Research
On-device research index

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.

168,695 papers · 148 categories

Trend · papers per month

10.7%21.4%32.1%42.8% · Jun 202019922001200920172026
48 results for multilayer data

Multilayer graphs are commonly used for representing different relations between entities and handling heterogeneous data processing tasks. New challenges arise in multilayer graph clustering for assigning clusters to a common multilayer node set and for combining information from each layer. This paper presents a theo…

2016-09-23abs ↗pdf ↗

New method constructs multilayer networks from financial data, capturing dependencies across different risk factors.

problem Difficult construction of multilayer networks, neglecting time delays and interdependencies.
method Tucker tensor autoregression for direct multilayer network construction.
result Captures within and between connections, identifies strong interconnections between volumes and prices layers.

Improved graph-based multiclass classification for multilayer data.

problem Efficient classification of multilayer data with limited labeled examples.
method Generalized diffuse interface methods applied to multilayer graphs, using spectral decomposition and fast matrix-vector products.
result Highly scalable and efficient classification for large, high-dimensional data sets.

We propose a method for simultaneously detecting shared and unshared communities in heterogeneous multilayer weighted and undirected networks. The multilayer network is assumed to follow a generative probabilistic model that takes into account the similarities and dissimilarities between the communities. We make use of…

2018-06-16abs ↗pdf ↗

Multilayer bootstrap network builds a gradually narrowed multilayer nonlinear network from bottom up for unsupervised nonlinear dimensionality reduction. Each layer of the network is a nonparametric density estimator. It consists of a group of k-centroids clusterings. Each clustering randomly selects data points with r…

2014-08-05abs ↗pdf ↗

Neural NMF discovers hierarchical topics in multilayer data.

problem Detecting latent hierarchical structure in multilayer data.
method Recursive application of nonnegative matrix factorization (NMF) in layers with backpropagation optimization.
result Neural NMF outperforms other hierarchical NMF methods in synthetic and real-world datasets.

A method for community detection in multilayer networks using data matrices.

problem Community detection in multilayer networks with various node attributes.
method Data matrix representation and regular decomposition method extension for compression.
result Method identifies community structures well-aligned with real-world network hierarchies.

A novel multilayer network approach for text analysis.

problem Clustering documents and finding topics in large collections with metadata and hyperlinks.
method Multilayer Networks and Stochastic Block Models applied to multiple data types.
result Taking into account multiple types of information improves topic and document clustering.

Multilayer graphs encode different kind of interactions between the same set of entities. When one wants to cluster such a multilayer graph, the natural question arises how one should merge the information different layers. We introduce in this paper a one-parameter family of matrix power means for merging the Laplacia…

2018-03-01abs ↗pdf ↗

New method clusters multilayer graphs with missing nodes.

problem Clustering multilayer graphs with missing nodes.
method Proposes a new framework for multilayer graphs with missing nodes, extending clustering methods to handle incomplete data.
result Proves consistency results under the Multi-Layer Stochastic Block Model assumption and highlights promising performance on real datasets.

Artificial Neural Networks(ANN) has been phenomenally successful on various pattern recognition tasks. However, the design of neural networks rely heavily on the experience and intuitions of individual developers. In this article, the author introduces a mathematical structure called MLP algebra on the set of all Multi…

2017-01-18abs ↗pdf ↗

ALMA improves clustering of multilayer networks.

problem Clustering multilayer networks with distinct layers and communities.
method Alternating minimization algorithm (ALMA) for simultaneous layer partition and community estimation.
result ALMA achieves higher accuracy than TWIST in clustering multilayer networks.

Develops a framework to assess systemic risk in the economy using bank-firm network data.

problem Measuring systemic risk in the economy using multilayer network data.
method Unified framework combining techniques to reconstruct multilayer economy structure from bank and firm balance sheets, and dynamics of shock propagation.
result Identifies systemically important firms and banks, and assesses systemic risk determinants.

