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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.

168,657 papers · 148 categories

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3116229331,244 · Jun 202019922001200920172026
48 results for information flow networks

This study analyzes information flow networks in Chinese stock sectors using transfer entropy.

problem Understanding information transmission and market dynamics in Chinese stock sectors.
method Daily closing price data of 28 sectors from 2000 to 2017, transfer entropy, maximum spanning arborescence (MSA).
result The composite sector is an information source, and the non-bank financial sector is an information sink.

Study suggests using information flow measures to target interventions in neural networks.

problem Identifying neural network edges that can be pruned to reduce bias.
method Used MM-information flow framework to measure and compare information flows about true labels and protected attributes, and evaluated pruning effects on bias reduction.
result Pruning edges with larger information flows about protected attributes reduces bias at the output.

Study quantifies information flow in neural networks using relative entropy and RG analogy.

problem Quantifying information flow in deep neural networks.
method Explicit computation of relative entropy in Ising models and feedforward neural networks.
result Monotonic increase of relative entropy to an asymptotic value, confirming connection to c-theorem.

Investor flows in Korean equity market transmit shared information, not private signals.

problem Whether investor flows transmit private information or only public signals.
method Transfer Entropy networks constructed from investor-type flows over umNDates{} trading days.
result Investor flows transmit shared information, not private signals.

Neural networks predict flow and elastic stresses in viscoelastic turbulence.

problem Predicting flow and elastic stresses in viscoelastic turbulent flows using limited experimental data.
method Convolutional neural networks trained on wall-normal velocity and pressure data.
result Neural networks accurately predict flow and elastic stresses, especially during low-drag events.

Dynamic acquisition of features improves predictions with limited data.

problem Limited or uncertain data requires additional relevant information for accurate assessments.
method Proposes models that dynamically acquire new features using conditional mutual information and arbitrary conditional flow.
result Demonstrates superior performance over baselines in multiple settings.

DCGANs generate drainage networks quickly from samples.

problem High computational costs in generating large numbers of drainage networks.
method DCGANs trained with connectivity-informed directional information.
result Connectivity-informed DCGANs outperform other methods in reproducing accurate drainage networks.

New neural network enforces mass conservation for better ice flow predictions.

problem Reliably project future sea level rise by improving ice sheet model inputs.
method Proposes divergence-free neural networks (dfNNs) enforcing local mass conservation.
result dfNNs yield more reliable ice flux estimates compared to other models.

Bayesian methods have been successfully applied to sparsify weights of neural networks and to remove structure units from the networks, e. g. neurons. We apply and further develop this approach for gated recurrent architectures. Specifically, in addition to sparsification of individual weights and neurons, we propose t…

2018-12-12abs ↗pdf ↗

Study examines how information flows in Indian stock market during crises.

problem Understanding information diffusion in financial networks during market turbulence.
method Applied communicability, a measure of ease of information flow, to financial networks.
result Approximately 70% and 80% of stock pairs exhibit significant changes in communicability during crises.

New algorithms improve vascular flow simulations in aortic aneurysms.

problem Limited accuracy of MRI in hemodynamics, patient-specific flow boundary conditions, and CFD's computational demands.
method Physics-Informed Neural Networks (PINNs) and Deep Operator Networks (DeepONets) integrated with 3D Navier-Stokes equations.
result Improved computational efficiency and good agreement with CFD simulations.

Paper discovers differential equations from data using neural networks and Bayesian methods.

problem Discovering differential equations from datasets using machine learning.
method Integrates neural network-based surrogates with Sparse Bayesian Learning (SBL).
result Proposes a robust model discovery algorithm and a Physics Informed Normalizing Flow (PINF).

In this paper we propose a novel index to quantify and measure the flow of information on macro and micro scales. We discuss the implications of this index for knowledge management fields and also as intellectual capital that can thus be utilized by entrepreneurs. We explore different function and human oriented metric…

2011-06-14abs ↗pdf ↗

Attribution methods provide insights into the decision-making of machine learning models like artificial neural networks. For a given input sample, they assign a relevance score to each individual input variable, such as the pixels of an image. In this work we adapt the information bottleneck concept for attribution. B…

2020-01-02abs ↗pdf ↗

Study compares sentiment spillover networks from news and social media in tech companies.

problem Understanding how sentiment information flows between companies through news and social media.
method Network-based transfer entropy method to measure and compare sentiment spillover.
result News shows stronger information flow among tech companies after COVID-19.

