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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.

168,742 papers · 148 categories

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0111 · Nov 201519922001200920172026
8 results for tempo

Unified model explains volatility memory in stocks and forex.

problem Understanding the components of volatility memory in financial markets.
method Developed a three-dimensional decomposition of volatility memory into level, shape, and tempo.
result Unified model shows that volatility memory is state-dependent, with different gates prevailing in equities and forex.

In recent decades, the use of 3D point clouds has been widespread in computer industry. The development of techniques in analyzing point clouds is increasingly important. In particular, mapping of point clouds has been a challenging problem. In this paper, we develop a discrete analogue of the Teichmüller extremal mapp…

2015-11-20abs ↗pdf ↗

Regularization is important for end-to-end speech models, since the models are highly flexible and easy to overfit. Data augmentation and dropout has been important for improving end-to-end models in other domains. However, they are relatively under explored for end-to-end speech models. Therefore, we investigate the e…

2017-12-19abs ↗pdf ↗

Transformer improves pop piano composition by incorporating beat-based structure.

problem Generating expressive pop piano compositions with coherent rhythmic structure.
method Improved data representation for Transformers, incorporating beat-bar-phrase structure.
result Composes pop piano music with better rhythmic structure than existing models.

The paper challenges current views on day trading, finding it economically viable.

problem Current views on day trading's economic sustainability and operational performance.
method Theoretical propositions and detailed analysis of a previous study.
result Day trading is economically sustainable and operational performance can evolve over time.