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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.

168,742 papers · 148 categories

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10202939 · May 202619922001200920172026
48 results for stress waves

Deep learning speeds up material property quantification using stress waves.

problem Quantifying material properties from stress waves in complex media.
method Surrogate deep learning FWI scheme trained on random sampled properties and local minima.
result Demonstrates feasibility of deep learning for high-accuracy material property estimation.

The notion of a causal boundary for a spacetime has been a controversial topic during the last three decades. Moreover, recently the role of the boundary in the AdS/CFT correspondence for plane waves, have stimulated its redefinition with some possible alternatives. Our aim is threefold. First, to review the different …

2008-12-01abs ↗pdf ↗

An explicit model of fiber bundle with local fibers being disinct copies of vector 3-space is introduced. They are endowed with frames which are used as local isotopic ones. The field local of isotopic frames is considered as gauge field itself while the form of gauge connections is derived from it. A covariant equatio…

1997-03-18abs ↗pdf ↗

Method generates plausible financial stress scenarios using large deviations.

problem Misleading risk management by overlooking or overemphasizing implausible scenarios.
method Exploits large-deviations principle to concentrate risk factors near most likely stress configurations.
result Can generate informative stress scenarios even with limited historical data.

End-to-end transformer model improves lexical stress detection accuracy.

problem Inaccurate phoneme boundaries and limited features for stress classification.
method End-to-end sequence to sequence model using transformer trained on feature sequences and phoneme sequences with stress marks.
result End-to-end model achieves better performance and lower phoneme error rate (6.36%) compared to syllable segmentation methods.

Develops a method for reverse stress testing in multivariate scenarios.

problem Reconstructing a multivariate stress scenario from a single exogenous shock.
method Maximizing conditional density under three distributional assumptions.
result Simulated scenarios are economically coherent and reproduce risk-reward asymmetry.

A hybrid model combines diffusion and neural operator methods for stress prediction in hyperelastic materials.

problem Challenges in predicting stress fields in hyperelastic materials with complex microstructures.
method A hybrid surrogate framework combining a conditional denoising diffusion probabilistic model (cDDPM) and a modified DeepONet.
result The hybrid model consistently outperforms traditional methods by one to two orders of magnitude.

Develops a method for stress testing correlations of financial portfolios.

problem Stress testing correlations in financial asset portfolios.
method Parametric representation of correlations, Bayesian variable selection, joint distribution of stress scenarios.
result Inference of worst-case correlation scenarios using stress tests.

Credit risk stress tests can misrepresent default probabilities due to inconsistent parameterization.

problem Misleading default probability projections in credit risk stress tests.
method Analysis of credit risk stress testing models and their parameterization.
result Current portfolios tend to align with through-the-cycle portfolios, leading to spurious default rate projections.

Machine learning improves financial stress testing in Indian markets.

problem Conventional stress testing limitations in Indian financial markets.
method Dimensionality reduction, latent factor modeling, Variational Autoencoders, Monte Carlo simulation.
result Improved flexibility, robustness, and realism in financial stress testing.

Paper proposes MAST to identify stress conditions in forecasting models.

problem Improving reliability and transparency of univariate forecasting models under stress.
method Meta-learning and data augmentation approach to predict stress conditions.
result MAST identifies conditions leading to large errors in forecasting models.

Paper defines p-biharmonic submanifolds and stress tensors in space forms.

problem Characterizing p-biharmonic submanifolds in space forms.
method Provided necessary and sufficient conditions for p-biharmonic submanifolds and properties of stress p-bienergy tensors.
result New properties of stress p-bienergy tensors for p-biharmonic submanifolds.

Using Hilbert's criterion, we consider the stress-energy tensor associated to the bienergy functional. We show that it derives from a variational problem on metrics and exhibit the peculiarity of dimension four. First, we use this tensor to construct new examples of biharmonic maps, then classify maps with vanishing or…

2006-02-01abs ↗pdf ↗

Study identifies mental stress in firefighters using heart rate variability data.

problem Unsupervised identification of mental stress in firefighters from heart rate variability data.
method Exploration and comparison of three unsupervised methods: K-Means, convolutional autoencoders, and LSTM autoencoders.
result Convolutional and LSTM autoencoders successfully stratify stressed versus normal samples using HRV markers.

Study proves interaction of three impulsive gravitational waves, showing local solution and Lipschitz continuity.

problem Interaction of three impulsive gravitational waves in Einstein vacuum equations.
method Geometric estimates and wave estimates to prove local solution and continuity.
result Local solution to Einstein vacuum equations with three impulsive gravitational waves, Lipschitz continuity.

