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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.

168,694 papers · 148 categories

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4386129172 · Jun 202019922001200920172026
48 results for irregular behavior

Moon phases added to stock market analysis for better pattern recognition.

problem Finding meaningful patterns in stock market data using irregular time sampling.
method Incorporating Moon phases into the Gregorian calendar time sampling methods for stock market analysis.
result Moon phases provide unique, irregular sampling features for stock market pattern recognition.

Study on the asymptotic geometry of Higgs bundles over projective line.

problem Understanding the asymptotic behavior of Hitchin's metric on moduli spaces of rank two irregular Higgs bundles.
method Analysis of Hitchin's hyperkähler metric and comparison with semiflat and ALG/ALG^\ast models.
result Hitchin's metric is asymptotic to semiflat and ALG/ALG^\ast models at polynomial and exponential rates.

The behavior of geodesic curves on even seemingly simple surfaces can be surprisingly complex. In this paper we use the Hamiltonian formulation of the geodesic equations to analyze their integrability properties. In particular, we examine the behavior of geodesics on surfaces defined by the spherical harmonics. Using t…

2011-12-14abs ↗pdf ↗

This paper explores how local behavior of meromorphic connections on the projective line determines the global connection.

problem Determining the global meromorphic connection based on specified local behavior at singular points.
method Expository discussion of various problems related to meromorphic connections with specified local behavior, including Deligne-Simpson and rigidity problems.
result The existence and nonemptiness of moduli spaces of meromorphic connections with specified local behavior.

EDICT learns evidential distributions for irregular time series, improving predictions and uncertainty quantification.

problem Challenges in predicting and characterizing uncertainty for irregular time series data.
method EDICT (Evidential Distributions for Irregular Time Series) learns a continuous-time evidential distribution.
result EDICT achieves competitive performance on time series classification tasks and provides better uncertainty quantification.

With the developments of the last decade on complete constant mean curvature 1 (CMC 1) surfaces in the hyperbolic 3-space H3H^3, many examples of such surfaces are now known. However, most of the known examples have regular ends. (An end is irregular, resp. regular, if the hyperbolic Gauss map of the surface has an ess…

2008-05-24abs ↗pdf ↗

We show that there are no irregular Sasaki-Einstein structures on rational homology 5-spheres. On the other hand, using K-stability we prove the existence of continuous families of non-toric irregular Sasaki-Einstein structures on odd connected sums of S2×S3S^2 \times S^3.

2018-06-01abs ↗pdf ↗

LLapDiff models irregular multivariate time series without step-by-step integration.

problem Trade-off between discrete and continuous methods for long-horizon forecasting.
method Generative framework that models target as a low-dimensional latent trajectory, guided by modal parameterization and Laplace domain poles.
result Improves long-horizon forecasting over baselines and supports missing-value imputation.

CRUs model irregular time series with continuous hidden states.

problem Handling irregular time intervals in sequential data.
method Continuous Recurrent Units (CRUs) that integrate hidden states via a linear stochastic differential equation.
result CRUs outperform methods based on neural ordinary differential equations in irregular time series interpolation.

For a complex polynomial in two variables we study the morphism induced in homology by the embedding of an irregular fiber in a regular neighborhood of it. We give necessary and sufficient conditions for this morphism to be injective, surjective. Particularly this morphism is an isomorphism if and only if the correspon…

2001-10-05abs ↗pdf ↗

The book is devoted to study so-called irregular subsets of the Grassmannian manifold Gkn(V)G^{n}_{k}(V) (this class of sets was introduced by author). In the previous variant of the book we restrict ourself only to the case when VV is an nn-dimensional vector space under the field RR. Now we consider irregular subsets …

1999-10-15abs ↗pdf ↗

ACSSM models irregular time series with continuous dynamics.

problem Modeling irregular time series data.
method ACSSM uses a multi-marginal Doob's h-transform and variational inference with stochastic optimal control.
result ACSSM outperforms in tasks like classification, regression, interpolation, and extrapolation.

Neural Laplace Control tackles offline RL for continuous-time delayed systems with irregular observations.

problem Offline reinforcement learning problems involving continuous-time environments with delays and irregular observations.
method Combines a Neural Laplace dynamics model with a model predictive control (MPC) planner.
result Achieves near expert policy performance on continuous-time delayed environments.

daep learns from irregular, multimodal astronomical data.

problem Learning from irregular, multimodal astronomical sequences.
method Diffusion Autoencoder with Perceivers (daep) tokenizes, compresses, and reconstructs data.
result daep outperforms VAE and maep baselines in reconstruction and fine-scale structure preservation.

Study local wild mapping class groups for irregular connections on complex curves.

problem Understanding the moduli spaces of irregular connections on complex curves.
method Using isomonodromic deformations, focusing on reflections cosets, and introducing fission trees.
result Complete classification of local wild mapping class groups for various structure groups.

We study topological recursion on the irregular spectral curve xy2xy+1=0xy^2-xy+1=0, which produces a weighted count of dessins d'enfant. This analysis is then applied to topological recursion on the spectral curve xy2=1xy^2=1, which takes the place of the Airy curve x=y2x=y^2 to describe asymptotic behaviour of enumerative proble…

2014-12-29abs ↗pdf ↗

Paper develops a method for causal representation learning from irregular tensors.

problem Complex patterns in high-dimensional, irregular tensor data.
method Novel causal formulation and CaRTeD framework integrating temporal causal representation learning with irregular tensor decomposition.
result Framework provides theoretical guarantees and outperforms state-of-the-art techniques.

