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.
New method uses cluster shapes to improve track finding in particle collisions.
New conditions found for hyperbolic bicycle tracks.
The efficiency of a modern economy depends on what we call the Value-Tracking Hypothesis: that market prices of key assets broadly track some underlying value. This can be expected if a sufficient weight of market participants are valuation-based traders, buying and selling an asset when its price is, respectively, bel…
We study a series of static and dynamic portfolios of VIX futures and their effectiveness to track the VIX index. We derive each portfolio using optimization methods, and evaluate its tracking performance from both empirical and theoretical perspectives. Among our results, we show that static portfolios of different VI…
This paper studies the empirical tracking performance of leveraged ETFs on gold, and their price relationships with gold spot and futures. For tracking the gold spot, we find that our optimized portfolios with short-term gold futures are highly effective in replicating prices. The market-traded gold ETF (GLD) also exhi…
Hybrid quantum-classical method optimizes financial index tracking.
Study Agol cycles on 2-punctured torus and 5-punctured sphere, finding new dilatation formula.
We investigate the use of self-tracking data and unsupervised mixed-membership models to phenotype endometriosis. Endometriosis is a systemic, chronic condition of women in reproductive age and, at the same time, a highly enigmatic condition with no known biomarkers to monitor its progression and no established staging…
The paper optimizes asset selection for index trackers and enhanced trackers with varying cardinality constraints.
The majority of contemporary object-tracking approaches do not model interactions between objects. This contrasts with the fact that objects' paths are not independent: a cyclist might abruptly deviate from a previously planned trajectory in order to avoid colliding with a car. Building upon HART, a neural class-agnost…
NBF combines deep learning with classical filtering for better belief tracking.
A novel tracking algorithm models dynamic objects as ellipsoids with time-varying orientation.
The thesis shows how automorphisms of hyperbolic groups can be represented by train track maps.
The paper extends Merton's problem by adding benchmark tracking, finding optimal strategies.
Commodity exchange-traded funds (ETFs) are a significant part of the rapidly growing ETF market. They have become popular in recent years as they provide investors access to a great variety of commodities, ranging from precious metals to building materials, and from oil and gas to agricultural products. In this article…
Computing the permanent of a non-negative matrix is a core problem with practical applications ranging from target tracking to statistical thermodynamics. However, this problem is also #P-complete, which leaves little hope for finding an exact solution that can be computed efficiently. While the problem admits a fully …
LASER compresses recursive model activations by exploiting their low-dimensional structure.
The ability to track and monitor relevant and important news in real-time is of crucial interest in multiple industrial sectors. In this work, we focus on the set of cryptocurrency news, which recently became of emerging interest to the general and financial audience. In order to track relevant news in real-time, we (i…
Hybrid SA algorithm optimizes index tracking for large indices.
The automatic reconstruction of three-dimensional particle tracks from Active Target Time Projection Chambers data can be a challenging task, especially in the presence of noise. In this article, we propose a non-parametric algorithm that is based on the idea of clustering point triplets instead of the original points.…
Wide-AdGraph detects ads and trackers using a graph of resource requests.
This paper optimizes decarbonized indices for financial tracking, balancing risk and environmental impact.
Automatic cover detection -- the task of finding in an audio database all the covers of one or several query tracks -- has long been seen as a challenging theoretical problem in the MIR community and as an acute practical problem for authors and composers societies. Original algorithms proposed for this task have prove…
New method tracks time-varying parameters in data.
Smart phone apps that enable users to easily track their diets have become widespread in the last decade. This has created an opportunity to discover new insights into obesity and weight loss by analyzing the eating habits of the users of such apps. In this paper, we present diet2vec: an approach to modeling latent str…
New method finds Lie group representations without explicit groups, enabling new neural network architectures.
RL approach for target tracking with unknown dynamics and sensor control.
This work uses SVM to identify track component failures in AC Track Circuits.
New train tracks for complex homeomorphisms found.
In \cite{Ka14} we produced an algorithm for deciding whether or not an element is an iwip ("fully irreducible") automorphism. At several points that algorithm was rather inefficient as it involved some general enumeration procedures as well as running several abstract processes in parallel. In this pape…
In this paper we present a new method for motion tracking of tumors in liver ultrasound image sequences. Our algorithm has two main steps. In the first step, we apply mean shift algorithm with multiple features to estimate the center of the target in each frame. Target in the first frame is defined using an ellipse. Ed…
In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that minimizes the average of all cost functions. Assuming agents only have access to unbiase…
A new method computes Teichmüller polynomials from integer permutations.
This paper optimizes object tracking on edge devices with small matrices.
A DRL-based strategy improves vehicle tracking accuracy while saving energy.
Paper introduces TAP-Vid, a benchmark for tracking any point in videos.
We show that the subsurface projection of a train track splitting sequence is an unparameterized quasi-geodesic in the curve complex of the subsurface. For the proof we introduce induced tracks, efficient position, and wide curves. This result is an important step in the proof that the disk complex is Gromov hyperbolic…
Train track automata for fully irreducible elements in Out(F_r).
In the automation of many kinds of processes, the observable outcome can often be described as the combined effect of an entire sequence of actions, or controls, applied throughout its execution. In these cases, strategies to optimise control policies for individual stages of the process might not be applicable, and in…
Dynamic tracking error framework shows similar performance but varying volatility across different constraints.
Paper improves Lasso for S&P500 index tracking with post-selection inference.
Most real-world networks exhibit community structure, a phenomenon characterized by existence of node clusters whose intra-edge connectivity is stronger than edge connectivities between nodes belonging to different clusters. In addition to facilitating a better understanding of network behavior, community detection fin…
Bayesian approach for constructing and rebalancing sparse index-tracking portfolios.
Automated method selects eye tracking variables for categorization tasks.
We propose a new Bayesian tracking and parameter learning algorithm for non-linear non-Gaussian multiple target tracking (MTT) models. We design a Markov chain Monte Carlo (MCMC) algorithm to sample from the posterior distribution of the target states, birth and death times, and association of observations to targets, …
Paper translates train track concepts to cluster algebras for pseudo-Anosov mapping classes.
This paper reviews and analyzes various modeling approaches for financial index tracking.
New data-driven Cartan connection tracks complex vascular structures.