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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.

168,657 papers · 148 categories

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285683111 · May 202619922001200920172026
48 results for scale-time equivalence

Unified scaling laws reveal how model size and training time impact neural network performance.

problem Understanding how much performance improvement can be expected from scaling model size or data volume.
method Established scale-time equivalence and combined it with a linear model analysis of double descent.
result Unified theoretical scaling laws explain previously unexplained phenomena and offer a more accessible path to training large models.

The paper develops a neural network-based method for detecting change points in large-scale time-evolving data.

problem Detecting and locating change points in multivariate time-evolving data.
method Two-step procedure involving neural network training and test error function calibration over moving windows.
result Consistent estimates for the number and locations of change points under temporal dependence.

Accurately predicting customer churn using large scale time-series data is a common problem facing many business domains. The creation of model features across various time windows for training and testing can be particularly challenging due to temporal issues common to time-series data. In this paper, we will explore …

2018-02-09abs ↗pdf ↗

Reliable uncertainty estimation for time series prediction is critical in many fields, including physics, biology, and manufacturing. At Uber, probabilistic time series forecasting is used for robust prediction of number of trips during special events, driver incentive allocation, as well as real-time anomaly detection…

2017-09-06abs ↗pdf ↗

Paper establishes a comprehensive benchmark for ECG time-series analysis.

problem Incomplete understanding of ECG signal properties and limitations in evaluation metrics.
method Categorization of downstream applications, identification of limitations, introduction of a novel metric, benchmarking of time-series models.
result Validation of the effectiveness of the proposed metric and model architecture.

SALSA efficiently approximates leverage scores for big data, improving ARMA model fitting.

problem Efficiently approximating leverage scores for large matrices.
method Sequential approximate leverage-score algorithm (SALSA) using randomized numerical linear algebra.
result SALSA approximates leverage scores within (1+O(ε))(1 + O({\varepsilon})) with high probability.

This paper investigates different vector step-size adaptation approaches for non-stationary online, continual prediction problems. Vanilla stochastic gradient descent can be considerably improved by scaling the update with a vector of appropriately chosen step-sizes. Many methods, including AdaGrad, RMSProp, and AMSGra…

2019-07-17abs ↗pdf ↗

Method analyzes large-scale network data to detect communication pattern shifts.

problem Analyzing large-scale time-series network data is challenging.
method Temporal encoder embedding method using ground-truth or estimated vertex labels.
result Detects communication pattern shifts across all levels of network structure.

Paper proposes MSSDDPG for better financial trading strategies.

problem Extracting accurate features from noisy, non-stationary financial time series.
method Multi-scale stroke deep deterministic policy gradient reinforcement learning model (MSSDDPG).
result MSSDDPG outperforms other strategies in China's CSI 300 and SSE Composite.

SNNs enhance high-frequency price spike forecasting in HFT environments.

problem Conventional financial models fail to capture fine temporal structure in high-frequency price spikes.
method Application of Spiking Neural Networks (SNNs) with hyperparameter tuning via Bayesian Optimization (BO).
result SNN models optimized with PSA achieve significantly higher cumulative returns in backtesting.

New model handles complex output dependence in large datasets.

problem Complex output dependence in large datasets.
method Orthogonal Stochastic Linear Mixing Model (OSLMM) with Markov chain Monte Carlo inference.
result OSLMM reduces prediction error compared to state-of-the-art methods.

A new method uses GATs to optimise portfolios of mid-cap firms, outperforming traditional methods.

problem Optimising portfolios of mid-cap firms considering interdependencies and firms at risk of default.
method Graph Attention Networks (GATs) applied to large-scale financial data.
result The GAT-based portfolio outperforms traditional benchmarks over a long period.

Optimizer memory affects learning rate sensitivity in shuffle order, impacting fine-tuning noise.

problem Optimizer memory affects the learning rate sensitivity in shuffle order, leading to fine-tuning noise.
method Isolated the mechanism of fixed-clock optimizer memory affecting the learning rate sensitivity in shuffle order, deriving a fit-free way to size the noise.
result Fixed-clock optimizers like AdamW produce a larger first-order noise channel compared to memoryless optimizers, affecting fine-tuning comparisons.

Paper solves equivalence problems for fifth-order differential operators using Cartan's method.

problem Equivalence problem for fifth-order differential operators under fiber-preserving transformations.
method Cartan's method of equivalence applied to solve two versions of the equivalence problem.
result Sufficient and necessary conditions for fiber-preserving transformations between fifth-order differential operators.