With the help of transfer entropy, we analyze information flows between communities of complex networks. We show that the transfer entropy provides a coherent description of interactions between communities, including non-linear interactions. To put some flesh on the bare bones, we analyze transfer entropies between co…

2017-06-17abs ↗pdf ↗

We present a framework for Nesterov's accelerated gradient flows in probability space to design efficient mean-field Markov chain Monte Carlo (MCMC) algorithms for Bayesian inverse problems. Here four examples of information metrics are considered, including Fisher-Rao metric, Wasserstein-2 metric, Kalman-Wasserstein m…

2019-09-04abs ↗pdf ↗

A major impact of globalization has been the information flow across the financial markets rendering them vulnerable to financial contagion. Research has focused on network analysis techniques to understand the extent and nature of such information flow. It is now an established fact that a stock market crash in one co…

2019-11-14abs ↗pdf ↗

New method uses RBM flows to find critical temperatures in Ising models.

problem Detecting critical temperatures in RBM flows without model topology information.
method Iterative sampling from RBM mapped on Ising model temperature space using a neural network thermometer.
result Flow of RBM trained on Ising spin configurations approaches critical temperature around kBTc/J2.269k_B T_c / J \approx 2.269.

New method for scalable barycenter computation using Wasserstein gradient flows.

problem Scalability and integration of label information in barycenter computation.
method Gradient flows in Wasserstein space, time discretization, mini-batch optimal transport, modular regularization, task-aware functions, supervised information integration.
result Empirically validated new state-of-the-art barycenter solver with labeled barycenters outperforming unlabeled ones.

This paper introduces a new probabilistic model for online learning which dynamically incorporates information from stochastic gradients of an arbitrary loss function. Similar to probabilistic filtering, the model maintains a Gaussian belief over the optimal weight parameters. Unlike traditional Bayesian updates, the m…

2015-05-26abs ↗pdf ↗

Neural networks' feature geometry evolves like discrete Ricci flow.

problem Understanding neural feature representations and their geometric transformations.
method Approximating input manifold with geometric graphs and analyzing their evolution during training.
result Neural feature geometry evolves like discrete Ricci flow, with nonlinear activations playing a crucial role.

Forecasting the future traffic flow distribution in an area is an important issue for traffic management in an intelligent transportation system. The key challenge of traffic prediction is to capture spatial and temporal relations between future traffic flows and historical traffic due to highly dynamical patterns of h…

2019-04-12abs ↗pdf ↗

Unified framework maps financial market dynamics using TE and KM, revealing directional information flow.

problem Challenges in traditional correlation analysis of financial markets, especially during crises.
method Combines Transfer Entropy (TE) and Kramers-Moyal (KM) expansion to analyze dynamic interactions among major indices.
result Increased directional information flow during crises, highlighting gold-dollar and oil-equity linkages.

Paper proves short-time existence for network flow, providing detailed insights.

problem Short-time existence for the flow of a network of curves in the plane.
method Direct PDE approach, handling singularities at vertices using self-similar expanding solutions.
result Substantially more detailed information about network resolution into a regular one.

The Ryu-Takayanagi (RT) formula relates the entanglement entropy of a region in a holographic theory to the area of a corresponding bulk minimal surface. Using the max flow-min cut principle, a theorem from network theory, we rewrite the RT formula in a way that does not make reference to the minimal surface. Instead, …

2016-04-01abs ↗pdf ↗

New method renormalizes neural network Gaussian processes to identify learnable vs. unlearnable modes.

problem Separating learnable from unlearnable information in neural networks.
method Wilsonian renormalization applied to Gaussian Process Regression.
result Obtains a universal flow of the ridge parameter that becomes input-dependent.

Study on symmetries in wide neural networks' dynamics without bias.

problem Understanding symmetries in the dynamics of wide two-layer neural networks.
method Analyzing symmetries in gradient flow on population risk for infinitely wide networks.
result Symmetries can simplify the dynamics of predictors and reduce the dimensionality of the problem.

Generative model for set-valued data using permutation invariant flows.

problem Modeling set-valued data with conditional generative models.
method Conditional generative probabilistic model using continuous normalizing flows with permutation equivariant dynamics.
result Significantly outperforms non-permutation invariant baselines in log likelihood and domain-specific metrics.

This paper proposes a deep neural network approach for predicting multiphase flow in heterogeneous domains with high computational efficiency. The deep neural network model is able to handle permeability heterogeneity in high dimensional systems, and can learn the interplay of viscous, gravity, and capillary forces fro…

2019-10-21abs ↗pdf ↗

This study analyzes cryptocurrency market crashes using complex network analysis.

problem Identifying and understanding dynamics of cryptocurrency market crashes.
method Complex network analysis of cryptocurrency market during pre-crash, crash, and post-crash periods.
result Network density and clustering coefficient spike during crashes, indicating uninformed panic sell-off.