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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.

168,695 papers · 148 categories

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6.3%12.5%18.8%25.0% · Oct 199319922001200920172026
48 results for subtle analysis

Paper proves inequality for capillary hypersurfaces in a wedge.

problem Proving a best version of Heintze-Karcher inequality for capillary hypersurfaces.
method Utilized Heintze-Karcher method and modified parallel hypersurfaces.
result Classified capillary constant mean curvature hypersurfaces hitting the edge in a wedge.

Objective: The aim of this study is to develop an automated classification algorithm for polysomnography (PSG) recordings to detect non-apneic and non-hypopneic arousals. Our particular focus is on detecting the respiratory effort-related arousals (RERAs) which are very subtle respiratory events that do not meet the cr…

2019-09-06abs ↗pdf ↗

Multifractality is ubiquitously observed in complex natural and socioeconomic systems. Multifractal analysis provides powerful tools to understand the complex nonlinear nature of time series in diverse fields. Inspired by its striking analogy with hydrodynamic turbulence, from which the idea of multifractality originat…

2018-05-12abs ↗pdf ↗

A new test evaluates risk estimation accuracy using probability integral transform.

problem Measuring the accuracy of financial market risk estimations.
method Probability Integral Transform (PIT) of ex post realized returns against ex ante probability distributions.
result The new test shows the importance of capturing the dynamic of financial markets.

The conventional formal tool to detect effects of the financial persistence is in terms of the Hurst exponent. A typical corresponding result is that its value comes out close to 0.5, as characteristic for geometric Brownian motion, with at most small departures from this value in either direction depending on the mark…

2005-04-22abs ↗pdf ↗

Researchers provide a simple topological method for Burau representations of loop braid groups.

problem Constructing Burau representations of loop braid groups.
method Simple topological construction of the Burau representations.
result One of the representations is more subtle and topologically natural but not easily combinatorially obvious.

The subtle interplay between local and global charges for topological semimetals exactly parallels that for singular vector fields. Part of this story is the relationship between cohomological semimetal invariants, Euler structures, and ambiguities in the torsion of manifolds. Dually, a topological semimetal can be rep…

2016-11-28abs ↗pdf ↗

We introduce a new method for sparse principal component analysis, based on the aggregation of eigenvector information from carefully-selected axis-aligned random projections of the sample covariance matrix. Unlike most alternative approaches, our algorithm is non-iterative, so is not vulnerable to a bad choice of init…

2017-12-15abs ↗pdf ↗

DPI quantifies phase differences in 1D and multidimensional signals using Riesz transform.

problem Quantifying phase differences in signals of varying dimensions.
method Riesz transform framework for harmonic analysis.
result DPI detects hypersynchronization and subtle changes in images and artworks.

Spectral features of the empirical moment matrix constitute a resourceful tool for unveiling properties of a cloud of points, among which, density, support and latent structures. It is already well known that the empirical moment matrix encodes a great deal of subtle attributes of the underlying measure. Starting from …

2018-10-19abs ↗pdf ↗

Predicting the runtime complexity of a programming code is an arduous task. In fact, even for humans, it requires a subtle analysis and comprehensive knowledge of algorithms to predict time complexity with high fidelity, given any code. As per Turing's Halting problem proof, estimating code complexity is mathematically…

2019-11-04abs ↗pdf ↗

Precision measurements at the LHC often require analyzing high-dimensional event data for subtle kinematic signatures, which is challenging for established analysis methods. Recently, a powerful family of multivariate inference techniques that leverage both matrix element information and machine learning has been devel…

2019-07-24abs ↗pdf ↗

We propose a generative model for adversarial attack. The model generates subtle but predictive patterns from the input. To perform an attack, it replaces the patterns of the input with those generated based on examples from some other class. We demonstrate our model by attacking CNN on MNIST.

2019-11-25abs ↗pdf ↗

Big Data bring new opportunities to modern society and challenges to data scientists. On one hand, Big Data hold great promises for discovering subtle population patterns and heterogeneities that are not possible with small-scale data. On the other hand, the massive sample size and high dimensionality of Big Data intro…

2013-08-07abs ↗pdf ↗

In Theorem 1.2 of the paper math.GT/0002110 the author claimed to have proved that all transversal knots whose topological knot type is that of an iterated torus knot (we call them cable knots) are transversally simple. That theorem is false, and the Erratum math.GT/0610565 identifies the gap. The purpose of this paper…

2006-10-18abs ↗pdf ↗

In this paper, we consider orthogonal Ricci curvature RicRic^{\perp} for Kähler manifolds, which is a curvature condition closely related to Ricci curvature and holomorphic sectional curvature. We prove comparison theorems and a vanishing theorem related to these curvature conditions, and construct various examples to i…

2018-02-23abs ↗pdf ↗

It is known that the number of biquandle colorings of a long virtual knot diagram, with a fixed color of the initial arc, is a knot invariant. In this paper we describe a more subtle invariant: a family of biquandle endomorphisms obtained from the set of colorings and longitudinal information.

