Research
On-device research index

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.

169,181 papers · 148 categories

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1223 · Sep 201919922001200920182026
48 results for ultra-short pulses

A new model for pricing ultra-short-term options with complex volatility patterns.

problem Complex pricing of ultra-short-term options due to oscillations in implied volatility.
method Edgeworth++ model with nonparametric stochastic volatility and deterministic shift extension.
result Fast and accurate closed-form option pricing for ultra-short-term options.

Study reveals 1/f1/f noise in signals made from nonoverlapping rectangular pulses.

problem Analyzing 1/f1/f noise in signals composed of nonoverlapping pulses.
method Derived a general formula for power spectral density, analyzed rectangular pulse case.
result Observed pure 1/f1/f noise until very low frequencies with long pulse durations.

DeepRF_SLR uses deep reinforcement learning to design shorter RF pulses.

problem Designing efficient RF pulses for MRI sequences.
method Optimizing the root pattern of SLR polynomial using deep reinforcement learning and greedy tree search.
result DeepRF_SLR generates shorter duration RF pulses in less time compared to conventional methods.

Bayesian method suppresses low-frequency pulses in audio recordings.

problem Suppressing long pulses caused by mechanical defects in audio recordings.
method Bayesian approach using Gaussian Process for pulse location, signal interpolation, and tail estimation.
result Perceptual results similar to previous methods, performs well on naturally degraded signals.

X-ray free-electron lasers (XFELs) are the only sources currently able to produce bright few-fs pulses with tunable photon energies from 100 eV to more than 10 keV. Due to the stochastic SASE operating principles and other technical issues the output pulses are subject to large fluctuations, making it necessary to char…

2016-10-11abs ↗pdf ↗

PULSE estimator improves prediction in causal inference with bounded interventions.

problem Optimizing causal models for bounded interventions.
method Relates K-class estimators to anchor regression, introduces PULSE estimator for minimization of mean squared prediction error with bounded constraints.
result PULSE estimator outperforms other estimators in real data and simulation experiments, especially in weak instrument settings.

A simple analytically solvable model exhibiting a 1/f spectrum in an arbitrarily wide frequency range was recently proposed by Kaulakys and Meskauskas (KM). Signals consisting of a sequence of pulses show that inherent origin of the 1/f noise is Brownian fluctuations of the average intervent time between subsequent pul…

2002-01-28abs ↗pdf ↗

Enhanced microfluidic sensing platform for particle detection.

problem Electronically acquiring spatially separated particle information in lab-on-a-chip devices.
method Microfluidic CODES combining resistive pulse sensing and code division multiple access.
result Non-orthogonal code waveforms and machine learning for improved multiplexing.

Study finds racial bias in pulse oximeter readings has minimal impact on ICU ventilation rates.

problem Racial disparities in pulse oximeter readings affect clinical decisions in ICU settings.
method Causal inference using path-specific effects and doubly robust estimator.
result Minimal impact of racial discrepancies on invasive ventilation rates, but more pronounced on ventilation duration.

Classifies spherical objects filled with water or air using acoustic echoes and Form Function.

problem Automatic recognition of spherical objects based on acoustic echoes.
method Form Function analysis of wideband sonar data, fed into a Multilayer Perceptron (MLP) classifier.
result Performance of the MLP classifier compared to SVM, highlighting the effectiveness of Form Function.

We study a simple modification to the conventional time of flight mass spectrometry (TOFMS) where a \emph{variable} and (pseudo)-\emph{random} pulsing rate is used which allows for traces from different pulses to overlap. This modification requires little alteration to the currently employed hardware. However, it requi…

2012-12-18abs ↗pdf ↗

Transforms input design for probabilistic models into optimal control of a Hamiltonian system.

problem Designing inputs for probabilistic models with intractable posterior distributions.
method Representing posterior as Hamiltonian system trajectories, solving optimal control problem.
result Parameter posterior concentrates around true parameter values.

PULSE learns representations from physiological time series.

problem Lack of effective pretraining objectives for physiological time series.
method Proposes a pretraining framework exploiting dynamical systems generative model.
result PULSE learns representations that distinguish semantic classes and improve transfer learning.

Paper finds new equations for pseudospherical surfaces with isometric immersions.

problem Identifying equations with isometric immersions for pseudospherical surfaces.
method Provided families of second order non-linear PDEs with local isometric immersions in E^3.
result Found equations with principal curvatures depending on finite-order jets of solutions.

A GAN variant synthesizes missing MRI sequences from available ones.

problem Missing MRI sequences due to various constraints.
method Multi-modal Generative Adversarial Network (GAN) that combines multiple available sequences to synthesize missing ones.
result The proposed GAN method outperforms competing approaches in synthesizing missing MRI sequences.

Signals consisting of a sequence of pulses show that inherent origin of the 1/f noise is a Brownian fluctuation of the average interevent time between subsequent pulses of the pulse sequence. In this paper we generalize the model of interevent time to reproduce a variety of self-affine time series exhibiting power spec…

2003-03-05abs ↗pdf ↗

New method proves instability of naked singularity and censors it.

problem Proving instability and censoring naked singularity.
method Einstein-scalar field system, hyperbolic short-pulse method, non-perturbative elliptic arguments.
result Tiny anisotropic perturbation leads to anisotropic apparent horizon censoring the naked singularity.

