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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.

168,982 papers · 148 categories

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232464696928 · Jun 202019922001200920172026
48 results for time structure

This note constructs complex structures on specific isoparametric hypersurfaces.

problem Building complex structures on isoparametric hypersurfaces.
method Constructing almost or complex structures on isoparametric hypersurfaces in unit spheres.
result Complex structures on S1imesS7imesS6S^1 imes S^7 imes S^6 and S1imesS3imesS2S^1 imes S^3 imes S^2 are built.

Study nearly half-flat SU(3)-structures on S³×S³.

problem Characterize and analyze nearly half-flat SU(3)-structures on S³×S³.
method Characterize left invariant nearly half-flat SU(3)-structures on S³×S³ and use this to analyse nearly parallel G₂-structures.
result Characterization of left invariant nearly half-flat SU(3)-structures on S³×S³.

The paper extends Marsden-Weinstein reduction to mechanical presymplectic structures for time-dependent Hamiltonian systems.

problem Limitations of Marsden-Weinstein reduction for cosymplectic structures in time-dependent Hamiltonian systems.
method Developed Marsden-Weinstein reduction for mechanical presymplectic structures.
result Mechanical presymplectic structures provide a more suitable framework for time-dependent Hamiltonian systems than cosymplectic structures.

Researchers found all homogeneous structure tensors on two specific 3D manifolds.

problem Classifying homogeneous structure tensors on specific 3D manifolds.
method Determined all homogeneous structure tensors on S2imesR\mathbb{S}^2 imes\mathbb{R} and H2imesR\mathbb{H}^2 imes\mathbb{R}.
result Complete classification of homogeneous structure tensors on three-dimensional homogeneous Riemannian manifolds.

Improved prediction of hierarchical time series using structured regularization.

problem Making coherent forecasts for hierarchical time series.
method Structured regularization method for bottom-level time series predictions.
result Superior prediction accuracy and computational efficiency compared to previous methods.

SCOTCH learns system structure from irregular time series using neural SDEs.

problem Learning system structure from irregular time series data.
method SCOTCH uses neural stochastic differential equations (SDE) with variational inference.
result SCOTCH improves structure learning performance on synthetic and real-world datasets.

The paper identifies short-term and long-term time scales in stock markets with and without structural breaks.

problem Understanding the nature of stock markets at short-term and long-term time scales.
method Applied Zivot and Andrews structural trend break model to identify structural breaks. Used empirical mode decomposition and Hurst exponent to analyze time scales.
result Identified short-term and long-term time scales in stock markets, with short-term scales within few days to 3 months and long-term scales greater than 5 months.

CSTS benchmarks time series clustering by evaluating correlation structures.

problem Lack of validated ground truth for objectively assessing clustering quality.
method Synthetic benchmark CSTS for evaluating correlation structures in multivariate time series data.
result CSTS enables precise diagnosis of methodological limitations in correlation-based time series clustering.

It has been understood that the "local" existence of the Markowitz' optimal portfolio or the solution to the local-risk minimization problem is guaranteed by some specific mathematical structures on the underlying assets price processes known in the literature as "{\it Structure Conditions}". In this paper, we consider…

2014-03-13abs ↗pdf ↗

Continuous time Bayesian networks (CTBNs) describe structured stochastic processes with finitely many states that evolve over continuous time. A CTBN is a directed (possibly cyclic) dependency graph over a set of variables, each of which represents a finite state continuous time Markov process whose transition model is…

2012-10-19abs ↗pdf ↗

Flexible Cox model for time-dependent covariates with complex sparsity patterns.

problem Lack of flexibility in enforcing specific sparsity patterns in time-dependent Cox models.
method Proposes a flexible framework for variable selection in time-dependent Cox models, accommodating complex selection rules.
result Achieves accurate estimation with low false alarm rates for complex covariate structures.

This work proposes a method to learn graph structure for multivariate time series forecasting.

problem Improving multivariate time series forecasting by leveraging pairwise information.
method Learning a probabilistic graph model through optimizing mean performance over graph distribution parameterized by a neural network.
result Our method outperforms existing approaches in simplicity, efficiency, and performance.

We show that if a manifold M admits a contact structure, then so does M\times S^2. Our proof relies on surgery theory, a theorem of Eliashberg on contact surgery and a theorem of Bourgeois showing that if M admits a contact structure then so does M\times T^2.

2013-05-14abs ↗pdf ↗

Proposes a new model to analyze mortgage delinquency transitions.

problem Analyzing mortgage delinquency transitions in a flexible yet identifiable way.
method Combines structured additive predictor with neural network for complex interactions, orthogonalising components for identifiability.
result The semi-structured model provides modest gains in discrimination compared to a structured model, especially in the early prediction spans.

Proposes DCNAR for dynamic causal inference from neural time series.

problem Uncertainty and evolution of causal structure in real-world domains.
method Two-stage neural causal modeling integrating discovery and inference.
result Dynamic causal inferences are more stable and meaningful than alternatives.

Study establishes time functions in Lorentzian spaces without requiring manifold structure.

problem Existence and properties of time functions in Lorentzian spaces.
method Characterization of time functions by K-causality, modified volume functions, and global hyperbolicity.
result No manifold structure is needed for suitable time functions in Lorentzian spaces.

