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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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51102152203 · May 202619922001200920172026
48 results for support indexing

We construct the coarse index class with support condition (as an element of coarse KK-homology) of an equivariant Dirac operator on a complete Riemannian manifold endowed with a proper, isometric action of a group. We further show a coarse relative index theorem and discuss the compatibility of the index with the sus…

2017-06-21abs ↗pdf ↗

Quantum SVM improves financial data classification.

problem Classifying financial data using quantum machine learning.
method Application of quantum kernels to financial data, specifically DSEx Broad Index.
result Empirical quantum advantage demonstrated for financial data classification.

In this note, we study an invariant associated to the zeros of the moment map generated by an action form, the infinitesimal index. This construction will be used to study the compactly supported equivariant cohomology of the zeros of the moment map and to give formulas for the multiplicity index map of a transversally…

2010-03-18abs ↗pdf ↗

New algorithm uses Whittle index to improve Q-learning for restless bandits.

problem Optimizing decision-making in multiarmed restless bandits with average reward.
method Introduces a novel reinforcement learning algorithm combining Q-learning and Whittle index policy.
result Demonstrates significant computational gains and excellent empirical performance.

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 ↗

For any Lie groupoid we construct an analytic index morphism taking values in a modified KtheoryK-theory group which involves the convolution algebra of compactly supported smooth functions over the groupoid. The construction is performed by using the deformation algebra of smooth functions over the tangent groupoid constru…

2008-03-13abs ↗pdf ↗

In this note several computations of equivariant cohomology groups are performed. For the compactly supported equivariant cohomology, the notion of infinitesimal index developed in arXiv:1003.3525, allows to describe these groups in terms of certain spaces of distributions arising in the theory of splines. The new vers…

2010-05-02abs ↗pdf ↗

Bayesian model averaging under predictor redundancy

problem Reporting Bayesian model averaging posterior without changing the Bayesian target
method Using hard or soft regions of support space
result Region reports often give shorter and clearer summaries while preserving the main posterior information

In this work we explore the use of metric index structures, which accelerate nearest neighbor queries, in the scenario where we need to interleave insertions and queries during deployment. This use-case is inspired by a real-life need in malware analysis triage, and is surprisingly understudied. Existing literature ten…

2018-01-12abs ↗pdf ↗

Interprets coarse symbol and index classes for Callias type operators.

problem Understanding coarse geometry and index classes for Callias type operators.
method Interprets coarse symbol and index classes in terms of K-theory classes of coarse corona.
result Local positivity and invertibility conditions are incorporated into support conditions in K-theory.

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.

It is known that for a certain class of single index models (SIMs) Y=f(Xp×1β0,ε)Y = f(\boldsymbol{X}_{p \times 1}^\intercal\boldsymbolβ_0, \varepsilon), support recovery is impossible when XN(0,Ip×p)\boldsymbol{X} \sim \mathcal{N}(0, \mathbb{I}_{p \times p}) and a model complexity adjusted sample size is below a critical threshold. Recen…

2015-11-25abs ↗pdf ↗

Paper introduces PHI to identify structurally distinct payment patterns in UK municipal procurement.

problem Vulnerability of public procurement to error, fraud, and corruption in high-volume transactions.
method Introduces Payment Heterogeneity Index (PHI) using Gaussian Mixture Model (GMM) and non-parametric statistics.
result Identifies a significant cohort with structurally distinct payment patterns, improving procurement oversight.

When calculating the index of a minimal surface, the set of smooth functions on a domain with compact support is the standard setting to describe admissible variations. We show that the set of admissible variations can be widened in a geometrically meaningful manner by considering the difference of area functional, lea…

2018-01-08abs ↗pdf ↗

In this paper we study the support recovery problem for single index models Y=f(Xβ,ε)Y=f(\boldsymbol{X}^{\intercal} \boldsymbolβ,\varepsilon), where ff is an unknown link function, XNp(0,Ip)\boldsymbol{X}\sim N_p(0,\mathbb{I}_{p}) and β\boldsymbolβ is an ss-sparse unit vector such that $\boldsymbolβ_{i}\in \{\pm\frac{1}{\sqrt{s}}…

2015-11-07abs ↗pdf ↗

Maximizes stock portfolio predictability using machine learning.

problem Improving stock portfolio performance through predictive modeling.
method Optimal constrained weights in the MPP constructed using Elastic Net, Random Forest, and Support Vector Regression models.
result MPP portfolios can outperform or underperform the index based on the time period.

Index structures are important for efficient data access, which have been widely used to improve the performance in many in-memory systems. Due to high in-memory overheads, traditional index structures become difficult to process the explosive growth of data, let alone providing low latency and high throughput performa…

2019-05-08abs ↗pdf ↗

Transformer pre-training improves stock return prediction accuracy.

problem Improving stock price prediction accuracy for better investment decisions.
method Pre-trained transformer models on TSX index, fine-tuned for individual stocks, compared to LSTM and XGBoost.
result Transformer model achieved lower mean squared error than benchmarks.

