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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.

169,051 papers · 148 categories

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25 results for metaphor

This is an expository essay about systolic geometry. It describes a central theorem in the subject and why the proof is difficult. Then it discusses different metaphors which suggest ways to approach the problem. The metaphors connect the systolic inequality to minimal surfaces, topological dimension, scalar curvature,…

2010-03-22abs ↗pdf ↗

In accessibility tests for digital preservation, over time we experience drifts of localized and labelled content in statistical models of evolving semantics represented as a vector field. This articulates the need to detect, measure, interpret and model outcomes of knowledge dynamics. To this end we employ a high-perf…

2016-08-03abs ↗pdf ↗

In a remark in his seminal 1987 paper, Jones describes a way to define the Burau matrix of a positive braid using a metaphor of bowling a ball down a bowling alley with braided lanes. We extend this definition to allow multiple bowling balls to be bowled simultaneously. We obtain the Iwahori-Hecke algebra and a cabled …

2014-09-14abs ↗pdf ↗

Researchers found the maximum number of holes in polyominoes grows proportionally to the dimension.

problem Finding the maximum number of holes in polyominoes of varying dimensions.
method Used concepts from error-correcting codes and dynamical systems.
result Proved that fd(n)/no(d1)/df_d(n)/n o (d-1)/d as nn goes to infinity for all d2d \geq 2.

The credit crisis roiling the world's financial markets will likely take years and entire careers to fully understand and analyze. A short empirical investigation of the current trends, however, demonstrates that the losses in certain markets, in this case the US equity markets, follow a cascade or epidemic flow like m…

2009-01-10abs ↗pdf ↗
A Creepy Worldphysics.soc-ph

Using the mechanics of creep in material sciences as a metaphor, we present a general framework to understand the evolution of financial, economic and social systems and to construct scenarios for the future. In a nutshell, highly non-linear out-of-equilibrium systems subjected to exogenous perturbations tend to exhibi…

2014-01-14abs ↗pdf ↗

The paper uses permutation representations to visualize group extensions and subgroups.

problem Visualizing and understanding group extensions and subgroups.
method Developing metaphoric rope-thread diagrams to represent semi-direct products and their constituents.
result Injective homomorphisms into semi-direct products are established.

This article is a follow-up of a short essay that appeared in Nature 455, 1181 (2008) [arXiv:0810.5306]. It has become increasingly clear that the erratic dynamics of markets is mostly endogenous and not due to the rational processing of exogenous news. I elaborate on the idea that spin-glass type of problems, where th…

2009-04-06abs ↗pdf ↗

K-nearest neighbors (KNN) method is used in many supervised learning classification problems. Potential Energy (PE) method is also developed for classification problems based on its physical metaphor. The energy potential used in the experiments are Yukawa potential and Gaussian Potential. In this paper, I use both app…

2012-11-05abs ↗pdf ↗

For surfaces, we brush a reasonably sharp picture of the influence of the fundamental group upon the complexity of foliated-dynamics. A metaphor emerges with phase-changes through the solid-liquid-gaseous states. Groups of ranks 0r10\le r\le 1 are frozen with intransitivity reigning ubiquitously. When 2r32\le r \le 3, th…

2011-11-24abs ↗pdf ↗

We start with a description of Lacan's work that we then take into our analytics methodology. In a first investigation, a Lacan-motivated template of the Poe story is fitted to the data. A segmentation of the storyline is used in order to map out the diachrony. Based on this, it will be shown how synchronous aspects, p…

2016-04-23abs ↗pdf ↗

The paper examines how updates to probabilistic models influence behavior based on evidence.

problem Understanding how updates to probabilistic models influence behavior based on evidence.
method Study of KL-regularized soft updates as Bayesian posterior updates within a single probabilistic model.
result Posterior updates determine relative incentives but not absolute rewards, which are ambiguous up to context-specific baselines.

New model uses Half-Full/Half-Empty approach for better portfolio selection.

problem Improving portfolio selection through behavioral finance.
method Generalized Half-Full/Half-Empty approach to positive/negative lotteries, developing nonconvex optimization and mixed-integer linear programming models.
result The Half-Full/Half-Empty model outperforms other methods in risk and profitability.

Notions of Darwinian selection have been implicit in economic theory for at least sixty years. Richard Nelson and Sidney Winter have argued that while evolutionary thinking was prevalent in prewar economics, the postwar Neoclassical school became almost entirely preoccupied with equilibrium conditions and their mathema…

2007-07-05abs ↗pdf ↗

The paper explores how machine learning personalization aligns with humanistic views of the person.

problem Aligning machine learning personalization with humanistic views of the person.
method Explicating the concept of personalization and contrasting it with humanistic views of the person.
result Proposes dimensions for evaluating the degree of personalization of ML personalized scores.

Correlations and other collective phenomena in a schematic model of heterogeneous binary agents (individual spin-glass samples) are considered on the complete graph and also on 2d and 3d regular lattices. The system's stochastic dynamics is studied by numerical simulations. The dynamics is so slow that one can meaningf…

2012-10-11abs ↗pdf ↗

This study compares Bitcoin and Litecoin using cryptocurrency metrics and trading strategies.

problem Valuation and trading strategies for cryptocurrencies.
method Metrics like UTXO, STXO, WAL, CDD, and trading strategies based on PU ratio.
result Bitcoin's superior store-of-value proposition compared to Litecoin validated.

A new method identifies a stable subnetwork in overparameterized student models.

problem Identifying a stable subnetwork in overparameterized student models.
method Spectral representation of linear transfer of information, focusing on eigenvalues and eigenvectors.
result A stable student substructure is isolated that mirrors the true complexity of the teacher.