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.
There have lately been several suggestions for parametrized distances on a graph that generalize the shortest path distance and the commute time or resistance distance. The need for developing such distances has risen from the observation that the above-mentioned common distances in many situations fail to take into ac…
Consider a weighted or unweighted k-nearest neighbor graph that has been built on n data points drawn randomly according to some density p on R^d. We study the convergence of the shortest path distance in such graphs as the sample size tends to infinity. We prove that for unweighted kNN graphs, this distance converges …
We present a simple, yet effective, approach to Semi-Supervised Learning. Our approach is based on estimating density-based distances (DBD) using a shortest path calculation on a graph. These Graph-DBD estimates can then be used in any distance-based supervised learning method, such as Nearest Neighbor methods and SVMs…
Matching datasets of multiple modalities has become an important task in data analysis. Existing methods often rely on the embedding and transformation of each single modality without utilizing any correspondence information, which often results in sub-optimal matching performance. In this paper, we propose a nonlinear…
This work develops a generic framework, called the bag-of-paths (BoP), for link and network data analysis. The central idea is to assign a probability distribution on the set of all paths in a network. More precisely, a Gibbs-Boltzmann distribution is defined over a bag of paths in a network, that is, on a representati…
The classical theorem of Fáry states that every planar graph can be represented by an embedding in which every edge is represented by a straight line segment. We consider generalizations of Fáry's theorem to surfaces equipped with Riemannian metrics. In this setting, we require that every edge is drawn as a shortest pa…
Given a point (the "spider") on a rectangular box, we would like to find the minimal distance along the surface to its opposite point (the "fly" - the reflection of the spider across the center of the box). Without loss of generality, we can assume that the box has dimensions 1×a×b with the spider on one …
For a compact Riemannian manifold with boundary, we want to find the metric structure from knowledge of distances between boundary points. This is called the "boundary rigidity problem". If the boundary is not concave, which means locally not all shortest paths lie entirely in the boundary, then we are able to find the…
In this paper we study the metric geometry of the space Σ of positive invertible elements of a von Neumann algebra A with a finite, normal and faithful tracial state τ. The trace induces an incomplete Riemannian metric <x,y>a=τ(ya−1xa−1), and though the techniques involved are quite different,…
Extends RSP model with net flow and capacity constraints for better network analysis.
problem Improving shortest path models with net flows and capacity constraints.
method Developed net flow RSP model and introduced capacity constraints. Proposed algorithms for computing expected routing costs and solving constrained problems using Lagrangian duality.
result Net flow RSP dissimilarity measure is competitive with state-of-the-art dissimilarities.
Study models Indian stock market using hyperbolic geometry for market stability and volatility analysis.
problem Identifying market stability and volatility in the Indian stock market.
method Modelled as a heterogeneous scale-free network, embedded in a 2D hyperbolic space, applied coalescent embedding, hyperbolic kmeans, and Bollinger Band analysis.
result Clusters in the embedded network better represent market communities than Euclidean clusters, allowing for early detection of market changes.