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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.

168,695 papers · 148 categories

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156312467623 · Jun 202019922001200920172026
48 results for structural similarity index

This paper explores using SSIM for better image generation in generative models.

problem Improving perceptual quality in generated images using 2\ell_2 norm.
method Theoretical discussion and practical implementation of SSIM in generative models and autoencoders.
result SSIM can be used in generative models and autoencoders to generate better images.

This paper investigates the problem of recovering missing samples using methods based on sparse representation adapted especially for image signals. Instead of l2l_2-norm or Mean Square Error (MSE), a new perceptual quality measure is used as the similarity criterion between the original and the reconstructed images. T…

2017-01-25abs ↗pdf ↗

Recently, randomly mapping vectorial data to strings of discrete symbols (i.e., sketches) for fast and space-efficient similarity searches has become popular. Such random mapping is called similarity-preserving hashing and approximates a similarity metric by using the Hamming distance. Although many efficient similarit…

2019-10-18abs ↗pdf ↗

Task loss matching misrepresents similarity between neural network layers.

problem Measuring similarity between neural network layers using task loss matching.
method Task loss matching vs. direct matching; comparison with CCA and CKA.
result Direct matching provides a better similarity index than task loss matching.

A remarkable similarity in the behavior of the US S&P500 index from 1996 to August 2002 and of the Japanese Nikkei index from 1985 to 1992 (11 years shift) is presented, with particular emphasis on the structure of the bearish phases. Extending a previous analysis of Johansen and Sornette [1999, 2000] on the Nikkei ind…

2002-09-03abs ↗pdf ↗

Recent work has sought to understand the behavior of neural networks by comparing representations between layers and between different trained models. We examine methods for comparing neural network representations based on canonical correlation analysis (CCA). We show that CCA belongs to a family of statistics for mea…

2019-05-01abs ↗pdf ↗

Unified framework for comparing clusterings from information-theoretic and pair-counting perspectives.

problem Divergent evaluations of unsupervised models due to different clustering similarity measures.
method Developed an analytical framework that unifies pair-counting and information-theoretic clustering similarity measures.
result Unified framework clarifies when and why the two regimes diverge and provides a principled basis for selecting and interpreting clustering similarity measures.

Let Y be a closed oriented 3-manifold with a contact form such that all Reeb orbits are nondegenerate. The embedded contact homology (ECH) index associates an integer to each relative 2-dimensional homology class of surfaces whose boundary is the difference between two unions of Reeb orbits. This integer determines the…

2008-05-09abs ↗pdf ↗

Proposes new random models for fuzzy clustering similarity measures.

problem Challenges in choosing a random model for fuzzy clustering similarity measures.
method Introduces three intuitive and explainable random models for fuzzy clusterings.
result Each random model has distinct behavior, emphasizing the importance of accurate model selection.

Hughes has defined a class of groups, which we call FSS (finite similarity structure) groups. Each FSS group acts on a compact ultrametric space by local similarities. The best-known example is Thompson's group V. Guided by previous work on Thompson's group V, we establish a number of new results about FSS groups. Our …

2012-06-13abs ↗pdf ↗

Investment horizon approach has been used to analyze indexes of Polish stock market.Optimal time horizon for each return value is evaluated by fitting appropriate function form of the distribution. Strong asymmetry of gain-loss curves is observed for WIG index, whereas gain and loss curves look similar for WIG20 and fo…

2006-08-22abs ↗pdf ↗

Study finds index of symmetry for solvable 3D Lie groups with left-invariant metrics.

problem Determining the index of symmetry for solvable 3D Lie groups with left-invariant metrics.
method Examined all solvable three-dimensional Lie groups, combined with previous work on unimodular groups.
result Index of symmetry is positive for every solvable 3D Lie algebra with a left-invariant metric, and is never 2.

Proposes a method to compare neural networks using feature and gradient vectors.

problem Understanding the behavior of neural networks trained on different datasets.
method Defines a similarity index using feature and gradient vectors, and employs sketching techniques for efficient comparison.
result Demonstrates superior performance in computing similarity of neural networks trained on different datasets.

We address the problem of partial index tracking, replicating a benchmark index using a small number of assets. Accurate tracking with a sparse portfolio is extensively studied as a classic finance problem. However in practice, a tracking portfolio must also be diverse in order to minimise risk -- a requirement which h…

2018-09-06abs ↗pdf ↗

In this paper, we survey recent results on index defects of elliptic operators on manifolds with boundary. Index defects are similar to the Hirzebruch signature defects in topology, where the defects appear as the correction terms to the signature formula on manifolds with boundary. For some natural classes of elliptic…

2002-11-11abs ↗pdf ↗

In this paper we give the precise index growth for the embedded hypersurfaces of revolution with constant mean curvature (cmc) 1 in Rn\R^{n} (Delaunay unduloids). When n=3n=3, using the asymptotics result of Korevaar, Kusner and Solomon, we derive an explicit asymptotic index growth rate for finite topology cmc 1 surfac…

2000-11-07abs ↗pdf ↗

Study uses neural nets to learn multi-index models in high dimensions, reducing complexity.

problem Learning multi-index models in high-dimensional data.
method Mean-field Langevin dynamics with neural networks.
result Effective dimension controls sample and computational complexity, potentially reducing it.

