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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.

168,694 papers · 148 categories

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285684112 · May 202619922001200920172026
48 results for trace ratio

Classification outperforms regression in portfolio construction, yielding higher Sharpe ratios.

problem Determining which machine learning approach (classification vs. regression) is more effective for portfolio construction.
method Used stacking ensemble of gradient boosted tree, random forest, and neural network models.
result Classification yields higher Sharpe ratios and economically significant alphas compared to regression.

A new algorithm improves Wasserstein discriminant analysis for better data classification.

problem Improving data classification in machine learning.
method Bi-level nonlinear eigenvector algorithm (WDA-nepv) for optimal transport and trace ratio optimizations.
result WDA-nepv enhances classification accuracy and scalability.

Importance sampling (IS) is a common reweighting strategy for off-policy prediction in reinforcement learning. While it is consistent and unbiased, it can result in high variance updates to the weights for the value function. In this work, we explore a resampling strategy as an alternative to reweighting. We propose Im…

2019-06-11abs ↗pdf ↗

Study on quantitative aspects of trace polynomials in free groups.

problem Understanding the exact formula and bounds for trace polynomials in free groups.
method Proved exact formula for leading homogeneous part, obtained sharp bounds, studied random words, and provided deterministic algorithm.
result Sharp bounds on the degree of trace polynomials and growth rates of polynomial sizes.

SHMM models human mobility from GPS and text data, overcoming text sparsity.

problem Modeling human mobility from semantic trace data, especially addressing text sparsity.
method SHMM is a multi-modal spherical hidden Markov model that jointly models location, time, and text embeddings on a unit sphere using vMF distribution.
result SHMM outperforms state-of-the-art models in next location prediction and has lower training cost.

Derives Selberg trace formula on Riemann surfaces and generalizes to other spaces.

problem Deriving and generalizing the Selberg trace formula.
method Supersymmetric localization principle and path integral derivation.
result Derives Selberg trace formula on arbitrary compact Riemann surfaces and generic compact locally symmetric spaces.

CausalSim corrects bias in trace-driven simulations for more accurate results.

problem Bias in trace-driven simulations due to system conditions during trace collection.
method CausalSim learns a causal model of system dynamics and latent factors from an RCT to remove bias from trace data.
result CausalSim reduces simulation errors by 53% and 61% compared to baselines, providing more accurate insights.

The paper calibrates shrinkage covariance estimators for spectral functionals in high dimensions.

problem Calibrating shrinkage covariance estimators for spectral functionals in high dimensions.
method Derives first-order null laws, distribution-free Davis-Kahan bands, and calibrated tests for spectral functionals under shrinkage.
result Calibrated tests and intervals for spectral functionals are provided, addressing the issue of estimation noise and shrinkage bias.

This paper investigates the strength of the trace field as a commensurability invariant of hyperbolic 3-manifolds. We construct an infinite family of two-component hyperbolic link complements which are pairwise incommensurable and have the same trace field, and infinitely many 1-cusped finite volume hyperbolic 3-manifo…

2007-08-08abs ↗pdf ↗

Clarifies a trace for Heisenberg operators on contact manifolds.

problem Calculating the index of Heisenberg elliptic operators on contact manifolds.
method Introduced a new trace on Heisenberg pseudodifferential operators and constructed a cocycle in periodic cyclic cohomology.
result Simplified the construction of the trace on Heisenberg pseudodifferential operators.

Researchers compute trace formula for magnetic Laplacian on hyperbolic surfaces.

problem Analyzing the magnetic Laplacian on compact hyperbolic surfaces.
method Computed the trace formula for magnetic Laplacian energies above the Mane critical level.
result Asymptotic behavior of trace formula coefficients near the Mane critical level.

Introduces expected eligibility traces for more efficient credit assignment in reinforcement learning.

problem Efficiently assigning credit to states and actions in reinforcement learning.
method Introduces expected eligibility traces, allowing updates to counterfactual sequences.
result Substantial improvements in temporal-difference learning can be achieved with expected traces.

We study new invariants of elliptic partial differential operators acting on sections of a vector bundle over a closed Riemannian manifold that we call the relativistic heat trace and the quantum heat traces. We obtain some reduction formulas expressing these new invariants in terms of some integral transforms of the u…

2016-11-11abs ↗pdf ↗

New hyperbolic manifolds found with same trace ring.

problem Finding non-commensurable hyperbolic manifolds with identical trace rings.
method Proved existence of infinitely many non-commensurable manifolds with same ambient group and trace ring.
result Infinitely many non-commensurable hyperbolic manifolds with the same ambient group and trace ring.

Sub-Riemannian Selberg trace formulae for compact quotients of SL(2, R)

problem Computing zeta-regularized determinants of sub-Laplacians
method Using Fourier decomposition and Selberg trace formulae
result Compact determinant formula expressed in terms of base hyperbolic surface and relative Selberg product

A novel method for parallel transport and geodesics on submanifolds.

problem Understanding parallel transport and geodesics on submanifolds.
method Rolling tangent space to visualize and analyze parallel transport and geodesics.
result Conditions for parallel transport and geodesics are simplified and visualized in the tangent space.

We study two kinds of categorical traces of (monoidal) dg categories, with particular interest in categories of Soergel bimodules. First, we explicitly compute the usual Hochschild homology, or derived vertical trace, of the category of Soergel bimodules in arbitrary types. Secondly, we introduce the notion of derived …

2020-02-14abs ↗pdf ↗

Develops trace class operators and inverse Laplacian theory for infinite dimensions.

problem Understanding trace class operators and inverse Laplacian on infinite dimensional spaces.
method Presentation of trace class operators and construction of inverse Laplacian on closed manifolds.
result Original trace computations involving the inverse Laplacian on the torus.

To a closed braid in a solid torus we associate a trace graph in a thickened torus in such a way that closed braids are isotopic if and only if their trace graphs can be related by trihedral and tetraherdal moves. For closed braids with a fixed number of strands, we recognize trace graphs up to isotopy and trihedral mo…

2008-08-20abs ↗pdf ↗

Given a link LS3L\subset S^3, a representation π1(S3L)SL(2,C)π_1(S^3-L)\to{\rm SL}(2,\mathbb{C}) is {\it trace-free} if it sends each meridian to an element with trace zero. We present a method for completely determining trace-free SL(2,C){\rm SL}(2,\mathbb{C})-representations for arborescent links. Concrete computations are done for a …

2017-07-10abs ↗pdf ↗

The paper proposes using non-isotropic distances for more accurate trace link recommendation.

problem Time-consuming and error-prone creation and maintenance of trace links.
method Geometric viewpoint on semantic similarity using non-linear similarity measures.
result Non-isotropic distances improve trace link recommendation accuracy.