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.
LIDS assesses LLM summaries with interpretable key words.
Enhances thematic investing with stock embeddings from textual data.
We consider the problem of estimating a consensus community structure by combining information from multiple layers of a multi-layer network using methods based on the spectral clustering or a low-rank matrix factorization. As a general theme, these "intermediate fusion" methods involve obtaining a low column rank matr…
This paper illustrates the themes of the title in terms of: van Kampen type theorems for the fundamental groupoid; holonomy and monodromy groupoids; and higher homotopy groupoids. Interaction with work of the writer is explored.
Novel theory combines combinatorial and topological elements.
This review explores ChatGPT in accounting and finance.
This paper extends depth separation results to piece-wise oscillatory functions.
We study and provide exposition to several phenomena that are related to the perceptron's compression. One theme concerns modifications of the perceptron algorithm that yield better guarantees on the margin of the hyperplane it outputs. These modifications can be useful in training neural networks as well, and we demon…
This paper introduces early exits in neural networks for faster inference.
Learning representations of data is an important problem in statistics and machine learning. While the origin of learning representations can be traced back to factor analysis and multidimensional scaling in statistics, it has become a central theme in deep learning with important applications in computer vision and co…
Paper proposes new principles and framework for AVC learning from user-generated videos.
We study soft persistence (existence in subsequent temporal layers of motifs from the initial layer) of motif structures in Triangulated Maximally Filtered Graphs (TMFG) generated from time-varying Kendall correlation matrices computed from stock prices log-returns over rolling windows with exponential smoothing. We ob…
There are two themes in the present paper. The first one is spelled out in the title, and is inspired by an attempt to find an analogue of Hersch-Yang-Yau estimate for of surfaces in symplectic category. In particular we prove that every split symplectic manifold admits a compatible Riemannian …
This paper connects graph curvature to community structure.
Geotagged data can be used to describe regions in the world and discover local themes. However, not all data produced within a region is necessarily specifically descriptive of that area. To surface the content that is characteristic for a region, we present the geographical hierarchy model (GHM), a probabilistic model…
The theme is the influence of the spin structure on the Dirac spectrum of a spin manifold. We survey examples and results related to this question.
This paper explores and ties together three themes. The first is to establish regularity of a metric tensor, on a manifold with boundary, on which there are given Ricci curvature bounds, on the manifold and its boundary, and a Lipschitz bound on the mean curvature of the boundary. The second is to establish geometric c…
Social networking sites such as Twitter have provided a great opportunity for organizations such as public libraries to disseminate information for public relations purposes. However, there is a need to analyze vast amounts of social media data. This study presents a computational approach to explore the content of twe…
The abstract discusses parallels between Galois theory and Stone-Weierstrass theorem in various fields.
An ongoing challenge in the analysis of document collections is how to summarize content in terms of a set of inferred themes that can be interpreted substantively in terms of topics. The current practice of parametrizing the themes in terms of most frequent words limits interpretability by ignoring the differential us…
Mixed data comprises both numeric and categorical features, and mixed datasets occur frequently in many domains, such as health, finance, and marketing. Clustering is often applied to mixed datasets to find structures and to group similar objects for further analysis. However, clustering mixed data is challenging becau…
In this survey article we review several results on the curvature of semi-Riemannian metrics which are motivated by the positive mass theorem. The main themes are estimates of the Riemann tensor of an asymptotically flat manifold and the construction of Lorentzian metrics which satisfy the dominant energy condition.
Survey on Gaussian processes and their deep variants.
The purpose of this paper is to discuss how topology and geometry provide, in many instances, the connective tissue that enables logical comprehension. We illustrate this theme with many examples including Venn diagrams, knot diagrams, knot-logical diagrams and an arrow of reference that elucidates self-reference and G…
The 2007 Midwest Geometry Conference included a panel discussion devoted to open problems and the general direction of future research in fields related to the main themes of the conference. This paper summarizes the comments made during the panel discussion.
The paper classifies holomorphic maps between Riemann surface configuration spaces.
