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.
Study S-shaped utility maximization with VaR constraint and unobservable drift.
A horospherical torus about a cusp of a hyperbolic manifold inherits a Euclidean similarity structure, called a cusp shape. We bound the change in cusp shape when the hyperbolic structure of the manifold is deformed via cone deformation preserving the cusp. The bounds are in terms of the change in structure in a neighb…
Proposes DILATE and STRIPE++ for precise time series forecasting.
A novel method predicts shape development using Riemannian shape spaces.
A new method shapes reinforcement learning environments by abstracting large state spaces.
Given a polyhedral surface, assume that it is prohibited to change the shape and size of any face but it is permissible to change the dihedral angles between the faces. A polyhedral surface is said to be flexible if it is possible to change its shape under the above restrictions. We prove that flexible polyhedral surfa…
In this paper we develop the theory of parametric polynomial regression in Riemannian manifolds and Lie groups. We show application of Riemannian polynomial regression to shape analysis in Kendall shape space. Results are presented, showing the power of polynomial regression on the classic rat skull growth data of Book…
New method allows sheets to morph into multiple shapes via spatially varying stimuli.
New method learns shape correspondences robustly from raw geometry.
Representing 3D shape deformations by linear models in high-dimensional space has many applications in computer vision and medical imaging, such as shape-based interpolation or segmentation. Commonly, using Principal Components Analysis a low-dimensional (affine) subspace of the high-dimensional shape space is determin…
New deep learning method preserves orientation in shape matching.
Geometric pruning rules improve change point detection in multiple time series.
The paper learns pose variations within shape populations using constrained mixtures of factor analyzers.
Geometric reduction of the Newtonian planar three-body problem is investigated in the framework of equivariant Riemannian geometry, which reduces the study of trajectories of three-body motions to the study of their moduli curves, that is, curves which record the change of size and shape, in the moduli space of oriente…
A geometric analysis of protein folding, which complements many of the models in the literature, is presented. We examine the process from unfolded strand to the point where the strand becomes self-interacting. A central question is how it is possible that so many initial configurations proceed to fold to a unique fina…
DILATE improves deep time series forecasting for non-stationary signals.
The space of embedded submanifolds plays an important role in applications such as computational anatomy and shape analysis. We can define two different classes on Riemannian metrics on this space: so-called outer metrics are metrics that measure shape changes using deformations of the ambient space and they find appli…
Study shows increased precipitation variability in Paris area over years.
InstaGAN tackles image-to-image translation for images with multiple instances and significant shape changes.
For manifold learning, it is assumed that high-dimensional sample/data points are embedded on a low-dimensional manifold. Usually, distances among samples are computed to capture an underlying data structure. Here we propose a metric according to angular changes along a geodesic line, thereby reflecting the underlying …
A registration-free framework monitors shape and color in 4D point clouds.
The paper uses 3D shapes to reveal sundial design adjustments based on latitude.
A recent Cell paper [Chang and Tsao, 2017] reports an interesting discovery. For the face stimuli generated by a pre-trained active appearance model (AAM), the responses of neurons in the areas of the primate brain that are responsible for face recognition exhibit strong linear relationship with the shape variables and…
For a commodity spot price dynamics given by an Ornstein-Uhlenbeck process with Barndorff-Nielsen and Shephard stochastic volatility, we price forwards using a class of pricing measures that simultaneously allow for change of level and speed in the mean reversion of both the price and the volatility. The risk premium i…
Study characterizes bladder motion using dynamic MRI and statistical analysis.
Generative model creates realistic images with 3D understanding.
In this paper, we study the modeling and the classification of functional data presenting regime changes over time. We propose a new model-based functional mixture discriminant analysis approach based on a specific hidden process regression model that governs the regime changes over time. Our approach is particularly a…
As the dynamic structure of the financial markets is subject to dramatic changes, a model capable of providing consistently accurate volatility estimates must not make strong assumptions on how prices change over time. Most volatility models impose a particular parametric functional form that relates an observed price …
A new model explains U- and Swoosh-shaped stock price recovery during the COVID-19.
Researchers develop a new method for analyzing shape changes in medical data.
We propose a method to learn a distribution of shape trajectories from longitudinal data, i.e. the collection of individual objects repeatedly observed at multiple time-points. The method allows to compute an average spatiotemporal trajectory of shape changes at the group level, and the individual variations of this tr…
Study compares geometric approaches for shape and deformation statistics.
New friction model for geometric locomotion systems.
Statistical approaches for Functional Data Analysis concern the paradigm for which the individuals are functions or curves rather than finite dimensional vectors. In this paper, we particularly focus on the modeling and the classification of functional data which are temporal curves presenting regime changes over time.…
The paper studies how arm selection in a bandit problem changes with shape constraints.
We wish to attack the problems that H.~Anciaux and K.~Panagiotidou posed in [1], for non-degenerate real hypersurfaces in indefinite complex projective space. We will slightly change these authors' point of view, obtaining cleaner equations for the almost contact metric structure. To make the theory meaningful, we cons…
How and why stock prices move is a centuries-old question still not answered conclusively. More recently, attention shifted to higher frequencies, where trades are processed piecewise across different timescales. Here we reveal that price impact has a universal non-linear shape for trades aggregated on any intra-day sc…
Study on surfaces with constant anisotropic mean curvature in 3D space.
Real world experiments are expensive, and thus it is important to reach a target in minimum number of experiments. Experimental processes often involve control variables that changes over time. Such problems can be formulated as a functional optimisation problem. We develop a novel Bayesian optimisation framework for s…
A microeconomic model is developed, which accurately predicts the shape of personal income distribution (PID) in the United States and the evolution of the shape over time. The underlying concept is borrowed from geo-mechanics and thus can be considered as mechanics of income distribution. The model allows the resoluti…
We examine how the structure of the world trade network has been shaped by globalization and recessions over the last 40 years. We show that by treating the world trade network as an evolving system, theory predicts the trade network is more sensitive to evolutionary shocks and recovers more slowly from them now than i…
Financial models shape markets through performativity, creating self-fulfilling prophecies.
Design-by-Morphing creates radical airfoil designs without geometric constraints.
This paper uses Ghrist barcodes to track persistent shapes in video frames.
Characterizes geodesic completeness for landmark spaces.
This paper studies a specific metric on plane curves that has the property of being isometric to classical manifold (sphere, complex projective, Stiefel, Grassmann) modulo change of parametrization, each of these classical manifolds being associated to specific qualifications of the space of curves (closed-open, modulo…
Large tick assets, i.e. assets where one tick movement is a significant fraction of the price and bid-ask spread is almost always equal to one tick, display a dynamics in which price changes and spread are strongly coupled. We introduce a Markov-switching modeling approach for price change, where the latent Markov proc…
Paper proposes a method to improve circular coordinate representation for detecting changes in high-dimensional datasets.