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.
Paper analyzes a three-loop linkage, showing it's overconstrained and shaky.
New approach approximates c-space geometry of multi-loop linkages.
Crimes emerge out of complex interactions of human behaviors and situations. Linkages between crime incidents are highly complex. Detecting crime linkage given a set of incidents is a highly challenging task since we only have limited information, including text descriptions, incident times, and locations. In practice,…
This paper is part of the research on the interlinkages between insurers and their contribution to systemic risk on the insurance market. Its main purpose is to present the results of the analysis of linkage dynamics and systemic risk in the European insurance sector which are obtained using correlation networks. These…
Agglomerative hierarchical clustering can be implemented with several strategies that differ in the way elements of a collection are grouped together to build a hierarchy of clusters. Here we introduce versatile linkage, a new infinite system of agglomerative hierarchical clustering strategies based on generalized mean…
New method for estimating firm linkages using CVLs and QCML.
The geometric, topological, and symplectic properties of moduli spaces (spaces of configurations modulo rotations and translations) of polygonal linkages have been studied by Kapovich, Millson, and Kamiyama, et. al. One can form a polygonal linkage by taking two free linkages and identifying initial and terminal vertic…
This paper studies the configuration space of all possible positions of a linkage in R^n. For example, it shows that for every compact algebraic set, there is a linkage whose configuration space is analytically isomorphic to a finite number of copies of the algebraic set. If flexible edges are allowed, any compact set …
Minimax linkage was first introduced by Ao et al. [3] in 2004, as an alternative to standard linkage methods used in hierarchical clustering. Minimax linkage relies on distances to a prototype for each cluster; this prototype can be thought of as a representative object in the cluster, hence improving the interpretabil…
Cryptocurrencies are becoming more linked in their returns and volatilities.
Paper addresses limitations of traditional hierarchical clustering methods.
Moduli spaces of planar polygonal linkages admit a cell structure which can be realized as a surgery on the permutohedron. We present a 3D visualization of the result of the surgery for all types of non-degenerate pentagonal linkages.
We prove realizability theorems for vector-valued polynomial mappings, real-algebraic sets and compact smooth manifolds by moduli spaces of planar linkages. We also establish a relation between universality theorems for moduli spaces of mechanical linkages and projective arrangements.
A mechanical linkage is a mechanism made of rigid rods linked together by flexible joints, in which some vertices are fixed and others may move. The partial configuration space of a linkage is the set of all the possible positions of a subset of the vertices. We characterize the possible partial configuration spaces of…
A closed linkage mechanism in three-dimensional space is an object comprising rigid bodies connected with hinges in a circular form like a rosary. Such linkages include Bricard6R and Bennett4R. To design such a closed linkage, it is necessary to solve a high-degree algebraic equation, which is generally difficult. In t…
A linkage is a finite graph with lengths assigned to each edge. A planar realization is a map to the plane which preserves edge lengths. It can be thought of as a mechanical device formed from stiff rods and rotating joints. We look at the configuration space of all planar realizations of a linkage (following work of K…
In supervised clustering, standard techniques for learning a pairwise dissimilarity function often suffer from a discrepancy between the training and clustering objectives, leading to poor cluster quality. Rectifying this discrepancy necessitates matching the procedure for training the dissimilarity function to the clu…
A mechanical linkage is a mechanism made of rigid rods linked together by flexible joints, in which some vertices are fixed and others may move. The partial configuration space of a linkage is the set of all the possible positions of a subset of the vertices. We characterize the possible partial configuration spaces of…
Record linkage involves merging records in large, noisy databases to remove duplicate entities. It has become an important area because of its widespread occurrence in bibliometrics, public health, official statistics production, political science, and beyond. Traditional linkage methods directly linking records to one…
Study explores financial market linkages between Japan and US markets.
User identity linkage is a task of recognizing the identities of the same user across different social networks (SN). Previous works tackle this problem via estimating the pairwise similarity between identities from different SN, predicting the label of identity pairs or selecting the most relevant identity pair based …
New bounds improve linkage methods for clustering, distinguishing complete-link from single-link.
The task of matching co-referent records is known among other names as rocord linkage. For large record-linkage problems, often there is little or no labeled data available, but unlabeled data shows a reasonable clear structure. For such problems, unsupervised or semi-supervised methods are preferable to supervised met…
We study configuration spaces of linkages whose underlying graph are polygons with diagonal constrains, or more general, partial two-trees. We show that (with an appropriate definition) the oriented area is a Bott-Morse function on the configuration space. Its critical points are described and Bott-Morse indices are co…
Hierarchical clustering uses OWA operators to generalize linkage methods and avoid dendrogram inversions.
