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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.

169,181 papers · 148 categories

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265177102 · May 202619922001200920182026
48 results for spectral percolation

New method tightens spectral bounds for percolation in clustered networks.

problem Tight spectral bounds for percolation in sparse networks with clustering.
method Message passing algorithm on triangle-non-backtracking matrix.
result Method gives tighter lower-bound to percolation transition.

First-passage percolation affects graph properties like curvature and geodesics.

problem Effect of first-passage percolation on graph curvature and geodesics.
method Randomly perturbs the metric of a graph by assigning random edge lengths.
result Non-positive curvature and geodesic properties are not preserved by first-passage percolation.

Study reveals how dengue spread patterns vary across different years in Recife, Brazil.

problem Understanding spatial organization of dengue transmission in urban areas.
method Spatial analysis of dengue cases using topological data analysis and Vietoris-Rips filtrations.
result Critical percolation thresholds define distinct geometric regimes of dengue spread.

New dimension concept for groups based on percolation probability.

problem Defining a new dimension for groups using percolation probability.
method Introducing percolation dimension pdim(G)pdim(G) for groups GG using symmetric probability measures.
result The percolation dimension pdim(G)pdim(G) has natural properties like monotonicity and coincides with growth rate exponents for various groups.

Proposes using continuum percolation to analyze data manifolds and improve generative models.

problem Disentangling geometric support from probability distributions in high-dimensional data.
method Establishes a correspondence between topological phase transitions of random geometric graphs and data manifolds, using Percolation Shift metric.
result Demonstrates that Percolation Shift metric captures structural pathologies like mode collapse and guides training to prevent manifold shrinkage and improve fidelity.

We present a plausible micro-founded model for the previously postulated power law finite time singular form of the crash hazard rate in the Johansen-Ledoit-Sornette model of rational expectation bubbles. The model is based on a percolation picture of the network of traders and the concept that clusters of connected tr…

2016-01-28abs ↗pdf ↗

Machine learning predicts critical points for directed percolation models.

problem Determining critical points for directed percolation models.
method Supervised and unsupervised machine learning algorithms (CNN and DBSCAN) were used.
result Machine learning accurately predicts critical points for both models.

Study of first passage percolation on hyperbolic groups, showing velocity and coalescence.

problem Understanding the geometry and dynamics of first passage percolation on hyperbolic groups.
method Investigation of first passage times on Cayley graphs of Gromov-hyperbolic groups with i.i.d. random passage times.
result Existence and almost sure constancy of velocity in almost every direction on the boundary of the group.

Riemannian first-passage percolation (FPP) is a continuum model, with a distance function arising from a random Riemannian metric in Rd\R^d. Our main result is a shape theorem for this model, which says that large balls under this metric converge to a deterministic shape under rescaling. As a consequence, we show that …

2009-07-13abs ↗pdf ↗

Neural networks predict shapes of first passage percolation sets.

problem Predicting the shape of first passage percolation sets.
method Used a neural network to predict the shape of the set of discovered sites from the distribution of passage times.
result Neural networks can quickly predict the shape of the set of discovered sites from the distribution of passage times.

Improved gossip algorithm for networks of given dimension using Jacobi polynomial iterations.

problem Efficiently estimating the average of values in a network of agents.
method A gossip algorithm that depends only on the spectral dimension of the network, using Jacobi polynomial iterations.
result Significantly faster convergence compared to previous methods in the non-asymptotic regime.

Study on connectivity and geometry of random Coxeter groups.

problem Connectivity threshold for square percolation on random graphs.
method Probabilistic combinatorics and techniques from geometric group theory.
result Determines connectivity threshold and cubical coarse median structure for random Coxeter groups.

The study extends stochastic block models to geometric settings, focusing on community detection and information flow.

problem Generalizing community detection and information flow models to geometric settings.
method Considered a geometric random graph over a homogeneous metric space, defined a geometric counterpart of flow of information on trees.
result Sufficient conditions for recovering locations and for percolation of information in geometric settings.

Square percolation determines threshold for group divergence in random graphs.

problem Threshold for quadratic divergence in random right-angled Coxeter groups.
method Square-graph analysis of random graphs to determine connectivity and divergence.
result Threshold probability for quadratic divergence is \( p_c(n) = \sqrt{\sqrt{6}-2}/\sqrt{n} \).

The question we address here is of whether phenomena of collective bankruptcies are related to self-organized criticality. In order to answer it we propose a simple model of banking networks based on the random directed percolation. We study effects of one bank failure on the nucleation of contagion phase in a financia…

2001-11-30abs ↗pdf ↗

We analyze convergence of Fermat distances and their application in clustering.

problem Understanding convergence properties of Fermat distances on Riemannian manifolds.
method Geometric and statistical arguments in percolation theory, leveraging novel arguments for non-uniform densities and curved domains.
result Discrete, sample-based Fermat distances converge to their continuum analogues with a precise rate dependent on intrinsic dimensionality.

The paper uses critical percolation to analyze deep networks and maze data.

problem Understanding and analyzing the training of deep networks and graph structured data.
method Topological classification of reachability in planar graphs (Mazes) and a suitable architecture for processing.
result The cost function around the global minimum does not depend on maze size in the large maze limit.

We develop a novel method for detection of signals and reconstruction of images in the presence of random noise. The method uses results from percolation theory. We specifically address the problem of detection of multiple objects of unknown shapes in the case of nonparametric noise. The noise density is unknown and ca…

2013-10-31abs ↗pdf ↗

New method combines gradient optimization with constraint-based techniques for causal discovery.

problem Causal discovery from observational data, especially with small sample sizes.
method Differentiable dd-separation scores using percolation theory and soft logic for gradient-based optimization of conditional independence constraints.
result Empirical evaluations show robust performance in low-sample regimes, surpassing traditional methods.

Modelling of contagion in interbank networks is discussed. A model taking into account bow-tie structure and dissasortativity of interbank networks is developed. The model is shown to provide a good quantitative description of the Russian interbank market. Detailed arguments favoring the non-percolative nature of conta…

2014-10-01abs ↗pdf ↗

New geometric analysis of PWSPDs balances density and geometry in high-dimensional data.

problem Balancing density and geometry in high-dimensional data.
method Power-weighted shortest-path distances (PWSPDs) and their geometric and computational analyses.
result High probability guarantees on the equivalence of PWSPDs on complete and nearest neighbor graphs.

A number of papers claim that a Log Periodic Power Law (LPPL) fitted to financial market bubbles that precede large market falls or 'crashes', contain parameters that are confined within certain ranges. The mechanism that has been claimed as underlying the LPPL, is based on influence percolation and a martingale condit…

2010-02-04abs ↗pdf ↗

This paper initiates the study of topological arbiters, a concept rooted in Poincare-Lefschetz duality. Given an n-dimensional manifold W, a topological arbiter associates a value 0 or 1 to codimension zero submanifolds of W, subject to natural topological and duality axioms. For example, there is a unique arbiter on $…

2010-02-04abs ↗pdf ↗

A self-organized model with social percolation process is proposed to describe the propagations of information for different trading ways across a social system and the automatic formation of various groups within market traders. Based on the market structure of this model, some stylized observations of real market can…

2000-04-18abs ↗pdf ↗

Modeling financial networks to predict systemic crises.

problem Predicting systemic financial crises in complex networks.
method Developed inhomogeneous random financial networks (IRFNs) to model bank interactions.
result Found a condition for a locally tree-like independence (LTI) property, leading to fixed point equations for system equilibrium.