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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.

168,695 papers · 148 categories

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69138206275 · Jun 202019922001200920172026
48 results for position context

Understanding how funding and 4H context regulate crypto markets.

problem Analyzing the chaotic appearance of financial markets.
method Observing interactions between market context and capital conditions in the 4H timeframe.
result Ranges in crypto markets are strategic positioning by informed participants, not indecision.

Scarce data is a major challenge to scaling robot learning to truly complex tasks, as we need to generalize locally learned policies over different "contexts". Bayesian optimization approaches to contextual policy search (CPS) offer data-efficient policy learning that generalize over a context space. We propose to impr…

2016-12-06abs ↗pdf ↗

Scarce data is a major challenge to scaling robot learning to truly complex tasks, as we need to generalize locally learned policies over different task contexts. Contextual policy search offers data-efficient learning and generalization by explicitly conditioning the policy on a parametric context space. In this paper…

2019-04-26abs ↗pdf ↗

The study examines entropy and pressure at infinity in negatively curved manifolds, linking them to strong positive recurrence.

problem Investigating strong positive recurrence in negatively curved manifolds.
method Defining and comparing entropy and pressure at infinity through different measures.
result Strong positive recurrence potentials admit finite Gibbs measures.

We break down transformer embeddings into interpretable components revealing hidden geometric structures.

problem Understanding the hidden geometry and interpretability of transformer models.
method Decomposed transformer embeddings into position, context, and residual components.
result Pervasive mathematical structure in transformer embeddings, including position and context vectors.

A new DRL model for intraday trading incorporating positional context.

problem Neglecting positional context in existing DRL intraday trading strategies.
method Introducing positional features into the state space of a DRL model.
result Significant improvement in profitability and risk-adjusted metrics.

New analysis shows PE in Transformers increases generalization gap and vulnerability.

problem Understanding the impact of PE on Transformer generalization and robustness.
method Generalization analysis and adversarial Rademacher bounds for a single-layer Transformer with trainable PE.
result PE systematically enlarges the generalization gap and makes models more vulnerable to attacks.

Study shows short exposure and systematic risk exposure affect disposition effect asymmetries.

problem Understanding disposition effect in short vs long exposure positions and systematic risk.
method Generalized Odean measures, introduced Value metric, implemented dispositionEffect R package.
result Short positions exhibit weaker disposition effect than long positions under narrow framing, reversing in integrated framing.

Two types of nonidentifiability in latent position graphs identified and characterized.

problem Identifying and characterizing nonidentifiability in latent position random graph models.
method Defined and examined subspace nonidentifiability and model-based nonidentifiability, providing examples and characterizing limits.
result Characterized the limits of model-based nonidentifiability and obtained additional limiting results for specific graph models.

Model predicts political ideology using context vectors to mitigate bias and scarcity.

problem Scarcity and selection bias in political ideology prediction.
method Proposes a statistical model decomposing embeddings into context and position vectors, training an end-to-end model for deployment.
result Model can predict ideological labels even with minimal biased data, outperforming state-of-the-art methods.

NP-PROV separates mean and variance spaces to improve function uncertainty.

problem Neural Processes fail on out-of-domain tasks due to shared latent space uncertainty.
method Separates mean and variance into function-value-related and position-related latent spaces.
result NP-PROV achieves state-of-the-art likelihood with bounded variance in drifts.

LLMs learn new tasks from unstructured data, but it depends on word co-occurrence and positional information.

problem Understanding how LLMs can learn new tasks from unstructured data without explicit training.
method Examined the capabilities of LLMs trained on unstructured data, focusing on sequence model requirements and training data structure.
result Many ICL capabilities can emerge from word co-occurrence in unstructured data, but positional information is crucial for certain tasks.

Compact proof for Brown-York mass positivity and rigidity in flat and spherical spaces.

problem Positivity of Brown-York mass and rigidity of manifolds with mean-convex boundaries.
method Spinorial proof and optimal lower bound for eigenvalues.
result Optimal lower bound for first non-null eigenvalue of Dirac operator.

Approach collects missing outcomes to improve fairness in classification.

problem Lack of true outcomes for incorrectly classified samples leads to biased classifiers.
method Exploration-based data collection to ensure all subpopulations are represented and fairness properties are encoded.
result Trained classifier converges to a fair classifier with bounded false positives.

Study volumes of Bott-Chern classes on complex manifolds.

problem Understanding volumes of transcendental Bott-Chern classes.
method Extending non-pluripolar products to quasi-positive currents, establishing quasi-monotonicity of Monge-Ampère masses, and solving degenerate complex Monge-Ampère equations.
result Positive answer to Demailly-Păun-Boucksom conjecture regarding bounded mass property.

New examples show non-abelian fundamental groups for positive Ricci curvature manifolds.

problem Constructing manifolds with positive Ricci curvature and non-abelian fundamental groups.
method Constructing specific 9-dimensional manifolds with positive Ricci curvature and non-uniformly virtually abelian fundamental groups.
result Examples of manifolds with positive Ricci curvature and non-uniformly virtually abelian fundamental groups.

The paper studies mm-positive currents and line bundles on complex manifolds.

problem Understanding mm-positive currents and their properties on complex manifolds.
method Introducing mm-plurisubharmonic functions, proving vanishing theorems, and regularisation theorems using viscosity solutions.
result Global and local regularisation theorems for mm-semi-positive currents.