We study spaces of realisations of linkages (weighted graphs) whose underlying graph is a series parallel graph. In particular, we describe an algorithm for determining whether or not such spaces are connected.
Study reveals dynamic linkage between Peanut and Soybean Oil futures markets.
A linkage mechanism consists of rigid bodies assembled by joints which can be used to translate and transfer motion from one form in one place to another. In this paper, we are particularly interested in a family of spacial linkage mechanisms which consist of -copies of a rigid body joined together by hinges to form…
Various works have already showed that common shocks and cross-country financial linkages caused the banking systems of several countries to be highly interconnected with the result that during bad times, banking crises may arise simultaneously in different countries. Our aim is to provide further evidence on the topic…
Standard agglomerative clustering suggests establishing a new reliable linkage at every step. However, in order to provide adaptive, density-consistent and flexible solutions, we study extracting all the reliable linkages at each step, instead of the smallest one. Such a strategy can be applied with all common criteria…
We prove diffeomorphisms of polygonal linkage moduli spaces to Euclidean spaces.
Study maps interdependence of SDGs, finds complex, dynamic linkages.
Knowledge graphs have emerged as an important model for studying complex multi-relational data. This has given rise to the construction of numerous large scale but incomplete knowledge graphs encoding information extracted from various resources. An effective and scalable approach to jointly learn over multiple graphs …
This paper characterizes which subsets of C^n can be the set of positions of n points on a linkage in the complex plane C. For example, assuming compactness they are just compact semialgebraic sets. Noncompact configuration spaces are semialgebraics sets invariant under the Euclidean group, with compact quotient.
An empirical analysis of interest rates in money and capital markets is performed. We investigate a set of 34 different weekly interest rate time series during a time period of 16 years between 1982 and 1997. Our study is focused on the collective behavior of the stochastic fluctuations of these time-series which is in…
Any smooth surface in R^3 may be flattened along the z-axis, and the flattened surface becomes close to a billiard table in R^2 . We show that, under some hypotheses, the geodesic flow of this surface converges locally uniformly to the billiard flow. Moreover, if the billiard is dispersive and has finite horizon, then …
Distance-based hierarchical clustering (HC) methods are widely used in unsupervised data analysis but few authors take account of uncertainty in the distance data. We incorporate a statistical model of the uncertainty through corruption or noise in the pairwise distances and investigate the problem of estimating the HC…
We investigate connectedness within and across two major groups or assets: i) five popular cryptocurrencies, and ii) six major asset classes plus two commonly employed risk factors. Granger-causality tests uncover six direct channels of causality from the elements of the mainstream assets/risk factors group to digital …
Novel bistable structures made from four-bar linkages, proving existence and construction.
Genie clusters faster and resists outliers.
In this short paper, the Electre Tri-Machine Learning Method, generally used to solve ordinal classification problems, is proposed for solving the Record Linkage problem. Preliminary experimental results show that, using the Electre Tri method, high accuracy can be achieved and more than 99% of the matches and nonmatch…
We study topology of configuration spaces of planar linkages having one leg of variable length. Such telescopic legs are common in modern robotics where they are used for shock absorbtion and serve a variety of other purposes. Using a Morse theoretic technique, we compute explicitly, in terms of the metric data, the Be…
The recent financial crisis has stressed the need to understand financial systems as networks of interdependent countries, where cross-border financial linkages play the fundamental role. It has also been emphasized that the relevance of these networks relies on the representation of changes follow-on the occurrence of…
The oriented area function is (generically) a Morse function on the space of planar configurations of a polygonal linkage. We are lucky to have an easy description of its critical points as cyclic polygons and a simple formula for the Morse index of a critical point. However, for planar polygons, the function i…
We study the international interbank market through a geometrical and a topological analysis of empirical data. The geometrical analysis of the time series of cross-country liabilities shows that the systematic information of the interbank international market is contained in a space of small dimension, from which a to…
We study the topological and differentiable singularities of the configuration space C(Γ) of a mechanical linkage Γin d-dimensional Euclidean space, defining an inductive sufficient condition to determine when a configuration is singular. We show that this condition holds for generic singularities, provide a mechanical…
A clustering algorithm based on the Hausdorff distance is introduced and compared to the single and complete linkage. The three clustering procedures are applied to a toy example and to the time series of financial data. The dendrograms are scrutinized and their features confronted. The Hausdorff linkage relies of firm…
This work proposes a novel solution to the problem of internal covariate shift and dying neurons using the concept of linked neurons. We define the neuron linkage in terms of two constraints: first, all neuron activations in the linkage must have the same operating point. That is to say, all of them share input weights…