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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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162323485646 · Jun 202019922001200920172026
48 results for scalar time series

Second part of series studying charged scalar fields on Reissner--Nordström spacetimes.

problem Analyzing late-time behavior and stability of charged scalar fields on black hole backgrounds.
method Purely physical-space based methods, energy estimates, inverse-power laws.
result First pointwise decay estimates for charged scalar fields on black hole backgrounds.

New method reveals true causal functions in nonlinear time series, not just scores.

problem Causal discovery in nonlinear time series often uses scalar edge scores, which hide true function-valued causal influence.
method Formalized function-valued causal influence for additive, contribution-decomposable architectures. Introduced a practical framework based on ICE for estimating causal response functions directly from trained models.
result Edges with indistinguishable scalar scores can exhibit qualitatively different functional behaviors.

A new clustering method for vector time series using autoregressive dynamics.

problem Clustering of vector time series based on their dynamics is challenging.
method System identification approach using mixture autoregressive models.
result Developed a computationally manageable algorithm k-LMVAR for clustering vector time series.

Unified analysis for graph learning from multi-attribute Gaussian time series.

problem Estimating conditional independence graph from multi-attribute Gaussian time series data.
method Unified theoretical analysis using a penalized log-likelihood objective function in the frequency domain.
result Established sufficient conditions for consistency and graph recovery in high-dimensional settings.

Topological method detects Hopf bifurcations from time series.

problem Detecting Hopf bifurcations in nonlinear systems from time series data.
method Persistent homology applied to Takens embedding for phase space reconstructions.
result A simple scalar topological functional identifies critical bifurcation points.

Different optimizer choices lead to different financial model predictions.

problem The impact of optimizer choice on neural network models in financial time series.
method Analysis of large-scale volatility forecasting for S&P 500 stocks using various model-training-pipeline pairs.
result Optimizer choice reshapes non-linear response profiles and temporal dependence in financial models, leading to different functional outcomes.

Study of charged scalar fields on Reissner-Nordström spacetimes via energy estimates.

problem Understanding the behavior and stability of charged scalar fields on near-extremal Reissner-Nordström spacetimes.
method Global integrated energy decay and boundedness estimates for solutions to the charged scalar field equation.
result Established global, weighted integrated energy decay and boundedness estimates for solutions on (near-)extremal Reissner-Nordström(--de Sitter) spacetimes.

Proposes a new model for non-linear regression of multivariate time series data.

problem Regression models for non-scalar variables, especially time series, have limitations.
method Develops a non-linear function-on-function model using neural networks.
result Demonstrates effectiveness through real-world applications.

Proves well-posedness for Einstein equations with specific boundary conditions.

problem Well-posedness of vacuum Einstein equations with twisted Dirichlet boundary conditions.
method Proves local-in-time well-posedness for the IBVP of the Einstein equations with specified conformal class and scalar densities.
result Proves well-posedness for the Einstein equations with twisted Dirichlet boundary conditions.

The paper proves curvature rigidity for manifolds with specific scalar curvature bounds.

problem Curvature rigidity of manifolds with scalar curvature constraints.
method Power series expansions of logarithmic Sobolev and W-functionals, scalar curvature bounds, and isoperimetric profiles.
result The sectional curvature of a manifold is constant (K) if it satisfies scalar curvature and isoperimetric conditions.

This is the third in a series of papers on the geometry and analysis of singular area minimizing hypersurfaces. We show how to derive obstruction and structure theories for scalar curvature constraints without imposing dimensional or topological restrictions on the underlying manifold. To this end, we use skin structur…

2015-12-27abs ↗pdf ↗

This paper sets lower bounds for scalar curvatures in Ricci flow singularity models.

problem Understanding scalar curvatures in Ricci flow singularity models.
method Developed high-dimensional theory of Hamilton's Ricci flow, including new monotonicity formulas, compactness theorem, and partial regularity theory.
result Obtained a quadratic decay lower bound for the scalar curvature in 4-dimensional non-Ricci-flat steady soliton singularity models.

We propose a method for inferring the conditional indepen- dence graph (CIG) of a high-dimensional discrete-time Gaus- sian vector random process from finite-length observations. Our approach does not rely on a parametric model (such as, e.g., an autoregressive model) for the vector random process; rather, it only assu…

2013-11-13abs ↗pdf ↗

Second paper in series solves Einstein vacuum equations for three impulsive waves.

problem Solving local Cauchy problem for impulsive gravitational waves.
method Geometric commutators for energy estimates, fractional-derivative regularity, anisotropic Sobolev embedding.
result Scalar field becomes everywhere Lipschitz and C1,θC^{1,θ} away from singular region.

New model preserves symmetry in multivariate time series, improving performance.

problem Implicit ordering in MTS models violates inherent exchangeability.
method Permutation-equivariant 2D state space model with canonical architecture.
result Eliminates sequential dependency chains and simplifies stability analysis.

