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.
Researchers extend knot theory formulas to non-rectangular cases.
We introduce a class of metrics on gauge theoretic moduli spaces. These metrics are made out of the universal matrix that appears in the universal connection construction of M. S. Narasimhan and S. Ramanan. As an example we construct metrics on the c_{2}=1 SU(2) moduli space of instantons on R^4 for various universal m…
This paper uses MIL and MHCNN-RNN to predict precursors to aviation safety events.
New method identifies precursors of financial crises in market correlation structures.
In this paper mechanisms of reversion - momentum transition are considered. Two basic nonlinear mechanisms are highlighted: a slow and fast bifurcation. A slow bifurcation leads to the equilibrium evolution, preceded by stability loss delay of a control parameter. A single order parameter is introduced by Markovian cha…
Paper introduces a graph-based approach for retrosynthesis prediction.
This article demonstrates the possibility of constructing indicators of critical and crisis phenomena in the volatile market of cryptocurrency. For this purpose, the methods of the theory of complex systems such as recurrent analysis of dynamic systems and the calculation of permutation entropy are used. It is shown th…
We obtain multirelative connectivity statements about spaces of Poincare embeddings, as precursors to analogous statements about spaces of smooth embeddings. The latter are the key to convergence results in the functor calculus approach to spaces of embeddings.
We study precursors to the global market crash that occurred on all main stock exchanges throughout the world in October 2008 about three weeks after the bankruptcy of Lehman Brothers Holdings Inc. on 15 September. We examine the collective behavior of stock returns and analyze the market mode, which is a market-wide c…
The study of the critical dynamics in complex systems is always interesting yet challenging. Here, we choose financial market as an example of a complex system, and do a comparative analyses of two stock markets - the S&P 500 (USA) and Nikkei 225 (JPN). Our analyses are based on the evolution of crosscorrelation struct…
This paper improves change-point detection for complex data streams using denoising score matching.
In this paper, we quantitatively investigate the properties of a statistical ensemble of stock prices. We focus attention on the relative price defined as , where is the initial price. We selected approximately 3200 stocks traded on the Japanese Stock Exchange and formed a statistical ensem…
Clusters of financial market states identified over 2006-2019.
The problem of low-rank matrix completion has recently generated a lot of interest leading to several results that offer exact solutions to the problem. However, in order to do so, these methods make assumptions that can be quite restrictive in practice. More specifically, the methods assume that: a) the observed indic…
Econophysics embodies the recent upsurge of interest by physicists into financial economics, driven by the availability of large amount of data, job shortage in physics and the possibility of applying many-body techniques developed in statistical and theoretical physics to the understanding of the self-organizing econo…
Our analysis of financial data, in terms of super-exponential growth, suggests that the seed of the 2002/03 crisis of the Dutch supermarket giant AHOLD was planted in 1996. It became quite visible in 1999 when the post-bubble destabilization regime was well-developed and acted as the precursor of an inevitable collapse…
Introduces Alexandrov spaces with curvature below, covering various theorems.
Language models predict inorganic synthesis conditions and temperatures.
Measures collectivity in financial covariances and correlations to reveal trends and precursors.
Although aviation accidents are rare, safety incidents occur more frequently and require a careful analysis to detect and mitigate risks in a timely manner. Analyzing safety incidents using operational data and producing event-based explanations is invaluable to airline companies as well as to governing organizations s…
We prove that the refined approach -- our extension of the Yakovenko et al. formalism -- is universal in the sense that it describes well both household incomes in the European Union and the individual incomes in the United States for social classes of any income. This formalism allowed the study of the impact of the r…
De Finetti's 1931 work laid the groundwork for modern arbitrage theory.
Paper distills ensemble ENSO forecasts into simpler models for better diagnostics.
Machine learning predicts Atlantic blocking using limited data.
New couplings improve understanding of molecular dynamics convergence.
Modern differential cohomology explained with applications.
