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

326495127 · May 202619922001200920172026
48 results for observer-based invariants

The paper introduces a new method to characterize cosmological models using observer-based invariants.

problem Equivalence problem for cosmological models in four-dimensional gravity theories.
method Modified Cartan-Karlhede algorithm adapted to fundamental observers, including derivatives of the time-like vector field.
result A list of invariants that completely characterize cosmological models, independent of coordinates.

We will discuss theoretical and experimental results concerning comparison of entropy of pseudo-Anosov maps and volume of their mapping tori. Recent study of Weil-Petersson geometry of the Teichmüller space tells us that they admit linear inequalities for both sides under some bounded geometry condition. We construct a…

2008-12-15abs ↗pdf ↗

This essay reviews human observer-based methods employed in shark spotting in Muizenberg Beach. It investigates Machine Learning methods for automated shark detection with the aim of enhancing human observation. A questionnaire and interview were used to collect information about shark spotting, the motivation of the a…

2019-05-21abs ↗pdf ↗

This paper tackles belief-state selection in simulators with latent states.

problem Selecting among approximate belief-state samplers for simulators with latent variables.
method Reduces belief-state selection to conditional distribution selection, develops algorithms and analyses.
result Different formulations of belief-state selection have varying guarantees under different roll-out methods.

We use a recent, high-quality data set from Nasdaq to perform an empirical analysis of order flow in a limit order book (LOB) before and after the arrival of a market order. For each of the stocks that we study, we identify a sequence of distinct phases across which the net flow of orders differs considerably. We note …

2015-11-12abs ↗pdf ↗

We propose a novel method of introducing structure into existing machine learning techniques by developing structure-based similarity and distance measures. To learn structural information, low-dimensional structure of the data is captured by solving a non-linear, low-rank representation problem. We show that this low-…

2011-10-26abs ↗pdf ↗

We consider the problem of diagnosis where a set of simple observations are used to infer a potentially complex hidden hypothesis. Finding the optimal subset of observations is intractable in general, thus we focus on the problem of active diagnosis, where the agent selects the next most-informative observation based o…

2017-04-20abs ↗pdf ↗

Bob predicts a future observation based on a sample of size one. Alice can draw a sample of any size before issuing her prediction. How much better can she do than Bob? Perhaps surprisingly, under a large class of loss functions, which we refer to as the Cover-Hart family, the best Alice can do is to halve Bob's risk. …

2012-06-15abs ↗pdf ↗

The intraday pattern, long memory, and multifractal nature of the intertrade durations, which are defined as the waiting times between two consecutive transactions, are investigated based upon the limit order book data and order flows of 23 liquid Chinese stocks listed on the Shenzhen Stock Exchange in 2003. An inverse…

2008-06-15abs ↗pdf ↗

FIT evaluates time series model feature importance quantifying distributional shift.

problem Lack of explanations for time series models in high-stakes applications.
method FIT framework quantifies feature importance based on distributional shift using KL-divergence.
result FIT identifies important time points and observations superiorly compared to baselines.

Wi-GATr learns to simulate wireless signals with high accuracy and speed.

problem Inaccurate wireless signal propagation models limit modern communication system design.
method Wi-GATr uses a Geometric Algebra Transformer to learn from scene primitives.
result Wi-GATr achieves more accurate predictions than existing methods.

Study finds physical priors don't significantly improve ML models for learning latent dynamics.

problem Learning latent dynamics from visual observations without access to the underlying state.
method Benchmarked 17 datasets with visual observations of physical systems using various physically inspired methods alongside baselines.
result Physical priors do not significantly improve standard techniques for learning latent dynamics.

Paper proposes robust methods to detect and treat outliers in multivariate loss reserving.

problem Distortion of traditional reserving techniques by outliers in past claims data.
method Two robust bivariate chain-ladder techniques: Adjusted Outlyingness and Bagdistance.
result Improved accuracy in estimating outstanding claim liabilities through robust methods.

A new method infers graph structure and parameters using a single generative flow network.

problem Bayesian Network structure and parameter inference from data.
method Single GFlowNet with two-phase sampling: DAG generation followed by parameter assignment.
result Accurate approximation of joint posterior distribution over graph structure and parameters.

