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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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121242363484 · May 202619922001200920172026
48 results for structural breakpoints

Paper proposes algorithms to accurately identify breakpoints in piecewise regression.

problem Identifying accurate breakpoints in piecewise regression for better data fitting.
method Proposes novel greedy algorithms to minimize error and determine optimal breakpoints.
result The proposed algorithms outperform existing methods in accuracy and efficiency.

Study analyzes European energy markets' reactions to 2022 events using Bayesian methods.

problem Detecting structural breakpoints in energy and financial markets during turbulent times.
method Combines Hurst exponent for market efficiency, BEAST for abrupt changes, and seasonal/trend analysis.
result Markets exhibit varied reactions to critical events, affecting their trends and breakpoints.

Internet of things (IoT) applications have become increasingly popular in recent years, with applications ranging from building energy monitoring to personal health tracking and activity recognition. In order to leverage these data, automatic knowledge extraction - whereby we map from observations to interpretable stat…

2018-01-16abs ↗pdf ↗

Study examines Indian equity mutual funds' investment style and risk-shifting.

problem Understanding how Indian equity mutual funds' investment styles affect their returns.
method Estimating size and style beta coefficients, identifying breakpoints, analyzing investment styles, and assessing risk-shifting intensity.
result Funds can enhance returns by shifting to high-return styles like Small Value and Small Blend.

Study examines USD exchange rate dynamics using Kramers-Moyal expansion.

problem Understanding and predicting exchange rate instability.
method Kramers-Moyal expansion and Fokker-Planck formalism applied to log-return data.
result Identifies a stabilizing linear drift and nonlinear diffusion term in exchange rate fluctuations.

This work describes an outlier detection procedure (named "OutlierTree") loosely based on the GritBot software developed by RuleQuest research, which works by evaluating and following supervised decision tree splits on variables, in whose branches 1-d confidence intervals are constructed for the target variable and pot…

2020-01-02abs ↗pdf ↗

Deep neural nets on 1-D data are convex Lasso models with reflection features.

problem Training neural networks on 1-D data.
method Proving equivalence to convex Lasso problems with discrete, explicitly defined dictionary matrices.
result Reflection features in neural networks with certain activations.

New method for fast volatility estimation robust to change points.

problem Robust high-frequency volatility estimation with change points.
method ℓ1-regularized power variation estimators using LARS for sparse estimation and dynamic programming for change point refinement.
result Minimax rates achieved for volatility estimators, providing accurate and smooth forecasts.

BN refines local partition geometry in piecewise-affine networks during training.

problem Understanding the effect of BN on the function realized during training in piecewise-affine networks.
method Analyzing the geometry of switching hyperplanes and affine-region partition conditioned on a mini-batch.
result BN increases expected local partition refinement in ReLU and piecewise-affine networks.

Study shows Lula's Zero Hunger program reduced income inequality in Brazil.

problem Income inequality in Brazil during Lula's administration.
method Breakpoint regression analysis using detailed descriptive statistics.
result The Zero Hunger program substantially reduced income inequality and provided income security for the poor.

We give a notion of compatibility between a Riemannian structure and a Jacobi structure. We prove that in case of fundamental examples of Jacobi structures : Poisson structures, contact structures and locally conformally symplectic structures, we get respectively Riemann-Poisson structures in the sense of M. Boucetta, …

2018-02-25abs ↗pdf ↗

We give a notion of compatibility between a Riemannian metric and a Jacobi structure. We prove that in case of Poisson structures, contact structures and locally conformally symplectic structures, fundamental examples of Jacobi structures, we get respectively Riemann-Poisson structures in the sense of M. Boucetta, $\fr…

2017-08-14abs ↗pdf ↗

Study on G2G_2^* structures and almost para-contact structures in 7D.

problem Understanding the relation between G2G_2^* structures and almost para-contact structures.
method Calculating projections using properties of G2G_2^* structures.
result Determined the class of almost para-contact structures induced by G2G_2^* structures.

Defines a new Poisson structure for generalized Sasakian spaces.

problem No specific problem stated; focuses on new structure definition.
method Defines a canonical Poisson structure on generalized contact metric spaces.
result Shows distinction between generalized Sasakian and coKähler structures.

