Research
On-device research index

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

Trend · papers per month

306090120 · May 202619922001200920172026
48 results for invisible crossings

The substantial turmoil created by both 2000 dot-com crash and 2008 subprime crisis has fueled the belief that the two classical paradigms of economics, which are the invisible hand and the rational agent, are not appropriate to describe market dynamics and should be abandoned at the benefit of alternative new theoreti…

2016-01-12abs ↗pdf ↗

Given a smooth manifold MM and a totally nonholonomic distribution ΔTMΔ\subset TM of rank dd, we study the effect of singular curves on the topology of the space of horizontal paths joining two points on MM. Singular curves are critical points of the endpoint map F:γγ(1)F:γ\mapstoγ(1) defined on the space ΩΩ of horizonta…

2016-03-29abs ↗pdf ↗

The study uses neural networks to classify and predict coronavirus data.

problem Classifying and predicting coronavirus data from input variables.
method Artificial neural networks with logcosh loss function to classify branches of set-valued mappings.
result Successfully classified and predicted coronavirus data for each German district.

Let XX be a topological space admitting an amenable cover of multiplicity kNk\in\mathbb{N}. We show that, for every nkn\geq k and every αHn(X;R)α\in H_n(X;\mathbb{R}), the image of αα in the 1\ell^1-homology module Hn1(X;R)H_n^{\ell^1}(X;\mathbb{R}) vanishes. This strenghtens previous results by Gromov and Ivanov, who proved, u…

2019-07-23abs ↗pdf ↗

We solve a high-dimensional model where nonlinear autoencoders detect hidden structure missed by PCA.

problem Hidden structure in high-dimensional data not detected by PCA.
method Tractable spiked model with two latent factors, one visible and one uncorrelated.
result Nonlinear autoencoders can extract hidden structure missed by PCA, even if reconstruction loss is higher.

New method identifies whether equity return predictability is due to magnitude shrinkage or directional reversal.

problem Determining the nature of equity return predictability (directional reversal vs magnitude shrinkage).
method Developed the Fourier-Residue Identity (FRI) to decompose return autocorrelation into sign and magnitude channels.
result The lag-1 autocorrelation in SPY is driven entirely by magnitude shrinkage, not directional reversal.

In this paper we use fractal geometry to investigate boundary aspects of the first homology group for finite coverings of the modular surface. We obtain a complete description of algebraically invisible parts of this homology group. More precisely, we first show that for any modular subgroup the geodesic forward dynami…

2006-11-02abs ↗pdf ↗

Study examines cryptoasset service providers in Austria, revealing global integration and distinct responses to market shocks.

problem Understanding cryptoasset integration and stress behavior in national economies.
method Directly identified on-chain addresses of Austrian crypto-asset service providers, reconstructing transaction activity across multiple cryptocurrencies.
result Austrian crypto-asset service providers are globally integrated, with distinct responses to market shocks.

Study uses geometric algebra to analyze credit cycles, revealing dangerous feedback loops.

problem Understanding and predicting dangerous feedback loops in credit cycles.
method Represent economic states as multi-vectors in Clifford algebra, focusing on bivector elements for rotational coupling.
result Geometric relationship between unemployment and credit contraction shifts from simple correlation to dangerous rotational dynamics during crises.

Let M be a smooth locally embeddable CR manifold, having some CR dimension m and some CR codimension d. We find an improved local geometric condition on M which guarantees, at a point p on M, that germs of CR distributions are smooth functions, and have extensions to germs of holomorphic functions on a full ambient nei…

2009-03-30abs ↗pdf ↗

Study on constant mean curvature hypersurfaces in Anti-de Sitter space.

problem Characterizing and classifying hypersurfaces in Anti-de Sitter space.
method Analytic foliation and classification of hypersurfaces based on their asymptotic boundary.
result Every admissible sphere is the boundary of a unique hypersurface for any given mean curvature.

Causal methods for GRN inference from single-cell data often fail in real-world benchmarks.

problem Understanding when and why causal methods for GRN inference from single-cell data fail in real-world benchmarks.
method Introduced a controlled diagnostic framework to isolate and measure seven pathologies.
result Causal methods dominate in clean and structurally favorable regimes but fail in specific pathologies.

