We elaborate on the recent observation that evolution for twist knots simplifies when described in terms of triangular evolution matrix , not just its eigenvalues , and provide a universal formula for , applicable to arbitrary rectangular representation . This expression is in terms of s…
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.
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We propose a methodology for clustering financial time series of stocks' returns, and a graphical set-up to quantify and visualise the evolution of these clusters through time. The proposed graphical representation allows for the application of well known algorithms for solving classical combinatorial graph problems, w…
The paper studies curve evolution using the PLR equation and its solutions.
Mackey showed that for a compact Lie group , the pair has a unique non-trivial irreducible covariant pair of representations. We study the relevance of this result to the unitary equivalence of quantizations for an infinite-dimensional family of invariant polarizations on . The …
Word evolution refers to the changing meanings and associations of words throughout time, as a byproduct of human language evolution. By studying word evolution, we can infer social trends and language constructs over different periods of human history. However, traditional techniques such as word representation learni…
We investigate topology and temporal evolution of the foreign currency exchange market viewed from a weighted network perspective. Based on exchange rates for a set of 46 currencies (including precious metals), we construct different representations of the FX network depending on a choice of the base currency. Our resu…
A new geometric metric identifies true data changes from parametrization artifacts in high-dimensional representations.
In the framework of path integral the evolution operator kernel for the Merton-Garman Hamiltonian is constructed. Based on this kernel option formula is obtained, which generalizes the well-known Black-Scholes result. Possible approximation numerical schemes for path integral calculations are proposed.
New method for calculating HOMFLY polynomials in symmetric representations.
Representations of Dirac-Hestenes and Dirac spinor fields via coordinates of surfaces conformally immersed into 4-dimensional complex space are proposed. A relation between time evolution of spinor fields and integrable deformations of surfaces is discussed.
We relate Miura type transformations (MTs) over an evolution system to its zero-curvature representations with values in Lie algebras g. We prove that certain homogeneous spaces of g produce MTs and show how to distinguish these spaces. For a scalar translation-invariant evolution equation this allows to classify all M…
CR-FM-NES improves NES for high-dimensional optimization.
New method clusters strong and weak views effectively, improving performance by up to 40%.
A new method evolves point clouds using B-splines for smooth surfaces.
The paper uses deep learning to detect financial market regimes from correlation matrices.
We construct a general procedure to extract the exclusive Racah matrices S and \bar S from the inclusive 3-strand mixing matrices by the evolution method and apply it to the first simple representations R =[1], [2], [3] and [2,2]. The matrices S and \bar S relate respectively the maps (R\otimes R)\otimes \bar R\longrig…
DGRCL integrates dynamic and static graph relations for financial market prediction.
Backlund transformations are used to search for solutions, particularly soliton solutions, of non-linear differential equations. In this paper we present an invariant geometrical theory of Backlund transformations for second order evolution equations with one space variable. The main concept is that of connection defin…
A generative recurrent neural network is quickly trained in an unsupervised manner to model popular reinforcement learning environments through compressed spatio-temporal representations. The world model's extracted features are fed into compact and simple policies trained by evolution, achieving state of the art resul…
Following the suggestion of arXiv:1407.6319 to lift the knot polynomials for virtual knots and links from Jones to HOMFLY, we apply the evolution method to calculate them for an infinite series of twist-like virtual knots and antiparallel 2-strand links. Within this family one can check topological invariance and under…
GRADE models evolving graph dynamics by learning node and community representations.
With the help of the evolution method we calculate all HOMFLY polynomials in all symmetric representations [r] for a huge family of (generalized) pretzel links, which are made from g+1 two strand braids, parallel or antiparallel, and depend on g+1 integer numbers. We demonstrate that they possess a pronounced new struc…
Temporal-difference and Q-learning learn feature representations that converge to optimal ones.
We consider braids with repeating patterns inside arbitrary knots which provides a multi-parametric family of knots, depending on the "evolution" parameter, which controls the number of repetitions. The dependence of knot (super)polynomials on such evolution parameters is very easy to find. We apply this evolution meth…
Topic models have proven to be a useful tool for discovering latent structures in document collections. However, most document collections often come as temporal streams and thus several aspects of the latent structure such as the number of topics, the topics' distribution and popularity are time-evolving. Several mode…
The paper studies how neural networks evolve representations, finding a unique fixed point for nonlinear activations.