Study on types of generalized hypercomplex structures on tori and Kodaira-Thurston surface.

problem Characterizing types of generalized hypercomplex structures.
method Analysis of S2S^2-family of generalized complex structures and study of twistor spaces.
result Existence of generalized hypercomplex structures on 4n4n-dimensional tori with non-maximal types.

Extends corner structure study to general case, constructs normal Trans-Sasakian structures.

problem Extending corner structure study to general case without conditions.
method Extends corner structure to general case, constructs Trans-Sasakian structures from non-normal corner structures.
result Constructs normal Trans-Sasakian structures from non-normal corner structures.

New metric structures generalize Sasakian and cosymplectic structures, proving rigidity and finding conditions.

problem Generalizing Sasakian and cosymplectic structures to new metric structures.
method Introducing weak structures and proving rigidity of Sasakian structures.
result Any weak Sasakian structure is homothetically equivalent to a Sasakian structure.

Hypersymplectic structures with torsion on Lie algebroids are investigated. We show that each hypersymplectic structure with torsion on a Lie algebroid determines three Nijenhuis morphisms. From a contravariant point of view, these structures are twisted Poisson structures. We prove the existence of a one-to-one corres…

2015-01-05abs ↗pdf ↗

Study equivalence between Hessian and Born structures on tangent bundles.

problem Equivalence between Hessian and Born structures on tangent bundles.
method Analyzing conditions for Hessian structures and integrability of induced almost Born structures.
result Conditions for equivalence between Hessian and Born structures are established.

Introduces compatibility between Dirac structures and Nijenhuis tensors.

problem No specific problem stated; focuses on extending Poisson-Nijenhuis structures.
method Introduces compatibility between Dirac structures and (1,1)-tensor fields.
result Properties of Dirac-Nijenhuis structures studied, including connections and integrations.

The paper studies nilpotent structures in oriented neutral vector bundles and neutral hyperKähler structures.

problem Nilpotent structures in oriented neutral vector bundles and their relation to neutral hyperKähler structures.
method Defined HH-nilpotent structures for Lie subgroups of SO(2n,2n)SO(2n, 2n) related to neutral hyperKähler structures.
result Existence of complex and paracomplex structures forming neutral hyperKähler structures if and only if there exists an HH-nilpotent structure.

Spin-structures on real Bott manifolds with Kähler structure are characterized.

problem Existence of spin-structures on real Bott manifolds with Kähler structure.
method Ishida characterization and techniques from \cite{PS16} using characteristic classes.
result Necessary and sufficient condition for the existence of spin-structures on MM.

In this paper, we show the existence of (co-oriented) contact structures on certain classes of G2G_2-manifolds, and that these two structures are compatible in certain ways. Moreover, we prove that any seven-manifold with a spin structure (and so any manifold with G2G_2-structure) admits an almost contact structure. We…

2011-12-13abs ↗pdf ↗

We characterize the Dirac structures that are parallel with respect to Gualtieri's canonical connection of a generalized Riemannian metric. On the other hand, we discuss Dirac structures that are images of generalized tangent structures. These structures turn out to be Dirac structures that, if seen as Lie algebroids, …

2011-05-30abs ↗pdf ↗

The study classifies complex symplectic structures on 4D Lie algebras and constructs hypersymplectic structures.

problem Classifying and constructing complex symplectic structures on 4D Lie algebras.
method Interpreting complex symplectic and pseudo-Kähler structures, developing a method for constructing hypersymplectic structures.
result Obtained an example of a hypersymplectic structure on a 4-step nilmanifold.

In this paper we deal with two classes of mixed metric 3-structures, namely the mixed 3-Sasakian structures and the mixed metric 3-contact structures. Firstly we study some properties of the curvature of mixed 3-Sasakian structures, proving that any manifold endowed with such a structure is Einstein. Then we prove the …

2008-03-13abs ↗pdf ↗

We study integrability of generalized almost contact structures, and find conditions under which the main associated maximal isotropic vector bundles form Lie bialgebroids. These conditions differentiate the concept of generalized contact structures from a counterpart of generalized complex structures on odd-dimensiona…

2009-12-29abs ↗pdf ↗