In X-ray binary star systems consisting of a compact object that accretes material from an orbiting secondary star, there is no straightforward means to decide if the compact object is a black hole or a neutron star. To assist this classification, we develop a Bayesian statistical model that makes use of the fact that …

2015-07-13abs ↗pdf ↗

Relationships that exist between the classical, Shannon-type, and geometric-based approaches to sampling are investigated. Some aspects of coding and communication through a Gaussian channel are considered. In particular, a constructive method to determine the quantizing dimension in Zador's theorem is provided. A geom…

2010-02-15abs ↗pdf ↗

Algorithm improves decision-making with partially observed contexts using pretrained models.

problem Improving decision-making with partially observed contexts in online linear contextual bandits.
method PULSE-UCB algorithm that uses pretrained models trained on auxiliary data to impute missing features.
result Achieves near-optimal performance in i.i.d. context case with Hölder-smooth missing features.

Researchers create black holes isometric to extremal Reissner-Nordström.

problem Third law of black hole thermodynamics.
method Novel CkC^k characteristic gluing procedure and scalar field pulses.
result Definitive disproof of the third law of black hole thermodynamics.

A reinforcement learning approach prepares quantum squeezed states in open spin systems.

problem Generating non-classical states in open quantum systems with dissipation and dephasing.
method Reinforcement learning to determine optimal control pulses for spin-squeezing.
result Optimal control sequences enhance collective spin squeezing and entanglement.

A machine learning method for short-maturity options with jumps and stochastic volatility.

problem Short-maturity options with jumps and stochastic volatility.
method Differential machine learning method combining supervision and PIDE-residual penalty.
result Improves jump-term approximation and reduces Greeks errors compared to baselines.

New framework predicts arterial blood pressure from MRI data using physics-informed neural networks.

problem Clinical applicability of predictive cardiovascular flow models is hindered by computational cost and tedious pre-processing.
method Physics-informed neural networks constrained by conservation of mass and momentum principles.
result Deep neural networks provide physically consistent predictions for arterial blood pressure without conventional simulators.

Study evaluates three position sizing methods for put-writing on S&P 500 Index options.

problem Underdeveloped practical implementation of short-dated volatility-selling strategies.
method Kelly criterion, VIX-based volatility scaling, hybrid method.
result Ultra-short-dated, out-of-the-money options deliver superior risk-adjusted returns.

This research detects and identifies human-made objects in 3D point clouds using novel methods.

problem Detect and identify human-made objects in 3D point clouds.
method Ground filtering, local information extraction, clustering using Marked Point Fields (MPFs) and Hessian matrix.
result The proposed method outperforms previous techniques in detecting human-made objects.

The paper shows how overreactions in stock prices can be predicted and used for trading.

problem Predicting and monetizing overreactions in stock prices as momentum signals.
method High-frequency data from Twitter, machine learning models (XGBoost, Random Forests, Deep Neural Networks, Bidirectional LSTMs), and SHAP for explainability.
result Machine learning models significantly outperform traditional overreaction rules at ultra short horizons.

Study compares EEG and fMRI systems, finding tradeoffs in artifact removal and classification accuracy.

problem Dealing with artifacts introduced by simultaneous EEG and fMRI recordings.
method Comparison of three MR compatible EEG recording systems, assessing their performance in single-trial EEG classification.
result Tradeoffs across systems, including setup ease and artifact removal methods.

Much of studies on neural computation are based on network models of static neurons that produce analog output, despite the fact that information processing in the brain is predominantly carried out by dynamic neurons that produce discrete pulses called spikes. Research in spike-based computation has been impeded by th…

2017-06-14abs ↗pdf ↗

The paper classifies equations describing spherical or pseudospherical surfaces.

problem Equations describing spherical or pseudospherical surfaces.
method Classification based on compatibility condition of linear problems.
result A complete and explicit classification of equations of the form ztt=A(z,zx,zt)zxx+B(z,zx,zt)zxt+C(z,zx,zt)z_{tt} = A(z, z_x , z_t) z_{xx} + B(z, z_x , z_t ) z_{xt} + C(z, z_x , z_t).

Study uses PPG signals for detecting speech events and speaker characteristics.

problem Detecting speech events and speaker characteristics from PPG signals.
method End-to-end convolutional neural network architectures for gender and person verification.
result Promising results showing potential of PPG for speech processing tasks.

Study gluing event horizons of Minkowski and Schwarzschild spacetimes.

problem Gluing event horizons of different spacetimes.
method Nonperturbative, gluing results from Aretakis-Czimek-Rodnianski and Christodoulou's short pulse method.
result Construct examples of vacuum gravitational collapse to very slowly rotating Kerr black holes.

Paper develops approximation and statistical theory for signature-based path regression.

problem Understanding how fast signatures approximate continuous path functionals.
method Develops \(L^2\) approximation rate for smooth functionals of Itô diffusions and establishes consistency of statistical learning procedures.
result Signature-based methods improve prediction over handcrafted features in various real-data applications.

Study shows formation of Kerr black holes with complete apparent horizons and proves Penrose inequalities.

problem Formation of Kerr black holes and Penrose inequalities.
method Combining gravitational-collapse and Kerr stability results with new coordinate changes and elliptic arguments.
result Proves dynamical and spacetime Penrose inequalities in black hole formation spacetimes.