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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.

168,657 papers · 148 categories

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48 results for previous studies

In our previous study we have presented an approach to studying lead--lag effect in financial markets using information and network theories. Methodology presented there, as well as previous studies using Pearson's correlation for the same purpose, approached the concept of lead--lag effect in a naive way. In this pape…

2014-07-18abs ↗pdf ↗

We confirm universal behaviors such as eigenvalue distribution and spacings predicted by Random Matrix Theory (RMT) for the cross correlation matrix of the daily stock prices of Tokyo Stock Exchange from 1993 to 2001, which have been reported for New York Stock Exchange in previous studies. It is shown that the random …

2003-12-25abs ↗pdf ↗

Study of new link types and their invariants, extending previous results.

problem Properties of polynomial invariants and signatures of weakly successively almost positive links.
method Analysis of minimal genus and fibering properties, extending known theorems.
result Extension of Scharlemann-Thompson's theorem to weakly successively almost positive links.

Study develops a new algorithm for assessing clinical trial abstracts.

problem Limited tools for assessing qualitative statements in clinical research.
method Developed a three-class sentiment classification algorithm using BERT model.
result Algorithm achieved 91.3% classification accuracy and 0.92 macro F1-Score.

In a previous work, the first and third authors studied a random knot model for all two-bridge knots using billiard table diagrams. Here we present a closed formula for the distribution of the crossing numbers of such random knots. We also show that the probability of any given knot appearing in this model decays to ze…

2016-06-01abs ↗pdf ↗

Study on higher order Levi forms on homogeneous CR manifolds, improving previous results.

problem Investigating nondegeneracy of higher order Levi forms on weakly nondegenerate homogeneous CR manifolds.
method Improving previous results by proving order constraints for real forms in complex flag manifolds and constructing CR vector bundles with arbitrary orders of nondegeneracy.
result General orbits of real forms in complex flag manifolds have order less or equal 3 and compact ones less or equal 2.

We study a recent model of collaborative PAC learning where kk players with kk different tasks collaborate to learn a single classifier that works for all tasks. Previous work showed that when there is a classifier that has very small error on all tasks, there is a collaborative algorithm that finds a single classifi…

2018-05-22abs ↗pdf ↗

This paper investigates end-to-end learnable models for attributing composers to musical scores. We introduce several pooled, convolutional architectures for this task and draw connections between our approach and classical learning approaches based on global and n-gram features. We evaluate models on a corpus of 2,500…

2019-11-26abs ↗pdf ↗

Observational studies are rising in importance due to the widespread accumulation of data in fields such as healthcare, education, employment and ecology. We consider the task of answering counterfactual questions such as, "Would this patient have lower blood sugar had she received a different medication?". We propose …

2016-05-12abs ↗pdf ↗

Study of recurrences in earthquakes, climate, financial time-series, etc. is crucial to better forecast disasters and limit their consequences. However, almost all the previous phenomenological studies involved only a long-ranged autocorrelation function, or disregarded the multi-scaling properties induced by potential…

2013-02-15abs ↗pdf ↗

In previous work, the authors studied the linear stability of algebraic Ricci solitons on simply connected solvable Lie groups (solvsolitons), which are stationary solutions of a certain normalization of Ricci flow. Many examples were shown to be linearly stable, leading to the conjecture that all solvsolitons are line…

2014-09-10abs ↗pdf ↗

Interesting data often concentrate on low dimensional smooth manifolds inside a high dimensional ambient space. Random projections are a simple, powerful tool for dimensionality reduction of such data. Previous works have studied bounds on how many projections are needed to accurately preserve the geometry of these man…

2016-07-14abs ↗pdf ↗

Metric functions for phoneme perception capture the similarity structure among phonemes in a given language and therefore play a central role in phonology and psycho-linguistics. Various phenomena depend on phoneme similarity, such as spoken word recognition or serial recall from verbal working memory. This study prese…

2018-09-20abs ↗pdf ↗

In this work, we introduce a new method for imitation learning from video demonstrations. Our method, Relational Mimic (RM), improves on previous visual imitation learning methods by combining generative adversarial networks and relational learning. RM is flexible and can be used in conjunction with other recent advanc…