Advances in computational science offer a principled pipeline for predictive modeling of cardiovascular flows and aspire to provide a valuable tool for monitoring, diagnostics and surgical planning. Such models can be nowadays deployed on large patient-specific topologies of systemic arterial networks and return detail…

2019-05-13abs ↗pdf ↗

This paper uses multivariate probability models to assess financial system risks.

problem Assessing systemic risk in financial systems.
method Computes multivariate conditional probability distributions for elliptical distributions, focusing on Student-t and Normal models.
result Proposes measures of stress impact and systemic risk.

Research shows ESG signals lower exposure to market fragility during stress periods.

problem Market fragility often occurs together, and ESG is associated with reduced exposure.
method Monthly data on S&P 500 constituents from 2014 to 2025, analyzing downside returns, volatility, illiquidity, and cofragility states.
result A one-standard-deviation increase in ESG lowers the probability of severe cofragility by 0.92 percentage points during stress periods.

Analyzes Gerstner's trochoidal waves and their geometric properties.

problem Understanding the geometry and kinematics of trochoidal waves.
method Derives velocity and arc length conditions for cycloidal, curtate, and prolate trochoids using Galilean transformations.
result Conditions for arc lengths of prolate and curtate trochoids to coincide over a wave cycle.

Bayesian Monte-Carlo method assesses uncertainty in shear stress entropy models.

problem Uncertainty in evaluating shear stress entropy models remains an open question.
method Bayesian Monte-Carlo (BMC) uncertainty method to evaluate four entropy models.
result FOCB statistic index determines certainty of entropy models in shear stress estimation.

Develops a robust hedging valuation adjustment measure for dynamic hedging under liquidity-demand stress.

problem Dynamic hedging under liquidity-demand stress
method Define robust HVA as the worst-case expected loss over a relative-entropy neighborhood of the loss distribution generated by simulated rebalancing and maturity-unwind trades.
result Distinguishes fixed-radius convention from fixed benchmark-stress convention and shows wider no-trade bands lower rebalancing costs but raise hedge-error risk.

With the growing popularity of wearable devices, the ability to utilize physiological data collected from these devices to predict the wearer's mental state such as mood and stress suggests great clinical applications, yet such a task is extremely challenging. In this paper, we present a general platform for personaliz…

2019-06-26abs ↗pdf ↗

Study predicts shear stress in compound channels using data mining and machine learning.

problem Predicting shear stress distribution in symmetric compound channels.
method Conducted experiments to measure shear stress. Used data mining and machine learning models (RF, M5P, RC, KStar, AR) to predict.
result Random Forest (RF) model showed highest accuracy with R2=0.9.

Neural networks predict flow and elastic stresses in viscoelastic turbulence.

problem Predicting flow and elastic stresses in viscoelastic turbulent flows using limited experimental data.
method Convolutional neural networks trained on wall-normal velocity and pressure data.
result Neural networks accurately predict flow and elastic stresses, especially during low-drag events.

Paper develops a robust HVA measure for dynamic hedging under liquidity stress.

problem Valuation of dynamic hedging under liquidity stress.
method Defines robust HVA as worst-case expected loss over a relative-entropy neighborhood of loss distributions for no-trade bands.
result Wider no-trade bands lower rebalancing costs but increase hedge-error risk.

This work extends elasticity theory to curved spaces, solving stress potentials.

problem Addressing elasticity in curved spaces with boundary.
method Using double forms and bilaplacian operator regularity, solving biharmonic equations.
result Stress potentials can be used in non-Euclidean geometries.

Deep learning model predicts wind-wave relationship.

problem Characterize ocean wave climate for engineering applications.
method Two-stage deep learning model: CNN for spatial features, LSTM for temporal dependencies.
result Predicts spatio-temporal relationship between wind and significant wave height.

Paper improves SVaR estimation for stress testing under macro scenarios using a hybrid GPR-HS framework.

problem Numerical instability in traditional SVaR estimation under extreme shocks.
method Extends GPR-HS framework to forward-looking stress scenarios with SACS for stable covariance.
result Stable SVaR ranges from -2.1020% to -2.2231%, preserving coherence property.

New findings on plane waves in 3D spacetimes, showing non-unimodular elliptic plane waves are unique.

problem Classifying Lorentz homogeneous spaces of dimension 3, focusing on plane waves.
method Revisiting and relaxing usual completeness assumptions, characterizing homogeneous plane waves.
result Non-unimodular elliptic plane waves are unique and non-extendable, geodesically complete only if symmetric.