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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.

168,742 papers · 148 categories

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157313470626 · Jun 202019922001200920172026
48 results for integer-valued time series

Paper develops methods for estimating and forecasting integer-valued trawl processes.

problem Estimation and forecasting of continuous-time integer-valued trawl processes.
method Composite likelihood methods, focusing on pairwise likelihood.
result Consistency and asymptotic normality of the estimator in the short memory case.

Neural likelihood approximates integer time series data efficiently.

problem Inference of parameters for integer-valued stochastic processes is challenging.
method Constructs a neural likelihood approximation for inference of parameters from time series data.
result Accurately approximates the true posterior with significant computational speed-ups.

The article calculates a multiplying factor to convert rational Vassiliev invariants to integer-valued ones.

problem Converting rational valued Vassiliev invariants to integer-valued ones.
method Calculates the minimal multiplying factor λ needed for rational Vassiliev invariants to become integer-valued.
result Obtains a set of integer-valued Vassiliev invariants.

There is a need for the development of models that are able to account for discreteness in data, along with its time series properties and correlation. Our focus falls on INteger-valued AutoRegressive (INAR) type models. The INAR type models can be used in conjunction with existing model-based clustering techniques to …

2019-01-26abs ↗pdf ↗

Paper introduces new link homotopy invariants and applies them to 3-bouquet graphs.

problem Milnor's triple linking number and its applications in link homotopy.
method Developed new integer-valued link homotopy invariants and applied them to 3-bouquet graphs.
result Found new integer-valued invariants derived from four terms summing to Milnor's triple linking number.

The paper introduces neural INGARCH models for time series of counts.

problem Analyzing time series of counts using traditional INGARCH models.
method Combining artificial neural networks with INGARCH models.
result Neural INGARCH models outperform traditional models in information loss.

This paper shows how to hedge financial risks with integer investments.

problem Evaluating the minimal super-hedging price with integer-valued strategies for arbitrary payoffs.
method Formulated a dynamic programming principle to evaluate the minimal super-hedging price with integer-valued strategies for continuous piecewise affine terminal claims.
result It is possible to evaluate the minimal super-hedging price with integer-valued strategies for discrete-time, arbitrary Ω.

The involutory birack counting invariant is an integer-valued invariant of unoriented tangles defined by counting homomorphisms from the fundamental involutory birack of the tangle to a finite involutory birack over a set of framings modulo the birack rank of the labeling birack. In this first of an anticipated series …

2012-08-16abs ↗pdf ↗

The main theorem describes the behaviour of the stable cohomotopy invariant defined in the first article (joint with M. Furuta) in this series of two under the operation of taking connected sums of four-manifolds: The invariant of a connected sum is the smash product (in the sense of equivariant spectra) of the invaria…

2002-04-22abs ↗pdf ↗

We develop techniques for computing the integer valued SU(3) Casson invariant. Our method involves resolving the singularities in the flat moduli space using a twisting perturbation and analyzing its effect on the topology of the perturbed flat moduli space. These techniques, together with Bott-Morse theory and the spl…

2003-11-11abs ↗pdf ↗

We introduce a new series RkR_k, k=2,3,4,k=2,3,4,\dots, of integer valued weight systems. The value of the weight system RkR_k on a chord diagram is a signed number of cycles of even length 2k2k in the intersection graph of the diagram. We show that this value depends on the intersection graph only. We check that for small o…

2013-07-18abs ↗pdf ↗

New MIP methods improve training of integer-valued neural networks.

problem Training integer-valued neural networks with limited data and resources.
method Formulated new MIP models to optimize training efficiency and handle more data.
result Significantly outperforms previous state-of-the-art methods in accuracy, training time, and data usage.

New method uses resurgent analysis to determine growth rate of quantum field theory coefficients.

problem Determining the growth rate of quantum field theory coefficients.
method Resurgence analysis on the Stokes line, leading to transseries decomposition and continued across natural boundary.
result Essential exponent of growth has Cardy-like interpretation as effective central charge.

In recent work with J.Mostovoy and T.Stanford,the author found that for every natural number n, a certain polynomial in the coefficients of the Conway polynomial is a primitive integer-valued degree n Vassiliev invariant, but that modulo 2, it becomes degree n-1. The conjecture then naturally suggests itself that these…

2005-03-28abs ↗pdf ↗

The signature function of a knot is an integer-valued step function on the unit circle in the complex plane. Necessary and sufficient conditions for a function to be the signature function of a knot are presented.

2017-09-03abs ↗pdf ↗

New methods prove non-squeezing in locally conformal symplectic geometry.

problem Non-squeezing theorem in locally conformal symplectic geometry.
method Generating functions and spectral selectors for lcs Hamiltonian diffeomorphisms.
result Proves a non-squeezing theorem in S1imesR2nimesS1S^1 imes \mathbb{R}^{2n} imes S^1.

Bott and Taubes used integrals over configuration spaces to produce finite-type a.k.a. Vassiliev knot invariants. Cattaneo, Cotta-Ramusino and Longoni then used these methods together with graph cohomology to construct "Vassiliev classes" in the real cohomology of spaces of knots in higher-dimensional Euclidean spaces,…

2015-12-21abs ↗pdf ↗

This paper constructs a function on Gromov-Hausdorff limits of 2-surfaces with curvature constraints.

problem Understanding geometric properties of limits of surfaces with curvature constraints.
method Construction of an integer-valued function on the limit space.
result Existence and classification of functions on Gromov-Hausdorff limits of 2-surfaces.

