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.
DPI quantifies phase differences in 1D and multidimensional signals using Riesz transform.
Phase synchronisation in multichannel EEG is known as the manifestation of functional brain connectivity. Traditional phase synchronisation studies are mostly based on time average synchrony measures hence do not preserve the temporal evolution of the phase difference. Here we propose a new method to show the existence…
New method uses spherical convolutional Wasserstein distance to validate climate models.
A major issue in harmonic analysis is to capture the phase dependence of frequency representations, which carries important signal properties. It seems that convolutional neural networks have found a way. Over time-series and images, convolutional networks often learn a first layer of filters which are well localized i…
In this paper a data analytical approach featuring support vector machines (SVM) is employed to train a predictive model over an experimentaldataset, which consists of the most relevant studies for two-phase flow pattern prediction. The database for this study consists of flow patterns or flow regimes in gas-liquid two…
Financial markets, being spectacular examples of complex systems, display rich correlation structures among price returns of different assets. The correlation structures change drastically, akin to phase transitions in physical phenomena, as do the influential stocks (leaders) and sectors (communities), during market e…
To investigate the detection of students' behavioral engagement (On-Task vs. Off-Task), we propose a two-phase approach in this study. In Phase 1, contextual logs (URLs) are utilized to assess active usage of the content platform. If there is active use, the appearance information is utilized in Phase 2 to infer behavi…
In coronary CT angiography, a series of CT images are taken at different levels of radiation dose during the examination. Although this reduces the total radiation dose, the image quality during the low-dose phases is significantly degraded. To address this problem, here we propose a novel semi-supervised learning tech…
This paper shows how learning the phase-amplitude coupling improves bio-signal classification.
We describe a model for capturing the statistical structure of local amplitude and local spatial phase in natural images. The model is based on a recently developed, factorized third-order Boltzmann machine that was shown to be effective at capturing higher-order structure in images by modeling dependencies among squar…
Stochastic Gradient Descent phases explained for deep networks.
New method uses generative models to improve phase retrieval stability.
Study of two-layer ReLU neural network phase diagram at infinite-width limit.
In this paper, we perform statistical segmentation and clustering analysis of the Dow Jones Industrial Average time series between January 1997 and August 2008. Modeling the index movements and log-index movements as stationary Gaussian processes, we find a total of 116 and 119 statistically stationary segments respect…
This paper explains a mechanism called phase collapse that improves image classification accuracy.
In this paper we propose new algorithm to reduce autocorrelation in Markov chain Monte-Carlo algorithms for euclidean field theories on the lattice. Our proposing algorithm is the Hybrid Monte-Carlo algorithm (HMC) with restricted Boltzmann machine. We examine the validity of the algorithm by employing the phi-fourth t…
Data-driven approach learns effective equations for phase field interfaces.
A novel framework interprets driving patterns using Action phases clustering.
The paper analyzes the latent geometry of generative diffusion models.
New metric shows how different regularization methods affect deep linear networks.
PCA improves detection of phase transitions in muon spectroscopy data from various materials.
ML PCA detects phase transitions in muon spectroscopy data.
This paper examines three independent explanatory variables and their relation with cost overrun in order to decide whether this is different for Dutch infrastructure projects compared to worldwide findings. The three independent variables are project type (road, rail, and fixed link projects), project size (measured i…
The paper examines stability of shares in Proof of Stake protocol, identifying different investor behaviors and phase transitions.
INFERS PDEs from data samples using learned context.
Increasingly available city data and advanced learning techniques have empowered people to improve the efficiency of our city functions. Among them, improving the urban transportation efficiency is one of the most prominent topics. Recent studies have proposed to use reinforcement learning (RL) for traffic signal contr…
Framework for multi-scale clustering using phase transitions.
This paper presents a phase diagram for two-layer neural networks under different initialization scales.
We explore a computational model of an incompressible fluid with a multi-phase field in three-dimensional Euclidean space. By investigating an incompressible fluid with a two-phase field geometrically, we reformulate the expression of the surface tension for the two-phase field found by Lafaurie, Nardone, Scardovelli, …
New method uses image registration to recover complex signals from amplitude data.
Paper introduces REED for noncoherent OTA-FL, reducing latency without phase alignment.
Detects anomalies in product health metrics at eBay for better alerts.
We consider an interest rate model with log-normally distributed rates in the terminal measure in discrete time. Such models are used in financial practice as parametric versions of the Markov functional model, or as approximations to the log-normal Libor market model. We show that the model has two distinct regimes, a…
Characterizes RFF regression in large setting, providing precise learning phases and double descent curve.
We study the emergence of instabilities in a stylized model of a financial market, when different market actors calculate prices according to different (local) market measures. We derive typical properties for ensembles of large random markets using techniques borrowed from statistical mechanics of disordered systems. …
Most common navigation tasks in human environments require auxiliary arm interactions, e.g. opening doors, pressing buttons and pushing obstacles away. This type of navigation tasks, which we call Interactive Navigation, requires the use of mobile manipulators: mobile bases with manipulation capabilities. Interactive N…
We study the phase transition of dynamical herd behaviors for the yen-dollar exchange rate in the Japanese financial market. It is obtained that the probability distribution of returns satisfies the power-law behavior with three different values of the scaling exponent 3.11 (one time lag = 1 minute), 2.81 (30 minut…
The optimal (`equilibrium') macroscopic properties of an economy with industries endowed with different technologies, commodities and one consumer are derived in the limit with fixed using the replica method. When technologies are strictly inefficient, a phase transition occurs upon increas…
We show that for three dimensional gravity with higher genus boundary conditions, if the theory possesses a sufficiently light scalar, there is a second order phase transition where the scalar field condenses. This three dimensional version of the holographic superconducting phase transition occurs even though the pure…
Machine learning models outperform traditional trading strategies in crude oil markets.
New guarantees for asymmetric sketching in compressive learning.
Quantum phase diagrams for Chern topological insulators show jumps at critical loci.
Seismic phase association is a fundamental task in seismology that pertains to linking together phase detections on different sensors that originate from a common earthquake. It is widely employed to detect earthquakes on permanent and temporary seismic networks, and underlies most seismicity catalogs produced around t…
We study the problem of approximate ranking from observations of pairwise interactions. The goal is to estimate the underlying ranks of objects from data through interactions of comparison or collaboration. Under a general framework of approximate ranking models, we characterize the exact optimal statistical error …
Inspired by the recent literature on aggregation theory, we aim at relating the long range correlation of the stocks return volatility to the heterogeneity of the investors' expectations about the level of the future volatility. Based on a semi-parametric model of investors' anticipations, we make the connection betwee…
Long-term prediction of multivariate time series is still an important but challenging problem. The key to solve this problem is to capture the spatial correlations at the same time, the spatio-temporal relationships at different times and the long-term dependence of the temporal relationships between different series.…
NeuralFLoC unifies registration and clustering of functional data, overcoming phase variation challenges.
We present here an introduction to Brainstorming approach, that was recently proposed as a consensus meta-learning technique, and used in several practical applications in bioinformatics and chemoinformatics. The consensus learning denotes heterogeneous theoretical classification method, where one trains an ensemble of…