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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.

169,181 papers · 148 categories

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48 results for puzzle solving

Deep learning solves jigsaw puzzles by classifying fragment positions.

problem Automated reconstruction of archaeological fragments from jigsaw puzzles.
method Classifies relative positions of fragments using deep neural networks and local feature co-occurrences.
result Our method outperforms state-of-the-art by 25%.

Globalization is one of the central concepts of our age. The common perception of the process is that, due to declining communication and transport costs, distance becomes less and less important. However, the distance coefficient in the gravity model of trade, which grows in time, indicates that the role of distance i…

2014-09-21abs ↗pdf ↗

A hybrid scheme uses GAs and DL for tile panel reconstruction.

problem Reconstructing Portuguese tile panels with real-world effects.
method Enhanced GA-based puzzle solver with novel DLCM.
result 82% accuracy for tile reconstruction compared to 3.5% for best known method.

New approach to Poisson-Lie T-duality for string effective actions, solving dilaton puzzle.

problem Complexity of Poisson-Lie T-duality in string effective actions due to dilaton field.
method Use of Levi-Civita connections on Courant algebroids to derive formulas for Poisson-Lie T-dual dilaton fields.
result Derivation of formulas for Poisson-Lie T-dual dilaton fields, providing new Poisson-Lie T-duality for string effective actions.

We introduce Quintessence: a family of burr puzzles based on the geometry and combinatorics of the 120-cell. We discuss the regular polytopes, their symmetries, the dodecahedron as an important special case, the three-sphere, and the quaternions. We then construct the 120-cell, giving an illustrated survey of its geome…

2013-10-14abs ↗pdf ↗

In his stimulating article on the reasons for two puzzling observations about the behaviour of interest rates, exchange rates and the rate of inflation, Charles Engel (2016) puts forward an explanation that rests on the concept of a non-pecuniary liquidity return on assets. Albeit intriguing the analysis struggles to a…

2016-04-29abs ↗pdf ↗

Voluntary insurance contracts constitute a puzzle because they increase the expectation value of one party's wealth, whereas both parties must sign for such contracts to exist. Classically, the puzzle is resolved by introducing non-linear utility functions, which encode asymmetric risk preferences; or by assuming the p…

2015-07-16abs ↗pdf ↗

An edge tessellation is a tiling of the plane generated by reflecting a polygon in its edges. We prove that a polygon generating an edge tessellation is one the following eight types: a rectangle; an equilateral, 60-right, isosceles right, or 120-isosceles triangle; a 120-rhombus; a 60-90-120 kite; or a regular hexagon…

2009-08-22abs ↗pdf ↗

Financial markets provide a natural quantitative lab for understanding some of the most advanced human behaviours. Among them is the use of mathematical tools known as financial instruments. Besides money, the two most fundamental financial instruments are bonds and equities. More than 30 years ago Mehra and Prescott f…

2015-07-26abs ↗pdf ↗

By using two different invariants for the Rubik's Magic puzzle, one of metric type, the other of topological type, we can dramatically reduce the universe of constructible configurations of the puzzle. Finding the set of actually constructible shapes remains however a challenging task, that we tackle by first reducing …

2014-01-15abs ↗pdf ↗

Subjective expected utility theory assumes that decision-makers possess unlimited computational resources to reason about their choices; however, virtually all decisions in everyday life are made under resource constraints - i.e. decision-makers are bounded in their rationality. Here we experimentally tested the predic…

2016-10-06abs ↗pdf ↗

Study resolves the Korean LVRP puzzle by showing HVRP exists but is masked by investor heterogeneity and improper intensity normalization.

problem Puzzling Low Volume Return Premium (LVRP) in Korea, contradicting global High Volume Return Premium (HVRP) evidence.
method Used Korean market data (2020-2024) to demonstrate HVRP exists but is masked by investor heterogeneity and improper intensity normalization. Normalized institutional buying intensity by market capitalization rather than trading value.
result Demonstrated a perfect monotonic relationship between highest-conviction institutional buying and positive cumulative abnormal returns, while lowest-intensity trades yield modest returns.

SATNet integrates logical reasoning into deep learning with a differentiable MAXSAT solver.

problem Integrating logical reasoning into deep learning architectures.
method Differentiable MAXSAT solver based on fast coordinate descent for SDP.
result Minimally supervised learning of logical structures in deep learning systems.

Measuring information value in markets using covariance of price changes and order flow.

problem Determining the value of information in financial markets.
method Using high-frequency data on US equities, the covariance between price changes and order flow is estimated to measure information value.
result The aggregate value of information is about 0.04% of market cap, significantly lower than fees investors pay.