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.
Survival kernets scale deep kernel survival analysis to large datasets with interpretability and theoretical guarantees.
Ensemble model predicts AD progression from CN status with high accuracy.
A new concordance loss improves model performance and reliability in survival prediction.
Paper compares different models for time-to-event analysis.
The study connects twist positivity to L-space knots and concordance.
The knot Floer complex together with the associated concordance invariant epsilon can be used to define a filtration on the smooth concordance group. We show that the indexing set of this filtration contains the natural numbers cross the integers as an ordered subset.
Researchers analyze the relationship between ML cost functions and the C-index in survival analysis.
Study of psc metrics via block diffeomorphisms and cubical sets.
This paper studies cobordism and concordance for virtual knots. We define the affine index polynomial, prove that it is a concordance invariant for knots and links (explaining when it is defined for links), show that it is also invariant under certain forms of labeled cobordism and study a number of examples in relatio…
Paper decomposes C-index to analyze survival prediction model performance.
Survival analysis in the presence of multiple possible adverse events, i.e., competing risks, is a pervasive problem in many industries (healthcare, finance, etc.). Since only one event is typically observed, the incidence of an event of interest is often obscured by other related competing events. This nonidentifiabil…
The concordance probability or C-index is a popular measure to capture the discriminatory ability of a regression model. In this article, the definition of this measure is adapted to the specific needs of the frequency and severity model, typically used during the technical pricing of a non-life insurance product. Due …
We characterize the fractional Dehn twist coefficient of a braid in terms of a slope of the homogenization of the Upsilon function, where Upsilon is the function-valued concordance homomorphism defined by Ozsváth, Stipsicz, and Szabó. We use this characterization to prove that -braids with fractional Dehn twist coef…
The paper predicts survival functions using random survival trees and concordance maximization.
For all n > 0 there is a homomorphism from the smooth concordance group of knots in dimension 2n + 1 to an algebraically defined group called the rational algebraic concordance group. This algebraic concordance group splits as a direct sum of groups indexed by polynomials. For n > 1 the homomorphism is injective. This …
Study compares LSTM, Transformer, and Mamba for bladder cancer recurrence analysis.
Short note on braid index and quasipositivity of certain pretzel knots.
We review a resent {\em time-dependent} performance measure for economical time series -- the (optimal) investment horizon approach. For stock indices, the approach shows a pronounced gain-loss asymmetry that is {\em not} observed for the individual stocks that comprise the index. This difference may hint towards an sy…
Paper introduces IC-index to evaluate interaction prediction methods.
The development of molecular signatures for the prediction of time-to-event outcomes is a methodologically challenging task in bioinformatics and biostatistics. Although there are numerous approaches for the derivation of marker combinations and their evaluation, the underlying methodology often suffers from the proble…
This paper shows that only finitely many knots can be ribbon concordant to any given knot.
This paper presents a methodology to introduce time-dependent parameters for a wide family of models preserving their analytic tractability. This family includes hybrid models with stochastic volatility, stochastic interest-rates, jumps and their non-hybrid counterparts. The methodology is applied to Heston's model. A …
Milnor's -invariants of links in the -sphere vanish on any link concordant to a boundary link. In particular, they are trivial on any knot in . Here we consider knots in thickened surfaces , where is closed and oriented. We construct new concordance invariants by adapting the Che…
Given a connected cobordism between two knots in the 3-sphere, our main result is an inequality involving torsion orders of the knot Floer homology of the knots, and the number of local maxima and the genus of the cobordism. This has several topological applications: The torsion order gives lower bounds on the bridge i…
SurvMixClust clusters survival data and predicts individual survival curves.
We introduce partial secondary invariants associated to complete Riemannian metrics which have uniformly positive scalar curvature outside a prescribed subset on a spin manifold. These can be used to distinguish such Riemannian metrics up to concordance relative to the prescribed subset. We exhibit a general external p…
This is an expository paper designed to introduce undergraduates to the Atiyah-Singer index theorem 50 years after its announcement. It includes motivation, a statement of the theorem, an outline of the easy part of the heat equation proof. It includes counting lattice points and knot concordance as applications.
