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 methods for ordinal classification of interval-valued data and functional data.
problem Ordinal classification of interval-valued data and functional data.
method Six ordinal classifiers are proposed, including parametric, binary decomposition, logistic regression, distance-based, k-nearest-neighbor, kernel PCA, and random forest methods.
result Considering ordering and interval-valued information improves the accuracy of ordinal classification.
The uncertainty or the variability of the data may be treated by considering, rather than a single value for each data, the interval of values in which it may fall. This paper studies the derivation of basic description statistics for interval-valued datasets. We propose a geometrical approach in the determination of s…
Highly accurate interval forecasting of a stock price index is fundamental to successfully making a profit when making investment decisions, by providing a range of values rather than a point estimate. In this study, we investigate the possibility of forecasting an interval-valued stock price index series over short an…
This paper provides estimation and inference methods for an identified set's boundary (i.e., support function) where the selection among a very large number of covariates is based on modern regularized tools. I characterize the boundary using a semiparametric moment equation. Combining Neyman-orthogonality and sample s…
Learning a regression function using censored or interval-valued output data is an important problem in fields such as genomics and medicine. The goal is to learn a real-valued prediction function, and the training output labels indicate an interval of possible values. Whereas most existing algorithms for this task are…
In various application areas, networked data is collected by measuring interactions involving some specific set of core nodes. This results in a network dataset containing the core nodes along with a potentially much larger set of fringe nodes that all have at least one interaction with a core node. In many settings, t…
Interbank markets are often characterised in terms of a core-periphery network structure, with a highly interconnected core of banks holding the market together, and a periphery of banks connected mostly to the core but not internally. This paradigm has recently been challenged for short time scales, where interbank ma…
We introduce the notion of the visual core of a hyperbolic 3-manifold N and explore its basic properties. The visual core can be thought of as a harmonic analysis analogue of the convex core. We investigate circumstances in which the visual core of a cover N' of N embeds under the covering map from N' to N. We apply th…
The term "CoRE kernel" stands for correlation-resemblance kernel. In many applications (e.g., vision), the data are often high-dimensional, sparse, and non-binary. We propose two types of (nonlinear) CoRE kernels for non-binary sparse data and demonstrate the effectiveness of the new kernels through a classification ex…
We obtain upper and lower bounds on the difference between the renormalized volume and the volume of the convex core of a convex cocompact hyperbolic 3-manifold which depend on the injectivity radius of the boundary of the universal cover of the convex core and the Euler characteristic of the boundary of the convex cor…
Study signatures of torus links and their cores using Neumann's equivariant signatures and Hirzebruch's formula.
problem Computing signatures of torus links and their cores.
method Use Neumann's equivariant signatures and rewrite Hirzebruch's formula for torus links (without cores) in terms of integral points in a parallelogram.
result Rewritten Hirzebruch's formula for torus links with cores using integral points in a parallelogram.
We show that in any triangulation of a solid torus, there is a pre-core curve that lies in the 2-skeleton and that intersects the interior of each face in at most 10 straight arcs. By definition, a pre-core curve is a simple closed curve that becomes a core curve when a collar is attached to the boundary of the solid t…
The main result is that an s-cobordism (topological or smooth) of 4-manifolds has a product structure outside a ``core'' sub s-cobordism. These cores are arranged to have quite a bit of structure, for example they are smooth and abstractly (forgetting boundary structure) diffeomorphic to a standard neighborhood of a 1-…
Totally geodesic submanifolds in convex cores are properly immersed and have finite volume.
problem Characterizing totally geodesic submanifolds in geometrically finite manifolds.
method Analysis of totally geodesic submanifolds in the convex core of geometrically finite rank-one locally symmetric manifolds.
result Every maximal totally geodesic submanifold of dimension at least two in the convex core is properly immersed and has finite volume, and only finitely many such submanifolds can occur.