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.
Uniform diameter bound for reflection group disk patterns.
Market Mill is a complex dependence pattern leading to nonlinear correlations and predictability in intraday dynamics of stock prices. The present paper puts together previous efforts to build a dynamical model reflecting the market mill asymmetries. We show that certain properties of the conditional dynamics at a sing…
Study knot groups from disc patterns in 3D space.
Universal learning machine is a theory trying to study machine learning from mathematical point of view. The outside world is reflected inside an universal learning machine according to pattern of incoming data. This is subjective pattern of learning machine. In [2,4], we discussed subjective spatial pattern, and estab…
We find empirically a characteristic sharp peak-flat trough pattern in a large set of commodity prices. We argue that the sharp peak structure reflects an endogenous inter-market organization, and that peaks may be seen as local ``singularities'' resulting from imitation and herding. These findings impose a novel strin…
Generative model improves EMG pattern recognition accuracy.
Study compares price patterns of cryptocurrencies and stocks using machine learning.
Origami patterns are classified based on their symmetry groups.
We report a series of robust empirical observations, demonstrating that deep Neural Networks learn the examples in both the training and test sets in a similar order. This phenomenon is observed in all the commonly used benchmarks we evaluated, including many image classification benchmarks, and one text classification…
Proposes a new voice conversion model that preserves pitch patterns.
Paper proposes a risk index combining frequency and severity of abnormal driving patterns.
TraLFM models human mobility patterns from traffic trajectories.
Method finds motifs in knowledge graphs, revealing their structure.
This work improves KG embeddings by integrating hyperbolic and attention mechanisms.
Discrete return (DR) Laser Detection and Ranging (Ladar) systems provide a series of echoes that reflect from objects in a scene. These can be first, last or multi-echo returns. In contrast, Full-Waveform (FW)-Ladar systems measure the intensity of light reflected from objects continuously over a period of time. In a c…
Consumer Demand Response (DR) is an important research and industry problem, which seeks to categorize, predict and modify consumer's energy consumption. Unfortunately, traditional clustering methods have resulted in many hundreds of clusters, with a given consumer often associated with several clusters, making it diff…
Based on the Log-Periodic Power Law (LPPL) methodology, with the universal preferred scaling factor , the negative bubble on the oil market in 2014-2016 has been detected. Over the same period a positive bubble on the so called commodity currencies expressed in terms of the US dollar appears to take place w…
Time series motifs play an important role in the time series analysis. The motif-based time series clustering is used for the discovery of higher-order patterns or structures in time series data. Inspired by the convolutional neural network (CNN) classifier based on the image representations of time series, motif diffe…
Calendar graph neural networks model user behavior with location and time data.
Photometric stereo is a method that seeks to reconstruct the normal vectors of an object from a set of images of the object illuminated under different light sources. While effective in some situations, classical photometric stereo relies on a diffuse surface model that cannot handle objects with complex reflectance pa…
Proposes a method to infer complex network topologies from multiple graphs.
In this paper we propose network methodology to infer prognostic cancer biomarkers based on the epigenetic pattern DNA methylation. Epigenetic processes such as DNA methylation reflect environmental risk factors, and are increasingly recognised for their fundamental role in diseases such as cancer. DNA methylation is a…
Multiple seasonal patterns play a key role in time series forecasting, especially for business time series where seasonal effects are often dramatic. Previous approaches including Fourier decomposition, exponential smoothing, and seasonal autoregressive integrated moving average (SARIMA) models do not reflect the disti…
Study improves healthcare time series imputation by considering structured missingness.
This work explains RL policies using causal models, revealing important patterns and failures.
Randomization helps verify if data mining results are due to inherent patterns.
Study improves chiral photonic metasurface design using neural networks and genetic algorithms.
We study an agent-based model of evolution of wealth distribution in a macro-economic system. The evolution is driven by multiplicative stochastic fluctuations governed by the law of proportionate growth and interactions between agents. We are mainly interested in interactions increasing wealth inequality that is in a …
Buyer--seller relationships among firms can be regarded as a longitudinal network in which the connectivity pattern evolves as each firm receives productivity shocks. Based on a data set describing the evolution of buyer--seller links among 55,608 firms over a decade and structural equation modeling, we find some evide…
Optimal benchmark design varies based on costs in financial manipulation.
Despite tremendous progress in outlier detection research in recent years, the majority of existing methods are designed only to detect unconditional outliers that correspond to unusual data patterns expressed in the joint space of all data attributes. Such methods are not applicable when we seek to detect conditional …
GUIDE detects anomalies in attributed networks by reconstructing node attributes and higher-order structures.
A rapid pattern-recognition approach to characterize driver's curve-negotiating behavior is proposed. To shorten the recognition time and improve the recognition of driving styles, a k-means clustering-based support vector machine ( kMC-SVM) method is developed and used for classifying drivers into two types: aggressiv…
With millimeter wave wireless communications, the resulting radiation reflects on most visible objects, creating rich multipath environments, namely in urban scenarios. The radiation captured by a listening device is thus shaped by the obstacles encountered, which carry latent information regarding their relative posit…
This paper evaluates forecast quality in electricity markets beyond traditional accuracy measures.
Ankle sprains and instability are major public health concerns. Up to 70% of individuals do not fully recover from a single ankle sprain and eventually develop chronic ankle instability (CAI). The diagnosis of CAI has been mainly based on self-report rather than objective biomechanical measures. The goal of this study …
We introduce a Bayesian approach to discovering patterns in structurally complex processes. The proposed method of Bayesian Structural Inference (BSI) relies on a set of candidate unifilar HMM (uHMM) topologies for inference of process structure from a data series. We employ a recently developed exact enumeration of to…
Cryptocurrency market activity is decomposed into recurring and noise components, revealing patterns tied to macroeconomic reports.
Price changes are induced by aggressive market orders in stock market. We introduce a bivariate marked Hawkes process to model aggressive market order arrivals at the microstructural level. The order arrival intensity is marked by an exogenous part and two endogenous processes reflecting the self-excitation and cross-e…
The Machina thought experiments pose to major non-expected utility models challenges that are similar to those posed by the Ellsberg thought experiments to subjective expected utility theory (SEUT). We test human choices in the `Ellsberg three-color example', confirming typical ambiguity aversion patterns, and the `Mac…
Group discussions are essential for organizing every aspect of modern life, from faculty meetings to senate debates, from grant review panels to papal conclaves. While costly in terms of time and organization effort, group discussions are commonly seen as a way of reaching better decisions compared to solutions that do…
A discrete subgroup of the group of isometries of the hyperbolic space is called reflective if up to a finite index it is generated by reflections in hyperplanes. The main result of this paper is a complete classification of the reflective (and quasi-reflective) subgroups among the Bianchi groups and their extensions.
Improved CTR prediction with XDBoost neural network.
Researchers quantify the relationship between feature depth and performance in deep neural networks.
New method produces reflections with nonseparating fixed points.
Survey explores interactions between four conformal dynamics branches.
One reflection suffices for orthogonal weights, reducing GPU usage.
The study of the critical dynamics in complex systems is always interesting yet challenging. Here, we choose financial market as an example of a complex system, and do a comparative analyses of two stock markets - the S&P 500 (USA) and Nikkei 225 (JPN). Our analyses are based on the evolution of crosscorrelation struct…