Study coclosed G2-structures on SU(2)²-invariant manifolds.

problem Existence and classification of coclosed G2-structures on specific manifolds.
method Analysis of half-flat SU(3)-structures and boundary conditions.
result Existence of coclosed G2-structures on R⁴ × S³, no such structures on S⁴ × S³.

The paper studies a heat flow for almost complex structures and proves convergence under certain conditions.

problem The study of harmonic heat flow for almost complex structures compatible with a Riemannian metric.
method Definition and analysis of the harmonic heat flow, proving existence and convergence under small energy conditions.
result The flow converges to a Kähler structure if the initial energy is small, but there are finite time singularities for small enough initial energy.

Classically time is kept fixed for infinitesimal variations in problems in mechanics. Apparently, there appears to be no mathematical justification in the literature for this standard procedure. This can be explained canonically by unveiling the intrinsic mathematical structure of time in Lagrangian mechanics. Moreover…

2008-01-27abs ↗pdf ↗

Dynamic Structural Causal Models handle time-dependent systems with cycles and latent confounding.

problem Representing and analyzing systems of Stochastic Differential Equations (SDEs) with DSCMs.
method Define time-splitting and subsampling operations to analyze DSCMs of SDEs, and apply existing causal discovery algorithms to time-series data.
result DSCMs provide a graphical Markov property for SDEs and enable identification of time-dependent causal effects.

New method identifies nonstationary causal structures in time series data.

problem Identifying causal relationships in time series data that change over time.
method High-order Markov Switching Models for regime-dependent causal discovery.
result Scalable approach for estimating high-order regime-dependent causal structures.

No left-invariant hypercomplex structures found on compact Lie groups.

problem Existence of left-invariant hypercomplex structures on compact Lie groups.
method Elementary algebraic arguments to show non-existence.
result Compact Lie groups of dimension 4n4n do not admit left-invariant hypercomplex structures.

The paper studies geometric quantization and coherent state transforms on Lie groups.

problem Quantization of cotangent bundles of compact Lie groups with new invariant structures.
method Analytic continuation of Hamiltonian flows on GimesTG imes T-invariant Kähler structures.
result Partial coherent state transforms and new Kähler structures on TGT^*G.

We study the geometry of Engel structures, which are 2-plane fields on 4-manifolds satisfying a generic condition, that are compatible with other geometric structures. A complex Engel structure is an Engel 2-plane field on a complex surface for which the 2-planes are complex lines. We solve the equivalence problems for…

2018-05-19abs ↗pdf ↗

TADA detects anomalies in time series using topological data analysis.

problem Detecting global changes in dependency structure between channels in multivariate time series.
method Topological Data Analysis for detecting anomalies in multivariate time series.
result The approach is more suitable for detecting global changes of correlation structures than existing methods.

New method learns CTBN structures from incomplete data.

problem Learning CTBN structures from incomplete data is computationally infeasible.
method Gradient-based optimization of mixture weights combined with variational method.
result Scalable structure learning of CTBNs from incomplete data.

Methods for detecting structural changes, or change points, in time series data are widely used in many fields of science and engineering. This chapter sketches some basic methods for the analysis of structural changes in time series data. The exposition is confined to retrospective methods for univariate time series. …

2017-02-17abs ↗pdf ↗

This paper provides a topological method for filling contact structures on the connected sums of S2×S3S^2\times S^3. Examples of nonsymplectomorphic strong fillings of homotopy equivalent contact structures with vanishing first Chern class on #kS2×S3\#_k S^2\times S^3 (k2)(k\geq2) are produced.

2015-06-28abs ↗pdf ↗

Tackles network structure inference from time series data using GNN.

problem Inferring network structure from incomplete or no information.
method Gumbel Graph Network (GGN) model for network reconstruction and completion.
result GGN can reconstruct up to 100% network structure and infer missing parts with up to 90% accuracy.

Structured prediction is a powerful framework for coping with joint prediction of interacting outputs. A central difficulty in using this framework is that often the correct label dependence structure is unknown. At the same time, we would like to avoid an overly complex structure that will lead to intractable predicti…

2013-09-26abs ↗pdf ↗

There exist non-degenerate 3-form dωIdω_I, ωI(X,Y)=g(IX,Y)ω_I(X,Y)=g(IX,Y), for each leftinvariant almost Hermitian structure (g,I)(g,I), where gg is Killing-Cartan metric on the M=S3×S3=SU(2)×SU(2)M=S^3\times S^3=SU(2)\times SU(2). Known \cite{H1}, that arbitrary non-degenerate 3-form on the 6-dimensional manifold, with some additional properties def…

2010-01-18abs ↗pdf ↗

A (TE)(TE)-structure \nabla over a complex manifold MM is a meromorphic connection defined on a holomorphic vector bundle over C×M\mathbb{C}\times M, with poles of Poincaré rank one along {0}×M.\{ 0 \} \times M. Under a mild additional condition (the so called unfolding condition), \nabla induces a multiplication on TMTM

2018-11-08abs ↗pdf ↗

Graph neural networks detect structural perturbations from time series data.

problem Detecting structural causes of disturbances in complex systems.
method Graph neural network approach to infer structural perturbations from functional time series.
result Data-driven approach outperforms typical reconstruction methods and meets Bayesian inference accuracy.

Analyzing multivariate time series data is important to predict future events and changes of complex systems in finance, manufacturing, and administrative decisions. The expressiveness power of Gaussian Process (GP) regression methods has been significantly improved by compositional covariance structures. In this paper…

2017-03-28abs ↗pdf ↗