This paper introduces a new task to better understand Transformers in quantitative contexts.

problem Understanding Transformers in high-stakes quantitative and scientific applications.
method Introduces a novel contextual counting task and analyzes it with causal and non-causal Transformer architectures.
result Causal attention is better suited for the contextual counting task, and no positional embeddings lead to the best accuracy.

X-Trend quickly adapts to new financial regimes, increasing Sharpe ratio by 18.9%.

problem Adapting to rapidly changing financial market conditions.
method Few-shot learning and cross-attention mechanism.
result X-Trend increases Sharpe ratio by 18.9% over a neural forecaster and 10-fold over a conventional strategy.

The paper defines analogs of volume and action for curves in flag manifolds.

problem Investigating invariants for curves in flag manifolds.
method Using the correspondence between anti-de Sitter 3-space and (1,1)-conformal metrics, defining analogs of $\cW$-volume, Epstein surfaces, and Liouville action.
result Obtained finite invariants for positive curves in flag manifolds.

Global watermark for diffusion language models decouples detection from local contexts.

problem Watermarking in diffusion language models is challenging due to joint sampling of distributions over many unresolved positions.
method Proposes a global vector-valued sketch representation to control watermarking in masked diffusion language models.
result The method decouples detection from local contexts, resulting in an order-agnostic statistic and robustness.

Study on predicting graph labels at nodes using local averaging and distance estimation.

problem Predicting graph labels at nodes given observations at other nodes.
method Local averaging and distance estimation methods for graph regression.
result Alternative methods can achieve standard nonparametric rates even when graph neighborhoods are too large or small.

Positive paths connect diffeomorphisms on contact manifolds.

problem Defining and analyzing positivity in diffeomorphism groups of manifolds with contact structures.
method By examining paths of diffeomorphisms that are positively transverse to the contact distribution, showing flexibility and connecting diffeomorphisms.
result Any two diffeomorphisms on standard contact structure of R^(2n+1) can be connected by a positive path.

Study examines maximal domains of radial harmonic functions across different curvature types.

problem Understanding maximal domains of radial harmonic functions in various curvature settings.
method Analysis of harmonic spaces with positive, zero, and negative curvature.
result Characterization of maximal domains for radial harmonic functions in different curvature contexts.

New proof of Positive Mass Theorem using Green's function and monotonicity formula.

problem Proving the Positive Mass Theorem in Riemannian geometry.
method Established through a newly discovered monotonicity formula for Green's function.
result New proof of the Positive Mass Theorem and Riemannian Penrose Inequality.

We generalize the notion of fixed point homogeneous isometric group actions to the context of singular Riemannian foliations. We find that in some cases, positively curved manifolds admitting these so-called point leaf maximal SRF's are diffeo/homeomorphic to compact rank one symmetric spaces. In all cases, manifolds a…

2018-04-25abs ↗pdf ↗

Randomized positional encodings boost transformer performance on longer sequences.

problem Transformers struggle with generalizing to sequences of arbitrary length.
method Introduced randomized positional encodings that simulate longer sequences and randomly select positions.
result Randomized positional encodings increase test accuracy by 12.0% on average for sequences of unseen length.

Unified Bayesian model explains in-context learning and activation steering in LLMs.

problem Understanding and controlling the behavior of large language models (LLMs) through prompts and activations.
method Developed a Bayesian model to explain and predict the effects of in-context learning and activation steering.
result Unified model predicts distinct phases and sudden shifts in LLM behavior, explaining prior empirical phenomena.

The study preserves positive Ricci curvature on connected sums of fibre bundles.

problem Preserving positive Ricci curvature on connected sums of fibre bundles.
method Lifting core metrics along general fibre bundles and applying to specific spaces.
result All classes in the torsion-free oriented bordism ring can be represented by connected manifolds of positive Ricci curvature.

The paper examines how small positive dependence can lead to correlated tail risks.

problem Understanding the impact of dependence uncertainty on tail risk measures.
method Introducing a regular dependence measure and analyzing the aggregation of risks.
result Small positive dependence can result in perfectly correlated tail risks.

Thin position for knots in the 3-sphere was introduced by Gabai and has been used in a variety of contexts. We conjecture an analogue to a theorem of Schubert and Schultens concerning the bridge number of satellite knots. For a satellite knot K, we use the companion torus T to provide a lower bound for w(K), proving th…

2010-08-12abs ↗pdf ↗

This paper explains how transformers learn from unstructured data in ICL.

problem Understanding how transformers learn from unstructured data in in-context learning.
method A simple transformer model with one or two attention layers and positional encoding is used to study the role of each component in ICL.
result A transformer with two attention layers and a look-ahead attention mask can learn from unstructured data.

The study explains how transformer components enable in-context learning.

problem Understanding how transformer components contribute to in-context learning.
method Analyzed a two-attention-layer transformer model trained on Markov chain data.
result Gradient flow converges to a limiting model with a copier, selector, and classifier mechanism.

The study allows for connected sums in manifolds with positive intermediate Ricci curvature.

problem Performing connected sums in manifolds with positive intermediate Ricci curvature.
method Introducing and utilizing kk-core metrics to show the possibility of connected sums.
result Connected sums are possible under certain conditions involving kk-core metrics.

This thesis studies positive scalar curvature metrics on G-proper spaces and pseudomanifolds.

problem Understanding positive scalar curvature metrics on G-proper spaces and pseudomanifolds.
method Adapting Stolz' positive scalar curvature sequence to (G, F)-spaces and manifolds with non-isolated singularities, using localization algebras and K-theory.
result Established an isomorphism between R-groups for spaces with isomorphic fundamental functors and a universal space.