2007-09-16abs ↗pdf ↗

The transfer of knowledge from one policy to another is an important tool in Deep Reinforcement Learning. This process, referred to as distillation, has been used to great success, for example, by enhancing the optimisation of agents, leading to stronger performance faster, on harder domains [26, 32, 5, 8]. Despite the…

2019-02-06abs ↗pdf ↗

Paper defines when early exercise of American options is optimal under negative rates.

problem Determining optimal exercise times for American options with negative interest rates.
method Developed a new integral equation to price options and find exercise boundaries under negative rates, using modified fixed point method.
result Successfully developed and validated a new algorithm for pricing American options under negative rates.

Lorentzian versions of classical Riemannian volume comparison theorems by Gunther, Bishop and Bishop-Gromov, are stated for suitable natural subsets of general semi-Riemannian manifolds. The problem is more subtle in the Bishop-Gromov case, which is extensively discussed. For the general semi-Riemannian case, a local v…

1998-11-27abs ↗pdf ↗

We examine homogeneous metrics on spheres and determine which ones have positive sectional curvature. The answer is subtle and surprisingly difficult to prove. In some cases we also determine their pinching constants. This completes the classification of all homogeneous metrics with positive curvature (apart from one s…

2007-07-20abs ↗pdf ↗

Understanding the structure of financial markets deals with suitably determining the functional relation between financial variables. In this respect, important variables are the trading activity, defined here as the number of trades NN, the traded volume VV, the asset price PP, the squared volatility σ2σ^2, the bid…

2018-03-13abs ↗pdf ↗

A new strategy for identifying the best arm in Gaussian bandits with improved exploration.

problem Best-arm identification for Gaussian bandits with bounded means and unit variance.
method Exploration-Biased Sampling, a non-asymptotic approach with improved exploration behavior.
result Improved exploration behavior makes the strategy more stable and interpretable.

Study on kinetic Langevin diffusions and their couplings, showing subtle TV bounds and new non-Markovian couplings.

problem Understanding and quantifying the TV distance between solutions of kinetic Langevin diffusions with different initial values.
method Established new non-Markovian couplings for kinetic Langevin diffusions, derived from optimal coalescence trajectories, and analyzed their TV bounds.
result No Markovian coupling can capture the asymptotic decay rate of the TV distance between solutions of kinetic Langevin diffusions with different initial values.

MSA compares neural representations' intrinsic geometry for better understanding.

problem Existing similarity measures fail to capture subtle distinctions between neural network solutions.
method Metric similarity analysis (MSA) using Riemannian geometry.
result MSA can disentangle features of neural computations and compare nonlinear dynamics.

PCA improves detection of phase transitions in muon spectroscopy data from various materials.

problem Subtle changes in asymmetry function indicate phase transitions, but existing methods require material-specific knowledge.
method Applied unsupervised PCA to muon spectroscopy asymmetry data from multiple materials.
result PCA can recover phase transition indicators and improve detection of material-specific variations.

Study shows how diffusion models learn on low-dimensional manifolds.

problem Learning efficiency of diffusion models on manifolds.
method Analyzes denoising score matching with random feature neural networks.
result Sample complexity scales linearly with intrinsic dimension, not ambient dimension.

Poly-GNNs achieve similar performance regardless of depth, highlighting graph noise's dominance.

problem Performance of poly-GNNs in semi-supervised node classification.
method Analysis of poly-GNNs under a contextual stochastic block model (CSBM).
result For a sufficiently large graph, depth k>1k > 1 poly-GNNs exhibit the same rate of separation as depth k=1k=1 counterparts.

The study investigates the consistency of kk-means clustering under finite expectation assumptions.

problem Consistency of kk-means clustering under finite expectation assumptions.
method Investigates the conditions under which kk-means clustering is consistent, considering finite expectation instead of finite variance.
result Inconsistency can arise due to extreme cluster imbalance, leading to some clusters having few points.