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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.

168,657 papers · 148 categories

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4794141188 · Jun 202019922001200920172026
48 results for topological correlators

This paper introduces anti-correlation networks to study China's stock market.

problem Previous studies ignored anti-correlation in financial networks.
method Constructed weighted temporal anti-correlation and positive correlation networks.
result Unveiled differences in topological measurements between anti-correlation and positive correlation networks.

Hyperbolic volume correlates with chemical properties of fullerenes.

problem Understanding the relationship between fullerene structure and chemical properties.
method Calculated hyperbolic volumes of fullerenes and correlated them with topological indices.
result Hyperbolic volume correlates with Wiener index and other topological indices of fullerenes.

Study topological correlators for SU(2)SU(2) SYM on four-manifolds, deriving explicit formulae and confirming S-duality.

problem Topological correlation functions of SU(2)SU(2), N=2\mathcal{N}=2^* SYM on four-manifolds.
method Coupling to a Spin^c structure, deriving explicit formulae, and confirming S-duality.
result Topological correlators are mock modular forms for b2+=1b_2^+=1.

This study examined how the correlation and network structure of 30 global indices and 145 local Korean indices belonging to the KOSPI 200 have changed during the 13-year period, 2000-2012. The correlations among the indices were calculated. The results showed that although the average correlations of the global indice…

2014-02-07abs ↗pdf ↗

We describe a topological field theory that studies the moduli space of solutions of the symplectic vortex equations. It contains as special cases the topological sigma-model and topological Yang-Mills over Kahler surfaces. The correlation functions of the theory are closely related to the recently introduced Hamiltoni…

2005-02-17abs ↗pdf ↗

Develops correlation number for specific potentials and Hitchin representations.

problem Analyzing correlation numbers for potentials with entropy gaps and Hitchin representations.
method Defines a correlation number for pairs of cusped Hitchin representations and explores its connection to the Manhattan curve.
result Establishes a connection between the correlation number and the Manhattan curve, revealing rigidity properties.

TabPFN's internal geometry topology correlates with dataset reliability.

problem Understanding TabPFN's behavior on structurally difficult tabular geometries.
method Using zigzag persistent homology, studying TabPFN's internal representations on synthetic tabular tasks with known topology.
result Topology of TabPFN's internal representation geometry is strongly associated with dataset-level reliability.

Study uses topological signatures to quantify financial market complexity.

problem Capturing temporal organization beyond volatility measures.
method Null validated topological approach using L1L^1 norm of persistence landscapes.
result Persistence landscape norms reveal dynamical structure during market stress.

Study reveals supply chain correlations in firm growth rates.

problem Understanding correlations in firm growth rates and their supply chain relationships.
method Investigated correlation structure of firm growth rates and used Gaussian Markov Models to reconstruct supply chain networks.
result Supply chain-linked firms exhibit stronger correlation in growth rates than non-linked firms.

Study topological quantum mechanics on orbifolds with geometric interpretation.

problem Quantum mechanical models on symplectic orbifolds.
method Explicit orbifold version of quantum HKR map and exact semi-classical approximation.
result Geometric and quantum field theoretic interpretation of orbifold algebraic index.

CCP clusters correlated features and projects them to 1D for efficient dimensionality reduction.

problem Efficiency in handling large datasets with high intrinsic dimensions.
method CCP partitions features into correlated clusters and projects them to 1D based on sample correlations.
result CCP achieves efficient dimensionality reduction without matrix diagonalization.

Novel method decorrelates neurons for better deep learning model generalization.

problem High correlations between neurons limit deep learning model generalization.
method Regularization terms from minimum spanning tree of neuron cliques, using correlation dissimilarities.
result Our regularizers outperform existing methods and minimize neuron redundancies.

Based on the daily data of American and Chinese stock markets, the dynamic behavior of a financial network with static and dynamic thresholds is investigated. Compared with the static threshold, the dynamic threshold suppresses the large fluctuation induced by the cross-correlation of individual stock prices, and leads…

2010-02-18abs ↗pdf ↗

We develop a topology data analysis-based method to detect early signs for critical transitions in financial data. From the time-series of multiple stock prices, we build time-dependent correlation networks, which exhibit topological structures. We compute the persistent homology associated to these structures in order…

2017-01-21abs ↗pdf ↗

In this paper, a class of statistics named ART (the alternant recursive topology statistics) is proposed to measure the properties of correlation between two variables. A wide range of bi-variable correlations both linear and nonlinear can be evaluated by ART efficiently and equitably even if nothing is known about the…

2016-01-07abs ↗pdf ↗

We review the recent approach of correlation based networks of financial equities. We investigate portfolio of stocks at different time horizons, financial indices and volatility time series and we show that meaningful economic information can be extracted from noise dressed correlation matrices. We show that the metho…

2004-01-16abs ↗pdf ↗

The correlation functions of supersymmetric gauge theories on a four-manifold X can sometimes be expressed in terms of topological invariants of X. We show how the existence of superconformal fixed points in the gauge theory can provide nontrivial information about four-manifold topology. In particular, in the example …

1998-12-07abs ↗pdf ↗

This paper evaluates fractal dimension and persistent homology for neural network generalization.

problem Bounding and predicting the generalization gap of neural networks.
method Empirical evaluation of fractal dimension and persistent homology as generalization measures.
result Fractal dimension and persistent homology fail to predict generalization of models trained from poor initializations.

