
48 results for ideal point forecast

Paper justifies ideal point forecasts as measurable, clarifying conditions for their existence.

problem Justifying ideal point forecasts as measurable random variables.
method Clarifying and establishing measurability conditions for a wide class of functionals.
result Ideal point forecasts are shown to be measurable, providing theoretical justification.

Many applications require the ability to judge uncertainty of time-series forecasts. Uncertainty is often specified as point-wise error bars around a mean or median forecast. Due to temporal dependencies, such a method obscures some information. We would ideally have a way to query the posterior probability of the enti…

2012-11-13abs ↗pdf ↗

Study shows how certain knots and tori are detected by ideal points in character varieties.

problem Detecting essential twice-punctured tori in character varieties.
method Extending Tillmann's limiting character method to new families of knots and tori.
result Explicit determination of limiting characters at ideal points for specific knots and tori.

The study counts ideal points in 2-bridge knot complements using knot diagrams.

problem Counting ideal points in 2-bridge knot complements.
method Using knot diagrams, the structure of Serre trees for essential surfaces is determined, leading to a formula for ideal points.
result A formula for the number of ideal points associated with each incompressible surface in 2-bridge knot complements.

Numerical computations suggest that each point on a certain optimized shape called the ideal trefoil is in contact with two other points. We consider sequences of such contact points, such that each point is in contact with its predecessor and call it a billiard. Our numerics suggest that a particular billiard on the i…

2011-03-18abs ↗pdf ↗

The paper proves ideal triangulations and disk unfolding for singular flat surfaces.

problem Proving ideal triangulations and disk unfolding for singular flat surfaces.
method Using geodesic triangulation and finite geodesic connections.
result Each singular flat surface has an ideal triangulation and can be unfolded into a flat disk.

Given a 3 manifold M with torus boundary and an ideal triangulation, Yoshida and Tillmann give different methods to construct surfaces embedded in M from ideal points of the deformation variety. Yoshida builds a surface from twisted squares whereas Tillmann produces a spun-normal surface. We investigate the relation be…

2008-10-07abs ↗pdf ↗

Short-term load forecasting is a critical element of power systems energy management systems. In recent years, probabilistic load forecasting (PLF) has gained increased attention for its ability to provide uncertainty information that helps to improve the reliability and economics of system operation performances. This…

2019-03-26abs ↗pdf ↗

Essential tori in certain 3-manifolds are missed by ideal points in character varieties.

problem Essential tori in 3-manifolds are not detected by ideal points in character varieties.
method Infinite families of 3-manifolds are constructed to show the existence of essential tori not detected by ideal points in character varieties over any algebraically closed field.
result Essential tori in 3-manifolds are missed by ideal points in character varieties over any algebraically closed field.

Rigorous uncertainty quantification of probabilistic AI weather forecasts with conformal prediction

problem Calibrated uncertainty quantification in probabilistic weather forecasts
method Conformal prediction
result Calibrated uncertainty at no expense to other probabilistic metrics

The vanishing ideal is a set of polynomials that takes zero value on the given data points. Originally proposed in computer algebra, the vanishing ideal has been recently exploited for extracting the nonlinear structures of data in many applications. To avoid overfitting to noisy data, the polynomials are often designe…

2018-01-29abs ↗pdf ↗

We discuss two different in general natural approaches to the ideal closure and ideal boundary of Busemann nonpositively curved metric space. It is shown that the identity map of the space admits surjective continuation from its coarse ideal closure to the weak one. We consider some situations when these closures coinc…

2004-05-07abs ↗pdf ↗

OFTER predicts multivariate time series online, outperforming baselines.

problem Mid-sized multivariate time series forecasting challenges.
method k-nearest neighbors, Generalized Regression Neural Networks, dimensionality reduction.
result OFTER outperforms state-of-the-art baselines in financial multivariate time series forecasting.