Topological surgery occurs in natural phenomena where two points are selected and attracting or repelling forces are applied. The two points are connected via an invisible `thread'. In order to model topologically such phenomena we introduce dynamics in 1-, 2- and 3-dimensional topological surgery, by means of attracti…

2014-06-04abs ↗pdf ↗

The general theory of boundary value problems for linear elliptic wedge operators (on smooth manifolds with boundary) leads naturally, even in the scalar case, to the need to consider vector bundles over the boundary together with general smooth fiberwise multiplicative group actions. These actions, essentially trivial…

2013-01-24abs ↗pdf ↗

Study of public and private VC relationships in France using qualitative methods.

problem Understanding interactions between public and private venture capitalists in France.
method Qualitative approach with semi-structured interviews and thematic content analysis.
result Formal or informal relationships between public and private VCs are a 'economico-cognitive' approach to networking and innovation.

Study reveals a hidden cost in derivatives markets through option-implied discount factors.

problem The hidden cost in derivatives markets, not visible in price space.
method Minute-level NBBO data on options, reduced-form specification linking carry gap to implementation risk, trading frictions, and financial conditions.
result An annualized carry gap exists, linked to implementation risk and financial conditions.

Many machine learning systems make extensive use of large amounts of data regarding human behaviors. Several researchers have found various discriminatory practices related to the use of human-related machine learning systems, for example in the field of criminal justice, credit scoring and advertising. Fair machine le…

2019-03-22abs ↗pdf ↗

The global financial system can be represented as a large complex network in which banks, hedge funds and other financial institutions are interconnected to each other through visible and invisible financial linkages. Recently, a lot of attention has been paid to the understanding of the mechanisms that can lead to a b…

2017-10-31abs ↗pdf ↗

We study the causality relation in the 3-dimensional anti-de Sitter space AdS and its conformal boundary Ein. To any closed achronal subset ΛΛ in Ein_2{Ein}\_2 we associate the invisible domain E(Λ)E(Λ) from ΛΛ in AdS. We show that if ΓΓ is a torsion-free discrete group of isometries of AdS preserving ΛΛ and is non-elem…

2005-09-23abs ↗pdf ↗

Randomness and regularities in Finance are usually treated in probabilistic terms. In this paper, we develop a completely different approach in using a non-probabilistic framework based on the algorithmic information theory initially developed by Kolmogorov (1965). We present some elements of this theory and show why i…

2015-04-16abs ↗pdf ↗

Machine learning models are vulnerable to adversarial inputs that induce seemingly unjustifiable errors. As automated classifiers are increasingly used in industrial control systems and machinery, these adversarial errors could grow to be a serious problem. Despite numerous studies over the past few years, the field of…

2019-11-19abs ↗pdf ↗

Traditionally, knot theorists have considered projections of knots where there are two strands meeting at every crossing. A triple crossing is a crossing where three strands meet at a single point, such that each strand bisects the crossing. In this paper we find a relationship between the triple crossing number and th…

2018-05-11abs ↗pdf ↗

CCVA adjusts for climate change impacts on financial valuation.

problem Climate change impacts on financial valuation are currently ignored.
method Flexible parameterization to capture climate impacts on hazard rates.
result Significant impacts on interest rate swaps even with slow climate change.

FedNAS automates federated learning by searching for better architectures.

problem Non-I.I.D. data makes predefined model architectures suboptimal.
method Federated Neural Architecture Search (FedNAS) for collaborative architecture optimization.
result FedNAS searches for better architectures that outperform predefined models.

A quadruple crossing is a crossing in a projection of a knot or link that has four strands of the knot passing straight through it. A quadruple crossing projection is a projection such that all of the crossings are quadruple crossings. In a previous paper, it was proved that every knot and link has a quadruple crossing…

2012-11-12abs ↗pdf ↗

Study reveals LLM personas have two distinct components: frame-robust aggregated traits and frame-dependent geometric features.

problem Evaluation of LLM personas via psychometric questionnaires discards within-instance correlation structure.
method Constructed within-instance correlation matrices from IPIP-50 responses and analyzed geometry on SPD manifolds under manipulated question orderings.
result Persona expression comprises two dissociable components: aggregated features (Big Five scores) and geometric features (SPD manifold).

We design non-singular cloaks enabling objects to scatter waves like objects with smaller size and very different shapes. We consider the Schrodinger equation which is valid e.g. in the contexts of geometrical and quantum optics. More precisely, we introduce a generalized non-singular transformation for star domains, a…

2010-06-03abs ↗pdf ↗

Traditionally, knot theorists have considered projections of knots where there are two strands meeting at every crossing. A multi-crossing is a crossing where more than two strands meet at a single point, such that each strand bisects the crossing. In this paper we generalize ideas in traditional braid theory to multi-…

2018-05-11abs ↗pdf ↗