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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.

168,657 papers · 148 categories

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89178267356 · Jun 202019922001200920172026
48 results for local changes

In this paper, we consider Kropina change of mm-th root Finsler metrics. We find necessary and sufficient condition under which the Kropina change of an mm-th root Finsler metric be locally dually flat. Then we prove that the Kropina change of an mm-th root Finsler metric is locally projectively flat if and only if …

2014-09-13abs ↗pdf ↗

Locally private methods detect changes in time series data.

problem Detecting distributional changes in time series data under local differential privacy.
method Proposed locally differentially private algorithms based on randomized response and binary mechanisms.
result Theoretical performance bounds and empirical validation of detection accuracy.

New method detects and locates changes in spatio-temporal point processes.

problem Detecting and localizing changes in spatio-temporal data.
method Score-based, likelihood-free approach estimating change time and region.
result The method provides theoretical guarantees on detection and localization accuracy.

Many real-world networks are complex dynamical systems, where both local (e.g., changing node attributes) and global (e.g., changing network topology) processes unfold over time. Local dynamics may provoke global changes in the network, and the ability to detect such effects could have profound implications for a numbe…

2017-10-09abs ↗pdf ↗

Region crossing change is a local operation on link diagrams. The behavior of region crossing change on S2S^2 is well understood. In this paper, we study the behavior of (modified) region crossing change on higher genus surfaces.

2019-08-19abs ↗pdf ↗

This paper offers a distribution-free method for post-detection changepoint localization.

problem Locating the exact time of a change in distribution after a sequential detection procedure.
method A distribution-free framework using conformal test martingales for sequential change detection and post-detection inference.
result Valid post-detection coverage guarantees and non-asymptotic bounds on confidence set size.

Novel approach combines local and global brain changes for AD prediction.

problem Detecting Alzheimer's disease through local and global brain changes.
method Patch-based 3D-CNNs combined with global topological features for multi-scale brain tissue connectivity.
result Average precision score of 0.95 for classifying cognitively normal subjects and AD patients (prevalence ~55%).

We consider online detection strategies for identifying a change point in a stream of quantum particles allegedly prepared in identical states. We show that the identification of the change point can be done without error via sequential local measurements while attaining the optimal performance bound set by quantum mec…

2018-02-01abs ↗pdf ↗

Unified theoretical guarantees for distribution-free changepoint detection and testing.

problem Distribution-free changepoint inference with finite-sample validity and consistency.
method Distribution-free changepoint localization using conformal p-values with theoretical guarantees.
result Unified distribution-free guarantees for changepoint detection, localization, and testing.

New test detects local changes in high-dimensional Gaussian graphical models online.

problem Detecting abrupt changes in high-dimensional Gaussian graphical models in real-time.
method Develops a novel test based on the ℓ∞ norm of the normalized covariance matrix.
result Demonstrates good performance in various experimental settings.

This study examined how the correlation and network structure of 30 global indices and 145 local Korean indices belonging to the KOSPI 200 have changed during the 13-year period, 2000-2012. The correlations among the indices were calculated. The results showed that although the average correlations of the global indice…

2014-02-07abs ↗pdf ↗

We derive precise transformation formulas for synthetic lower Ricci bounds under time change. More precisely, for local Dirichlet forms we study how the curvature-dimension condition in the sense of Bakry-Emery will transform under time change. Similarly, for metric measure spaces we study how the curvature-dimension c…

2019-07-12abs ↗pdf ↗

In this paper, we prove that every m-th root metric with isotropic mean Berwald curvature reduces to a weakly Berwald metric. Then we show that an m-th root metric with isotropic mean Landsberg curvature is a weakly Landsberg metric. We find necessary and sufficient condition under which conformal ββ-change of an m-th…

2017-06-24abs ↗pdf ↗

The aim of the present paper is to provide an intrinsic investigation of projective changes in Finlser geometry, following the pullback formalism. Various known local results are generalized and other new intrinsic results are obtained. Nontrivial characterizations of projective changes are given. The fundamental proje…

2009-04-09abs ↗pdf ↗

Framework for robust decision making in changing environments with privacy constraints.

problem Interactive decision making in changing environments with constraints.
method Hybrid Decision Making with Structured Observations (hybrid DMSO) framework, local differentially private decision making, query-based learning, robust and smooth decision making.
result Strong connections and bounds derived for DEC, SQ dimension, local minimax complexity, learnability, and joint differential privacy.

Develops methods for inference after detecting a change in sequential data.

problem Inference after a detected change in sequential data.
method General framework for constructing confidence sets using only data up to a stopping time.
result First general method for sequential changepoint localization with theoretical guarantees.

The paper explores when specific knot operations simplify diagrams.

problem Understanding when arc crossing changes simplify knot diagrams.
method Examined two types of arc crossing changes on link diagrams and determined when they are unknotting operations.
result Any two crossing points in an alternating knot diagram are arc crossing change admissible.

New method tracks significant shifts in nonparametric bandits.

problem Tracking significant changes in nonparametric contextual bandits.
method Proposed a notion of 'experienced significant shifts' to adapt to minimax rate without knowledge of change parameters.
result Experienced significant shifts count fewer changes than traditional metrics, leading to an adaptive algorithm.

