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.
Sharp bounds for spanning tree entropy in planar lattices.
Optimal coupling among random vectors with known statistics and correlation structure found using minimum spanning tree over measure-valued vertices.
Using transfer entropy, we observed the strength and direction of information flow between stock indices. We uncovered that the biggest source of information flow is America. In contrast, the Asia/Pacific region the biggest is receives the most information. According to the minimum spanning tree, the GSPC is located at…
We provide examples of towers of covers of cusped hyperbolic 3-manifolds whose exponential homological torsion growth is explicitly computed in terms of volume growth. These examples arise from abelian covers of alternating links in the thickened torus. A corollary is that the spanning tree entropy for each regular pla…
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
Alexander polynomial equals spanning tree count at t=1.
New spanning tree model connects knot homology, s-invariant, and exotic discs.
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…
We use a spanning tree model to prove a result of E. S. Lee on the support of Khovanov homology of alternating knots.
In this paper we analyse the structure of Warsaw's stock market using complex systems methodology together with network science and information theory. We find minimal spanning trees for log returns on Warsaw's stock exchange for yearly times series between 2000 and 2013. For each stock in those trees we calculate its …
In this paper, we investigate the statistical features of the weighted international-trade network. By finding the maximum weight spanning trees for this network we make the extraction of the truly relevant connections forming the network's backbone. We discuss the role of large-sized countries (strongest economies) in…
Oriented ribbon graphs (dessins d'enfant) are graphs embedded in oriented surfaces. A quasi-tree of a ribbon graph is a spanning subgraph with one face, which is described by an ordered chord diagram. We show that for any link diagram , there is an associated ribbon graph whose quasi-trees correspond bijectively to …
We iterate Manolescu's unoriented skein exact triangle in knot Floer homology with coefficients in the field of rational functions over . The result is a spectral sequence which converges to a stabilized version of delta-graded knot Floer homology. The page of this spectral sequence …
We introduce block-tree graphs as a framework for deriving efficient algorithms on graphical models. We define block-tree graphs as a tree-structured graph where each node is a cluster of nodes such that the clusters in the graph are disjoint. This differs from junction-trees, where two clusters connected by an edge al…
Estimates tree-based density from random vectors.
Paper proposes an algorithm to reconstruct optimal model structure from graph adjacency matrix.
Proves bounds on spanning two-forests and random cut sizes.
Oriented ribbon graphs (dessins d'enfant) are graphs embedded in oriented surfaces. The Bollobás-Riordan-Tutte polynomial is a three-variable polynomial that extends the Tutte polynomial to oriented ribbon graphs. A quasi-tree of a ribbon graph is a spanning subgraph with one face, which is described by an ordered chor…
A new hierarchical clustering method selects representative points from sub-minimum-spanning-trees.
The construction of efficient and effective decision trees remains a key topic in machine learning because of their simplicity and flexibility. A lot of heuristic algorithms have been proposed to construct near-optimal decision trees. ID3, C4.5 and CART are classical decision tree algorithms and the split criteria they…
The classical Matrix-Tree Theorem allows one to list the spanning trees of a graph by monomials in the expansion of the determinant of a certain matrix. We prove that in the case of three-graphs (that is, hypergraphs whose edges have exactly three vertices) the spanning trees are generated by the Pfaffian of a suitably…
We use the spanning tree model for Khovanov homology to study Legendrian links. This leads to an alternative proof for Ng's Khovanov bound for the Thurston-Bennequin number and to both a necessary and a sufficient condition for this bound to be sharp.
We consider the detection of activations over graphs under Gaussian noise, where signals are piece-wise constant over the graph. Despite the wide applicability of such a detection algorithm, there has been little success in the development of computationally feasible methods with proveable theoretical guarantees for ge…
We investigate the problem of sequentially predicting the binary labels on the nodes of an arbitrary weighted graph. We show that, under a suitable parametrization of the problem, the optimal number of prediction mistakes can be characterized (up to logarithmic factors) by the cutsize of a random spanning tree of the g…
Mutual information minimum spanning trees are used to explore nonlinear dependencies on Brazilian equity network in the periods from June/01/2015 to January/26/2016, in which Brazil was under the government of President Dilma Rousseff, and from January/27/2016 to September/08/2016 which includes the government transiti…
We study relations between the Alexander-Conway polynomial and Milnor higher linking numbers of links from the point of view of finite-type (Vassiliev) invariants. We give a formula for the first non-vanishing coefficient of of an m-component link L all of whose Milnor numbers van…
Tree-AMP simplifies inference in complex tree-structured models.
Lumbermark clusters data robustly, slicing limbs of mutual reachability trees.
Correlation matrices of foreign exchange rate time series are investigated for 60 world currencies. Minimal Spanning Tree (MST) graphs for the gold, silver and platinum are presented. Inverse power like scaling is discussed for these graphs as well as for four distinct currency groups (major, liquid, less liquid and no…
We investigate the problem of nodes clustering under privacy constraints when representing a dataset as a graph. Our contribution is threefold. First we formally define the concept of differential privacy for structured databases such as graphs, and give an alternative definition based on a new neighborhood notion betw…
New method estimates root-directed tree from extreme data.
We introduce a new class of lower bounds on the log partition function of a Markov random field which makes use of a reversed Jensen's inequality. In particular, our method approximates the intractable distribution using a linear combination of spanning trees with negative weights. This technique is a lower-bound count…
We studied the topology of correlation networks among 34 major currencies using the concept of a minimal spanning tree and hierarchical tree for the full years of 2007-2008 when major economic turbulence occurred. We used the USD (US Dollar) and the TL (Turkish Lira) as numeraires in which the USD was the major currenc…
Determinants of theta curves and symmetric graphs are studied.
We study the asymptotic expansion of the determinant of the graph Laplacian associated to discretizations of a half-translation surface endowed with a flat unitary vector bundle. By doing so, over the discretizations, we relate the asymptotic expansion of the number of spanning trees and the sum of cycle-rooted spannin…
One-class classifiers are trained with target class only samples. Intuitively, their conservative modelling of the class description may benefit classical classification tasks where classes are difficult to separate due to overlapping and data imbalance. In this work, three methods are proposed which leverage on the co…
This paper proposes a new method to adapt ROMs for new parameter settings.
We investigate hierarchical structure in various complex systems according to Minimum Spanning Tree methods. Firstly, we investigate stock markets where the graphis obtained from the matrix of correlations coefficient computed between all pairs of assets by considering the synchronous time evolution of the difference o…
New MC-Tree method combines Monte Carlo and binomial tree for option pricing and CVA.
It is conjectured that the Khovanov homology of a knot is invariant under mutation. In this paper, we review the spanning tree complex for Khovanov homology, and reformulate this conjecture using a matroid obtained from the Tait graph (checkerboard graph) G of a knot diagram K. The spanning trees of G provide a filtrat…
Graphs with specific spanning trees yield RAAGs, with applications to BBGs.
The investigations of financial markets from a complex network perspective have unveiled many phenomenological properties, in which the majority of these studies map the financial markets into one complex network. In this work, we investigate 30 world stock market indices through their visibility graphs by adopting the…
Paper introduces clock moves for plane graphs and proves Alexander polynomial properties.
The paper confirms a conjecture linking link bipyramid volume and Mahler measure.
This paper is part of the research on the interlinkages between insurers and their contribution to systemic risk on the insurance market. Its main purpose is to present the results of the analysis of linkage dynamics and systemic risk in the European insurance sector which are obtained using correlation networks. These…
The paper develops efficient algorithms for sampling from random spanning trees and determinantal point processes.