2019-12-18abs ↗pdf ↗

We introduce a new algorithm, called adaptive sparse backfitting algorithm, for solving high dimensional Sparse Additive Model (SpAM) utilizing symmetric, non-negative definite smoothers. Unlike the previous sparse backfitting algorithm, our method is essentially a block coordinate descent algorithm that guarantees to …

2014-09-08abs ↗pdf ↗

Study on braid groups' congruence subgroups and their crystallographic quotients.

problem Understanding congruence subgroups and crystallographic quotients of braid groups.
method Investigation of lower central series of congruence braid groups related to B3B_3.
result Quotients of congruence braid groups are almost crystallographic.

Study examines the training process of an unsupervised learning model for detecting gravitational-wave transient noise.

problem Transient noise in gravitational-wave detector data causes instability and signal overlap.
method Unsupervised deep learning with variational autoencoder and invariant information clustering applied to the Gravity Spy dataset.
result Training process of the unsupervised learning architecture is examined and reported.

Study investigates minimal surfaces in spherical caps, extending previous findings.

problem Characterizing minimal surfaces with free boundaries and capillary conditions in spherical caps.
method Extending previous half-space intersection properties to warped products and capillary minimal surfaces in high codimension.
result Established a dual operation relating free boundary and capillary minimal surfaces.

We study the notion of algebraic tangent cones at singularities of reflexive sheaves. These correspond to extensions of reflexive sheaves across a negative divisor. We show the existence of optimal extensions in a constructive manner, and we prove the uniqueness in a suitable sense. The results here are an algebro-geom…

2018-08-07abs ↗pdf ↗

We show how to construct homology bases for certain CW complexes in terms of discrete Morse theory and cellular homology. We apply this technique to study certain subcomplexes of the half cube polytope studied in previous works. This involves constructing explicit complete acyclic Morse matchings on the face lattice of…

2011-07-25abs ↗pdf ↗

Proves strict inequality for minimizers of Willmore energy under isoperimetric constraints.

problem Minimizing the Willmore energy under isoperimetric constraints.
method Connected sum approach, building on previous work by Keller-Mondino-Rivière.
result Existence of minimizers for the isoperimetric constrained Willmore problem in every genus.

Higher-order tensors arise frequently in applications such as neuroimaging, recommendation system, social network analysis, and psychological studies. We consider the problem of low-rank tensor estimation from possibly incomplete, ordinal-valued observations. Two related problems are studied, one on tensor denoising an…

2020-02-16abs ↗pdf ↗

Modified PCA algorithm with continual learning preserves features of previous modes for multimode process monitoring.

problem Catastrophic forgetting of previous modes in monitoring models for successive modes.
method Modified PCA algorithm with elastic weight consolidation (EWC) to preserve features of previous modes.
result PCA-EWC algorithm effectively monitors multimode processes without performance decrease.

This paper introduces anti-correlation networks to study China's stock market.

problem Previous studies ignored anti-correlation in financial networks.
method Constructed weighted temporal anti-correlation and positive correlation networks.
result Unveiled differences in topological measurements between anti-correlation and positive correlation networks.

Study on information cascade fragility under mismatched revealing probabilities.

problem Analyzing the fragility of information cascades in decision-making processes with imperfect knowledge of revealing probabilities.
method Examined sequential decision-making models with players having private information and imitating previous decisions. Studied the effect of a mismatch between players' beliefs and actual revealing probabilities.
result Derived closed-form expressions for optimal learning rates and identified phase transitions in the behavior of asymptotic learning rates.

The paper studies Stein-Weiss operators on symmetric tensors, extending previous work.

problem Understanding Stein-Weiss operators on symmetric tensors of arbitrary rank.
method Analyzing the decomposition of tensor spaces into irreducible components and computing Weitzenbock formulas.
result Unified framework for second-order Stein-Weiss operators and tools for geometric analysis.

Previous work of the authors studies minimal triangulations of closed 3-manifolds using a characterisation of low degree edges, embedded layered solid torus subcomplexes and 1-dimensional Z2\mathbb{Z}_2-cohomology. The underlying blueprint is now used in the study of minimal ideal triangulations. As an application, it …

2018-08-08abs ↗pdf ↗