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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.

168,742 papers · 148 categories

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19375674 · Nov 201919922001200920172026
48 results for periodic review

The present paper is a review of counterexamples to the ``Hamiltonian Seifert conjecture'' or, more generally, of examples of Hamiltonian systems having no periodic orbits on a compact energy level. We begin with the discussion of the ``classical'' and volume--preserving Seifert conjectures. Then a construction of coun…

1998-11-04abs ↗pdf ↗

We give a brief review of a research made in the field of differential geometry in Estonia in the period from the beginning of the 19th century to the present time. The biographic data of mathematicians who made a valuable contribution to the development of differential geometry in Estonia in mentioned period are prese…

2005-09-22abs ↗pdf ↗

A contextual bandit method evaluates and improves inventory control policies.

problem Evaluating and improving periodic review inventory control policies with nonstationary demand.
method Contextual bandit-based algorithm to evaluate and tweak policies.
result The method achieves favorable guarantees in both theory and practice.

We review some recent results in the generic rigidity theory of planar frameworks with forced symmetry, giving a uniform treatment to the topic. We also give new combinatorial characterizations of minimally rigid periodic frameworks with fixed-area fundamental domain and fixed-angle fundamental domain.

2012-03-04abs ↗pdf ↗

We briefly review selected contributions to immersion-theoretic topology, from S. Smale's immersion theory for spheres to M. Gromov's convex integration theory, during the early "golden" period from about 1959-1973. Historical remarks are included and technical concepts are presented informally.

2003-07-09abs ↗pdf ↗

We critically review recent claims that financial crashes can be predicted using the idea of log-periodic oscillations or by other methods inspired by the physics of critical phenomena. In particular, the October 1997 `correction' does not appear to be the accumulation point of a geometric series of local minima.

1998-04-09abs ↗pdf ↗

Paper tackles inventory management with deep learning, improving performance and adherence to constraints.

problem Managing inventory with limited resources and constraints.
method Proposes a novel method to sample from a distribution of possible constraint paths, extends exo-IDP formulation, introduces neural coordinator, and uses modified DirectBackprop algorithm.
result Deep reinforcement learning policies with a neural coordinator outperform classic baselines in terms of performance and adherence to constraints.

In this paper we review the well-known fact that the only spheres admitting an almost complex structure are S^2 and S^6. The proof described here uses characteristic classes and the Bott periodicity theorem in topological K-theory. This paper originates from the talk "Almost Complex Structures on Spheres" given by the …

2017-07-12abs ↗pdf ↗

This review covers predictive uncertainty estimation in machine learning.

problem Improving the communication of uncertainty in machine learning predictions.
method A comprehensive review of probabilistic prediction methods from early statistical models to recent machine learning algorithms.
result The review highlights the importance of consistent scoring functions and proper scoring rules for assessing probabilistic predictions.

Investor sentiment improves model accuracy but complexity doesn't always boost predictive power.

problem Determining the optimal complexity of investor sentiment measures in asset pricing models.
method Comprehensive review of 71 papers from 2000-2021, analyzing various sentiment measures and models.
result Higher complexity of sentiment measures does not necessarily improve predictive power.

There are various algorithms and methodologies used for automated screening of cervical cancer by segmenting and classifying cervical cancer cells into different categories. This study presents a critical review of different research papers published that integrated AI methods in screening cervical cancer via different…

2018-11-02abs ↗pdf ↗

Review of childhood data for predicting overweight and obesity in later life.

problem Predicting overweight and obesity in later life using childhood data.
method Bibliographic searches and iterative searching of references.
result High performance prediction models often use short time periods or late childhood data.

Quantum vacuum energy (Casimir energy) is reviewed for a mathematical audience as a topic in spectral theory. Then some one-dimensional systems are solved exactly, in terms of closed classical paths and periodic orbits. The relations among local spectral densities, energy densities, global eigenvalue densities, and tot…

2007-06-19abs ↗pdf ↗

Study analyzes stock performance before, during, and after the pandemic.

problem Impact of the pandemic on stock performance and risk.
method Daily data of most traded companies in Colombia from 2015 to 2023, using minimum variance approach.
result Portfolio returns and risks varied significantly during the pandemic.

Study improves early warning models for currency and stock market crises.

problem Predicting currency and stock market crises.
method Synthetic review and comparison of early warning models, focusing on crisis identifications and predictive models.
result SWARCH model with elastic thresholding methodology most accurately classifies crisis observations.

This paper reviews self-supervised learning methods for time series anomaly detection.

problem Challenges in traditional unsupervised methods for time series anomaly detection.
method Self-supervised learning techniques for time series anomaly detection.
result Enhanced performance of anomaly detectors through self-supervised learning.

This paper reviews radar-based nowcasting techniques for short-term weather predictions.

problem Short-term weather predictions for adverse events like heavy rain and flooding.
method Analysis of existing radar-based nowcasting techniques and machine learning approaches.
result New partnerships between environmental science and machine learning can improve nowcasting.

