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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.

168,657 papers · 148 categories

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80160240320 · Jun 202019922001200920172026
48 results for null recurrent dynamics

The paper finds pseudo-Anosov-like maps on an infinite ladder surface.

problem Exploring dynamics on infinite surfaces.
method Lifts Penner-type pseudo-Anosov maps from a closed surface to an infinite ladder surface.
result Existence and properties of pseudo-Anosov-like maps on the infinite ladder surface.

Conformally quasi-recurrent (CQR)_n pseudo-Riemannian manifolds are investigated, and several new results are obtained. It is shown that the Ricci tensor and the gradient of the fundamental vector are Weyl compatible tensors (the notion was introduced recently by the authors and applies to significative space-times), (…

2013-05-22abs ↗pdf ↗

Paper studies apparent horizon dynamics and introduces a null comparison principle.

problem Global dynamics of apparent horizon and local achronality.
method Constructing apparent horizon by solving MOTS along null hypersurfaces, using Klainerman-Szeftel estimates and null comparison principle.
result Smooth, asymptotically null, and converging apparent horizon proven.

Conformally recurrent pseudo-Riemannian manifolds of dimension n>4 are investigated. The Weyl tensor is represented as a Kulkarni-Nomizu product. If the square of the Weyl tensor is nonzero, a covariantly constant symmetric tensor is constructed, that is quadratic in the Weyl tensor. Then, by Grycak's theorem, the expl…

2014-09-23abs ↗pdf ↗

We consider the Frenet-Serret geometry of null curves in a three and a four-dimensional Minkowski background. We develop a theory of deformations adapted to the Frenet-Serret frame. We exploit it to provide a Lagrangian description of the dynamics of geometric models for null curves.

2007-02-13abs ↗pdf ↗

This work optimizes reservoir computing models by linking recurrence and non-linear dynamics.

problem Understanding how recurrence and non-linear dynamics in cortical networks contribute to their function.
method Transformed time-continuous, recurrent dynamics into an effective feed-forward structure of linear and non-linear temporal kernels.
result Optimal time-series classifiers can be built from random reservoir networks, demonstrating significant performance gains.

Mathematical study of learning long-term integration in linear RNNs.

problem How do linear recurrent neural networks learn to integrate over long timescales?
method Analytical study of linear RNNs trained to integrate white noise and damped oscillatory filters.
result Learning dynamics are described by low-dimensional effective equations for outlier eigenvalues.

Proposes a new model for better speech segmentation.

problem Improving speech segmentation accuracy.
method Integrates recurrent explicit duration variables into rSLDS and uses Pólya-gamma augmentation for inference.
result Demonstrates improved segmentation on various datasets.

Interneurons improve learning in neural networks by accelerating convergence.

problem Rapid adaptation to changing input statistics in neural networks.
method Two mathematically tractable recurrent linear neural networks were compared: one with direct recurrent connections and the other with interneurons that mediate recurrent communication.
result The network with interneurons converges more quickly than the network with direct recurrent connections, scaling logarithmically with initialization spectrum.

Locally homogeneous Lorentzian three-manifolds with recurrect curvature are special examples of Walker manifolds, that is, they admit a parallel null vector field. We obtain a full classification of the symmetries of these spaces, with particular regard to symmetries related to their curvature: Ricci and matter colline…

2016-02-11abs ↗pdf ↗

The paper tackles adversarial attacks on recurrent neural networks.

problem Adversarial attacks on recurrent neural networks are easy and lack theoretical guarantees.
method Inspired by dynamical systems theory, the paper dynamically computes adversarial perturbations for each timestep of the input sequence.
result The paper provides theoretical guarantees on the existence of adversarial examples and robustness margins.

Study uses topological signatures to quantify financial market complexity.

problem Capturing temporal organization beyond volatility measures.
method Null validated topological approach using L1L^1 norm of persistence landscapes.
result Persistence landscape norms reveal dynamical structure during market stress.

Deep neural nets approximate random dynamical system trajectories uniformly in time.

problem Approximating trajectories of random dynamical systems over infinite time horizons.
method Recurrent neural networks with simple feedback structures.
result Certain random trajectories can be approximated uniformly in time to any desired accuracy.

Learning modular structures which reflect the dynamics of the environment can lead to better generalization and robustness to changes which only affect a few of the underlying causes. We propose Recurrent Independent Mechanisms (RIMs), a new recurrent architecture in which multiple groups of recurrent cells operate wit…

2019-09-24abs ↗pdf ↗

Trained recurrent networks are powerful tools for modeling dynamic neural computations. We present a target-based method for modifying the full connectivity matrix of a recurrent network to train it to perform tasks involving temporally complex input/output transformations. The method introduces a second network during…

2017-10-09abs ↗pdf ↗

DeepBayes uses neural networks to efficiently estimate parameters in complex dynamical models.

problem Estimating parameters in stochastic, nonlinear dynamical models is challenging.
method DeepBayes leverages deep recurrent neural networks to learn an estimator that minimizes mean-squared error.
result DeepBayes achieves asymptotically equivalent performance to Bayesian estimation methods.

