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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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80160239319 · Jun 202019922001200920172026
48 results for property (QT)

QTNet uses deep reinforcement learning to automate trading strategies.

problem Handling noisy and high-frequency financial data, balancing exploration and exploitation.
method QTNet employs deep reinforcement learning (DRL) with imitative learning to autonomously formulate trading strategies.
result QTNet demonstrates proficiency in extracting robust market features and adaptability to diverse conditions.

QT improves inference in complex PGMs with hidden variables.

problem Intractable learning and prediction errors in undirected PGMs with hidden variables.
method Query training (QT) learns a worse model to improve marginal inference.
result QT produces better marginals for a given inference algorithm than the original model.

Quantum time evolution exhibits rich physics, attributable to the interplay between the density and phase of a wave function. However, unlike classical heat diffusion, the wave nature of quantum mechanics has not yet been extensively explored in modern data analysis. We propose that the Laplace transform of quantum tra…

2017-11-14abs ↗pdf ↗

Every torus knot can be represented as a Fourier-(1,1,2) knot which is the simplest possible Fourier representation for such a knot. This answers a question of Kauffman and confirms the conjecture made by Boocher, Daigle, Hoste and Zheng. In particular, the torus knot T(p,q) can be parameterized as x(t)=cos(pt), y(t)=c…

2007-08-27abs ↗pdf ↗

The distributional perspective on reinforcement learning (RL) has given rise to a series of successful Q-learning algorithms, resulting in state-of-the-art performance in arcade game environments. However, it has not yet been analyzed how these findings from a discrete setting translate to complex practical application…

2019-10-01abs ↗pdf ↗

Machine Learning (ML) helps us to recognize patterns from raw data. ML is used in numerous domains i.e. biomedical, agricultural, food technology, etc. Despite recent technological advancements, there is still room for substantial improvement in prediction. Current ML models are based on classical theories of probabili…

2019-03-04abs ↗pdf ↗

ECG-DelNet uses neural networks to accurately delineate ECGs, even with low-quality data.

problem Lack of model explainability and small databases limit deep learning applicability in ECG detection.
method Adapted U-Net architecture for 1D data, used PhysioNet's QT database, applied data augmentation and regularization techniques.
result Best configuration achieved high precision and recall for P, QRS, and T waves.

The study explores vector flows on manifolds, focusing on polynomial constraints and equivalence relations.

problem Understanding vector flows on compact manifolds with constraints on tangency patterns.
method Introduces equivalence relations (quasitopy) and computes spaces of polynomials with constrained divisors.
result Quasitopy classes stabilize as the degree of polynomials increases.

A point in the (N,q)(N,q)-torus knot in R3\mathbb{R}^3 goes qq times along a vertical circle while this circle rotates NN times around the vertical axis. In the Lissajous-toric knot K(N,q,p)K(N,q,p), the point goes along a vertical Lissajous curve (parametrized by t(sin(qt+φ),cos(pt+ψ)))t\mapsto(\sin(qt+φ),\cos(pt+ψ))) while this curve rotates $N…

2016-10-14abs ↗pdf ↗

AQL uses amortized inference to handle high-dimensional action spaces in Q-learning.

problem Difficulty in maximizing over large action spaces in Q-learning.
method Replace expensive maximization over all actions with a maximization over a small subset sampled from a learned proposal distribution.
result AQL outperforms existing methods on continuous control tasks with up to 21 dimensional actions.

Mobile electrocardiogram (ECG) recording technologies represent a promising tool to fight the ongoing epidemic of cardiovascular diseases, which are responsible for more deaths globally than any other cause. While the ability to monitor one's heart activity at any time in any place is a crucial advantage of such techno…

2018-10-05abs ↗pdf ↗

Safe-FinRL uses DRL for high-frequency stock trading, reducing bias and variance.

problem Challenges in applying DRL to high-frequency stock trading, especially bias and variance issues.
method Safe-FinRL separates financial time series into near-stationary short environments and uses Trace-SAC with a general retrace operator.
result Safe-FinRL reduces bias and variance significantly in near-stationary financial environments.

We study how to adapt to smoothly-varying ('easy') environments in well-known online learning problems where acquiring information is expensive. For the problem of label efficient prediction, which is a budgeted version of prediction with expert advice, we present an online algorithm whose regret depends optimally on t…

2019-10-19abs ↗pdf ↗

We prove recognition theorems for codimension one manifold factors of dimension n4n \geq 4. In particular, we formalize topographical methods and introduce three ribbons properties: the crinkled ribbons property, the twisted crinkled ribbons property, and the fuzzy ribbons property. We show that X×RX \times \mathbb{R} i…

2009-09-17abs ↗pdf ↗

The study shows that several properties are not profinite invariants.

problem Determining which properties are profinite invariants.
method Combining Rips constructions and iterated group-theoretic Dehn filling on hyperbolic virtually special groups.
result Several properties (stable commutator length, quasimorphisms, property NL, property FW_\infty, property FA, and non-abelian free subgroups) are not profinite invariants.