In this paper, we present a new explainability formalism designed to shed light on how each input variable of a test set impacts the predictions of machine learning models. Hence, we propose a group explainability formalism for trained machine learning decision rules, based on their response to the variability of the i…

2018-10-18abs ↗pdf ↗

Optimizes quickest detection of drift in Brownian motion with false negatives.

problem Quickest detection of drift in Brownian motion with false negatives.
method Formulated as an optimal multiple stopping problem, then equivalent to a recursive optimal stopping problem, solved using free boundary methods.
result Explicit formulae for expected cost and optimal strategy found.

The kernel null-space technique and its regression-based formulation (called one-class kernel spectral regression, a.k.a. OC-KSR) is known to be an effective and computationally attractive one-class classification framework. Despite its outstanding performance, the applicability of kernel null-space method is limited d…

2019-02-06abs ↗pdf ↗

SPARTAN learns sparse interaction graphs between objects in scenes.

problem Capturing structured interactions between entities in complex settings remains challenging.
method SPARTAN is a Transformer-based world model that learns sparse, context-dependent interaction graphs through sparsity regularization on attention patterns.
result SPARTAN achieves significantly improved few-shot adaptation to dynamics changes and robustness against distractors.

Meta-learning adjusts TD learning's eligibility trace parameter for more efficient reinforcement learning.

problem Efficiently tuning the eligibility trace parameter for temporal difference learning.
method Meta-learning method to adjust eligibility trace parameter state-dependently.
result Improves overall quality of update targets, minimizing target error.

FEPS models agents to learn and act in complex environments without deep neural networks.

problem Modeling complex adaptive systems and understanding self-organizing behavior.
method Introducing Free Energy Projective Simulation (FEPS) within the constraints of the free energy principle and active inference.
result FEPS agents resolve ambiguity and infer optimal policies in partially observable environments.

New tensor framework connects Fisher information, hypergraphs, and multi-observable correlations.

problem Missing structure in pairwise Fisher graphs for multi-observable radiation patterns.
method Higher-order Fisher tensors and natural exponential-family coordinates.
result Exact triality of Fisher tensors, cumulants, and hypergraphs.

Abstract invariant cannot be expressed using various slice-torus invariants.

problem Cannot express Iida-Taniguchi's slice-torus invariant using other known invariants.
method Analysis of various known invariants and their properties.
result Iida-Taniguchi's slice-torus invariant cannot be realized as a linear combination of other invariants.

The Kuperberg invariant is shown to be gauge invariant for certain framed 3-manifolds.

problem Exploring gauge invariance of the Kuperberg invariant for specific 3-manifolds.
method Using hyperbolic 3-manifolds and finite-dimensional Hopf algebras.
result First examples of gauge invariants of general finite-dimensional Hopf algebras via topological methods.

Paper introduces new invariant for pairs of immersions.

problem Understanding behavior of immersions through tangencies and triple points.
method Introduces J2+J^{2+}-invariant for oriented pairs of immersions, invariant under inverse tangencies and triple points.
result Invariant changes under direct tangencies but remains invariant under orientation change and inverse tangencies.

New invariant CWRCWR for alternating links is stronger than existing invariants.

problem Developing a stronger invariant for alternating links.
method Introducing CWRCWR invariant as an array of two-variable polynomials.
result The CWRCWR invariant is stronger than classical invariants like HOMFLYPT and Kauffman polynomials.

Defines knot concordance invariant using instanton homology and Donaldson invariants.

problem Knot concordance and its classification.
method Defines an invariant φ{\varphi} for knots in the 3-sphere using Donaldson invariants and Floer's instanton homology.
result The invariant φ{\varphi} coincides with a special case of an invariant defined by Froyshov.

Paper introduces a new invariant for virtual knotoids and proves it's a Vassiliev invariant of order one.

problem Tackles the problem of understanding invariants for virtual knotoids.
method Uses a 0-smoothing invariant constructed from local modifications at classical crossings.
result Demonstrates that the 0-smoothing invariant provides less information than the gluing invariant.

We construct two knot invariants. The first knot invariant is a sum constructed using linking numbers. The second is an invariant of flat knots and is a formal sum of flat knots obtained by smoothing pairs of crossings. This invariant can be used in conjunction with other flat invariants, forming a family of invariants…

2011-09-14abs ↗pdf ↗