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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.

169,341 papers · 148 categories

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326495127 · Jun 202019922001200920182026
48 results for intra-cluster distance

Study identifies precursors of financial crashes using correlation patterns.

problem Identifying long-term precursors of financial market crashes.
method Comparative analysis of S&P 500 and Nikkei 225, using cross-correlation patterns, power mapping, and intra-cluster distance method.
result Identified four market states in USA and five in Japan, with transitions mainly to adjacent states.

Enhances LDL by integrating distance and directional information for more robust label feature representation.

problem Lack of robust label feature representation in LDL tasks, especially with label ambiguity.
method Introduces Structural Anchor Points (SAPs) to capture inter-cluster interactions and a novel LSFs construction strategy, LIFT-SAP.
result Improves LDL performance by 15% on average across 15 real-world datasets.

Paper proposes SLINK clustering for nonparametric data sequences with improved consistency.

problem Nonparametric clustering of data sequences from unknown distributions.
method Exponentially consistent nonparametric SLINK clustering algorithm.
result SLINK clustering achieves exponential consistency under less strict conditions.

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.

DynMSA detects market clusters for better portfolio allocation.

problem Identifying stable market clusters for effective portfolio management.
method Combining Random Matrix Theory with modularity optimization and spectral clustering.
result DynMSA outperforms baseline models in intra- and inter-cluster correlation differences.

AutoTune learns wireless identifiers for facial recognition in real-world settings.

problem Facial recognition requires extensive user training, making it impractical for widespread deployment.
method Uses ambient wireless identifiers to train deep neural networks for facial recognition without user effort.
result Demonstrates a system that continuously refines facial recognition using wireless identifiers over time.

CDL index improves clustering validation for non-convex data.

problem Selecting clustering algorithms and hyperparameters without labeled data.
method CDL uses compactness, centers, and covariances to compute a probabilistic description length bound.
result CDL outperforms conventional CVIs on synthetic and image benchmarks.

Proposes a method to cluster tasks for constructive cooperative multi-tasking.

problem Destructive cooperation in cooperative multi-tasking.
method Semantic clustering followed by end-to-end joint training within clusters.
result Effective mitigation of destructive cooperation and negative transfer.

Improved graph clustering with modularity and coarsening for attributes and communities.

problem Inaccurate community detection and computational inefficiency in graph clustering.
method Integrates coarsening and modularity maximization, using a loss function with log-determinant, smoothness, and modularity components.
result Superior clustering outcomes, proven consistent under DC-SBM, and efficient algorithm integration with GNNs and VGAEs.

PTOPOFL uses topological descriptors to protect privacy in federated learning.

problem Privacy and data reconstruction attacks in federated learning.
method PTOPOFL replaces gradient communication with persistent homology feature vectors for privacy and topology-guided aggregation.
result PTOPOFL achieves higher AUC and reduces reconstruction risk compared to gradient sharing.

KCoreMotif clusters large networks efficiently by exploiting k-core decomposition and motifs.

problem Efficiently clustering large networks for trust evaluation.
method Exploits k-core decomposition and motifs to perform motif-based spectral clustering on k-core subgraphs.
result The proposed algorithm is accurate and efficient for large networks.

The paper tightens bounds on distances between Reeb graphs.

problem Certifying quasi-universality of distances between Reeb graphs.
method Establishes tight bi-Lipschitz bounds for various distances.
result Proves strict universality of the functional contortion distance for contour trees and coincides with interleaving distance for merge trees.

We analyze the spectrum of a non-backtracking matrix in a degree-corrected stochastic block model.

problem Characterizing the spectrum of the non-backtracking matrix in a degree-corrected stochastic block model.
method We consider a random graph with two equal-sized clusters and analyze the spectrum of the non-backtracking matrix.
result The leading eigenvalue of the non-backtracking matrix is asymptotic to $ρ= rac{a+b}{2} Φ^{(2)}$ and the second eigenvalue is asymptotic to $μ_2 = rac{a-b}{2} Φ^{(2)}$ under certain conditions.

Paper calculates Gromov-Hausdorff distance between simplexes and 2-distance spaces.

problem Calculating Gromov-Hausdorff distance between simplexes and 2-distance spaces.
method Formulas derived for clique covering number and chromatic number of graphs.
result Complete solution to generalized Borsuk problem for 2-distance spaces.

Paper proposes Gini distance statistics for estimating feature-label dependence.

problem Identifying statistical dependence between features and categorical labels.
method Generalized Gini distance in RKHS for feature-label dependence estimation.
result Gini distance statistics converge faster and have tighter error bounds than distance covariance.

A new metric HCP distance for comparing distributions.

problem Comparing high-dimensional probability distributions efficiently.
method Hilbert curve projection to low-dimensional coupling, followed by transport distance calculation.
result HCP distance is a proper metric for probability measures with bounded supports.

New distances for comparing multivariate normal distributions.

problem Comparing multivariate normal distributions efficiently and accurately.
method Approximated Fisher-Rao distance and pullback SPD cone distances.
result Efficient computation of distances between normal distributions.

The paper introduces a new Wasserstein distance for approximating posteriors in inverse problems.

problem Approximating posterior measures in inverse problems using conditional Wasserstein distances.
method Introduces a conditional Wasserstein distance with restricted couplings and derives its dual.
result Shows that conditional Wasserstein GANs can yield favorable properties for posterior sampling.

The paper studies horofunction compactifications of symmetric cones under Finsler distances.

problem Understanding horofunction compactifications of symmetric cones under Finsler distances.
method Establishing a correspondence between horofunction compactifications of symmetric cones and normed spaces, using Thompson and Hilbert distances.
result Explicit extensions of the exponential map and characterizations of horofunctions for Thompson and Hilbert distances.

Transforms distance-based outlier scores into interpretable probabilistic estimates.

problem Difficult interpretation of distance-based outlier scores.
method Generic transformation of scores into probabilistic estimates using distance probability distributions.
result Probabilistic transformation improves interpretability without impacting detection performance.