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.
Open AI models affect bond yields differently than closed ones.
Open books constructed from Morse functions and divides are shown to be isotopic.
Global and local blowups of manifolds are proven equivalent.
We present Vector-Space Markov Random Fields (VS-MRFs), a novel class of undirected graphical models where each variable can belong to an arbitrary vector space. VS-MRFs generalize a recent line of work on scalar-valued, uni-parameter exponential family and mixed graphical models, thereby greatly broadening the class o…
We show that integral foliated simplicial volume of closed manifolds gives an upper bound for the cost of the corresponding fundamental groups.
We considered observational data available from the MIMIC-III open-access ICU database and collected within a study period between year 2002 up to 2011. If a patient had multiple admissions to the ICU during the 30 days before death, only the first stay was analyzed, leading to a final set of 6,436 unique ICU admission…
We observe that stable integral simplicial volume of closed manifolds gives an upper bound for the rank gradient of the corresponding fundamental groups.
New framework detects near vs. far out-of-distribution samples for AI safety.
We present a framework for compactly summarizing many recent results in efficient and/or biologically plausible online training of recurrent neural networks (RNN). The framework organizes algorithms according to several criteria: (a) past vs. future facing, (b) tensor structure, (c) stochastic vs. deterministic, and (d…
The paper explores learning good policies from past data in large state spaces.
We present SemEval-2019 Task 8 on Fact Checking in Community Question Answering Forums, which features two subtasks. Subtask A is about deciding whether a question asks for factual information vs. an opinion/advice vs. just socializing. Subtask B asks to predict whether an answer to a factual question is true, false or…
New bounds show transformers need longer training for length generalization.
There is an interpretation of open string field theory in algebraic topology. An interpretation of closed string field theory can be deduced from this open string theory to obtain as well the interpretation of open and closed string field theory combined.
New method fuses optical and SAR data to fill LAI gaps during cloudy periods.
In this paper we extend our correlation functions to the open/closed case. This gives rise to actions of an open/closed version of the Sullivan PROP as well as an action of the relevant moduli space. There are several unexpected structures and conditions that arise in this extension which are forced upon us by consider…
This note introduces and studies an open set of PSL(2,C) characters of a nonabelian free group, on which the action of the outer automorphism group is properly discontinuous, and which is strictly larger than the set of discrete, faithful convex-cocompact (i.e. Schottky) characters. This implies, in particular, that th…
Given a smooth closed manifold M with a family {L_i} of closed submanifolds, we consider the free loop space LM and the spaces PM(L_i,L_j) of open strings (paths g:[0,1]->M with g(0) in L_i, and g(1) in L_j). We construct string topology operations resulting in an open-closed TQFT on the family (h_*(LM),h_*(PM(L_i,L_j)…
Active learning selects most informative unlabeled samples for labeling.
In this paper we present Horizon, Facebook's open source applied reinforcement learning (RL) platform. Horizon is an end-to-end platform designed to solve industry applied RL problems where datasets are large (millions to billions of observations), the feedback loop is slow (vs. a simulator), and experiments must be do…
VR game data for P300 BCI with raccoon vs demon stimuli.
This paper studies optimal approximation factors in misspecified off-policy RL, identifying key factors under various settings.
This is a survey paper on Morse theory and the existence problem for closed geodesics. The free loop space plays a central role, since closed geodesics are critical points of the energy functional. As such, they can be analyzed through variational methods. The topics that we discuss include: Riemannian background, the …
Proof that convex structures on manifolds are open and closed.
In this note, we discuss embeddings of --manifolds via open books. First we show that every open book of every closed orientable --manifold admits an open book embedding in any open book decompistion of and with the page a disk bundle over and monodromy the iden…
The abstract discusses embedding manifolds in open books and contact structures.
Defines Vassiliev complexity measures for open and closed curves in 3D space.
