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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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48 results for subsequences

Proposes CLSM for better subsequence generation in music sequences.

problem Editing subsequences in music sequences without losing context.
method Context-informed prior and decoder for generative model, context position-informed encoder for inference.
result Contextual latent space is smoother in interpolation and generates higher quality samples.

Finding anomalous subsequence in a long time series is a very important but difficult problem. Existing state-of-the-art methods have been focusing on searching for the subsequence that is the most dissimilar to the rest of the subsequences; however, they do not take into account the background patterns that contain th…

2020-01-30abs ↗pdf ↗

UniShape improves time series classification by selecting relevant subsequences.

problem Classifying time series data requires capturing interpretable shapelets.
method UniShape uses a shape-aware adapter to aggregate multiscale subsequences into class tokens.
result UniShape achieves state-of-the-art classification performance.

We propose a sampling scheme suitable for reducing a data set prior to selecting a hypothesis with minimum empirical risk. The sampling only considers a subset of the ultimate (unknown) hypothesis set, but can nonetheless guarantee that the final excess risk will compare favorably with utilizing the entire original dat…

2013-06-07abs ↗pdf ↗

Let a sequence of conformal Riemannian metrics {gk=uk2g0}\{g_k=u_k^2g_0\} be isospectral to g0g_0 over a compact boundaryless smooth 4-dimension manifold (M,g0)(M,g_0). We prove that the subsequence of conformal factors {uk}\{u_k\} converges to uu weakly in Wloc2,p(MS)W^{2,p}_{loc}(M\setminus \mathcal{S}) for some p<2p<2, where S\mathcal{S}

2019-11-29abs ↗pdf ↗

The study uses equity order flow to forecast stock returns and resolves the liquidity premium puzzle.

problem The liquidity premium and its relation to investment horizons.
method Directly estimated Kyle's price-impact coefficient λ from daily equity order flow data.
result Signed order flow predicts stock returns, with volume volatility predicting lower returns.

Study compact sequences of warped product circles over spheres with nonnegative scalar curvature.

problem Compactness of sequences of warped product circles over spheres with nonnegative scalar curvature.
method Proved subsequence convergence to a W1,pW^{1, p} Riemannian metric for all p<2p<2 with nonnegative scalar curvature in the distributional sense.
result Proved compactness of sequences of warped product circles over spheres with nonnegative scalar curvature.

Study identifies risk factors for subsequent suicide attempts in youth.

problem Uncertainty in suicide attempt identification from medical claims data.
method Integrative Cox cure model with regularization for survival analysis with uncertain events.
result Identifies risk factors for subsequent suicide attempts and distinguishes susceptibility from timing.

Multi-head attention mechanism is capable of learning various representations from sequential data while paying attention to different subsequences, e.g., word-pieces or syllables in a spoken word. From the subsequences, it retrieves richer information than a single-head attention which only summarizes the whole sequen…

2019-10-10abs ↗pdf ↗

In this paper we prove that for a given Kähler-Ricci flow with uniformly bounded Ricci curvatures in an arbitrary dimension, for every sequence of times tit_i converging to infinity, there exists a subsequence such that (M,g(ti+t))(Y,gˉ(t))(M,g(t_i + t))\to (Y,\bar{g}(t)) and the convergence is smooth outside a singular set (which is a …

2004-02-14abs ↗pdf ↗

The Vafa-Witten equations on an oriented Riemannian 4- manifold are first order, non-linear equations for a pair of connection on a principle SO(3) bundle over the 4-manifold and a self-dual 2-form with values in the associated Lie algebra bundle. The main theorem in this paper characterizes in part the behavior of seq…

2017-02-15abs ↗pdf ↗

Kolmogorov-Arnold network improves GW catalog posterior construction.

problem Efficiently constructing posterior distributions for GW catalogs.
method Using the Kolmogorov-Arnold network to create lightweight neural density estimators.
result Kolmogorov-Arnold network achieves superior interpretability and accuracy in posterior construction.

Improved Gaussian Process model for predicting trajectories without independence assumption errors.

problem Incorrect independence assumption in previous work on Gaussian Process uncertainty propagation.
method Proposed a novel piecewise linear approximation to correct the independence assumption in continuous models.
result Corrected the independence assumption in Gaussian Process models for predicting trajectories.