A new method clusters data from multiple sources using a mixture of multilayer SBMs.

problem Aggregating multiple clustering results from different data sources.
method Uses a mixture of multilayer Stochastic Block Models (SBM) to group co-membership matrices.
result Identifies and clusters observations based on their specificities within components.

Looped Transformers improve robustness and expressivity in in-context learning for diverse tasks.

problem Improving robustness and expressivity in in-context learning for diverse tasks.
method Study in-context linear regression with diverse tasks, focusing on depth and looping.
result Looped Transformers exhibit similar expressive power and are provably robust under mild assumptions.

SDP approach recovers communities in multilayer hypergraphs from aggregated similarity matrices.

problem Community recovery in multilayer hypergraphs using aggregated similarity matrices.
method Semidefinite programming (SDP) approach.
result Information-theoretic conditions for exact recovery in both assortative and disassortative cases.

Global convergence of multilayer neural networks proven for any depth.

problem Global convergence of multilayer neural networks in the mean field regime.
method Mean field limit framework, neuronal embedding, bidirectional diversity condition.
result Global convergence for multilayer networks of any depths, including correlated initializations.

Employs granular data to create a multilayer network for euro area banks, revealing distinct risk patterns.

problem Lack of comprehensive, granular data integration for systemic risk assessment in euro area banks.
method Constructs an empirically grounded multilayer network integrating various supervisory and statistical datasets, each layer representing a distinct transmission channel.
result Cross-layer heterogeneity in connectivity and centrality reveals economically relevant structure and misidentifies systemically important institutions.

Study reveals similarities in knowledge flows between pharmaceutical and AI industries.

problem Understanding the dynamics of drug pipelines in global pharmaceutical industry.
method Multilayer network analysis of drug pipeline, global supply chain, and ownership data.
result Proven similarities in knowledge flows between pharmaceutical and AI industries.

Many recent developments in network analysis have focused on multilayer networks, which one can use to encode time-dependent interactions, multiple types of interactions, and other complications that arise in complex systems. Like their monolayer counterparts, multilayer networks in applications often have mesoscale fe…

2019-08-11abs ↗pdf ↗

Proposes a new algorithm to estimate invariant subspaces across multilayer networks.

problem Estimating invariant subspaces across heterogeneous multiple networks.
method Bias-corrected joint spectral embedding algorithm that recursively calibrates diagonal bias and iteratively updates the subspace estimator.
result Established entrywise subspace perturbation bound and entrywise eigenvector central limit theorem for the algorithm.

Article proposes a profitable intraday trading strategy for Chinese stocks.

problem Intraday trading opportunities in Chinese stock market.
method Markowitz optimization and Multilayer Perceptron (MLP) for stock price prediction.
result Validation of Markowitz portfolio optimization and MLP for intraday stock price prediction.

This work studies fluctuation in multilayer neural networks using mean field theory.

problem Understanding fluctuation in multilayer neural networks with mean field training.
method Developed a second-order mean field limit to capture fluctuation, demonstrating stability of gradient descent training.
result Gradient descent training in multilayer networks biases towards minimal fluctuation, even after convergence.

Topic modeling is widely studied for the dimension reduction and analysis of documents. However, it is formulated as a difficult optimization problem. Current approximate solutions also suffer from inaccurate model- or data-assumptions. To deal with the above problems, we propose a polynomial-time deep topic model with…

2019-10-24abs ↗pdf ↗

Unified framework detects dynamic community structure in brain networks across individuals.

problem Detecting community structure in functional brain networks across multiple subjects and over time.
method Markov-switching stochastic block model (MSS-SBM) for multilayer brain networks.
result Captures dynamic reconfiguration of modular connectivity in brain networks across different task conditions.

This study compares MLPs and KANs in low-data regimes, finding MLPs with personalized activation functions outperform KANs.

problem Comparing MLPs and KANs in low-data regimes.
method Introduced an effective technique for designing MLPs with unique, parameterized activation functions for each neuron.
result MLPs with personalized activation functions achieve significantly higher predictive accuracy with only a modest increase in parameters, especially in low-data regimes.