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.
Study shows superdiffusive behavior in geodesic flows on curved surfaces.
Deep learning dynamics exhibit anomalous superdiffusion initially, aiding escape from local minima.
Distributions derived from non-extensive Tsallis statistics are closely connected with dynamics described by a nonlinear Fokker-Planck equation. The combination shows promise in describing stochastic processes with power-law distributions and superdiffusive dynamics. We investigate intra-day price changes in the S&P500…
The behavior of stock market returns over a period of 1-60 days has been investigated for S&P 500 and Nasdaq within the framework of nonextensive Tsallis statistics. Even for such long terms, the distributions of the returns are non-Gaussian. They have fat tails indicating that the stock returns do not follow a random …
Paper analyzes Hit-and-Run's convergence rates and applies similar methods to randomized Kaczmarz.
Modeling high-frequency speculative markets as auction search processes.
Securities markets are quintessential complex adaptive systems in which heterogeneous agents compete in an attempt to maximize returns. Species of trading agents are also subject to evolutionary pressure as entire classes of strategies become obsolete and new classes emerge. Using an agent-based model of interacting he…
A measure called relative cluster entropy distinguishes between correlated and uncorrelated sequences.
Analyzed Bitcoin market index volatility changes over two distinct periods using anomalous diffusion and multifractal analysis.
This work models financial market returns with asymmetric Tsallis distributions, improving fit over symmetric q-Gaussians.