As advances in signature recognition have reached a new plateau of performance at around 2% error rate, it is interesting to investigate alternative approaches. The approach detailed in this paper looks at using Variational Auto-Encoders (VAEs) to learn a latent space representation of genuine signatures. This is then …

2019-04-18abs ↗pdf ↗

A new graph kernel uses LCS and Wasserstein distance for better graph comparisons.

problem Graph learning methods can be limited by information from distant vertices and path length constraints.
method Proposes a Graph Kernel based on LCS similarity and Wasserstein distance in a novel metric space.
result The new kernel emphasizes comparisons between similar paths and reduces information loss.

We show that any collection of n-dimensional orbifolds with sectional curvature and volume uniformly bounded below, diameter bounded above, and with only isolated singular points contains orbifolds of only finitely many orbifold homeomorphism types. This is a generalization to the orbifold category of a similar result …

2011-06-14abs ↗pdf ↗

Consider a sequence of closed, orientable surfaces of fixed genus gg in a Riemannian manifold MM with uniform upper bounds on mean curvature and area. We show that on passing to a subsequence and choosing appropriate parametrisations, the inclusion maps converge in C0C^0 to a map from a surface of genus gg to MM. W…

2008-11-12abs ↗pdf ↗

The Oseledets Multiplicative Ergodic theorem is a basic result with numerous applications throughout dynamical systems. These notes provide an introduction to this theorem, as well as subsequent generalizations. They are based on lectures at summer schools in Brazil, France, and Russia.

2017-10-29abs ↗pdf ↗

Study examines how different time series cross-validation methods affect anomaly detection in multivariate time series.

problem Evaluating anomaly detection in multivariate time series requires preserving temporal dependencies, especially for subsequence anomalies.
method Systematically investigates walk-forward and sliding window methods across various validation configurations and classifier types.
result Sliding window method consistently yields higher precision-recall scores and reduced fold-to-fold performance variance, particularly for deep learning models.

Paper benchmarks and customizes energy forecasting methods.

problem Energy forecasting challenges and differences from traditional time series.
method Collected large-scale load datasets and renewable energy datasets. Developed feature engineering and customized loss functions.
result Comprehensive evaluation of 21 forecasting methods in energy datasets.

This paper examines how adversarial perturbations affect model performance and equilibrium learning.

problem Adversarial perturbations and covariate shifts impact model performance and equilibrium learning.
method Characterizes the extrapolation region in regression and classification, analyzes dynamics of adversarial learning games.
result Establishes two directional convergence results: a blessing in regression and a curse in classification.

In the 1970s Joan Birman and Hugh Hilden wrote several papers on the problem of relating the mapping class group of a surface to that of a cover. We survey their work, give an overview of the subsequent developments, and discuss open questions and new directions.

2017-03-09abs ↗pdf ↗

We prove Cheeger-Gromov convergence for a subsequence of a given sequence of manifolds-with-boundary of bounded geometry. The method of the proof is to reduce, via height functions, the problem to the setting of Hamilton's compactnes theorem for manifolds without boundary.

2018-08-20abs ↗pdf ↗

Quantile normalisation is a popular normalisation method for data subject to unwanted variations such as images, speech, or genomic data. It applies a monotonic transformation to the feature values of each sample to ensure that after normalisation, they follow the same target distribution for each sample. Choosing a "g…

2017-06-01abs ↗pdf ↗

In this paper we generalize the theory of Cheeger, Colding and Naber to certain singular spaces that arise as limits of sequences of Riemannian manifolds. This theory will have applications in the analysis of Ricci flows of bounded curvature, which we will describe in a subsequent paper.

2016-03-13abs ↗pdf ↗

In the context of tree-search stochastic planning algorithms where a generative model is available, we consider on-line planning algorithms building trees in order to recommend an action. We investigate the question of avoiding re-planning in subsequent decision steps by directly using sub-trees as action recommender. …

2018-05-03abs ↗pdf ↗

In the present work we study the behavior of sequences of smooth global isothermic immersions of a given closed surface and having a uniformly bounded total curvature. We prove that, if the conformal class of this sequence is bounded in the Moduli space of the surface, it weakly converges in W^{2,2} away from finitely …

2012-02-06abs ↗pdf ↗

Study measures irreversibility in crypto trends using Kullback-Leibler divergence.

problem Assessing irreversibility in cryptocurrency trends.
method Defined irreversibility index using Kullback-Leibler divergence between uptrend and downtrend distributions.
result Strong irreversibility in all analyzed cryptocurrencies, with trends evolving over time.

We prove that a certain series defines a constant function using Wolpert's formula for the variation of the length of a geodesic along a Fenchel Nielsen twist. Subsequently we determine the value viewing it as function on the the Deligne Mumford compactification and evaluating it at the stable curve at infinity.

2004-03-02abs ↗pdf ↗