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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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129258386515 · Jun 202019922001200920172026
48 results for singular spectrum analysis

Two new methods improve forecasting of functional time series data.

problem Forecasting of functional time-dependent data.
method Functional Singular Spectrum Analysis (FSFA) based forecasting methods.
result Our methods outperform existing algorithms for periodic stochastic processes.

MFSSA improves reconstruction accuracy of multivariate functional time series.

problem Improving reconstruction accuracy of multivariate functional time series.
method Developed MFSSA, a functional extension of MSSA, for different dimensional domains.
result Better reconstruction accuracy of MFTS signals using MFSSA compared to other methods.

We provide two examples of spectral analysis techniques of Schroedinger operators applied to geometric Laplacians. In particular we show how to adapt the method of analytic dilation to Laplacians on complete manifolds with corners of codimension 2 finding the absence of singular continuous spectrum for these operators,…

2012-10-19abs ↗pdf ↗

We introduce Contrastive Multivariate Singular Spectrum Analysis, a novel unsupervised method for dimensionality reduction and signal decomposition of time series data. By utilizing an appropriate background dataset, the method transforms a target time series dataset in a way that evinces the sub-signals that are enhan…

2018-10-31abs ↗pdf ↗

ManifoldFlow relaxes fixed-spectrum Stiefel layers to learn a positive spectrum.

problem Fixed-spectrum Stiefel layers impose rigid spectral constraints.
method Introduces ManifoldFlow, a relaxation that learns a positive spectrum while keeping the basis on the Stiefel manifold.
result Learnable SPD spectrum improves performance in various settings.

We discuss questions of isospectrality for hyperbolic orbisurfaces, examining the relationship between the geometry of an orbisurface and its Laplace spectrum. We show that certain hyperbolic orbisurfaces cannot be isospectral, where the obstructions involve the number of singular points and genera of our orbisurfaces.…

2004-11-12abs ↗pdf ↗

New technique stabilizes singular values in concatenated matrices.

problem How singular values of concatenated matrices relate to individual components.
method Developed perturbation technique extending classical results to concatenated matrices.
result Dominant singular values remain stable under small perturbations in submatrices.

Singular values of a data in a matrix form provide insights on the structure of the data, the effective dimensionality, and the choice of hyper-parameters on higher-level data analysis tools. However, in many practical applications such as collaborative filtering and network analysis, we only get a partial observation.…

2017-03-18abs ↗pdf ↗

We consider the GG-invariant spectrum of the Laplacian on an orbit space M/GM/G where MM is a compact Riemannian manifold and GG acts by isometries. We generalize the Sunada-Pesce-Sutton technique to the GG-invariant setting to produce pairs of isospectral non-isometric orbit spaces. One of these spaces is isometric…

2016-07-19abs ↗pdf ↗

The Hodge spectra can distinguish orbifolds from manifolds, especially in low dimensions.

problem Distinguishing orbifolds from manifolds using Hodge spectra.
method Computing heat invariants of Hodge Laplacians on pp-forms.
result The Hodge spectra, particularly the 00- and 11-spectra, can distinguish orbifolds from manifolds in low dimensions.

We use topological methods to study various semicontinuity properties of spectra of singular points of plane algebraic curves and of polynomials in two variables at infinity. Using Seifert forms and the Tristram--Levine signatures of links, we reprove (in a slightly weaker version) a result obtained by Steenbrink and V…

2011-01-28abs ↗pdf ↗

Recently the statistical characterizations of financial markets based on physics concepts and methods attract considerable attentions. We used two possible procedures of analyzing multifractal properties of a time series. The first one uses the continuous wavelet transform and extracts scaling exponents from the wavele…

2006-08-01abs ↗pdf ↗

We use topological methods to prove a semicontinuity property of the Hodge spectra for analytic germs defined on an isolated surface singularity. For this we introduce an analogue of the Seifert matrix (the fractured Seifert matrix), and of the Levine--Tristram signatures associated with it, defined for null-homologous…

2013-08-23abs ↗pdf ↗

This work analyzes self-attention matrices using random matrix theory.

problem Understanding the theoretical behavior of self-attention layers in neural networks.
method Asymptotic spectral analysis of the attention matrix, Gaussian equivalence, and linearization.
result The singular value distribution of the attention matrix is asymptotically characterized by a linear model.

The paper proves uniqueness of closed timelike geodesics on de-Sitter tori with one singularity.

problem Uniqueness of closed timelike geodesics on de-Sitter tori with one singularity.
method Introduced the notion of timelike marked length spectrum and constructed length-twist coordinates.
result Uniqueness of closed timelike geodesics in their free homotopy class.

The subdifferential of convex functions of the singular spectrum of real matrices has been widely studied in matrix analysis, optimization and automatic control theory. Convex analysis and optimization over spaces of tensors is now gaining much interest due to its potential applications to signal processing, statistics…

2015-06-08abs ↗pdf ↗

In this paper we define a new convergence called "asymptotically conic convergence" in which a smooth family of Riemannian metrics on a fixed compact manifold degenerate to a metric with isolated conic singularity. Our results are: convergence of the spectrum of the geometric Laplacians and uniform convergence of the c…

2007-01-13abs ↗pdf ↗

Study on Sturm-Liouville problems with zero potential and Neumann boundary conditions.

problem Understanding properties of Sturm-Liouville problems with zero potential.
method Developed simple criteria for assessing properties of regular Sturm-Liouville problems in terms of coefficient functions.
result Proved various properties of Sturm-Liouville problems with zero potential under Neumann boundary conditions.

