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.
Cables of L-space knots have multiplicative knot Floer order.
Paper extends credit portfolio valuation under model uncertainty for multiple default times.
We study the multiplicity sets of first order symbols associated with differential operators on two dimensional surfaces. This work is inspired by the phenomenon of conical refraction explained by the existence of singularities in the Fresnel hyper-surface for Maxwell's equations on an anisotropic crystal.
Sharing information between multiple tasks enables algorithms to achieve good generalization performance even from small amounts of training data. However, in a realistic scenario of multi-task learning not all tasks are equally related to each other, hence it could be advantageous to transfer information only between …
Proposes a method for forecasting time series with multiple seasonality.
In this paper we extend Buchen's method to develop a new technique for pricing of some exotic options with several expiry dates(more than 3 expiry dates) using a concept of higher order binary option. At first we introduce the concept of higher order binary option and then provide the pricing formulae of -th order b…
In this article, we extend the conventional framework of convolutional-Restricted-Boltzmann-Machine to learn highly abstract features among abitrary number of time related input maps by constructing a layer of multiplicative units, which capture the relations among inputs. In many cases, more than two maps are strongly…
Paper proves existence of minimal surfaces with alternating multiple zeta values.
Bayesian method learns causal orderings from heterogeneous data.
We obtain a complete time expansion of the pull-back operator generated by a real analytic flow of real analytic automorphisms acting on analytic tensor sections of a manifold. Our expansion is given in terms of multiple Lie derivatives. Motivated by this expansion, we provide a rather simple and explicit estimate for …
The paper extends techniques to create non-left-orderable manifolds from links with multiple boundary components.
We discuss relations between linear Nambu-Poisson structures and Filippov algebras and define Filippov algebroids which are n-ary generalizations of Lie algebroids. We also prove results describing multiplicative Nambu- Poisson structures on Lie groups. In particular, we show that simple Lie groups do not admit multipl…
Max-rank improves multiple testing in conformal prediction.
Using the method of Nehari manifold, we prove the existence of at least two distinct weak solutions to elliptic equation of four order with singulatities and with critical Sobolev growth.
Optimal task order improves continual learning performance.
Three counterexamples show higher eigenvalue multiplicities than conjectured.
Recently, there has been interest in multiplicative recurrent neural networks for language modeling. Indeed, simple Recurrent Neural Networks (RNNs) encounter difficulties recovering from past mistakes when generating sequences due to high correlation between hidden states. These challenges can be mitigated by integrat…
The matrix-based Renyi's α-order entropy functional was recently introduced using the normalized eigenspectrum of a Hermitian matrix of the projected data in a reproducing kernel Hilbert space (RKHS). However, the current theory in the matrix-based Renyi's α-order entropy functional only defines the entropy of a single…
Predicts node sequences in graphs using multi-order network models.
We are concerned with orderable groups and particularly those with orderings invariant not only under multiplication, but also under a given automorphism or family of automorphisms. Several applications to topology are given: we prove that the fundamental groups of hyperbolic nonorientable surfaces, and the groups of c…
The classical reduced-form and filtration expansion framework in credit risk is extended to the case of multiple, non-ordered defaults, assuming that conditional densities of the default times exist. Intensities and pricing formulas are derived, revealing how information driven default contagion arises in these models.…
This paper considers the problem of estimating the structure of multiple related directed acyclic graph (DAG) models. Building on recent developments in exact estimation of DAGs using integer linear programming (ILP), we present an ILP approach for joint estimation over multiple DAGs, that does not require that the ver…
Algorithm calculates stable multiplicities in cohomology of configuration spaces.
Framework benchmarks optimizers on multiple criteria.
In this paper we provide a general solution for the dividend discount model in order to compute the intrinsic value of a common stock that allows for multiple stage growth rates of any predetermined number of periods. A mathematical proof is provided for the suggested general solution. A numerical application is also p…
A new algorithm tackles bilevel optimization with multiple inner minima.
This paper extends the analysis of Muni Toke and Yoshida (2020) to the case of marked point processes. We consider multiple marked point processes with intensities defined by three multiplicative components, namely a common baseline intensity, a state-dependent component specific to each process, and a state-dependent …
MPP trains a transformer to predict multiple physical systems, improving accuracy across various tasks.
We consider higher-order linear-chain conditional random fields (HO-LC-CRFs) for sequence modelling, and use sum-product networks (SPNs) for representing higher-order input- and output-dependent factors. SPNs are a recently introduced class of deep models for which exact and efficient inference can be performed. By com…
VOPy optimizes multiple objectives with flexible cone-based ordering.
Proposes a method for multi-view clustering that integrates consistent and complementary graph regularizers.
Study shows uniform decay rate for singular mean curvature flows.
The invariant was first introduced by E. Artal, V. Florens and the author. Inspired by the idea of G. Rybnikov, we obtain a multiplicativity theorem of this invariant under the gluing of two arrangements along a triangle. An application of this theorem is to prove that the extended Rybnik…
Study introduces TeMoP model for better stock market predictions.
A linear non-Gaussian structural equation model called LiNGAM is an identifiable model for exploratory causal analysis. Previous methods estimate a causal ordering of variables and their connection strengths based on a single dataset. However, in many application domains, data are obtained under different conditions, t…
Study shows integrating OFI from multiple levels improves price impact explanation but not forecasting.
Most existing fingerprints-based indoor localization approaches are based on some single fingerprints, such as received signal strength (RSS), channel impulse response (CIR), and signal subspace. However, the localization accuracy obtained by the single fingerprint approach is rather susceptible to the changing environ…
We propose a general framework for modeling multiple yield curves which have emerged after the last financial crisis. In a general semimartingale setting, we provide an HJM approach to model the term structure of multiplicative spreads between FRA rates and simply compounded OIS risk-free forward rates. We derive an HJ…
CoinTossX is a low-latency, open-source matching engine for financial trading.
This paper deals with the existence of solutions to a class of fourth order nonlinear elliptic equations. The technique used relies on critical points theory. The solutions appeared as critical points of a functional restricted to a suitable manifold.In the case of constant coefficients we obtain the existence of tree …
New algorithm provably converges to second-order stationary points in NMF.
grangersearch tests causal relationships in time series data.
In this work, we consider Corporate Governance (CG) ties among companies from a multiple network perspective. Such a structure naturally arises from the close interrelation between the Shareholding Network (SH) and the Board of Directors network (BD). In order to capture the simultaneous effects of both networks on CG,…
New quantum invariant is asymptotically multiplicative under cyclic covers.
Optimal stock trading strategy with market orders and limit orders in a risky market.
We study a multiplicative transient price impact model for an illiquid financial market, where trading causes price impact which is multiplicative in relation to the current price, transient over time with finite rate of resilience, and non-linear in the order size. We construct explicit solutions for the optimal contr…
Bayesian method improves forecasting of nonseparable Hamiltonian systems with noise.
The study examines higher-order modern portfolio theory with complex critical points and feasible portfolio variety.