We investigate Seiberg-Witten theory in the presence of real structures. Certain conditions are obtained so that integer valued real Seiberg-Witten invariants can be defined. In general we study properties of the real Seiberg-Witten projection map from the point of view of Fredholm map degrees.

2009-05-03abs ↗pdf ↗

The monopole map defines an element in an equivariant stable cohomotopy group refining the Seiberg-Witten invariant. This first of two articles presents the details of the definition of the stable cohomotopy invariant and discusses its relation to the integer valued Seiberg-Witten invariant.

2002-04-29abs ↗pdf ↗

In \cite{FOinteger}, Fukaya and Ono outlined a way of counting pseudo-holomorphic curves in a general compact symplectic manifold to obtain integer valued invariants. This paper contains the details of Fukaya and Ono's suggested construction for any compact symplectic manifold and a large class of exploded manifolds.

2013-09-03abs ↗pdf ↗

We compute Vassiliev invariants up to order six for arbitrary pretzel knots, which depend on g+1g+1 parameters n1,,ng+1n_1,\ldots,n_{g+1}. These invariants are symmetric polynomials in n1,,ng+1n_1,\ldots,n_{g+1} whose degree coincide with their order. We also discuss their topological and integer-valued properties.

2015-12-22abs ↗pdf ↗

We generalize unoriented handlebody-links to the twisted virtual case, obtaining Reidemeister moves for handlebody-links in ambient spaces of the form Σ×[0,1]Σ\times [0,1] for ΣΣ a compact closed 2-manifold up to stable equivalence. We introduce a related algebraic structure known as twisted virtual bikeigebras whose axiom…

2017-11-12abs ↗pdf ↗

We present a novel optimization strategy for training neural networks which we call "BitNet". The parameters of neural networks are usually unconstrained and have a dynamic range dispersed over all real values. Our key idea is to limit the expressive power of the network by dynamically controlling the range and set of …

2017-08-16abs ↗pdf ↗

We define an infinite family of linearly independent, integer-valued smooth concordance homomorphisms. Our homomorphisms are explicitly computable and rely on local equivalence classes of knot Floer complexes over the ring F[U,V]/(UV=0)\mathbb{F}[U, V]/(UV=0). We compare our invariants to other concordance homomorphisms coming fr…

2019-02-09abs ↗pdf ↗

Low bit-width integer weights and activations are very important for efficient inference, especially with respect to lower power consumption. We propose Monte Carlo methods to quantize the weights and activations of pre-trained neural networks without any re-training. By performing importance sampling we obtain quantiz…

2019-05-29abs ↗pdf ↗

We define an integer valued invariant for two-component links in S^3 by counting projective SU(2) representations of the link group having non-trivial second Stiefel-Whitney class. We show that our invariant is, up to sign, the linking number of the link. Our construction generalizes that of X.-S. Lin who defined a sim…

2009-07-06abs ↗pdf ↗

We classify and explicitly describe homomorphisms of Verma modules for conformal Galilei algebras cga(d,C)\mathfrak{cga}_\ell(d,{\mathbb C}) with d=1d=1 for any integer value N\ell \in \mathbb{N}. The homomorphisms are uniquely determined by singular vectors as solutions of certain differential operators of flag type, and id…

2016-12-28abs ↗pdf ↗

We prove an analogue of the result of Hsiang and Kleiner for 4-dimensional compact orbifolds with positive curvature and an isometric circle action. Additionally, we prove that when the underlying space is simply connected, then the orbifold fundamental group provides a bound on the failure of integer-valued Poincare D…

2014-11-06abs ↗pdf ↗

In 1985 lectures at MSRI, A. Casson introduced an interesting integer valued invariant for any oriented integral homology 3-sphere Y via beautiful constructions on representation spaces (see [1] for an exposition). The Casson invariant λ(Y) is roughly defined by measuring the oriented number of irreducible representati…

1995-06-12abs ↗pdf ↗

Previous studies indicate that nonlinear properties of Gaussian time series with long-range correlations, uiu_i, can be detected and quantified by studying the correlations in the magnitude series ui|u_i|, i.e., the ``volatility''. However, the origin for this empirical observation still remains unclear, and the exact …

2004-06-14abs ↗pdf ↗

Research into time series classification has tended to focus on the case of series of uniform length. However, it is common for real-world time series data to have unequal lengths. Differing time series lengths may arise from a number of fundamentally different mechanisms. In this work, we identify and evaluate two cla…

2019-10-10abs ↗pdf ↗

Modeling regime shifts in co-evolving time series with interactions and time-dependency.

problem Discovering and modeling regime shifts in multiple time series with relationships and time-dependent behaviors.
method Modeling interactions and time-dependency in co-evolving time series using a mapping grid and dynamic network representation for regime identification and time-dependent Cox regression for regime transition probabilities.
result A principled approach for modeling interactions and time-dependency in co-evolving time series.

We provide the proof that the space of time series data is a Kolmogorov space with T0T_{0}-separation axiom using the loop space of time series data. In our approach we define a cyclic coordinate of intrinsic time scale of time series data after empirical mode decomposition. A spinor field of time series data comes fro…

2016-06-10abs ↗pdf ↗

Capturing the dynamical properties of time series concisely as interpretable feature vectors can enable efficient clustering and classification for time-series applications across science and industry. Selecting an appropriate feature-based representation of time series for a given application can be achieved through s…

2019-01-29abs ↗pdf ↗

We consider two functions on Sp(g,R) with values in the cyclic group of order four {1,-1,i,-i}. One was defined by Lion and Vergne. The other is -i raised to the power given by an integer valued function defined by Masbaum and the author (initially on the mapping class group of a surface). We identify these functions w…

2013-08-05abs ↗pdf ↗