The notion of ideal immersions was introduced by the author in 1990s. Roughly speaking, an ideal immersion of a Riemannian manifold into a real space form is a nice isometric immersion which produces the least possible amount of tension from the ambient space at each point. In this paper, we classify all ideal hypersur…

2013-07-17abs ↗pdf ↗

This paper surveys some of the known results on δδ-ideal CR submanifolds in complex space forms, the nearly Kähler 66-sphere and odd dimensional unit spheres. In addition, the relationship between δδ-ideal CR submanifolds and critical points of the λλ-bienergy is mentioned. Some topics on variational problem for th…

2015-03-12abs ↗pdf ↗

The paper presents a machine learning framework to combine weather forecasts from multiple models.

problem Combining forecasts from different NWP models with varying biases and limitations.
method Three-stage framework using Quantile Regression Forests and quantile averaging.
result The framework generates well-calibrated probabilistic weather forecasts suitable for decision support.

Adaptive probabilistic load forecasting improves performance in power systems.

problem Complexity of electricity load forecasting due to changing drivers and local generation.
method Adaptive probabilistic approach using Kalman filter and online gradient descent.
result Adaptive probabilistic forecasts improve performance in both point and probabilistic forecasting.

The coefficients of twisted Alexander polynomials of a knot induce regular functions of the SL2(C)SL_2(\mathbb{C})-character variety. We prove that the function of the highest degree has a finite value at an ideal point which gives a minimal genus Seifert surface by Culler-Shalen theory. It implies a partial affirmative an…

2014-06-18abs ↗pdf ↗

A framework for forecasting high-dimensional time-series data using clustering.

problem Forecasting high-dimensional time-series data with intra-cluster similarity.
method Three-stage framework: univariate time series parameter estimation, clustering, multivariate time series parameter computation.
result Framework achieves state-of-the-art results on benchmark datasets, sometimes outperforming deep-learning-based approaches.

The notion of ideal embeddings was introduced in [B.-Y. Chen, {Strings of Riemannian invariants, inequalities, ideal immersions and their applications.} The Third Pacific Rim Geometry Conference (Seoul, 1996), 7-60, Int. Press, Cambridge, MA, 1998]. Roughly speaking, an ideal embedding (or a best of living) is an isome…

2017-06-20abs ↗pdf ↗

We prove that ideal boundary of a 7-systolic group is strongly hereditarily aspherical. For some class of 7-systolic groups we show their boundaries are connected and without local cut points, thus getting some results concerning splittings of those groups.

2007-11-26abs ↗pdf ↗

Paper introduces probabilistic forecasting methods for cryptocurrency volatility.

problem Inadequate point forecasting methods for capturing full spectrum of volatility outcomes.
method Combines multiple base models (statistical and machine learning) to estimate conditional quantiles of cryptocurrency realized variance.
result QRS method outperforms sophisticated alternatives for Bitcoin volatility forecasting.

Deep models forecast epidemics with uncertainty quantification.

problem Accurate probabilistic forecasting of epidemics is challenging due to nonlinear temporal dependencies and spatial interactions.
method Deep spatiotemporal engression methods with geometric ergodicity and asymptotic stationarity.
result Proposed methods outperform benchmarks in point and probabilistic forecasting.

This paper improves forecast stability without sacrificing accuracy using dynamic loss weighting.

problem Rolling origin forecast instability in time series forecasting.
method Dynamic loss weighting algorithms applied to the N-BEATS model.
result Dynamic loss weighting can further improve forecast stability without compromising accuracy.

AutoPQ automates quantile forecasting for smart grids, reducing workload and environmental impact.

problem Accurate and unbiased uncertainty quantification in probabilistic forecasting for smart grid operations.
method AutoPQ uses a conditional Invertible Neural Network (cINN) to generate quantile forecasts from point forecasts, automating model selection and hyperparameter optimization.
result AutoPQ outperforms state-of-the-art methods while reducing computational effort and environmental impact.

The paper studies ideal flows of closed curves, classifying critical points and proving flow behavior.

problem Analyzing the generalised ideal flow of closed planar curves.
method Completely classifies critical points and proves properties of the mm-ideal flow.
result For m>1m>1, the mm-ideal flow of closed curves converges to a round multiply-covered circle.