In this article we revisit the classic problem of tatonnement in price formation from a microstructure point of view, reviewing a recent body of theoretical and empirical work explaining how fluctuations in supply and demand are slowly incorporated into prices. Because revealed market liquidity is extremely low, large …

2008-09-04abs ↗pdf ↗

Geodesics in jet space are constructed from polynomials, with some yielding globally minimizing paths.

problem Characterize geodesics in jet space and identify those that are globally minimizing.
method Sub-Riemannian geometry, Hamilton-Jacobi equations, and analysis of period degenerations.
result Some polynomials yield globally minimizing geodesics, with conjectures on the independence of cut time.

This review tackles long horizon forecasting in time series analysis using deep learning.

problem Long horizon forecasting in time series analysis.
method Incorporates deep learning techniques such as trend, seasonality, Fourier and wavelet transforms, and various model architectures.
result LHF is an error propagation problem, with models like xLSTM and Triformer showing better performance.

The period is a classical complex analytic invariant for a compact Riemann surface defined by integration of differential 1-forms. It has a strong relationship with the complex structure of the surface. In this chapter, we review another complex analytic invariant called the harmonic volume. It is a natural extension o…

2016-02-06abs ↗pdf ↗

Study evaluates deep learning models for cryptocurrency price prediction.

problem Accurate cryptocurrency price forecasting models are needed due to market volatility.
method Reviewed and evaluated deep learning models including LSTM, CNN, and Transformer.
result Convolutional LSTM with multivariate approach provides best prediction accuracy.

We compare correlations and coherent structures in nuclei and financial markets. In the nuclear physics part we review giant resonances which can be interpreted as a coherent structure embedded in chaos. With similar methods we investigate the financial empirical correlation matrix of the DAX and Dow Jones. We will sho…

2009-10-22abs ↗pdf ↗

We review the Burghelea conjecture, which constitutes a full computation of the periodic cyclic homology of complex group rings, and its relation to the algebraic Baum-Connes conjecture. The Burghelea conjecture implies the Bass conjecture. We state two conjectures about groups of finite asymptotic dimension, which tog…

2016-10-31abs ↗pdf ↗

A free action of a finite group on an odd-dimensional sphere is said to be almost linear if the action restricted to each cyclic or 2-hyperelementary subgroup is conjugate to a free linear action. We begin this survey paper by reviewing the status of almost linear actions on the 3-sphere. We then discuss almost linear …

1999-11-17abs ↗pdf ↗

Improved numerical solution for BSDEs with reduced boundary errors.

problem Boundary errors in numerical solution of BSDEs.
method Modified damping and shifting schemes to transform target function into a bounded periodic function, applying Fourier transforms.
result Significant reduction in boundary errors with improved accuracy and convergence.

Study predicts global trade impacts using deep learning during the COVID-19 period.

problem Forecasting global trade impacts during the COVID-19 pandemic.
method Developed a sustainable prediction process using Long-Short Term Memory (LSTM) deep learning model.
result Accurately predicted daily imports and exports for the next 180 days during the pandemic.

Symmetry of geometrical figures is reflected in regularities of their algebraic invariants. Algebraic regularities are often preserved when the geometrical figure is topologically deformed. The most natural, intuitively simple but mathematically complicated, topological objects are Knots. We present in this papers seve…

2004-05-09abs ↗pdf ↗

Our study employs sentiment analysis to evaluate the compatibility of Amazon.com reviews with their corresponding ratings. Sentiment analysis is the task of identifying and classifying the sentiment expressed in a piece of text as being positive or negative. On e-commerce websites such as Amazon.com, consumers can subm…

2019-04-04abs ↗pdf ↗

Online reviews provided by consumers are a valuable asset for e-Commerce platforms, influencing potential consumers in making purchasing decisions. However, these reviews are of varying quality, with the useful ones buried deep within a heap of non-informative reviews. In this work, we attempt to automatically identify…

2017-05-06abs ↗pdf ↗

Peer review is the foundation of scientific publication, and the task of reviewing has long been seen as a cornerstone of professional service. However, the massive growth in the field of machine learning has put this community benefit under stress, threatening both the sustainability of an effective review process and…

2018-12-18abs ↗pdf ↗

Multifractality is ubiquitously observed in complex natural and socioeconomic systems. Multifractal analysis provides powerful tools to understand the complex nonlinear nature of time series in diverse fields. Inspired by its striking analogy with hydrodynamic turbulence, from which the idea of multifractality originat…

2018-05-12abs ↗pdf ↗

Unsupervised summarization generates novel reviews reflecting consensus opinions.

problem Creating summaries that reflect subjective information in multiple documents.
method Generative model with hierarchical variational autoencoder, pointer-generator mechanism.
result Model produces fluent and coherent summaries reflecting common opinions.

Neural Information Processing Systems (NIPS) is a top-tier annual conference in machine learning. The 2016 edition of the conference comprised more than 2,400 paper submissions, 3,000 reviewers, and 8,000 attendees. This represents a growth of nearly 40% in terms of submissions, 96% in terms of reviewers, and over 100%…

2017-08-31abs ↗pdf ↗