Scaling properties of the BUX index are similar to those observed in other parts of the world. The main difference is that the traditional quantities like volatility, growth and autocorrelation of returns follows more closely the assumptions of the traditional stock market theory developed by Bachelier and by Black and…

1997-11-03abs ↗pdf ↗

In this paper, a frequency coefficient based on the Sen-Shorrocks-Thon (SST) poverty index notion is proposed. The clustering SST index can be used as the method for determination of the connection between similar neighbor sub-clusters. Consequently, connections can reveal existence of natural homogeneous. Through esti…

2017-10-19abs ↗pdf ↗

Study on Hitchin index for cohomogeneity one nearly Kähler structures.

problem Characterizing Hitchin index for cohomogeneity one nearly Kähler structures.
method Variational characterization, Morse-like index, cohomogeneity one symmetry, ODE eigenvalue problem.
result Obtained non-trivial lower bounds on Hitchin index for specific structure.

Study examines cross-training neural networks for financial index prediction.

problem Predicting financial indexes from different markets using machine learning.
method Investigated various neural network architectures and trained them on one market index to predict another.
result Cross-training models on one market index improved prediction accuracy for another market index.

The paper studies stability and index of biharmonic hypersurfaces in Riemannian manifolds.

problem Analyzing stability and index of biharmonic hypersurfaces.
method Using a second variation formula for biharmonic hypersurfaces, computing stability index, and proving non-existence of unstable hypersurfaces.
result Proves non-existence of unstable proper biharmonic hypersurfaces in Euclidean space or hyperbolic space.

We compute the equivariant cohomology Chern character of the index of elliptic operators along the leaves of the foliation of a flat bundle. The proof is based on the study of certain algebras of pseudodifferential operators and uses techniques for analizing noncommutative algebras similar to those developed in Algebra…

1996-07-03abs ↗pdf ↗

We develop a categorical index calculus for elliptic symbol families. The categorified index problems we consider are a secondary version of the traditional problem of expressing the index class in K-theory in terms of differential-topological data. They include orientation problems for moduli spaces as well as similar…

2019-01-30abs ↗pdf ↗

Adversarial attacks aim to confound machine learning systems, while remaining virtually imperceptible to humans. Attacks on image classification systems are typically gauged in terms of pp-norm distortions in the pixel feature space. We perform a behavioral study, demonstrating that the pixel pp-norm for any $0\le p …

2019-06-06abs ↗pdf ↗

We analyze the Standard & Poor's 500 stock market index from the last 22 years. The probability density function of price returns exhibits two well-distinguished regimes with self-similar structure: the first one displays strong super-diffusion together with short-time correlations, and the second one corresponds to we…

2019-02-11abs ↗pdf ↗

Let ΓΓ be a discrete finitely generated group. Let M^T\hat{M}\to T be a ΓΓ-equivariant fibration, with fibers diffeomorphic to a fixed even dimensional manifold with boundary ZZ. We assume that ΓM^M^/ΓΓ\to \hat{M}\to \hat{M}/Γ is a Galois covering of a compact manifold with boundary. Let (D+(θ))θT(D^+ (θ))_{θ\in T} be a ΓΓ-equi…

2003-08-19abs ↗pdf ↗

The 3D index of Dimofte-Gaiotto-Gukov a partially defined function on the set of ideal triangulations of 3-manifolds with rr torii boundary components. For a fixed 2r2r tuple of integers, the index takes values in the set of qq-series with integer coefficients. Our goal is to give an axiomatic definition of the tetra…

2012-08-08abs ↗pdf ↗

Paper introduces Arte-Blue Chip Index for diversifying portfolios with art investments.

problem Evaluating blue-chip art as a viable asset class for diversification.
method Developed Arte-Blue Chip Index tracking top-performing artists over 24 years.
result 20% allocation of blue-chip art in a diversified portfolio increases risk-adjusted returns by 20%.

An index formula is proposed for contact transformations between contact manifolds equipped with CR structures or with fillings by symplectic manifolds. The formula generalizes the Atiyah-Singer formula and gives a conjectured formula for the index of Fourier integral operators, as well as Epstein's relative index for …

1998-08-05abs ↗pdf ↗

The paper classifies complex Dirac structures on flag manifolds.

problem Classifying invariant complex Dirac structures on flag manifolds.
method Described using roots of the Lie algebra and classified under BB-transformations.
result All invariant complex Dirac structures with constant real index on a maximal flag manifold are described.

The classical Whitney formula relates the number of times an oriented plane curve cuts itself to its rotation number and the index of a base point. In this paper we generalize Whitney's formula to curves on an oriented punctured surface. To define analogs of the rotation number and the index of a base point of a curve,…

2009-11-02abs ↗pdf ↗

Wavelet analysis reveals financialization effects on oil-food price correlation.

problem Investigating the correlation between oil and food prices and their determinants.
method Wavelet analysis and energy-based measures to differentiate high and low frequency movements.
result Significant local correlation between food and oil is due to financialization and emerging economies' demand.