In this paper we discuss four problems regarding Markov equivalences for subclasses of loopless mixed graphs. We classify these four problems as finding conditions for internal Markov equivalence, which is Markov equivalence within a subclass, for external Markov equivalence, which is Markov equivalence between subclas…

2011-10-20abs ↗pdf ↗

We consider equivalence relations among smooth map germs with respect to geometry of G-structures on the target space germ. These equivalence relations are natural generalization of right-left equivalence (i.e., A-equivalence) in the sense of Thom-Mather depending on geometric structures on the target space germ. Unfor…

2019-08-22abs ↗pdf ↗

We examine an equivalence relation between free homotopy classes of closed curves on the pair of pants known as k-equivalence, a generalization of a concept previously defined by Leininger. We prove that two classes of closed curves on the pair of pants that are k-equivalent must also be 1-equivalent and 2-equivalent. …

2019-09-29abs ↗pdf ↗

This article is dedicated to solve the equivalence problem for two third order differential operators on the line under general fiber--preserving transformation using the Cartan method of equivalence. We will do three versions of the equivalence problems: first via the direct equivalence problem, second equivalence pro…

2011-01-17abs ↗pdf ↗

Equivalent bicategories constructed from action Lie groupoids.

problem Equivalence of bicategories constructed from action Lie groupoids.
method Localizing at equivariant weak equivalences, surjective submersive equivariant weak equivalences, and all weak equivalences.
result Weak equivalences between action Lie groupoids are isomorphic to compositions of nice forms of equivariant weak equivalences.

Develops LL_\infty spaces over dg manifolds and establishes an equivalence with LL_\infty algebroids.

problem Defining and comparing LL_\infty spaces and algebroids over dg manifolds.
method Establishes an equivalence between categories of LL_\infty algebroids and LL_\infty spaces, constructs a faithful functor.
result Detects weak equivalences between LL_\infty algebroids and LL_\infty spaces.

Two Riemannian manifolds are called eigenvalue equivalent when their sets of eigenvalues of the Laplace-Beltrami operator are equal (ignoring multiplicities). They are (primitive) length equivalent when the sets of lengths of their (primitive) closed geodesics are equal. We give a general construction of eigenvalue equ…

2006-06-14abs ↗pdf ↗

The ν+ν^+-equivalence is an equivalence relation on the knot concordance group. This relation can be seen as a certain stable equivalence on knot Floer complexes CFKCFK^{\infty}, and many concordance invariants derived from Heegaard Floer theory are invariant under the equivalence. In this paper, we show that any genus …

2019-07-22abs ↗pdf ↗

In this paper, two sufficient conditions are provided for given two K-equivalent map-germs to be bi-Lipschitz A-equivalent. These are Lipschitz analogues of the known results on C^r-A-equivalence (0r)(0 \leq r \leq \infty) for given two K-equivalent map-germs. As a corollary of one of our results, a Lipschitz version of …

2013-02-20abs ↗pdf ↗

By combining the ideas of Cartan's equivalence method and the method of the equivariant moving frame for pseudo-groups, we develop an efficient method for solving equivalence problems arising from horizontal Lie pseudo-group actions. The key is a pseudo-group analog of the classic result that characterizes congruence o…

2018-11-01abs ↗pdf ↗

In present paper, the equivalence problem for fourth order differential operators with one variable under general fiber-preserving transformation using the Cartan method of equivalence is applied. Two versions of equivalence problems are considered. First, the direct equivalence problem and second equivalence problem i…

2014-05-24abs ↗pdf ↗

Let MM and NN be Nash manifolds, and ff and gg Nash maps from MM to NN. If MM and NN are compact and if ff and gg are analytically R-L equivalent, then they are Nash R-L equivalent. In the local case, CinftyC^infty R-L equivalence of two Nash map germs implies Nash R-L equivalence. This shows a difference of Nash…

2010-04-23abs ↗pdf ↗

The equivalence (or weak equivalence) classes of orientation-preserving free actions of a finite group G on an orientable 3-dimensional handlebody of genus g can be enumerated in terms of sets of generators of G. They correspond to the equivalence classes of generating n-vectors of elements of G, where n=1+(g-1)/|G|, u…

2001-09-22abs ↗pdf ↗

Study stable equivalence relations on 4-manifolds, proving homotopy equivalent manifolds with abelian fundamental group are stably diffeomorphic.

problem Classifying stable equivalence relations on 4-manifolds.
method Combination of modified and classical surgery, focusing on homotopy equivalence up to stabilisation.
result Closed oriented homotopy equivalent 4-manifolds with abelian fundamental group are stably diffeomorphic.

Establishes equivalence between models of derived stacks.

problem Tackles the equivalence between different models of derived geometry.
method Uses Quillen equivalence to show categories of higher derived stacks are equivalent.
result Shows equivalence among models of derived manifolds, Carchedi-Roytenberg, Behrend-Liao-Xu, and Alexandrov-Kontsevich-Schwarz-Zaboronsky.

Links in lens spaces may be defined to be equivalent by ambient isotopy or by diffeomorphism of pairs. In the first case, for all the combinatorial representations of links, there is a set of Reidemeister-type moves on diagrams connecting isotopy equivalent links. In this paper we provide a set of moves on disk, band a…

2017-01-07abs ↗pdf ↗

Two metrics on a manifold are geodesically equivalent if sets of their unparameterized geodesics coincide. In this paper we show that if two left GG-invariant metrics of arbitrary signature on homogenous space G/HG/H are geodesically equivalent, they are affinely equivalent, i.e. they have the same Levi-Civita connecti…

2018-05-21abs ↗pdf ↗

If the fundamental group of the complement of a smooth embedding f: S^2 \subset R^4 is a cyclic group, the map can be deformed to the standard embedding by a generic one-parameter family with at most cusp singularities. If two smooth embeddings are connected by such a deformation, they will be called cusp equivalent. W…

1999-11-20abs ↗pdf ↗