New findings show independent subordination is not relevant for accurate option pricing.

problem Determining if independent subordination improves option pricing accuracy.
method Utilized a class of additive processes (ATS) to demonstrate that independent subordination is incompatible with market data and shows worse calibration performances.
result Independent subordination is not relevant for accurate option pricing, as shown by the ATS class of processes.

In this paper, we consider Randers change of some special (α,β) (α, β)- metrics. First we find the fundamental metric tensor and Cartan tensor of these Randers changed (α,β) (α, β)- metrics. Next, we establish a general formula for inverse of fundamental metric tensors of these metrics. Finally, we find the necessary and su…

2017-12-21abs ↗pdf ↗

Spatial graphs of non-Eulerian or proper Eulerian planar graphs are unknottable by region crossing changes.

problem Unknottability of spatial graphs by region crossing changes.
method Region crossing changes to switch over/under relations within regions of spatial graph diagrams.
result Spatial graphs of non-Eulerian or proper Eulerian planar graphs are unknottable by region crossing changes.

We connect topological changes that can occur in 33-space via surgery, with black hole formation, the formation of wormholes and new generalizations of these phenomena, including relationships between quantum entanglement and wormhole formation. By considering the initial manifold as the 33-dimensional spatial sectio…

2018-12-03abs ↗pdf ↗

Unified framework detects change-points and estimates parameters in nonlinear systems with regime switching.

problem Detecting change-points and estimating parameters in nonlinear dynamical systems with regime transitions.
method Residual-loss anomaly analysis of physics-informed neural networks, two-stage strategy.
result The method outperforms traditional approaches in change-point localization and parameter estimation accuracy.

The accurate prediction of time-changing covariances is an important problem in the modeling of multivariate financial data. However, some of the most popular models suffer from a) overfitting problems and multiple local optima, b) failure to capture shifts in market conditions and c) large computational costs. To addr…

2013-05-18abs ↗pdf ↗

New findings show local attributions can't be both robust and provide recourse.

problem Ensuring machine learning systems are accountable and provide actionable recourse options.
method Formal definition of recourse sensitivity and counterexamples for popular attribution methods.
result It is impossible for any single attribution method to be both robust and provide recourse.

We present an alternative local definition of the writhe of a self-avoiding closed loop which differs from the traditional non-local definition by an integer. When studying dynamics this difference is immaterial. We employ a formula due to Aldinger, Klapper and Tabor for the change in writhe and propose a set of local,…

1997-03-13abs ↗pdf ↗

In modeling multivariate time series, it is important to allow time-varying smoothness in the mean and covariance process. In particular, there may be certain time intervals exhibiting rapid changes and others in which changes are slow. If such time-varying smoothness is not accounted for, one can obtain misleading inf…

2012-10-07abs ↗pdf ↗

Study on local elasticity in neural network training, improving detection of class-specific changes.

problem Improving the detection of class-specific changes in neural network training.
method Comprehensive study of local elasticity, proposing a new definition to address limitations.
result New definition of local elasticity more sharply detects class-specific changes in neural network training.

A Hermitian structure on a manifold is called locally conformally Kähler (LCK) if it locally admits a conformal change which is Kähler. In this survey we review recent results of invariant LCK structures on solvmanifolds and present original results regarding the canonical bundle of solvmanifolds equipped with a Vaisma…

2018-11-22abs ↗pdf ↗

In this paper, we find a condition under which a Finsler space with Kropina change of mth-root metric is projectively related to a mth-root metric and also we find a condition under which this Kropina transformed mth-root metric is locally dually flat. Moreover we find the condition for its Projective flatness.

2017-12-23abs ↗pdf ↗

A conformal change of TMTMTM\oplus T^*M is a morphism of the form (X,α)(X,eτα)(X,α)\mapsto(X,e^τα) (XTM,αTM,τC(M))(X\in TM,α\in T^*M,τ\in C^\infty(M)). We characterize the generalized almost complex and almost Hermitian structures that are locally conformal to integrable and to generalized Kähler structures, respectively, and give examples of …

2007-10-19abs ↗pdf ↗

The abstract introduces golden Finsler structures and explores their local and global properties.

problem Investigating geometric properties of golden Finsler structures.
method Local and global analysis of golden Finsler structures, including explicit computations and transformations.
result Proved that golden Finsler structures cannot be projectively related.

EagleEye detects localized density anomalies in multivariate data.

problem Identifying signal events, regime changes, or model mismatch in scientific data.
method EagleEye pinpoints local over- and under-densities by assigning anomaly scores based on binary membership sequences and binomial null models.
result EagleEye can detect genuine local anomalies and estimate background purity.

We study a novel pricing operator for complete, local martingale models. The new pricing operator guarantees put-call parity to hold for model prices and the value of a forward contract to match the buy-and-hold strategy, even if the underlying follows strict local martingale dynamics. More precisely, we discuss a chan…

2012-02-28abs ↗pdf ↗

New method makes CP intervals locally adaptive using trainable transformations.

problem Making Conformal Prediction intervals locally adaptive.
method Defining a trainable change of variables φX(A)φ_X(A) that depends on object attributes XX.
result Locally adaptive prediction intervals with guaranteed marginal validity and variable sizes.