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.
The paper shows how reducible complexes affect local indicability.
Investigates local indicability of groups with circle homology presentations.
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…
Generalizes Collins' theorem to products of locally indicable groups.
We analyzed cross-correlations between price fluctuations of global financial indices (20 daily stock indices over the world) and local indices (daily indices of 200 companies in the Korean stock market) by using random matrix theory (RMT). We compared eigenvalues and components of the largest and the second largest ei…
By the Thurston stability theorem, a group of C^1 orientation-preserving diffeomorphisms of the closed unit interval is locally indicable. We show that the local order structure of orbits gives a stronger criterion for nonsmoothability that can be used to produce new examples of locally indicable groups of homeomorphis…
We study a class of localized indices for the Dirac type operators on a complete Riemannian orbifold, where a discrete group acts properly, co-compactly and isometrically. These localized indices, generalizing the -index of Atiyah, are obtained by taking certain traces of the higher index for the Dirac type operat…
Twists agrarian and -Betti numbers for locally indicable groups.
We define two types of local indices of a vector field at an isolated zero on the boundary, and prove Poincare-Hopf-type index theorems for certain vector fields on a compact smooth manifold which have only isolated zeros.
We extend several results of Helfer, Wise, Louder and Wilton related to coherence in one-relator groups to the more general setting of one-relator products of locally indicable groups. The methods developed to do so also give rise to a new proof of a theorem of Brodsky.
According to Thurston's stability theorem, every group of C^1 diffeomorphisms of the closed interval is locally indicable (.e., every finitely generated subgroup factors through Z). We show that, even for finitely generated groups, the converse of this statement is not true. More precisely, we show that the semi-direct…
Composite development indicators used in policy making often subjectively aggregate a restricted set of indicators. We show, using dimensionality reduction techniques, including Principal Component Analysis (PCA) and for the first time information filtering and hierarchical clustering, that these composite indicators m…
In this paper, we investigate topological aspects of indices of twisted geometric operators on manifolds equipped with fibered boundaries. We define -groups relative to the pushforward for boundary fibration, and show that indices of twisted geometric operators, defined by complete or edge metrics, can be regard…
I present a selection of results on locally conformally Kähler geometry published after 1997. The proofs are mainly sketched, some of them are even omitted. Several open problems are indicated in the end.
We introduce a new measure for the capital market efficiency. The measure takes into consideration the correlation structure of the returns (long-term and short-term memory) and local herding behavior (fractal dimension). The efficiency measure is taken as a distance from an ideal efficient market situation. Methodolog…
The paper develops techniques to study entropy and rigidity in RCD-spaces.
In the present work we address the problem of evaluating the historical performance of a trading strategy or a certain portfolio of assets. Common indicators such as the Sharpe ratio and the risk adjusted return have significant drawbacks. In particular, they are global indices, that is they do not preserve any 'local'…
Non-parametric estimation of a multivariate density estimation is tackled via a method which combines traditional local smoothing with a form of global smoothing but without imposing a rigid structure. Simulation work delivers encouraging indications on the effectiveness of the method. An application to density-based c…
This paper introduces an intersection theory problem for maps into a smooth manifold equipped with a stratification. We investigate the problem in the special case when the target is the unitary group and the domain is a circle. The first main result is an index theorem that equates a global intersection index with a f…
Stable planes are locally isomorphic to classical projective planes.
Does over-parameterization eliminate sub-optimal local minima for neural networks? An affirmative answer was given by a classical result in [59] for 1-hidden-layer wide neural networks. A few recent works have extended the setting to multi-layer neural networks, but none of them has proved every local minimum is global…
The paper describes the structure of injective LOT-complexes and proves they are aspherical.
Federated learning calibrates insurance indices from renewable energy producers' data.
Method detects and locates eavesdropping in optical links.
The study characterizes elements of a group quotient and finds a non-locally indicable left-orderable group.
Clustering analysis, a classical issue in data mining, is widely used in various research areas. This article aims at proposing a self-adaption grey DBSCAN clustering (SAG-DBSCAN) algorithm. First, the grey relational matrix is used to obtain the grey local density indicator, and then this indicator is applied to make …
This work investigates fundamental questions related to learning features in convolutional neural networks (CNN). Empirical findings across multiple architectures such as VGG, ResNet, Inception, DenseNet and MobileNet indicate that weights near the center of a filter are larger than weights on the outside. Current regu…
A new model tracks indices without rebalancing, solving NP-hard problems.
For the geodesic flow of an odd dimensional hyperbolic manifold we prove a Lefschetz type formula. The local terms are Fuller indices of the closed orbits. The global "Frobenius operator" is the generator of the flow and its action on tangential cohomology.
This paper describes a new form of unsupervised learning, whose input is a set of unlabeled points that are assumed to be local maxima of an unknown value function v in an unknown subset of the vector space. Two functions are learned: (i) a set indicator c, which is a binary classifier, and (ii) a comparator function h…
Model prices commodity futures and index options.
Strict concavity proven for growth indicator function of certain groups.
Classifies crossings in tangles on surfaces, finding no nontrivial indices.
The study provides bounds for geodesic diameter in Euclidean space.
We show that in any triangulated 3-manifold, every index n topologically minimal surface can be transformed to a surface which has local indices (as computed in each tetrahedron) that sum to at most n. This generalizes classical theorems of Kneser and Haken, and more recent theorems of Rubinstein and Stocking, and is t…
Recent advances in deep learning theory have evoked the study of generalizability across different local minima of deep neural networks (DNNs). While current work focused on either discovering properties of good local minima or developing regularization techniques to induce good local minima, no approach exists that ca…
Study examines local extrema and crossing statistics in financial markets.
Axis-aligned subspace clustering generally entails searching through enormous numbers of subspaces (feature combinations) and evaluation of cluster quality within each subspace. In this paper, we tackle the problem of identifying subsets of features with the most significant contribution to the formation of the local n…
This paper introduces a family of local feature aggregation functions and a novel method to estimate their parameters, such that they generate optimal representations for classification (or any task that can be expressed as a cost function minimization problem). To achieve that, we compose the local feature aggregation…
Formula for spectrum linking braid and bridge indices.
We investigate the loss surface of neural networks. We prove that even for one-hidden-layer networks with "slightest" nonlinearity, the empirical risks have spurious local minima in most cases. Our results thus indicate that in general "no spurious local minima" is a property limited to deep linear networks, and insigh…
Large and stable indices of the world wide stock markets such as NYSE and SP 500 together with NASDAQ -- the index representing markets of new trends, and WIG -- the index of the local stock market of Eastern Europe, are considered. Due to the relation between artificial insymmetrised patterns (AIP) and time series, st…
Local mass perspective on Bayesian inference
For localization and mapping of indoor environments through WiFi signals, locations are often represented as likelihoods of the received signal strength indicator. In this work we compare various measures of distance between such likelihoods in combination with different methods for estimation and representation. In pa…
Develops a new theory of localization in algebraic geometry.
Study adapts OHLC volatility estimators for monitoring market stress in diverse settings.
Develops a new cluster validity index to find multiple optimal cluster numbers.
The differential geometry of almost Grassmann structures defined on a differentiable manifold of dimension n = pq by a fibration of Segre cones SC (p, q) is studied. The peculiarities in the structure of almost Grassmann structures for the cases p=q=2; p = 2, q > 2 (or p > 2, q = 2), and p > 2, q > 2 are clarified. The…