For predictive maintenance, we examine one of the largest public datasets for machine failures derived along with their corresponding precursors as error rates, historical part replacements, and sensor inputs. To simplify the time and accuracy comparison between 27 different algorithms, we treat the imbalance between n…
We present an approach based on machine learning (ML) to distinguish eruption and precursory signals of Chimayó geyser (New Mexico, USA) under noisy environments. This geyser can be considered as a natural analog of intrusion into shallow water aquifers. By studying this geyser, we can understand upwell…
Detects singularities in complex data to improve machine learning models.
Recently the statistical characterizations of financial markets based on physics concepts and methods attract considerable attentions. We used two possible procedures of analyzing multifractal properties of a time series. The first one uses the continuous wavelet transform and extracts scaling exponents from the wavele…
Enhances drug discovery by optimizing molecular structures.
Financial markets are systems with the complex behavior, that can be hardly analyzed by means of linear methods. Recurrence Quantification Analysis (RQA) is a nonlinear methodology, which is able to work with the nonstationary and short data series. Thus, we apply RQA for the studying of the critical events on financia…
Leveraging new data sources is a key step in accelerating the pace of materials design and discovery. To complement the strides in synthesis planning driven by historical, experimental, and computed data, we present an automated method for connecting scientific literature to synthesis insights. Starting from natural la…
Digital tools may hinder or facilitate multidisciplinary collaboration in occupational health.
METRO predicts reactions using minimal templates, reducing computational overhead and achieving state-of-the-art results.
Developing a visual platform for faster astronomical source cataloging.
High frequency based estimation methods for a semiparametric pure-jump subordinated Brownian motion exposed to a small additive microstructure noise are developed building on the two-scales realized variations approach originally developed by Zhang et. al. (2005) for the estimation of the integrated variance of a conti…
We study historical dynamics of joint equilibrium distribution of stock returns in the U.S. stock market using the Boltzmann distribution model being parametrized by external fields and pairwise couplings. Within Boltzmann learning framework for statistical inference, we analyze historical behavior of the parameters in…
We present a new volatility model, simple to implement, that includes a leverage effect whose return-volatility correlation function fits to empirical observations. This model is able to capture both the "retarded effect" induced by the specific risk, and the "panic effect", which occurs whenever systematic risk become…
We apply two non-parametric methods to test further the hypothesis that log-periodicity characterizes the detrended price trajectory of large financial indices prior to financial crashes or strong corrections. The analysis using the so-called (H,q)-derivative is applied to seven time series ending with the October 1987…
This paper re-examines conformal e-prediction and its advantages over conformal prediction.
Study tackles misinformation on Twitter by detecting and classifying rumors.
Recently, Basel Committee for Banking Supervision proposed to replace all approaches, including Advanced Measurement Approach (AMA), for operational risk capital with a simple formula referred to as the Standardised Measurement Approach (SMA). This paper discusses and studies the weaknesses and pitfalls of SMA such as …
Finance is about how the continuous stream of news gets incorporated into prices. But not all news have the same impact. Can one distinguish the effects of the Sept. 11, 2001 attack or of the coup against Gorbachev on Aug., 19, 1991 from financial crashes such as Oct. 1987 as well as smaller volatility bursts? Using a …
In this work we consider the problem of anomaly detection in heterogeneous, multivariate, variable-length time series datasets. Our focus is on the aviation safety domain, where data objects are flights and time series are sensor readings and pilot switches. In this context the goal is to detect anomalous flight segmen…
This paper critiques the Standardized Measurement Approach (SMA) for operational risk and recommends maintaining Advanced Measurement Approach (AMA).
A message passing algorithm is derived for recovering communities within a graph generated by a variation of the Barabási-Albert preferential attachment model. The estimator is assumed to know the arrival times, or order of attachment, of the vertices. The derivation of the algorithm is based on belief propagation unde…
Optimizes sampling for faster convergence in Bayesian experimental design and uncertainty quantification.