Language evolves over time in many ways relevant to natural language processing tasks. For example, recent occurrences of tokens 'BERT' and 'ELMO' in publications refer to neural network architectures rather than persons. This type of temporal signal is typically overlooked, but is important if one aims to deploy a mac…
Learning disentangled representations is a key step towards effectively discovering and modelling the underlying structure of environments. In the natural sciences, physics has found great success by describing the universe in terms of symmetry preserving transformations. Inspired by this formalism, we propose a framew…
In this work, we studied the properties of the spherical indicatrices of a Bertrand curve and its mate curve and presented some characteristic properties in the cases that Bertrand curve and its mate curve are slant helices, spherical indicatrices are slant helices and we also researched that whether the spherical indi…
SGRNN models evolving graph data for better property prediction.
Using the recently proposed differential hierarchy (Z-expansion) technique, we obtain a general expression for the HOMFLY polynomials in two arbitrary symmetric representations of link families, including Whitehead and Borromean links. Among other things, this allows us to check and confirm the recent conjecture of arX…
We derive a consistent differential representation for the dynamics of a self-financing portfolio for different hedging strategies. In the basis of the derivation there is the so called "retarded action principle", which represents the causality in the evolution of dependent stochastic variables. We demonstrate this pr…
In this work, we studied the properties of the spherical indicatrices of involute curve of a space curve and presented some characteristic properties in the cases that involute curve and evolute curve are slant helices and helices, spherical indicatrices are slant helices and helices and we introduced new representatio…
Paper reviews the evolution of alpha from human insight to AI-powered systems.
Most decision tree induction algorithms are based on a greedy top-down recursive partitioning strategy for tree growth. In this paper, we propose several methods for induction of decision trees and their ensembles based on evolutionary algorithms. The main difference of our approach is using real-valued vector represen…
We present evolution equations for a family of paths that results from anisotropically weighting curve energies in non-linear statistics of manifold valued data. This situation arises when performing inference on data that have non-trivial covariance and are anisotropic distributed. The family can be interpreted as mos…
Study shows scaling up models doesn't always improve downstream tasks.
PRI-VAE learns disentangled representations by optimizing principle-of-relevant-information.
Study on how optimal representations emerge during deep learning training, focusing on the role of implicit regularization.
A framework uses free probability to analyze Transformer models.
The majority of cancer treatments end in failure due to Intra-Tumor Heterogeneity (ITH). ITH in cancer is represented by clonal evolution where different sub-clones compete with each other for resources under conditions of Darwinian natural selection. Predicting the growth of these sub-clones within a tumour is among t…
A popular approach for predicting the future of dynamical systems involves mapping them into a lower-dimensional "latent space" where prediction is easier. We show that the information-theoretically optimal approach uses different mappings for present and future, in contrast to state-of-the-art machine-learning approac…
Object-based factorizations provide a useful level of abstraction for interacting with the world. Building explicit object representations, however, often requires supervisory signals that are difficult to obtain in practice. We present a paradigm for learning object-centric representations for physical scene understan…
There are many real-world knowledge based networked systems with multi-type interacting entities that can be regarded as heterogeneous networks including human connections and biological evolutions. One of the main issues in such networks is to predict information diffusion such as shape, growth and size of social even…
Neural networks' feature geometry evolves like discrete Ricci flow.
The calculus correspondence has been known to exist between generic pedal evolutions and generic wave front evolutions. In this paper, we first extend the known results on the calculus correspondence to evolutions with multi-parameters, and then give applications of calculus correspondence. Moreover, we discuss the pos…
The colored HOMFLY polynomials, which describe Wilson loop averages in Chern-Simons theory, possess an especially simple representation for torus knots, which begins from quantum R-matrix and ends up with a trivially-looking split W representation familiar from character calculus applications to matrix models and Hurwi…
MDGNN predicts stock prices by capturing multifaceted relations over time.