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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.

169,291 papers · 148 categories

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265177102 · May 202619922001200920182026
48 results for price spikes

SNNs enhance high-frequency price spike forecasting in HFT environments.

problem Conventional financial models fail to capture fine temporal structure in high-frequency price spikes.
method Application of Spiking Neural Networks (SNNs) with hyperparameter tuning via Bayesian Optimization (BO).
result SNN models optimized with PSA achieve significantly higher cumulative returns in backtesting.

Model predicts and optimizes trading of electricity price spreads across multiple zones.

problem Forecasting and optimizing day-ahead versus real-time price spreads in U.S. electricity markets.
method Unified statistical model for positive and negative spikes, structural price impact model based on bid stacks.
result Optimal trading strategy improves risk-return profile and highlights market heterogeneity.

Study shows increased renewables lead to more extreme price spikes in balancing markets.

problem Higher variability of renewable energy leads to increased ancillary service costs, especially extreme price spikes.
method Agent-based modeling to simulate fluctuations in load and renewable energy production, forecasting resulting energy prices and costs.
result The probability of extreme price events increases with an increased share of renewable energy sources.

The recent liberalization of the electricity and gas markets has resulted in the growth of energy exchanges and modelling problems. In this paper, we modelize jointly gas and electricity spot prices using a mean-reverting model which fits the correlations structures for the two commodities. The dynamics are based on Or…

2009-10-01abs ↗pdf ↗

In this paper analytic formulas for electricity derivatives are calculated. To this end, we assume that electricity spot prices follow a 3-regime Markov regime-switching model with independent spikes and drops and periodic transition matrix. Since the classical derivatives pricing methodology cannot be used in case of …

2012-03-24abs ↗pdf ↗

Paper forecasts commodity price spikes using AI and economic news.

problem Accurate forecasting of commodity price spikes for economic stability.
method Hybrid framework combining historical data and semantic signals from economic news.
result Model achieves high AUC and accuracy in detecting price shocks.

Prediction markets can be manipulated by traders who can move contract settlements, harming price discovery.

problem Manipulation of settlement times in prediction markets leads to unfair wealth transfer and harms price discovery.
method Developed a model showing how settlement manipulation transfers wealth and harms price discovery, and observed real-world effects on Polymarket's Bitcoin contract.
result Manipulators capture significant profits from retail traders, especially when settlement times are short.

Paper presents fast methods for pricing energy derivatives using mean-reverting jump-diffusion models.

problem Pricing energy derivatives with mean-reverting and occasional spikes.
method Exact and fast simulation of spot price dynamics using Ornstein-Uhlenbeck and jump-diffusion processes.
result Apparent computational advantages of the proposed procedures for pricing Asian options, gas storages, and swings.

This paper focuses on the valuation and hedging of gas storage facilities, using a spot-based valuation framework coupled with a financial hedging strategy implemented with futures contracts. The first novelty consist in proposing a model that unifies the dynamics of the futures curve and the spot price, which accounts…

2013-12-13abs ↗pdf ↗

Model predicts three market regimes: Good, Bad, and Ugly.

problem Understanding market dynamics and predicting different market states.
method Developed a nonlinear diffusion model of price formation with feedback from money flows and memory of past flows.
result The model predicts three distinct market regimes: Good, Bad, and Ugly.

SNNs optimize cross-market portfolios with neuromorphic computing, reducing computational overhead and improving returns.

problem Complex cross-market portfolio optimization with high-frequency, multi-dimensional datasets.
method Leaky Integrate-and-Fire neuron dynamics, adaptive thresholding, spike-timing-dependent plasticity, lateral inhibition, hierarchical clustering, population-based spike encoding, multiple decoding strategies.
result SNNs deliver superior risk-adjusted returns and reduced volatility compared to ANN benchmarks, with improved computational efficiency.

We introduce Dirac processes, using Dirac delta functions, for short-rate-type pricing of financial derivatives. Dirac processes add spikes to the existing building blocks of diffusions and jumps. Dirac processes are Generalized Processes, which have not been used directly before because the dollar value of non-Real nu…

2015-04-17abs ↗pdf ↗

Neurons perform computations, and convey the results of those computations through the statistical structure of their output spike trains. Here we present a practical method, grounded in the information-theoretic analysis of prediction, for inferring a minimal representation of that structure and for characterizing its…

2009-12-30abs ↗pdf ↗

The paper examines how spike strengths and alignments affect overfitting in linear regression models.

problem The impact of spike strengths and alignments on overfitting in linear regression models.
method Characterization of generalization error through exact expressions and analysis of spike strengths, aspect ratio, and target alignment.
result Increasing spike strength can lead to catastrophic overfitting before benign overfitting, especially in well-specified aligned problems.