We consider open, oriented 3-manifolds which are infinite connected sums of closed 3-manifolds. We introduce some topological invariants for these manifolds and obtain a classification in the case where there are only finitely many summands up to diffeomorphism. This result encompasses both the Kneser-Milnor Prime Deco…
Automatic summarization of natural language is a current topic in computer science research and industry, studied for decades because of its usefulness across multiple domains. For example, summarization is necessary to create reviews such as this one. Research and applications have achieved some success in extractive …
Study of Sasaki groups vs Kähler groups, showing distinct behaviors.
Open 2D TFTs extend to closed theories with circle value as Hochschild homology.
We introduce a combinatorial model based on measured foliations in surfaces which captures the phenomenology of open/closed string interactions. The predicted equations are derived in this model, and new equations can be discovered as well. In particular, several new equations together with known transformations genera…
Estimates the rational homological dimension of Riemann surfaces with boundary and marked points.
CICLAD efficiently mines frequent closed itemsets from data streams with minimal memory usage.
A fundamental task in kernel methods is to pick nodes and weights, so as to approximate a given function from an RKHS by the weighted sum of kernel translates located at the nodes. This is the crux of kernel density estimation, kernel quadrature, or interpolation from discrete samples. Furthermore, RKHSs offer a conven…
Achilles predicts Gold vs USD with a profitable trading bot.
In unsupervised learning, dimensionality reduction is an important tool for data exploration and visualization. Because these aims are typically open-ended, it can be useful to frame the problem as looking for patterns that are enriched in one dataset relative to another. These pairs of datasets occur commonly, for ins…
Motivated by the algebraic open-closed string models, we introduce and discuss an infinite-dimensional counterpart of the open-closed Hurwitz theory describing branching coverings generated both by the compact oriented surfaces and by the foam surfaces. We manifestly construct the corresponding infinite-dimensional equ…
We study b-arc foliation change and exchange move of open book foliations which generalize the corresponding operations in braid foliation theory. We also define a bypass move as an analogue of Honda's bypass attachment operation. As applications, we study how open book foliations change under a stabilization of the op…
In earlier studies, the estimation of the volatility of a stock using information on the daily opening, closing, high and low prices has been developed; the additional information in the high and low prices can be incorporated to produce unbiased (or near-unbiased) estimators with substantially lower variance than the …
We study open books (or open book decompositions) of a closed oriented 3-manifold which support overtwisted contact structures. We focus on a simple closed curve along which one can perform Stallings twist, called ``twisting loop''. We show that the existence of a twisting loop on the fiber surface of an open book is e…
This paper clarifies Bitcoin's volatility and predictability across daily, weekly, and monthly scales.
We first investigate the evolution of opening and closing auctions volumes of US equities along the years. We then report dynamical properties of pre-auction periods: the indicative match price is strongly mean-reverting because the imbalance is; the final auction price reacts to a single auction order placement or can…
Sleep stage classification constitutes an important element of sleep disorder diagnosis. It relies on the visual inspection of polysomnography records by trained sleep technologists. Automated approaches have been designed to alleviate this resource-intensive task. However, such approaches are usually compared to a sin…
This paper proposes a method to use deep neural networks as end-to-end open-set classifiers. It is based on intra-class data splitting. In open-set recognition, only samples from a limited number of known classes are available for training. During inference, an open-set classifier must reject samples from unknown class…
We price weather-contingent options by use of Monte Carlo simulations. After calibrating the models to fit quoted prices, we analyze bid-ask spreads in terms of correlations across markets. Results are presented for a double-trigger Weather vs. Natural Gas call option.
We discuss a Pareto macro-economy (a) in a closed system with fixed total wealth and (b) in an open system with average mean wealth and compare our results to a similar analysis in a super-open system (c) with unbounded wealth. Wealth condensation takes place in the social phase for closed and open economies, while it …
Our work focuses on the problem of predicting the transfer of pediatric patients from the general ward of a hospital to the pediatric intensive care unit. Using data collected over 5.5 years from the electronic health records of two medical facilities, we develop classifiers based on adaptive boosting and gradient tree…
The hyperbolization process affects the structure of manifolds.