In this paper, we introduce the algorithms of Orthogonal Deep Neural Networks (OrthDNNs) to connect with recent interest of spectrally regularized deep learning methods. OrthDNNs are theoretically motivated by generalization analysis of modern DNNs, with the aim to find solution properties of network weights that guara…

2019-05-15abs ↗pdf ↗

A general approach to proving that the length spectrum of a compact Riemannian manifold is an invariant of the Laplace spectrum comes from considering the wave trace, a spectrally determined tempered distribution. The Poisson relation states that the singularities of the wave trace can only occur at lengths of closed g…

2016-08-09abs ↗pdf ↗

This paper uses spectrum analysis to understand price behavior in the Indian stock market.

problem Understanding price formation and discovery in the Indian stock market.
method Adapting mathematical physics theories and spectrum analysis to decompose price cycles.
result Decomposing price cycles helps in understanding the effect of information on price formation and discovery.

Defines Perelman's functionals on manifolds with non-isolated conical singularities.

problem Defining functionals on manifolds with non-isolated conical singularities.
method Starting from a spectral point of view for the Perelman's λ-functional, defining the spectrum of Schrödinger operator and proving the existence of discrete eigenvalues.
result Proves the existence of the infimum of W-functional and obtains asymptotic behavior of eigenfunctions.

We show that for compact orientable hyperbolic orbisurfaces, the Laplace spectrum determines the length spectrum as well as the number of singular points of a given order. The converse also holds, giving a full generalization of Huber's theorem to the setting of compact orientable hyperbolic orbisurfaces.

2005-04-28abs ↗pdf ↗

Generative Adversarial Networks (GANs), though powerful, is hard to train. Several recent works (brock2016neural,miyato2018spectral) suggest that controlling the spectra of weight matrices in the discriminator can significantly improve the training of GANs. Motivated by their discovery, we propose a new framework for t…

2018-12-28abs ↗pdf ↗

We consider how the geometry and topology of a compact nn-dimensional Riemannian orbifold with boundary relates to its Steklov spectrum. In two dimensions, motivated by work of A. Girouard, L. Parnovski, I. Polterovich and D. Sher in the manifold setting, we compute the precise asymptotics of the Steklov spectrum in t…

2016-09-16abs ↗pdf ↗

We prove a trace formula for three-dimensional spherically symmetric Riemannian manifolds with boundary which satisfy the Herglotz condition: The wave trace is singular precisely at the length spectrum of periodic broken rays. In particular, the Neumann spectrum of the Laplace--Beltrami operator uniquely determines the…

2017-05-30abs ↗pdf ↗

We study the stability of coassociative 4-folds with conical singularities under perturbations of the ambient G_2 structure by defining an integer invariant of a coassociative cone which we call the stability index. The stability index of a coassociative cone is determined by the spectrum of the curl operator acting on…

2009-10-27abs ↗pdf ↗

Different variants of MFDFA technique are applied in order to investigate various (artificial and real-world) time series. Our analysis shows that the calculated singularity spectra are very sensitive to the order of the detrending polynomial used within the MFDFA method. The relation between the width of the multifrac…

2012-12-03abs ↗pdf ↗

Pion optimizes LLMs by preserving weight matrix singular values.

problem Training large language models (LLMs) with standard optimizers leads to unstable weight matrices.
method Pion uses orthogonal transformations to update weight matrices, preserving their singular values.
result Pion offers a stable alternative to standard optimizers for LLM pretraining and finetuning.

SAMoSSA combines mSSA and AR for accurate time series analysis.

problem Accurately estimating both deterministic and stationary components in time series data.
method Two-stage algorithm: first mSSA for non-stationary components, then AR for stationary residual.
result SAMoSSA provides forecasting consistency and outperforms existing methods.

This paper speeds up spectral clustering for large graphs by dilating their eigenspectrum.

problem Slow convergence in spectral clustering due to small eigengaps in graph Laplacians.
method Polynomial approximations to matrix operations that dilate the spectrum without changing eigenvectors.
result Significant acceleration of convergence in spectral clustering.

Study the energy spectrum of metrics on surfaces and its relation to simple length spectrum.

problem Relate the energy spectrum to the simple length spectrum of metrics on surfaces.
method Analyze the energy spectrum of metrics on surfaces and their Teichmüller spaces, considering homotopy conditions.
result The energy spectrum determines the simple length spectrum under certain conditions.

We study the spectral geometric properties of the scalar Laplace-Beltrami operator associated to the Weil-Petersson metric gWPg_{\mathrm{WP}} on Mγ\mathcal M_γ, the Riemann moduli space of surfaces of genus γ>1γ> 1. This space has a singular compactification with respect to gWPg_{\mathrm{WP}}, and this metric has crossing…

2012-06-18abs ↗pdf ↗