Well-defined formal definitions for sentiment and opinion are extended to incorporate the necessary elements to provide a formal quantitative definition of reputation. This definition takes the form of a time-based index, in which each element is a function of a collection of opinions mined during a given time period. …

2017-05-28abs ↗pdf ↗

The paper explores knots with equal bridge and braid index, conjecturing they have a unique equilibrium state.

problem Identifying and characterizing knots with equal bridge and braid index.
method Heuristic explanation and numerical exploration of conjectured properties.
result Identification of BB knots in various knot families and an exponential growth in the number of BB knots with increasing crossing number.

The study evaluates various ML models for stock market prediction.

problem Predicting the Nifty 50 Index using machine learning models.
method 8 supervised machine learning models (AdaBoost, kNN, LR, ANN, RF, SGD, SVM, DT) applied to historical Nifty 50 Index data.
result Support Vector Machine performed best, but Stochastic Gradient Descent improved performance with larger datasets.

For a finite rank projective bundle over a compact manifold, so associated to a torsion, Dixmier-Douady, 3-class, w, on the manifold, we define the ring of differential operators `acting on sections of the projective bundle' in a formal sense. In particular, any oriented even-dimensional manifold carries a projective s…

2004-02-20abs ↗pdf ↗

In recent years, the study of the bienergy functional has attracted the attention of a large community of researchers, but there are not many examples where the second variation of this functional has been thoroughly studied. We shall focus on this problem and, in particular, we shall compute the exact index and nullit…

2019-02-05abs ↗pdf ↗

Given an elliptic action of a compact Lie group GG on a co-oriented contact manifold (M,E)(M,E) one obtains two naturally associated objects: A GG-transversally elliptic operator $\dirac$, and an equivariant differential form with generalised coefficients J(E,X)\mathcal{J}(E,X) defined in terms of a choice of contact form o…

2007-12-14abs ↗pdf ↗

The paper bounds the expectation of empirical processes indexed by Hölder classes.

problem Estimating the expectation of the supremum of empirical processes for distributions on bounded sets.
method Providing upper bounds on the expectation of the supremum of empirical processes indexed by Hölder classes.
result Deriving non-asymptotic risk bounds for estimating distributions using empirical processes and IPM.

This paper uses machine learning to improve VIX index calculation and detect market manipulation.

problem Inaccuracies and potential market manipulation in VIX index calculation.
method Replicates VIX index using a subset of SP options and neural networks.
result A small number of SP options can accurately replicate the VIX index.

The purpose of this article is to study Ezra Getzler's approach to the Atiyah-Singer index theorem from the perspective of Alain Connes' tangent groupoid. We shall construct a "rescaled" spinor bundle on the tangent groupoid, define a convolution operation on its smooth, compactly supported sections, and explain how th…

2019-02-22abs ↗pdf ↗

New algorithm finds best subset in high-dimensional data models.

problem Finding the best subset of predictors in high-dimensional data models.
method Proposes a scalable algorithm using a generalized information criterion.
result Directly proves consistency and oracle property for the best-subset selection.

Due to Čencov's theorem, there exists a unique family of invariant symmetric (0,2)(0,2)-tensor fields on the space of positive probability measures on a set of nn-points indexed by nNn\in \mathbb{N} under Markov embeddings. We deform Markov embeddings keeping sufficiency, and prove existence and uniqueness of invariant f…

2019-10-27abs ↗pdf ↗

We construct an algebra of smooth functions over the tangent groupoid associated to any Lie groupoid. This algebra is a field of algebras over the closed interval [0, 1] which fiber at zero is the algebra of Schwartz functions over the Lie algebroid, whereas any fiber out of zero is the convolution algebra of the initi…

2008-02-25abs ↗pdf ↗

The paper proves conditions for non-uniform expansion in partially hyperbolic systems.

problem Conditions for non-uniform expansion in partially hyperbolic systems.
method Analysis of Lyapunov exponents and dominated splittings.
result Existence of physical SRB measure under specific conditions.

A new concordance loss improves model performance and reliability in survival prediction.

problem Inconsistent evaluation of deep survival models using likelihood losses.
method Proposed a value-monotone concordance loss (SCL) to improve reliability and optimization.
result SCL achieves comparable discrimination and is the best or within one standard deviation of the best C-index across multiple datasets.

This study applies EMD to MSCI World index and converts IMFs into graphs for GNN modeling.

problem Modeling financial time series with GNNs.
method EMD, CEEMDAN, graph transformations (natural visibility, horizontal visibility, recurrence, transition graphs), topological analysis.
result High-frequency IMFs yield dense, highly connected small-world graphs; low-frequency IMFs produce sparser networks.