We introduce a new model for describing the fluctuations of a tick-by-tick single asset price. Our model is based on Markov renewal processes. We consider a point process associated to the timestamps of the price jumps, and marks associated to price increments. By modeling the marks with a suitable Markov chain, we can…

2013-05-01abs ↗pdf ↗

This paper compares spike sorting techniques for rat brain neuronal activity.

problem Improving the accuracy of spike sorting for neuronal activity analysis.
method Three-step spike sorting process: detection, feature extraction, and clustering. Various methods are compared.
result Kernel PCA outperforms in feature extraction, leading to better spike sorting results.

SuperSpike learns spiking neural networks to perform complex computations.

problem Training spiking neural networks to perform nonlinear computations.
method Derive SuperSpike, a learning rule for multi-layer spiking neural networks.
result SuperSpike enables training of multi-layer spiking neural networks to solve complex tasks.

Affine spiking neural networks learn efficiently and generalize well.

problem Learning with spiking neural networks, especially with positive weights.
method Affine encoders and decoders, continuous parameter dependence, gradient-based training.
result Affine spiking neural networks can approximate shallow ReLU networks and generalize well.

PCA can detect a low-rank signal in spiked random matrix models, but not always optimally.

problem Understanding when PCA can detect a low-rank signal in the presence of noise.
method Le Cam's notion of contiguity, analysis of spiked Wishart ensemble, and non-spectral tests.
result PCA is sub-optimal for detection in non-Gaussian Wigner ensembles and certain negative spikes in Gaussian Wishart ensemble.

New method improves neural spike train models by minimizing divergence directly, leading to better performance.

problem Poor performance and divergence issues in spike train models using maximum likelihood estimation.
method Directly minimize maximum mean discrepancy using spike train kernels and stochastic optimization.
result The proposed method generates well-behaved models with better control over feature trade-offs.

New method detects spike-and-wave epileptiform discharges using Kendall's Tau-b.

problem Detecting spike-and-wave epileptiform discharges in EEG signals.
method Proposes a new method based on Kendall's Tau-b coefficient.
result High Specificity and rule in (SpPIn) for spike-and-wave discharge detection.

Study shows how macroeconomic news affects intraday price and order flow dynamics.

problem Understanding how macroeconomic news impacts intraday price and order flow dynamics.
method Structural VAR model identified through heteroskedasticity, estimated at one-second frequency for each 15-minute interval.
result Macroeconomic news announcements reshape price-flow dynamics, with significant impacts on price and flow impacts at the one-second horizon.

Develops generic spike-and-slab priors for high-dimensional linear regression.

problem Bayesian high-dimensional linear regression challenges.
method Proposes a class of generic spike-and-slab priors and a unified framework for theoretical assessment.
result Achieves nearly-optimal posterior contraction rate and model selection consistency under general conditions.

Synthesizes images from audio and visual data using spike-based autoencoders.

problem Extracting meaningful information from spatio-temporal data for image synthesis.
method Spike-based autoencoders trained to learn spatio-temporal representations of audio and visual data.
result Synthesized images from audio samples with high fidelity, achieving competitive performance.

SPIRAL uses spikes to adaptively update weights, improving robustness and reducing overfitting.

problem Improving robustness and reducing overfitting in learning algorithms.
method Adaptive weight updates based on confidence estimates and activation offsets, regularized by spike rates.
result SPIRAL is more robust and less prone to overfitting compared to averaged perceptron and AROW.

T2FSNN improves deep SNNs by reducing spikes and latency.

problem Inefficiency in spiking neural networks due to lack of scalable training algorithms.
method Introduces time-to-first-spike coding with kernel-based dynamic threshold and dendrite, combined with gradient-based optimization and early firing methods.
result Reduces inference latency and spike count by 22% and less than 1% compared to burst coding.

Improved SNNs with quantized activations outperform traditional networks.

problem Maintaining SotA accuracy in SNNs with limited bit precision.
method Interpolating between non-spiking and spiking regimes using signal processing tools.
result First hybrid SNN outperforms traditional RNNs in accuracy with reduced bit precision.

A learning rule for first-spike times in neural networks reduces energy consumption and reaction times.

problem Energy efficiency and reaction time in neuromorphic systems.
method Derivation of a learning rule for first-spike times in leaky integrate-and-fire neurons, using only input and output spike times.
result Demonstrated that the approach can implement error backpropagation in hierarchical spiking networks and is capable of harnessing neuromorphic system's speed and energy characteristics.

New method uses surrogate gradients to train efficient spiking networks on neuromorphic hardware.

problem Training high-performing spiking networks on analog neuromorphic hardware is challenging due to device mismatch and lack of efficient algorithms.
method Introduces a general in-the-loop learning framework based on surrogate gradients.
result Learning self-corrects for device mismatch, resulting in competitive spiking network performance.

This research bridges binary and spiking neural networks for efficient on-chip AI.

problem Reducing compute requirements in machine learning frameworks.
method Training Spiking Neural Networks in extreme quantization regime and utilizing standard training techniques for conversion.
result Training Spiking Neural Networks in extreme quantization regime achieves near full precision accuracies.