Modeling financial markets as gas molecules, the paper predicts phase transitions similar to water and steam.

problem Understanding the dynamics of financial markets through phase transitions.
method Developed a lattice gas model equivalent to the Ising model on a social network, analyzing critical exponents and auto-correlations.
result Financial market dynamics exhibit phase transition-like behavior, with critical exponents analogous to water and steam.

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.

The u-plane integral is the contribution of the Coulomb branch to correlation functions of N=2 gauge theory on a compact four-manifold. We consider the u-plane integral for correlators of point and surface observables of topologically twisted theories with gauge group SU(2), for an arbitrary four-manifold with (b1,b2+)…

2019-10-29abs ↗pdf ↗

A new algorithm infers causal networks from data using topological thresholds.

problem Inferring causal networks from data.
method Two methods for determining topological thresholds: one to leave no disconnected nodes, the other to find a causal large connected component.
result The novel algorithm is faster and more accurate than the PC algorithm.

We started from computer experiments with simple one-dimensional ergodic dynamical systems called interval exchange transformations. Correlators in these systems decay as a power of time. In the simplest non-trivial case the exponent is equal to 1/3. We found a formula connecting characteristic exponents with explicit …

1997-01-28abs ↗pdf ↗

Among the proposed network models, the hidden variable (or good get richer) one is particularly interesting, even if an explicit empirical test of its hypotheses has not yet been performed on a real network. Here we provide the first empirical test of this mechanism on the world trade web, the network defined by the tr…

2004-03-01abs ↗pdf ↗

Quantum method detects financial stress regimes from market data.

problem Detecting financial stress regimes from market data.
method Adapted Pauli Correlation Encoding to quantum topological data analysis.
result Quantum method can recover Betti numbers exactly at every scale.

The paper examines topological features of ReLU networks and their relation to decision boundaries and training loss.

problem Understanding the topological structure of ReLU neural network activation patterns.
method Polytope decomposition of feature space, Fiedler partition of dual graph, homology computation of cellular decomposition.
result The Fiedler partition of the dual graph correlates with decision boundaries in binary classification tasks, and similar patterns in training loss and polyhedral cell-count emerge in regression tasks.

This paper concerns constructing topological sigma models governing maps from semirigid super Riemann surfaces to general target supermanifolds. We define both the A model and B model in this general setup by defining suitable BRST operators and physical observables. Using supersymmetric localization, we express correl…

2016-08-01abs ↗pdf ↗

Study cosmic structures using Topological Data Analysis and Persistence Energy.

problem Investigate cosmic web evolution in ΛΛCDM cosmologies.
method Apply LITE method to embed persistence diagrams into vector spaces and analyze cosmic structures.
result Discover a correlation between Persistence Energy and redshift values.

Paper studies vertex correspondence recovery in correlated graphs with node features.

problem Recovering hidden vertex correspondence between two correlated graphs with observed edge weights and node features.
method Introduced featured correlated Gaussian Wigner model and proposed QPAlign algorithm for quadratic programming relaxation.
result Characterized optimal information-theoretic thresholds for exact and partial recovery of latent mapping.

Structural learning of directed acyclic graphs (DAGs) or Bayesian networks has been studied extensively under the assumption that data are independent. We propose a new Gaussian DAG model for dependent data which assumes the observations are correlated according to an undirected network. Under this model, we develop a …

2019-05-26abs ↗pdf ↗

I review some recent results on four-manifold invariants which have been obtained in the context of topological quantum field theory. I focus on three different aspects: (a) the computation of correlation functions, which give explicit results for the Donaldson invariants of non-simply connected manifolds, and for gene…

2000-08-11abs ↗pdf ↗

Pipeline learns topological features for protein stability prediction.

problem Predicting protein stability using topological features.
method Data-driven method to learn topological features, comparing with expert features.
result Topological features achieve 92%-99% of SME-based models' performance.

We present a new method for articulating scale-dependent topological descriptions of the network structure inherent in many complex systems. The technique is based on "Partition Decoupled Null Models,'' a new class of null models that incorporate the interaction of clustered partitions into a random model and generaliz…

2008-05-22abs ↗pdf ↗

Study on counting orbits and Poincaré series for specific hyperbolic metrics.

problem Counting orbits and analyzing Poincaré series for strongly hyperbolic metrics.
method Combining ergodic theory techniques with topological flows and symbolic dynamics.
result Obtained orbital counting results and described the domain of analyticity for Poincaré series.

Study reveals subdominant correlations in motorway network dynamics.

problem Understanding correlations between motorway sections for network functionality.
method Spectral analysis of correlation matrix to identify subdominant collectivities.
result Subdominant collectivities affect large parts of the traffic network.