The paper extends metrics and solitons on toric Fano manifolds with irregular Sasaki-Einstein metrics.

problem Extension of metrics and solitons on toric Fano manifolds with irregular Sasaki-Einstein metrics.
method Verification of the extension of momentum construction of Kaehler-Einstein metrics and Kaehler-Ricci solitons on the total space of positive rational powers of the canonical line bundle.
result The extended metric along the zero section has an expression that can be extended to the total space, and restricts to a transversely Kaehler-Einstein (Sasakian eta-Einstein) metric.

We investigate the asymptotic behavior as time goes to infinity of Hawkes processes whose regression kernel has L1L^1 norm close to one and power law tail of the form x(1+α)x^{-(1+α)}, with α(0,1)α\in(0,1). We in particular prove that when α(1/2,1)α\in(1/2,1), after suitable rescaling, their law converges to that of a kind of integr…

2015-04-13abs ↗pdf ↗

New BdryMatérn GP model for reliable boundary integration on irregular domains.

problem Incorporating boundary information in Gaussian process models for complex phenomena.
method Proposes a novel BdryMatérn GP framework with a new covariance kernel derived via path integral and stochastic PDE.
result Sample paths from the BdryMatérn GP satisfy desired boundaries with smoothness control on derivatives.

We study triangulations T\cal T defined on a closed disc XX satisfying the following condition: In the interior of XX, the valence of all vertices of T\cal T except one of them (the irregular vertex) is 66. By using a flat singular Riemannian metric adapted to T\cal T, we prove a uniqueness theorem when the valen…

2018-02-16abs ↗pdf ↗

Study describes splitting and filtration of Hodge bundle on quadratic differentials.

problem Understanding the structure of Hodge bundles on quadratic differentials.
method Harder-Narasimhan filtration and splitting as direct sum of line bundles.
result Determine all Lyapunov exponents of algebraically primitive Teichmüller curves.

Paper connects Painlevé VI equation to irregular systems, solving monodromy data.

problem Solving monodromy data for irregular systems related to Painlevé VI.
method Expressed Frobenius integrability in terms of PVI, computed monodromy data for coalescing eigenvalues.
result Computed monodromy data for transcendentals holomorphic at critical points of PVI.

We describe the moduli spaces of meromorphic connections on trivial holomorphic vector bundles over the Riemann sphere with at most one (unramified) irregular singularity and arbitrary number of simple poles as Nakajima's quiver varieties. This result enables us to solve partially the additive irregular Deligne-Simpson…

2013-05-17abs ↗pdf ↗

Given a closed oriented PL four-manifold XX and a closed surface BB embedded in XX with isolated cone singularities, we give a formula for the signature of an irregular dihedral cover of XX branched along BB. For XX simply-connected, we deduce a necessary condition on the intersection form of a simply-connected i…

2016-08-11abs ↗pdf ↗

A new method uses sinusoidal functions to represent timestamps as dense vectors for improving irregularly sampled time series learning.

problem Challenges in supervised learning with irregularly sampled time series due to irregular time intervals.
method Proposes a novel method to represent timestamps as dense vectors using sinusoidal functions, called Time Embeddings.
result Improves LSTM-based and classical machine learning models, especially with very irregular data.

We consider the optimal stopping problem with non-linear ff-expectation (induced by a BSDE) without making any regularity assumptions on the reward process ξξ. and with general filtration. We show that the value family can be aggregated by an optional process YY. We characterize the process YY as the $\mathcal{E}^f…

2016-11-28abs ↗pdf ↗

Defines weak normals for irregular curves in high-dimensional spaces.

problem Dealing with irregular curves in high-dimensional Euclidean spaces.
method Using sequences of inscribed polygonals and Gram-Schmidt procedure, introduces a relaxed notion of weak normals.
result Weak normals for irregular curves are the strong limit of approximating polygonals and agree with relaxed energy.

We developed a new approach for the analysis of physiological time series. An iterative convolution filter is used to decompose the time series into various components. Statistics of these components are extracted as features to characterize the mechanisms underlying the time series. Motivated by the studies that show …

2015-04-23abs ↗pdf ↗

We deal with irregular curves contained in smooth, closed, and compact surfaces. For curves with finite total intrinsic curvature, a weak notion of parallel transport of tangent vector fields is well-defined in the Sobolev setting. Also, the angle of the parallel transport is a function with bounded variation, and its …

2019-06-25abs ↗pdf ↗

Non-parametric estimators improve quickest changepoint detection under irregular sequence lengths.

problem Limited and irregular sequence lengths hinder application of ARL and ADD in QCD.
method Analogies with survival analysis to model detection probabilities under truncation.
result KM-ARL and KM-ADD non-parametric estimators are asymptotically unbiased.

TGNN4I model forecasts irregularly observed graph data using ODEs.

problem Forecasting graph-structured data with irregular time steps and partial observations.
method Introduces a time-continuous latent state in each node using ODEs and GRUs, integrating graph neural network layers.
result Validated usefulness of graph structure and time-continuous dynamics in irregular observation settings.

Graph neural networks (GNNs) have been shown to replicate convolutional neural networks' (CNNs) superior performance in many problems involving graphs. By replacing regular convolutions with linear shift-invariant graph filters (LSI-GFs), GNNs take into account the (irregular) structure of the graph and provide meaning…

2018-10-29abs ↗pdf ↗