In this paper we present results on dynamic multivariate scalar risk measures, which arise in markets with transaction costs and systemic risk. Dual representations of such risk measures are presented. These are then used to obtain the main results of this paper on time consistency; namely, an equivalent recursive form…

2018-10-11abs ↗pdf ↗

Neural ODEs simplified using Chen-Fliess series for Rademacher complexity analysis.

problem Analyzing the complexity of neural ODE models.
method Using Chen-Fliess series to frame neural ODEs as infinite-width nets, where weights are signature of control input and features are Lie derivatives.
result Derived compact expressions for the Rademacher complexity of ODE models.

Given a compact constant scalar curvature Kaehler orbifold, with nontrivial holomorphic vector fields, whose singularities admit a local ALE Kaehler Ricci-flat resolution, we find sufficient conditions on the position of the singular points to ensure the existence of a global constant scalar curvature Kaehler desingula…

2015-07-11abs ↗pdf ↗

The paper solves scalar curvature problems under conformal deformation for Riemannian manifolds.

problem Solving scalar curvature problems under conformal deformation for Riemannian manifolds.
method Pointwise conformal deformation, Yamabe equation with Dirichlet boundary conditions.
result Positive, smooth solutions to the Yamabe equation with Dirichlet boundary conditions.

All second order scalar differential invariants of symplectic hyperbolic and elliptic Monge-Ampère equations with respect to symplectomorphisms are explicitly computed. In particular, it is shown that the number of independent second order invariants is equal to 7, in sharp contrast with general Monge-Ampère equations …

2011-02-02abs ↗pdf ↗

CAST predicts distribution-valued time series by stabilizing and transporting simplex-supported successors.

problem Forecasting distribution-valued time series with structural failure modes.
method CAST (Causal Anchored Simplex Transport) uses successors retrieved from causal context, stabilized with a persistence anchor, and locally transported on ordered supports.
result CAST outperforms baselines on eleven public and simulated benchmarks, achieving best average rank on both one-step KL and autoregressive rollout JSD.

Injectivity of geodesic ray transform on specific Finsler manifolds proven.

problem Injectivity of geodesic ray transform on spherically symmetric reversible Finsler manifolds.
method Reduction to invertibility of generalized Abel transforms using angular Fourier series and Taylor expansions of geodesics.
result Injectivity of geodesic ray transform proven on specified Finsler manifolds.

We present a series of results concerning the interplay between the scalar curvature of a manifold and the mean curvature of its boundary. In particular, we give a complete topological characterization of those compact 3-manifolds that support Riemannian metrics of positive scalar curvature and mean-convex boundary and…

2019-03-28abs ↗pdf ↗

ESNs trained with Tikhonov least squares approximate ergodic dynamical systems in L2(μ) norm.

problem Approximating ergodic dynamical systems using ESNs.
method Tikhonov least squares regression on ESNs trained on observations from an ergodic dynamical system.
result ESNs trained with Tikhonov least squares approximate the target function in the L2(μ) norm.

Study finite time singularities in Ricci flow with bounded scalar curvature.

problem Understanding finite time singularities in Ricci flow with bounded scalar curvature.
method Analyzing blow-up sequences of locally Type I singularities.
result Every blow-up sequence of a locally Type I singularity has a specific property.

Study bounds on curvature for special Finsler metrics.

problem Curvature and topological properties of \infty-Einstein Finsler metrics.
method Construct special metrics, analyze equivalence, impose curvature bounds.
result Establish bounds for curvature and distortion on \infty-Einstein Finsler manifolds.

In this work, we study the Yamabe flow corresponding to the prescribed scalar curvature problem on compact Riemannian manifolds with negative scalar curvature. The long time existence and convergence of the flow are proved under appropriate conditions on the prescribed scalar curvature function.

2017-05-19abs ↗pdf ↗

Enhanced tree-based classifiers use derivatives and geometry for better function classification.

problem Improving classification of high-dimensional time series data.
method Integrates Functional Data Analysis with tree-based ensemble techniques, leveraging derivative and geometric features.
result Significant improvements over traditional approaches in function classification.

Previous studies indicate that nonlinear properties of Gaussian time series with long-range correlations, uiu_i, can be detected and quantified by studying the correlations in the magnitude series ui|u_i|, i.e., the ``volatility''. However, the origin for this empirical observation still remains unclear, and the exact …

2004-06-14abs ↗pdf ↗

Research into time series classification has tended to focus on the case of series of uniform length. However, it is common for real-world time series data to have unequal lengths. Differing time series lengths may arise from a number of fundamentally different mechanisms. In this work, we identify and evaluate two cla…

2019-10-10abs ↗pdf ↗

We study the holomorphic unitary representations of the Jacobi group based on Siegel-Jacobi domains. Explicit polynomial orthonormal bases of the Fock spaces based on the Siegel-Jacobi disk are obtained. The scalar holomorphic discrete series of the Jacobi group for the Siegel-Jacobi disk is constructed and polynomial …

2010-11-15abs ↗pdf ↗