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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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117234351468 · Jun 202019922001200920172026
48 results for symmetric exclusion process

Study of SO(3)-irreducible geometry in complex 5D and ternary Pauli exclusion principle.

problem Exploring SO(3)-irreducible geometry in complex 5D.
method Defined a ternary skew-symmetric tensor, split the 10D space into irreducible SO(3) subspaces, found invariants and defined geometric structures.
result Defined a SO(3)-irreducible geometric structure on a 5D complex Hermitian manifold.

An exclusion particle model is considered as a highly simplified model of a limit order market. Its price behavior reproduces the well known crossover from over-diffusion (Hurst exponent H>1/2) to diffusion (H=1/2) when the time horizon is increased, provided that orders are allowed to be canceled. For early times a ma…

2002-06-24abs ↗pdf ↗

In this paper, we develop a loop group description of harmonic maps F:MG/K\mathcal{F}: M \rightarrow G/K ``of finite uniton type", from a Riemann surface MM into inner symmetric spaces of compact or non-compact type. This develops work of Uhlenbeck, Segal, and Burstall-Guest to non-compact inner symmetric spaces. To be mo…

2013-05-11abs ↗pdf ↗

Racah matrices and higher jj-symbols are used in description of braiding properties of conformal blocks and in construction of knot polynomials. However, in complicated cases the logic is actually inverted: they are much better deduced from these applications than from the basic representation theory. Following the re…

2017-01-02abs ↗pdf ↗

Somewhat unexpectedly, the study of the family of twisted knots revealed a hidden structure behind exclusive Racah matrices Sˉ\bar S, which control non-associativity of the representation product in a peculiar channel RRˉRRR\otimes \bar R \otimes R \longrightarrow R. These Sˉ\bar S are simultaneously symmetric and orthogo…

2019-06-24abs ↗pdf ↗

Study growth patterns in random networks using i.i.d. perturbations.

problem Understanding the growth of affine regions in random piecewise-linear networks.
method Analyzes a random compositional model with i.i.d. perturbations of the tent map, proving submultiplicative pressure and using finite-state defect process for upper-tail lower bounds.
result Proves the existence of a submultiplicative pressure for \(N_n\) and gives exponential upper bounds for \(n^{-1}\log N_n\).

Research quantifies financial exclusion risks in UK, focusing on cash infrastructure and socio-economic factors.

problem Localised financial exclusion in the UK as cash infrastructure declines.
method Developed a composite indicator using various input variables.
result Financial exclusion is more prevalent in deprived communities and affluent areas.

Factorization of DE coefficients is violated in antiparallel triple pretzels, but described elegantly.

problem Understanding the origins of factorization in double braids and its extension to antiparallel triple pretzels.
method Defect-preserving deformation from trefoil to antiparallel triple pretzels, analysis of DE coefficients.
result Factorization of DE coefficients is violated but described by an elegant formula for symmetric representations.

A RL framework selects features to balance bias and accuracy dynamically.

problem Bias in automated feature selection when predictors are correlated.
method Multi-component reward function with policy gradient for dynamic regularization and bias mitigation.
result Model balances fairness and accuracy during training.

Introduces joint exclusivity (JE), a new form of negative dependence.

problem Negative dependence structures in probability distributions.
method Defines JE by exclusion of the interior of the non-negative orthant, establishes necessary and sufficient conditions for existence, proposes a canonical construction.
result Sharp necessary and sufficient condition for existence of JE random vectors with prescribed marginals.

We study the dynamics of co-evolution of producers and customers described by bit-strings representing individual traits. Individual ''size-like'' properties are controlled by binary encounters which outcome depends upon a recognition process. Depending upon the parameter set-up, mutual selection of producers and custo…

2007-06-07abs ↗pdf ↗

We introduce an irreversible discrete multiplicative process that undergoes Bose-Einstein condensation as a generic model of competition. New players with different abilities successively join the game and compete for limited resources. A player's future gain is proportional to its ability and its current gain. The the…

2003-03-16abs ↗pdf ↗

Exclusive Group Lasso improves feature selection in correlated biological data.

problem Correlated features hinder Lasso performance in biological classification problems.
method Proposes and solves the exclusive group Lasso, combining stability selection and random group allocation.
result Exclusive Group Lasso outperforms Lasso in comprehensive selection of informative features.

Exclusive Lasso improves survival prediction in cancer datasets.

problem Enhanced survival prediction in cancer datasets with high-dimensional genomic and clinical data.
method Proposes Exclusive Lasso regularization for feature selection in Cox regression models for grouped variables.
result Demonstrates improved survival prediction performance using Exclusive Lasso compared to standard Cox regression.