The paper explores higher property T in lattices and its connections to geometric phenomena.

problem Understanding higher property T in lattices and related geometric phenomena.
method Operator-algebraic characterizations of higher property T and connections to lattice geometry.
result Unified framework for understanding higher property T and related geometric phenomena.

Asymptotic property C was introduced by Dranishnikov to study spaces with infinite asymptotic dimension. We show that asymptotic property C is preserved by infinite products. We also show that countable restricted direct products of countable groups with finite asymptotic dimension have asymptotic property C. Then we i…

2016-11-18abs ↗pdf ↗

Groups of importance in group theory have flexible stability properties.

problem Stability and flexibility of groups in geometric and combinatorial group theory.
method Establishing Kirchberg's Local Lifting Property and Lubotzky--Shalom's Property FD for specific groups.
result Groups like 33-manifold groups, limit groups, and certain one-relator groups are very flexibly stable.

Study cohomological and metric properties of non-Kähler complex manifolds.

problem Understanding cohomological invariants and metrics of non-Kähler complex manifolds.
method Partial account of problems through cohomological and metric properties.
result Partial insights into cohomological and metric properties of non-Kähler manifolds.

Model predicts price polarity of real estate properties using website information.

problem Predicting price polarity of real estate properties.
method Uses doc2vec and xgboost to learn correlations between price and text descriptions of properties.
result Text descriptions provide slightly higher accuracy than features alone.

The paper explores the twisted Rokhlin property in mapping class groups of surfaces.

problem Classifying surfaces whose mapping class groups have the twisted Rokhlin property.
method Generalizing the Rokhlin property to the twisted version, the authors classify surfaces based on their mapping class groups' properties.
result The mapping class groups of connected orientable infinite-type surfaces without boundaries have the twisted Rokhlin property, while those of other surfaces do not.

The balance property is crucial for insurance pricing, ensuring total actuarial price equals loss. Maximum likelihood GLMs fulfill it, but Lindholm-Wüthrich suggests three methods, with constrained GLM being superior.

problem Ensuring the balance property in insurance pricing models
method Using constrained GLM fitting
result Constrained GLM fitting is superior to the two previously discussed balance correction methods

We prove some general results about quasi-actions on trees and define Property (QFA), which is analogous to Serre's Property (FA), but in the coarse setting. This property is shown to hold for a class of groups, including SL(n,Z)SL(n,\Z) for n3n\geq 3. We also give a way of thinking about Property (QFA) by breaking it down …

2003-10-06abs ↗pdf ↗

We present examples of metric spaces that are not Riemannian manifolds nor dimensionally homogeneous that satisfy the Tetrahedral Property. In spite of that, Euclidean cones over metric spaces with small diameter do not satisfy this property. We extend Sormani's Tetrahedral Property to a less restrictive property and p…

2017-09-18abs ↗pdf ↗

Study Finsler metric measure manifolds' concentration properties.

problem Understanding concentration properties in Finsler metric measure manifolds.
method Established relationships with observable diameter, isoperimetric inequalities, and first eigenvalue.
result Derived a Cheng type upper bound estimate for the first closed eigenvalue.

Paper proves naturally reductive property is inaudible for certain manifolds.

problem Proving naturally reductive property is inaudible for specific manifolds.
method Using a pair of non-compact 11-dimensional generalized Heisenberg groups, the paper proves the naturally reductive property is inaudible.
result The naturally reductive property is inaudible for certain manifolds.

Unified method for estimating properties of large domain distributions efficiently.

problem Estimating properties of distributions over large domains efficiently.
method Piecewise-polynomial approximation technique for constructing sample- and time-efficient estimators.
result Near-linear-time computable estimators with optimal and highly-concentrated approximation values.

The average shadowing property is considered for set-valued dynamical systems, generated by parameterized IFS, which are uniformly contracting, or conjugacy, or products of such ones. We also prove that if a continuous surjective IFS F on a compact metric space X has the aver- age shadowing property, then every point x…

2015-05-25abs ↗pdf ↗

A property, or statistical functional, is said to be elicitable if it minimizes expected loss for some loss function. The study of which properties are elicitable sheds light on the capabilities and limitations of point estimation and empirical risk minimization. While recent work asks which properties are elicitable, …

2015-06-23abs ↗pdf ↗