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 empirical practice of using factor models to adjust for shared, unobserved confounders, Z, in observational settings with multiple treatments, A, is widespread in fields including genetics, networks, medicine, and politics. Wang and Blei (2019, WB) formalizes these procedures and develops the …
For proper subsets U of {1,2,...,31} we define and construct U-regular isotopy invariants of the Carter-Rieger-Saito movies (representing knotted surfaces) and use these to show that there are ambient isotopic knotted surfaces represented by movies M1 and M2 for which movie-moves of type 31 are required to get from M1 …
We present a grid diagram analogue of Carter, Rieger and Saito's smooth movie theorem. Specifically, we give definitions for grid movies, grid movie isotopies and present a definition of grid planar isotopy as a particular subset of the grid diagram moves: stabilization, destabilization and commutation. We show that gr…
Paper classifies movie genres using multimodal data.
problem Challenging task of multi-label movie genre classification.
method Created dataset from video clips, subtitles, synopses, and posters. Extracted features using various descriptors. Evaluated using different classifiers and late fusion strategy.
result Best F-Score result of 0.628 achieved by combining LSTM on synopses and CNN on movie trailer frames.
A shadow diagram is a knot diagram with under-over information omitted; a shadow movie is a sequence of shadow diagrams related by shadow Reidemeister moves. We show that not every shadow movie arises as the shadow of a Reidemeister movie, meaning a sequence of classical knot diagrams related by classical Reidemeister …
Feature extraction has gained increasing attention in the field of machine learning, as in order to detect patterns, extract information, or predict future observations from big data, the urge of informative features is crucial. The process of extracting features is highly linked to dimensionality reduction as it impli…
Two singular links are cobordant if one can be obtained from the other by singular link isotopy together with a combination of births or deaths of simple unknotted curves, and saddle point transformations. A movie description of a singular link cobordism in 4-space is a sequence of singular link diagrams obtained from …
We present a marked analogue of Carter and Saito's movie theorem. Our definition of marking was chosen to coincide with the markings that arise in link Floer homology. In order to deal with complications arising from certain isotopies, we define three equivalence relations for marked surfaces and work over an equivalen…
We analyze annual revenues and earnings data for the 500 largest-revenue U.S. companies during the period 1954-2007. We find that mean year profits are proportional to mean year revenues, exception made for few anomalous years, from which we postulate a linear relation between company expected mean profit and revenue. …
Adapting momentum from optimization to reinforcement learning.
problem Improving the convergence and stability of reinforcement learning algorithms.
method Introducing Momentum Value Iteration (MoVI) by incorporating an average of consecutive state-action value functions, inspired by the concept of momentum in optimization.
result MoVI improves the convergence and stability of reinforcement learning algorithms, as demonstrated by experiments on Atari games.
The Financial Crisis of 2008 is a worldwide financial crisis causing a worldwide economic decline that is the most severe since the 1930s. According to the International Monetary Fund (IMF), the global financial crisis gave impact on USD 3.4 trillion losses from financial institutions around the world between 2007 and …
The study uses historical revenue data to forecast music catalog cashflows and multipliers.
problem Valuation of music catalogs based on historical revenue data.
method Risk-neutral approach using discounted cashflows formula.
result Ask prices are close to multipliers justified by median song cashflows, while best bids are near multipliers justified by bottom decile cashflows.