In this paper, we investigate the problem of learning disentangled representations. Given a pair of images sharing some attributes, we aim to create a low-dimensional representation which is split into two parts: a shared representation that captures the common information between the images and an exclusive representa…

2019-12-09abs ↗pdf ↗

TIE framework detects out-of-distribution samples and estimates uncertainty without external datasets.

problem Detecting and estimating uncertainty for out-of-distribution samples in neural networks.
method TIE framework extends a classifier to an (n+1)-class model, iteratively refining through training, inversion, and exclusion.
result Unified and interpretable framework for robust anomaly detection and calibrated uncertainty estimation.

We describe the inclusive Racah matrices for the first non-(anti)symmetric rectangular representation R=[2,2] for quantum groups U_q(sl_N). Most of them have sizes 2, 3, and 4 and are fully described by the eigenvalue hypothesis. Of two 6x6 matrices, one is also described in this way, but the other one corresponds to t…

2016-05-10abs ↗pdf ↗

Negative screening is one method to avoid interactions with inappropriate entities. For example, financial institutions keep investment exclusion lists of inappropriate firms that have environmental, social, and government (ESG) problems. They create their investment exclusion lists by gathering information from variou…

2018-11-09abs ↗pdf ↗

A Killing pp-form on a Riemannian manifold is a pp-form whose covariant derivative is totally anti-symmetric. In this paper we give the complete (local) description of 4-dimensional Riemannian manifolds (M,g) carrying non-parallel Killing 2-forms φ\varphi. If MM is connected and oriented, we show that there exists …

2015-06-13abs ↗pdf ↗

New study analyzes security of neural network data reconstruction attacks.

problem Data reconstruction attacks pose a threat to private training data.
method Analyzes security boundary of data reconstruction attacks via neuron exclusivity state.
result Characterizes insecure/secure boundary of data reconstruction attacks.

This work explores variably scaled kernels to improve non-stationary Gaussian processes.

problem Limited ability of stationary kernels to represent heterogeneous correlation structures.
method Introduces variably scaled kernels to modify correlation structures explicitly.
result Improved reconstruction accuracy and better uncertainty estimates for non-stationary data.

Unsupervised learning is becoming more and more important recently. As one of its key components, the autoencoder (AE) aims to learn a latent feature representation of data which is more robust and discriminative. However, most AE based methods only focus on the reconstruction within the encoder-decoder phase, which ig…

2019-03-30abs ↗pdf ↗

Paper analyzes history-based RL methods for MDPs, introduces a theoretical framework and practical algorithm.

problem Improving RL performance in MDPs using history-based features.
method Theoretical framework for history-based RL, practical algorithm design.
result Practical RL algorithm shows effectiveness on continuous control tasks.

Deep semi-supervised anomaly detection improves fraud detection in financial markets.

problem Detecting fraud in high-frequency financial data with limited labeled examples.
method Evaluation of Deep Semi-Supervised Anomaly Detection (Deep SAD) on proprietary limit order book data.
result Deep SAD significantly improves fraud detection accuracy with minimal labeled data.

New model for fair clustering ensures balanced representation of protected attributes.

problem Ensuring fair representation in clustering for protected attributes.
method Model-based formulation of fair clustering, balancing protected attributes across clusters.
result Demonstrates improved fairness in clustering through a new model.

Stable processes emerge as limits of deep neural networks with symmetric stable distributions.

problem Understanding the behavior of deep neural networks as they become infinitely wide.
method Analyzing fully connected feed-forward deep neural networks with symmetric stable distributions and showing the limit as a stable process.
result The infinite wide limit of the network is a stable process with multivariate stable distributions.

The latter author, together with collaborators, proposed a numerical scheme to calculate the price of barrier options. The scheme is based on a symmetrization of diffusion process. The present paper aims to give a mathematical credit to the use of the numerical scheme for Heston or SABR type stochastic volatility model…

2012-06-26abs ↗pdf ↗

The paper bounds eigenvalues and integrals of eigenfunctions on hyperbolic manifolds.

problem Eigenvalues and integrals of eigenfunctions on compact hyperbolic manifolds.
method Spectral decompositions and consistency conditions derived from quadruple overlap integrals.
result Upper bounds on Laplacian eigenvalues and triple overlap integrals.

Paper proposes a method to quantify and explain machine learning uncertainty in predictive process monitoring.

problem Neglect of data-driven estimation, point forecasts without model uncertainty, and lack of explanations.
method Quantile Regression Forests for interval predictions and SHapley Additive Explanations for uncertainty.
result Effective handling of model uncertainty in predictive process monitoring.

Transformers tend to learn more symmetric functions in sequence data.

problem Understanding inductive bias in Transformers with infinitely over-parameterized models.
method Analyzing Transformers in the Gaussian process limit, using representation theory of the symmetric group.
result Transformers are biased towards more permutation symmetric functions, and this can be quantitatively predicted.