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.
This work extends SVM error bounds to weighted SVM and introduces hyperparameter selection methods.
Each ruling of a Legendrian link can be naturally treated as a surface. For knots, the ruling is 2-graded if and only if the surface is orientable. For 2-graded rulings of homogeneous (in particular, alternating) knots, we prove that the genus of this surface is at most the genus of the knot. While this is not true in …
In the artificial intelligence field, learning often corresponds to changing the parameters of a parameterized function. A learning rule is an algorithm or mathematical expression that specifies precisely how the parameters should be changed. When creating an artificial intelligence system, we must make two decisions: …
LLMs add value in commodity portfolio construction when information set and implementation rules are held fixed.
Approximate dynamic programming (ADP) has proven itself in a wide range of applications spanning large-scale transportation problems, health care, revenue management, and energy systems. The design of effective ADP algorithms has many dimensions, but one crucial factor is the stepsize rule used to update a value functi…
Technical trading rules have a long history of being used by practitioners in financial markets. Their profitable ability and efficiency of technical trading rules are yet controversial. In this paper, we test the performance of more than seven thousands traditional technical trading rules on the Shanghai Securities Co…
Paper presents a framework to automatically discover constraints from data.
We describe a fully data driven model that learns to perform a retrosynthetic reaction prediction task, which is treated as a sequence-to-sequence mapping problem. The end-to-end trained model has an encoder-decoder architecture that consists of two recurrent neural networks, which has previously shown great success in…
We investigate solutions to the minimal surface problem with Dirichlet boundary conditions in the roto-translation group equipped with a subRiemannian metric. By work of G. Citti and A. Sarti, such solutions are amodal completions of occluded visual data when using a model of the first layer of the visual cortex. Using…
A standard belief on emerging collective behavior is that it emerges from simple individual rules. Most of the mathematical research on such collective behavior starts from imperative individual rules, like always go to the center. But how could an (optimal) individual rule emerge during a short period within the group…
We develop a class of rules spanning the range between quadratic discriminant analysis and naive Bayes, through a path of sparse graphical models. A group lasso penalty is used to introduce shrinkage and encourage a similar pattern of sparsity across precision matrices. It gives sparse estimates of interactions and pro…
Develops RES metrics for stable rare-event forecasting evaluation.
A large set of daily FOREX time series is analyzed. The corresponding correlation matrices (CM) are constructed for USD, EUR and PLZ used as the base currencies. The triangle rule is interpreted as constraints reducing the number of independent returns. The CM spectrum is computed and compared with the cases of shuffle…
DPBD simplifies labeling functions through interactive demonstrations.
Binary classification is a common statistical learning problem in which a model is estimated on a set of covariates for some outcome indicating the membership of one of two classes. In the literature, there exists a distinction between hard and soft classification. In soft classification, the conditional class probabil…
We generalize the Fenchel theorem for strong spacelike closed curves of index in the 3-dimensional Minkowski space, showing that the total curvature must be less than or equal to . Here strong spacelike means that the tangent vector and the curvature vector span a spacelike 2-plane at each point of the curve $γ…
ccc-Autoevolutes are closed curves congruent to their evolutes, constructed via symmetry.
CPCMs integrate causal drivers for robust portfolio optimization.
A new method predicts precipitation distributions from ensemble forecasts.
New spanning 3-disks found for unlink in 4-sphere.
Develops tests for Markowitz stochastic dominance spanning using saddle points.
Sharp bounds for spanning tree entropy in planar lattices.
Totally geodesic surfaces found in knots and links.
The Jones polynomial can be expressed in terms of spanning trees of the graph obtained by checkerboard coloring a knot diagram. We show there exists a complex generated by these spanning trees whose homology is the reduced Khovanov homology. The spanning trees provide a filtration on the reduced Khovanov complex and a …
A new classification method based on Minimum Spanning Trees
Spanning attack improves black-box attacks with unlabeled data.
Refines knot defect measurement in 3D and 4D.
Ancient curves span halfplanes via flow.
Proves bounds on spanning two-forests and random cut sizes.
Alexander polynomial equals spanning tree count at t=1.
The paper audits trading filters, finding a high save-to-miss ratio.
We introduce the warping polynomial of an oriented knot diagram. In this paper, we characterize the warping polynomial, and define the span of a knot to be the minimal span of the warping polynomial for all diagrams of the knot. We show that the span of a knot is one if and only if it is non-trivial and alternating, an…
This paper improves speech recognition by using raw waveform signals in multi-span CNN acoustic models.
New spanning tree model connects knot homology, s-invariant, and exotic discs.
New algorithms find optimal policies without knowing MDP span.
New online method for multivariate probabilistic electricity price forecasting.
Study asymptotic expansion of graph Laplacian on discretized surfaces, relating spanning trees and cycle-rooted forests.
Non-spanning identification of scheduled event risk in option pricing.
New invariants measure how far spanning surfaces are from being compressible.
Study Murasugi sum in 4D for knotted surfaces, defining arborescent surfaces.
Nonorientable spanning surfaces of periodic knots can have arbitrarily high first Betti number.
For a spanning tree T of a connected graph G and for a labelling φ: E(T) \rightarrow {+, -}, φis called an alternating sign on a spanning tree T of a graph G if for any cotree edge e \in E(G)-E(T), the unique path in T joining both end vertices of e has alternating signs. In the present note, we prove that any graph ha…
We investigate the time series of the degree of minimum spanning trees obtained by using a correlation based clustering procedure which is starting from (i) asset return and (ii) volatility time series. The minimum spanning tree is obtained at different times by computing correlation among time series over a time windo…
New methods evaluate stock market anomalies for prospect investors.
Plateau's problem is to find a surface with minimal area spanning a given boundary. In 1960, Reifenberg and Adams developed a definition for "span" using Čech homology, and variants of this definition have been used ever sense. However, limitations of Čech homology resulted in the lack of a natural definition for a bou…
We use the methods of Hedden, Juhasz, and Sarkar to exhibit a set of arborescent knots that bound large numbers of non-isotopic minimal genus spanning surfaces. In particular, we describe a sequence of prime knots K_{n} which will bound at least 2^{2n-1} non-isotopic minimal spanning surfaces of genus n.
Differentiable clustering method using perturbed spanning forests.
Ahpatron improves online kernel learning with tighter mistake bounds.