RNN operators solve Newton's equations with large timesteps for molecular dynamics.

problem Solving Newton's equations of motion with large timesteps for molecular dynamics simulations.
method Recurrent Neural Networks (RNN) operators to solve Newton's equations using past trajectory data.
result Significant speedup in molecular dynamics simulations with timesteps up to 4000 times larger.

Study timelike bounce in charged null dust collapse, identifying key surfaces.

problem Understanding charged null dust collapse dynamics and bounce surfaces.
method Novel decoupling of equations, constructing spacetime models, solving free boundary problems.
result Timelike bounce surfaces identified in charged null dust collapse, including examples terminating in null points.

In a recurrent setting, conventional approaches to neural architecture search find and fix a general model for all data samples and time steps. We propose a novel algorithm that can dynamically search for the structure of cells in a recurrent neural network model. Based on a combination of recurrent and recursive neura…

2019-05-25abs ↗pdf ↗

The authors study a generalized notion of null geodesic defined by the Legendrian dynamics of a regular conical subbundle of the tangent bundle on a manifold. A natural extension of the Weyl tensor is shown to exist, and to depend only on this conical subbundle. Given a suitable defining function of the conical bundle,…

2011-06-26abs ↗pdf ↗

Transformers can outperform feedforward and recurrent networks due to dynamic sparsity.

problem Understanding when and why Transformers outperform other neural network architectures.
method Analyzing a sequence-to-sequence data generating model with dynamic sparsity, proving sample complexity differences between feedforward, recurrent, and Transformers.
result Transformers can learn dynamic sparsity models with lower sample complexity than feedforward and recurrent networks.

Recent progress in recommender system research has shown the importance of including temporal representations to improve interpretability and performance. Here, we incorporate temporal representations in continuous time via recurrent point process for a dynamical model of reviews. Our goal is to characterize how change…

2019-12-09abs ↗pdf ↗

Study predicts synchronization state of financial time series using cross-recurrence plots.

problem Predicting the state of synchronization of financial time series.
method Cross-correlation analysis and deep learning framework for predicting synchronization state based on cross-recurrence plots.
result Satisfactory performance in predicting synchronization state for certain pairs of stocks.

Improved recurrent neural networks learn long-term dependencies through multi-scale memory.

problem Capturing long-term dependencies in recurrent neural networks.
method Incremental training of a modular RNN architecture with multi-scale hidden states.
result Incremental training and multi-scale memory enhance RNNs' ability to learn long-term dependencies.

We investigate the performance of features that can capture nonlinear recurrence dynamics embedded in the speech signal for the task of Speech Emotion Recognition (SER). Reconstruction of the phase space of each speech frame and the computation of its respective Recurrence Plot (RP) reveals complex structures which can…

2018-11-09abs ↗pdf ↗

Recurrence Plot (RP) and Recurrence Quantification Analysis RQA) are signal numerical analysis methodologies able to work with non linear dynamical systems and non stationarity. Moreover they well evidence changes in the states of a dynamical system. It is shown that RP and RQA detect the critical regime in financial i…

2005-05-24abs ↗pdf ↗

Study compares LSTM, Transformer, and Mamba for bladder cancer recurrence analysis.

problem Complex time-dependent data in bladder cancer recurrence analysis.
method Evaluation of LSTM, Transformer, and Mamba models using Cox proportional hazards model.
result LSTM-Cox model outperforms Transformer-Cox and Mamba-Cox models in prediction accuracy.

Stability is a fundamental property of dynamical systems, yet to this date it has had little bearing on the practice of recurrent neural networks. In this work, we conduct a thorough investigation of stable recurrent models. Theoretically, we prove stable recurrent neural networks are well approximated by feed-forward …

2018-05-25abs ↗pdf ↗

Large-scale recurrent networks have drawn increasing attention recently because of their capabilities in modeling a large variety of real-world phenomena and physical mechanisms. This paper studies how to identify all authentic connections and estimate system parameters of a recurrent network, given a sequence of node …

2014-10-05abs ↗pdf ↗

Recurrent neural networks have gained widespread use in modeling sequential data. Learning long-term dependencies using these models remains difficult though, due to exploding or vanishing gradients. In this paper, we draw connections between recurrent networks and ordinary differential equations. A special form of rec…

2019-02-26abs ↗pdf ↗

Many natural systems, such as neurons firing in the brain or basketball teams traversing a court, give rise to time series data with complex, nonlinear dynamics. We can gain insight into these systems by decomposing the data into segments that are each explained by simpler dynamic units. Building on switching linear dy…

2016-10-26abs ↗pdf ↗

SORSCNs improve nonstationary data modeling by self-organizing and adjusting network parameters.

problem Nonstationary data challenges traditional models in continuous learning.
method SORSCNs autonomously adjust network parameters and structure in real-time using adaptive algorithms.
result SORSCNs outperform other models in generalizing to nonstationary data.

We define Recurrent Gaussian Processes (RGP) models, a general family of Bayesian nonparametric models with recurrent GP priors which are able to learn dynamical patterns from sequential data. Similar to Recurrent Neural Networks (RNNs), RGPs can have different formulations for their internal states, distinct inference…

2015-11-20abs ↗pdf ↗