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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.

169,051 papers · 148 categories

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48 results for indexing methods

Method calculates Morse index of branched Willmore spheres in 3-space.

problem Computing the Morse index of branched Willmore spheres.
method Developed a method to compute the Morse index using a matrix whose dimension is equal to the number of ends of the dual minimal surface.
result Found that for all immersed Willmore spheres, the Morse index is less than or equal to the number of ends minus one.

This paper identifies and analyzes biases in risk-adjusted index weighting methods, affecting social welfare and market fairness.

problem Biases in risk-adjusted index weighting methods lead to tracking errors and fraud in indices and ETFs.
method Characterizes and analyzes the biases and adverse effects of risk-adjusted index weighting methods.
result These biases reduce social welfare and can enable harmful arbitrage activities.

We study bounded pseudoconvex domains in complex Euclidean spaces. We find analytical necessary conditions and geometric sufficient conditions for a domain being of trivial Diederich--Fornæss index (i.e. the index equals to 1). We also connect a differential equation to the index. This reveals how a topological conditi…

2017-01-25abs ↗pdf ↗

Abstract reviews algorithms for multi-index models, focusing on polynomial-time methods and their limitations.

problem Estimating the index space in multi-index models efficiently and accurately.
method Polynomial-time algorithms in Gaussian space, nonparametric gradient estimation, and neural network fitting.
result A gap exists between computationally efficient methods and information-theoretical minimum.

Formula calculates index for CR operators on surfaces with boundary punctures.

problem Computing the index for Cauchy-Riemann operators on surfaces with boundary punctures.
method Large antilinear deformations method, generalized to punctured surfaces.
result Involves a non-standard weighted count of boundary zeros in the Euler characteristic term.

This paper extends the single index model to handle nonlinear relationships.

problem Nonlinear relationships in regression models.
method Exploits conditional distribution over function-driven partitions and uses linear regression for local estimation of index vectors.
result The method provides theoretical guarantees for estimation and prediction, and outperforms state-of-the-art methods.

Jointly optimizes tree index and deep model for better recommendation accuracy.

problem Improving recommendation accuracy in large-scale recommender systems.
method Develops a joint optimization framework for tree index and user preference model.
result Significantly improves recommendation accuracy on real-world datasets.

Researchers construct an index map for contact manifolds using K-theory.

problem Constructing an index for maximally hypoelliptic operators on contact manifolds.
method Using Higson's construction for symbol class in K-theory, they derive a series of maps whose induced map in K-theory is the Heisenberg Atiyah-Singer index map.
result Explicit construction of a series of maps leading to the Heisenberg Atiyah-Singer index map.

Automatically tunes hyperparameters for faster approximate nearest neighbor search.

problem Tuning hyperparameters for efficient approximate nearest neighbor search is slow and impractical.
method Proposes an algorithm using randomized space-partitioning trees to automatically tune hyperparameters.
result Significantly faster than existing approaches and competitive in query time.

Paper decomposes C-index to analyze survival prediction model performance.

problem Evaluating the performance of survival prediction models.
method Decomposes C-index into two weighted quantities: ranking observed vs. other events and observed vs. censored cases.
result Deep learning models outperform classical models in ranking observed events, leading to better C-index stability.

Study Whittle index learning algorithms for restless bandits with constant stepsizes.

problem Optimizing decisions in restless multi-armed bandits with constant stepsizes.
method Developed Q-learning algorithms with constant stepsizes for index learning in restless bandits, extending to DQN and function approximations.
result The algorithms learn the Whittle index effectively.

Method improves volatility targeting for index construction.

problem High turnover, leverage spikes, and sensitivity to estimation error in existing volatility-targeting strategies.
method Proportional-control approach for setting index weights that corrects tracking error through feedback.
result The proportional-control approach achieves the target volatility more effectively than open-loop alternatives.

In this paper, a frequency coefficient based on the Sen-Shorrocks-Thon (SST) poverty index notion is proposed. The clustering SST index can be used as the method for determination of the connection between similar neighbor sub-clusters. Consequently, connections can reveal existence of natural homogeneous. Through esti…

2017-10-19abs ↗pdf ↗

We present a new model for credit index derivatives, in the top-down approach. This model has a dynamic loss intensity process with volatility and jumps and can include counterparty risk. It handles CDS, CDO tranches, Nth-to-default and index swaptions. Using properties of affine models, we derive closed formulas for t…

2009-11-09abs ↗pdf ↗

New method accurately reconstructs Russell 3000 index, revealing crowded portfolios.

problem Crowding in index portfolios during reconstitution events.
method Developed a Python package for accurate index reconstruction using CRSP US Stock data.
result Annual Russell 3000 portfolios are more crowded than quarterly ones, suggesting lower transaction costs.

We study the index of the GG-invariant elliptic pseudo-differential operator acting on a complete Riemannian manifold, where a unimodular, locally compact group GG acts properly and cocompactly. An L2L^2-index formula was obtained using the heat kernel method.

2011-06-22abs ↗pdf ↗

We introduce \textcolor{red}{general} new techniques for computing the geometric index of a link LL in the interior of a solid torus TT. These techniques simplify and unify previous ad hoc methods used to compute the geometric index in specific examples \textcolor{red}{ and allow the simple computation of geometric i…

2017-11-12abs ↗pdf ↗

Improved FDR control for sparse financial index tracking.

problem Maintaining FDR control in high-dimensional financial data with strong variable dependencies.
method Expanding T-Rex framework to handle overlapping groups of correlated variables with nearest neighbors penalization.
result Accurately tracks the S&P 500 index using only a small number of stocks.

This review analyzes recent advances in solving index tracking problems.

problem Creating a portfolio that closely follows a specific index with lower costs.
method Systematic review of mathematical approaches and metaheuristics.
result Metaheuristics have been extensively applied and improved in solving index tracking problems.

Bank transactions help predict macroeconomic indexes faster and more accurately.

problem Lag in macroeconomic index availability and autoregressive models' limitations in complex scenarios.
method Use financial transactions data to estimate macroeconomic indexes using neural networks and smart sampling.
result Neural network approach outperforms baseline methods on hand-crafted features based on transactions.

Proposes an efficient method for sparse index tracking with 0\ell_0-norm constraints.

problem Constructing a sparse portfolio to track a financial index.
method Formulates a new problem using 0\ell_0-norm constraints, develops an efficient algorithm based on primal-dual splitting.
result Demonstrates effectiveness through experiments on S&P500 and Russell3000 datasets.

Training a neural network for a classification task typically assumes that the data to train are given from the beginning. However, in the real world, additional data accumulate gradually and the model requires additional training without accessing the old training data. This usually leads to the catastrophic forgettin…

2018-09-07abs ↗pdf ↗

The paper extends cluster validity indices for incremental analysis.

problem Providing incremental alternatives for cluster validation.
method Extending iCVI family to include 6 incremental indices and examining their behavior under under- and over-partitioning.
result Over-partitioning is more challenging to detect than under-partitioning.

This paper investigates the problem of recovering missing samples using methods based on sparse representation adapted especially for image signals. Instead of l2l_2-norm or Mean Square Error (MSE), a new perceptual quality measure is used as the similarity criterion between the original and the reconstructed images. T…

2017-01-25abs ↗pdf ↗

We associate to a parametrized family ff of nonlinear Fredholm maps possessing a trivial branch of zeroes an {\it index of bifurcation} β(f)β(f) which provides an algebraic measure for the number of bifurcation points from the trivial branch. The index β(f)β(f) is derived from the index bundle of the linearization of the …

2010-05-07abs ↗pdf ↗