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.
Network analysis detects insider trading by flagging coordinated trades.
Study shows how multiple traders can trade together without excessive price impact.
ATLAS uses LLMs to adaptively trade by optimizing prompts and coordinating agents.
We study an online multi-task learning setting, in which instances of related tasks arrive sequentially, and are handled by task-specific online learners. We consider an algorithmic framework to model the relationship of these tasks via a set of convex constraints. To exploit this relationship, we design a novel algori…
In recent years, state-of-the-art methods for supervised learning have exploited increasingly gradient boosting techniques, with mainstream efficient implementations such as xgboost or lightgbm. One of the key points in generating proficient methods is Feature Selection (FS). It consists in selecting the right valuable…
New DP-CD method outperforms DP-SGD in solving composite DP-ERM problems.
TraderTalk uses LLMs to simulate human trading interactions in financial markets.
This paper investigates the grant-free random access with massive IoT devices. By embedding the data symbols in the signature sequences, joint device activity detection and data decoding can be achieved, which, however, significantly increases the computational complexity. Coordinate descent algorithms that enjoy a low…
Look-ahead reasoning helps predict strategic user behavior on learning platforms.
Study resolves the Korean LVRP puzzle by showing HVRP exists but is masked by investor heterogeneity and improper intensity normalization.
Optimizes bidding in hourly and quarter-hourly electricity markets to reduce price impact.
New framework learns interpretable rule ensembles without sacrificing accuracy.
The relationship between international trade and foreign direct investment (FDI) is one of the main features of globalization. In this paper we investigate the effects of FDI on trade from a network perspective, since FDI takes not only direct but also indirect channels from origin to destination countries because of f…
HedgeAgents boosts financial trading with balanced strategies.
In a spatially embedded network, that is a network where nodes can be uniquely determined in a system of coordinates, links' weights might be affected by metric distances coupling every pair of nodes (dyads). In order to assess to what extent metric distances affect relationships (link's weights) in a spatially embedde…
MountainLion uses LLMs to interpret financial data and generate investment strategies.
Bayesian hierarchical tensor factorization model for international trade flows
Survey of large language models in financial prediction and trading.
Introduces a new price measure and a second-order economic theory for volatility forecasting.
As a contribution to interpretable machine learning research, we develop a novel optimization framework for learning accurate and sparse two-level Boolean rules. We consider rules in both conjunctive normal form (AND-of-ORs) and disjunctive normal form (OR-of-ANDs). A principled objective function is proposed to trade …
Tokenized RWAs face liquidity issues despite promising markets.
Paper proposes efficient algorithms for designing SLOPE penalty sequences.
We propose a new scalable multi-class Gaussian process classification approach building on a novel modified softmax likelihood function. The new likelihood has two benefits: it leads to well-calibrated uncertainty estimates and allows for an efficient latent variable augmentation. The augmented model has the advantage …
Novel compression method preserves privacy while reducing communication costs.
This paper is a sequel of arxiv:1709.09045 and deals with privileged coordinates and nilpotent approximation of Carnot manifolds. By a Carnot manifold it is meant a manifold equipped with a filtration by subbundles of the tangent bundle which is compatible with the Lie bracket of vector fields. In this paper, we single…
Coordinate descent methods usually minimize a cost function by updating a random decision variable (corresponding to one coordinate) at a time. Ideally, we would update the decision variable that yields the largest decrease in the cost function. However, finding this coordinate would require checking all of them, which…
TripleSurv improves survival analysis by ranking samples with time-adaptive adjustments.
We develop a theory of securities price formation and dynamics based on quantum approach and without presuming any similarities with quantum mechanics. Disorder introduced by trading environment leads to probability distribution of returns that is not a smooth curve, but a speckle-pattern fluctuating in both price coor…
New findings on Kähler manifolds restrict orthogonal coordinates existence.
Defines Fenchel-Nielsen coordinates for SL(3,C) representations.
Many complex systems exhibit extreme events far more often than expected for a normal distribution. This work examines how self-similar bursts of activity across several orders of magnitude can emerge from first principles in systems that adapt to information. Surprising connections are found between two apparently unr…
Submanifolds of coordinate finite-type were introduced in HV1. A submanifold of a Euclidean space is called a coordinate finite-type submanifold if its coordinate functions are eigenfunctions of Δ. In the present study we consider coordinate finite-type surfaces in E^4. We give necessary and sufficient conditions for g…
We consider complex Fenchel-Nielsen coordinates on the quasi-Fuchsian space of punctured tori. These coordinates arise from a generalisation of Kra's plumbing construction and are related to earthquakes on Teichmueller space. They also allow us to interpolate between two coordinate systems on Teichmueller space, namely…
The Dynnikov coordinate system puts global coordinates on the boundary of Teichmüller space of an --punctured disk. We survey the Dynnikov coordinate system, and investigate how we use this coordinate system to study pseudo--Anosov braids making use of results from Thurston's theory on surface homeomorphisms.
Method constructs orthogonal curvilinear coordinates in constant curvature spaces.
In a previous paper, we parametrized boundary-unipotent representations of a 3-manifold group into SL(n,C) using Ptolemy coordinates, which were inspired by A-coordinates on higher Teichmüller space due to Fock and Goncharov. In this paper, we parametrize representations into PGL(n,C) using shape coordinates which are …
HRT uses bi-level reinforcement learning to optimize stock selection and execution in multi-asset equity markets.
Accelerates coordinate descent methods for machine learning problems.
We construct a tangent bundle exponential map and locally autoparallel coordinates for geometries based on a general connection on the tangent bundle of a manifold. As concrete application we use these new coordinates for Finslerian geometries and obtain Finslerian geodesic coordinates. They generalise normal coordinat…
Invariants of braids found using shear coordinates in hyperbolic geometry.
We study the limiting case of the Krichever construction of orthogonal curvilinear coordinate systems when the spectral curve becomes singular. We show that the case when the curve is reducible and all its irreducible components are rational curves the construction procedure reduces to solving systems of linear equatio…
Normalizes pseudo-Einstein contact forms for easier analysis.
Study reveals widespread manipulation of meme coins, leading to significant economic losses.
DP-SGD can update fewer coordinates while maintaining privacy.
Novel deep learning method predicts reaction coordinates and future MD trajectories.
A new Python-C++ framework for agent-based simulation.
Despite being studied for over a century, the use of quadrupoles have been limited to Cartesian coordinates in flat spacetime due to the incorrect transformation rules used to define them. Here the correct transformation rules are derived, which are particularly unusual as they involve second derivatives of the coordin…
The study examines the regularity of branched immersions using special coordinate systems.