We use Ozsváth, Stipsicz, and Szabó's Upsilon-invariant to provide bounds on cobordisms between knots that `contain full-twists'. In particular, we recover and generalize a classical consequence of the Morton-Franks-Williams inequality for knots: positive braids that contain a positive full-twist realize the braid inde…
In a recent work (Chattopadhyay, A. K. et al, Europhys. Lett. {\bf 91}, 58003, 2010) based on food consumption statistics, we showed how a stochastic agent based model could represent the time variation of the income distribution statistics in a developing economy, thereby defining an alternative \enquote{poverty index…
Kernel Induced Random Survival Forests (KIRSF) is a statistical learning algorithm which aims to improve prediction accuracy for survival data. As in Random Survival Forests (RSF), Cumulative Hazard Function is predicted for each individual in the test set. Prediction error is estimated using Harrell's concordance inde…
In an earlier work, we introduced a family of t-modified knot Floer homologies, defined by modifying the construction of knot Floer homology HFK-minus. The resulting groups were then used to define concordance homomorphisms indexed by t in [0,2]. In the present work we elaborate on the special case t=1, and call the co…
In 1997 Cochran-Orr-Teichner introduced a natural filtration, called the n-solvable filtration, of the smooth knot concordance group, C. Its terms {F_n} are indexed by half integers. We show that each associated graded abelian group G_n=F_n/F_{n.5}, n>1, contains infinite linearly independent sets of elements of order …
Survival analysis/time-to-event models are extremely useful as they can help companies predict when a customer will buy a product, churn or default on a loan, and therefore help them improve their ROI. In this paper, we introduce a new method to calculate survival functions using the Multi-Task Logistic Regression (MTL…
Survival regression method improves log-likelihood scores.
We study the Heston model, where the stock price dynamics is governed by a geometrical (multiplicative) Brownian motion with stochastic variance. We solve the corresponding Fokker-Planck equation exactly and, after integrating out the variance, find an analytic formula for the time-dependent probability distribution of…
Let M be a weakly monotone symplectic manifold, and H be a time-dependent Hamiltonian; we assume that the periodic orbits of the corresponding time-dependent Hamiltonian vector field are non-degenerate. We construct a refined version of the Floer chain complex associated to these data and any regular covering of M, and…
New surfaces in 3D manifolds are found that cannot be smoothly deformed into each other.
Stability theorem for concordance embeddings with applications.
C-index varies among software, complicating model comparison.
We investigate the disparity between smooth and topological almost concordance of knots in general 3-manifolds Y. Almost concordance is defined by considering knots in Y modulo concordance in Yx[0,1] and the action of the concordance group of knots in the 3-sphere that ties in local knots. We prove that the trivial fre…
Framework learns inter-electronic potential for molecular dynamics.
SurvFD and SurvSHAP-IQ provide interpretable survival models by analyzing feature interactions.
The concordance genus of a knot is the least genus of any knot in its concordance class. It is bounded above by the genus of the knot, and bounded below by the slice genus, two well-studied invariants. In this paper we consider the concordance genus of 11--crossing prime knots. This analysis resolves the concordance ge…
This work shows non-abelian quotient groups in string link concordance.
We provide a set of copulas that can be interpreted as having the negative extreme dependence. This set of copulas is interesting because it coincides with countermonotonic copula for a bivariate case, and more importantly, is shown to be minimal in concordance ordering in the sense that no copula exists which is stric…
We report an empirical study of the Ibovespa index of the Sao Paulo Stock Exchange in which we detect the existence of long-range correlations. To analyze our data we introduce a rescaled variant of the usual Detrended Fluctuation Analysis that allows us to obtain the Hurst exponent through a one-parameter fitting. We …
Khovanov homology shows (4,5) torus knot is a summand in its concordance class.
Persistence is studied in a financial context by mapping the time evolution of the values of the shares quoted on the London Financial Times Stock Exchange 100 index (FTSE 100) onto Ising spins. By following the time dependence of the spins, we find evidence for power law decay of the proportion of shares that remain e…