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.
New method synchronizes graphs with probability measures on rotations.
Novel higher-order group synchronization for noisy local measurements on hypergraphs.
Paper addresses group synchronization with incomplete measurements and proves linear convergence of GPM.
Study financial markets using synchronization measures and clustering algorithms.
Dynamic angles estimated from noisy measurements over time with smoothness constraints.
Extends angular synchronization to heterogeneous groups, improving accuracy in multiple applications.
Efficiently estimates rotations with corrupted data.
New method uses neural networks for accurate angle estimation in noisy conditions.
SDP achieves optimal error in noisy phase synchronization.
Paper develops methods for analyzing forms with synchronized singularities.
Given a measurement graph and an unknown signal , we investigate algorithms for recovering from pairwise measurements of the form ; . This problem arises in a variety of applications, such as ranking teams in sports data and time synchronization of distribute…
Spectral methods achieve near-optimal performance in orthogonal and permutation group synchronization.
This paper investigates the effect of cross-shareholding on stock price synchronicity, as a measure of price informativeness, of the listed firms in the Chinese stock market. We gauge firms' levels of cross-shareholdings in terms of centrality in the cross-shareholding network. It is confirmed that it is through a nois…
Adaptive synchronization improves deep reinforcement learning performance.
We study the quantum synchronization between a pair of two-level systems inside two coupled cavities. By using a digital-analog decomposition of the master equation that rules the system dynamics, we show that this approach leads to quantum synchronization between both two-level systems. Moreover, we can identify in th…
The paper develops robust tests for detecting independence in synchronous stochastic systems with finite sample guarantees.
NS-RGS improves orthogonal group synchronization with faster convergence.
Recent introduction of wearable single-lead ECG devices of diverse configurations has caught the intrigue of the medical community. While these devices provide a highly affordable support tool for the caregivers for continuous monitoring and to detect acute conditions, such as arrhythmia, their utility for cardiac diag…
Financial market is an example of complex system, which is characterized by a highly intricate organization and the emergence of collective behavior. In this paper, we quantify this emergent dynamics in the financial market by using concepts of network synchronization. We consider networks constructed by the correlatio…
Trade is a fundamental pillar of economy and a form of social organization. Its empirical characterization at the worldwide scale is represented by the World Trade Web (WTW), the network built upon the trade relationships between the different countries. Several scientific studies have focused on the structural charact…
We review a resent {\em time-dependent} performance measure for economical time series -- the (optimal) investment horizon approach. For stock indices, the approach shows a pronounced gain-loss asymmetry that is {\em not} observed for the individual stocks that comprise the index. This difference may hint towards an sy…
The sectoral synchronization observed for the Japanese business cycle in the Indices of Industrial Production data is an example of synchronization. The stability of this synchronization under a shock, e.g., fluctuation of supply or demand, is a matter of interest in physics and economics. We consider an economic syste…
We analyze how an observer synchronizes to the internal state of a finite-state information source, using the epsilon-machine causal representation. Here, we treat the case of exact synchronization, when it is possible for the observer to synchronize completely after a finite number of observations. The more difficult …
New algorithm uses PSO to optimize DNN training parameters in distributed systems.
ShadowSync separates background synchronization for scalable distributed training.
In this work, we propose a hybrid approach to synchronize large scale networks. In particular, we draw on Kalman Filtering (KF) along with time-stamps generated by the Precision Time Protocol (PTP) for pairwise node synchronization. Furthermore, we investigate the merit of Factor Graphs (FGs) along with Belief Propagat…
Study predicts synchronization state of financial time series using cross-recurrence plots.
Threats on the stability of a financial system may severely affect the functioning of the entire economy, and thus considerable emphasis is placed on the analyzing the cause and effect of such threats. The financial crisis in the current and past decade has shown that one important cause of instability in global market…
This paper proposes a general model for synchronized crowding behavior. An order parameter is introduced to quantify the level of synchronization which is shown a function of percentage of agents in reactive state. Further, synchronization is shown to be driven by the most active agents with the highest volatility. A t…
New index improves anomaly detection in correlated time series data.
Study optimizes estimation of orthogonal and rotation matrices from noisy data.
Solves complex clustering and rotation synchronization problem.
Spectral method for joint community detection and group synchronization.
Networks of coupled dynamical systems provide a powerful way to model systems with enormously complex dynamics, such as the human brain. Control of synchronization in such networked systems has far reaching applications in many domains, including engineering and medicine. In this paper, we formulate the synchronization…
Machine learning predicts synchronization transitions in unknown systems.
New method linearizes nonlinear coupled oscillators on graphs.
New approach predicts stock price synchronization using RNNs and LSTMs.
KuramotoGNN uses Kuramoto model to prevent over-smoothing in graph neural networks.
The ubiquitous availability of wearable sensors is responsible for driving the Internet-of-Things but is also making an impact on sport sciences and precision medicine. While human activity recognition from smartphone data or other types of inertial measurement units (IMU) has evolved to one of the most prominent daily…
Various alignment problems arising in cryo-electron microscopy, community detection, time synchronization, computer vision, and other fields fall into a common framework of synchronization problems over compact groups such as Z/L, U(1), or SO(3). The goal of such problems is to estimate an unknown vector of group eleme…
The paper studies how noise synchronizes tokens in deep transformer models.
Paper presents a probabilistic framework for diffusion synchronization.
We extend a recent synchronization analysis of exact finite-state sources to nonexact sources for which synchronization occurs only asymptotically. Although the proof methods are quite different, the primary results remain the same. We find that an observer's average uncertainty in the source state vanishes exponential…
Researchers compare two GAN models for lip-synchronization tasks.
The bulk synchronous parallel (BSP) is a celebrated synchronization model for general-purpose parallel computing that has successfully been employed for distributed training of machine learning models. A prevalent shortcoming of the BSP is that it requires workers to wait for the straggler at every iteration. To amelio…
Existing multi-armed bandit (MAB) models make two implicit assumptions: an arm generates a payoff only when it is played, and the agent observes every payoff that is generated. This paper introduces synchronization bandits, a MAB variant where all arms generate costs at all times, but the agent observes an arm's instan…
Study on synchronization in financial markets with time delays.
The waiting time needed for a stock market index to undergo a given percentage change in its value is found to have an up-down asymmetry, which, surprisingly, is not observed for the individual stocks composing that index. To explain this, we introduce a market model consisting of randomly fluctuating stocks that occas…