Study uncovers sexual harassment experiences in academia using text mining.
We study the connections between subsurface projections in curve and arc complexes in fibered 3-manifolds and Agol's veering triangulation. The main theme is that large-distance subsurfaces in fibers are associated to large simplicial regions in the veering triangulation, and this correspondence holds uniformly for all…
Deep learning is at the core of recent spoken language understanding (SLU) related tasks. More precisely, deep neural networks (DNNs) drastically increased the performances of SLU systems, and numerous architectures have been proposed. In the real-life context of theme identification of telephone conversations, it is c…
The theme of this survey is that subgroups of the mapping class group of a finite type surface S can be studied via the geometric/dynamical properties of their action on the Thurston compactification of the Teichmuller space of S, just as discrete subgroups of the isometries of hyperbolic space can be studied via their…
Cluster analysis is a field of data analysis that extracts underlying patterns in data. One application of cluster analysis is in text-mining, the analysis of large collections of text to find similarities between documents. We used a collection of about 30,000 tweets extracted from Twitter just before the World Cup st…
Three functors link Lorentzian geometry concepts.
The book explores essential stats and psychology for quantitative trading.
Data science models, although successful in a number of commercial domains, have had limited applicability in scientific problems involving complex physical phenomena. Theory-guided data science (TGDS) is an emerging paradigm that aims to leverage the wealth of scientific knowledge for improving the effectiveness of da…
Integrates multiple datasets to solve open set crowdsourcing problems.
New approach uses secants to improve sensor placement and feature selection for nonlinear systems.
We develop the structure theory of full isometry groups of locally compact non-positively curved metric spaces. Amongst the discussed themes are de Rham decompositions, normal subgroup structure and characterising properties of symmetric spaces and Bruhat--Tits buildings. Applications to discrete groups and further dev…
We give an overview of various recent results concerning the topology of symplectic 4-manifolds and singular plane curves, using branched covers and isotopy problems as a unifying theme. While this paper does not contain any new results, we hope that it can serve as an introduction to the subject, and will stimulate in…
Joyce observed that the Alexander invariant and the medial quandle of a classical knot are equivalent to each other, as invariants. In the present paper, we discuss the rather complicated extension of Joyce's observation to several different medial quandles and reduced (one-variable) Alexander modules associated with c…
An interesting theme in complex differential geometry is to find a correspondence between algebraic objects and differential geometric objects. One of the most attractive is the non-abelian Hodge theory of Simpson. In this paper, pursuing an analogue of the non-abelian Hodge theory in the context of -difference modu…
This review explores ML in predicting team sport outcomes, identifying successful strategies and themes.
The second author previously discussed how classical complexity separation conjectures, we call them "axioms", have implications in three manifold topology: polynomial length stings of operations which preserve certain Jones polynomial evaluations cannot produce exponential simplifications of link diagrams. In this pap…
We discuss social network analysis from the perspective of economics. We organize the presentaion around the theme of externalities: the effects that one's behavior has on others' well-being. Externalities underlie the interdependencies that make networks interesting. We discuss network formation, as well as interactio…
Notation for spin coefficients for metrics of neutral signature in four dimensions is introduced. The utility and interpretation of spin coefficients is explored through themes in null geometry familiar from (complex) general relativity. Four-dimensional Walker geometry is exploited to provide examples and the generali…
Variational inference is a powerful concept that underlies many iterative approximation algorithms; expectation propagation, mean-field methods and belief propagations were all central themes at the school that can be perceived from this unifying framework. The lectures of Manfred Opper introduce the archetypal example…
Artificial neural networks are simple and efficient machine learning tools. Defined originally in the traditional setting of simple vector data, neural network models have evolved to address more and more difficulties of complex real world problems, ranging from time evolving data to sophisticated data structures such …
Models of bags of words typically assume topic mixing so that the words in a single bag come from a limited number of topics. We show here that many sets of bag of words exhibit a very different pattern of variation than the patterns that are efficiently captured by topic mixing. In many cases, from one bag of words to…
Proof of Graustein's theorem in different geometries.