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.
Survival analysis models predict economic convergence across Americas.
An expanding literature articulates the view that Taylor rules are helpful in predicting exchange rates. In a changing world however, Taylor rule parameters may be subject to structural instabilities, for example during the Global Financial Crisis. This paper forecasts exchange rates using such Taylor rules with Time V…
The currency carry trade is the investment strategy that involves selling low interest rate currencies in order to purchase higher interest rate currencies, thus profiting from the interest rate differentials. This is a well known financial puzzle to explain, since assuming foreign exchange risk is uninhibited and the …
Paper develops framework for valuing and assessing credit risk in renewable PPAs.
Parity functors assign labels to knot diagrams based on crossing parity.
Parity defined for based matrices, a new example of virtual knot parity.
Principal circle bundle over a PL polyhedron can be triangulated and thus obtains combinatorics. The triangulation is assembled from triangulated circle bundles over simplices. To every triangulated circle bundle over a simplex we associate a necklace (in combinatorial sense). We express rational local formulas for all…
NNs can learn efficient algorithms for certain problems.
We introduce the 2-colour parity. It is a theory of parity for a large class of virtual links, defined using the interaction between orientations of the link components and a certain type of colouring. The 2-colour parity is an extension of the Gaussian parity, to which it reduces on virtual knots. We show that the 2-c…
In the present paper, we develop the parity theory invented in \cite{ManSb}; we construct new parities for two-component (virtual and free) links. New parities significantly depend on geometrical properties of diagrams; in particular, they are mutation-sensitive. New parities can be used practically in all problems, wh…
Foreign exchange markets show that currency units (= accounting or nominal price units) are variables. Technical and economic progress evidence that the consumer baskets (= purchasing power units or real price units) are also variables. In contrast, all physical measurement units are constants and either defined in the…
In \cite{Manturov} the second author defined the -free braid group with strands . These groups appear naturally as groups describing dynamical systems of particles in some "general position". Moreover, in \cite{ManturovNikonov} the second author and I.M.Nikonov showed that is closely r…
In \cite {FrKn,Sbornik} it was shown that in some knot theories the crucial role is played by {\em parity}, i.e.\ a function on crossings valued in and behaving nicely with respect to Reidemeister moves. Any parity allows one to construct functorial mappings from knots to knots, to refine many invariants and …
Solves a model for sudden problem-solving ability in deep learning.
We identify conditional parity as a general notion of non-discrimination in machine learning. In fact, several recently proposed notions of non-discrimination, including a few counterfactual notions, are instances of conditional parity. We show that conditional parity is amenable to statistical analysis by studying ran…
Universal Gaussian parity proven for 2D knots.
New parities defined on virtual knots linked to crossing indices.
The DeepSurv model predicts purchase timing better than other survival models.
As video games attract more and more players, the major challenge for game studios is to retain them. We present a deep behavioral analysis of churn (game abandonment) and what we called "purchase churn" (the transition from paying to non-paying user). A series of churning behavior profiles are identified, which allows…
SmartDCA improves investment returns by adjusting purchases based on prices.
This paper tackles fair Bayes-optimal classifiers under predictive parity, proving their limitations and proposing a new algorithm.
Parity calibration aims to predict increase-decrease events, not values.
We use crossing parity to construct a generalization of biquandles for virtual knots which we call Parity Biquandles. These structures include all biquandles as a standard example referred to as the even parity biquandle. Additionally, we find all Parity Biquandles arising from the Alexander Biquandle and Quaternionic …
The paper optimizes insurance purchases for financial goals.
Diversified risk parity strategies outperform equally-weighted portfolios in various asset universes.
Functorial maps and weak parities are equivalent descriptions of rules of substitution virtual crossings for classical in diagrams of a knot in a way compatible with Reidemeister moves. We introduce the notion of maximal weak parity and describe it for knots in a given closed oriented surface. This weak parity defines …
We empirically show the superiority of the equally weighted S\&P 500 portfolio over Sharpe's market capitalization weighted S\&P 500 portfolio. We proceed to consider the MaxMedian rule, a non-proprietary rule designed for the investor who wishes to do his/her own investing on a laptop with the purchase of only 20 stoc…
Introduce a two-variable parity polynomial for virtual knotoids
Paper solves k-sparse parity problem with sign SGD, matching SQ lower bound.
We study the optimal timing of derivative purchases in incomplete markets. In our model, an investor attempts to maximize the spread between her model price and the offered market price through optimally timing her purchase. Both the investor and the market value the options by risk-neutral expectations but under diffe…
Neural networks struggle with learning fixed parities.
In [3] we constructed the parity-biquandle bracket valued in {\em pictures} (linear combinations of -valent graphs). We gave no example of classical links such that the parity-biquandle bracket of which is not trivial. In the present paper we slightly change the notation of the parity-biquandle bracket and give exam…
Study shows physical drift affects put-call parity enforcement, not just option payoffs.
Recommender system, as an essential part of modern e-commerce, consists of two fundamental modules, namely Click-Through Rate (CTR) and Conversion Rate (CVR) prediction. While CVR has a direct impact on the purchasing volume, its prediction is well-known challenging due to the Sample Selection Bias (SSB) and Data Spars…
Parity mappings from the chords of a Gauss diagram to the integers is defined. The parity of the chords is used to construct families of invariants of Gauss diagrams and virtual knots. One family consists of degree Vassiliev invariants.
We define counting and cocycle enhancement invariants of virtual knots using parity biquandles. These invariants are determined by pairs consisting of a biquandle 2-cocycle φ^0 and a map φ^1 with certain compatibility conditions leading to one-variable or two-variable polynomial invariants of virtual knots. We provide …
Counterfactual fairness not equivalent to demographic parity, finds study.
Transformers solve parity problems efficiently with step-by-step reasoning.
Investors pay for additional asset information based on utility maximization.
2-dimensional knots and links are studied in the article. The notion of parity is introduced via techniques similar to the ones used by the second named author in 1-dimensional case. By using parity new invariants are constructed and known invariants are refined.
Recommending the right products is the central problem in recommender systems, but the right products should also be recommended at the right time to meet the demands of users, so as to maximize their values. Users' demands, implying strong purchase intents, can be the most useful way to promote products sales if well …
CodedFedL speeds up federated learning in MEC networks by 15x.
Deep hedging strategies for Green PPAs in electricity markets reduce risk.
Currency carry trade is the investment strategy that involves selling low interest rate currencies in order to purchase higher interest rate currencies, thus profiting from the interest rate differentials. This is a well known financial puzzle to explain, since assuming foreign exchange risk is uninhibited and the mark…
Gradient boosting detects insider purchases predicting abnormal returns in microcap stocks.
New causal analysis reconciles predictive and statistical fairness.
Proposes a framework to create fair IDRs by enforcing demographic parity constraints.
Paper optimizes internal balancing of wind and hydropower to reduce intraday market volatility.