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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.

168,695 papers · 148 categories

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1122 · Aug 201519922001200920172026
48 results for winterization

Winterization of Texas power system profitable but risky, estimated at $11.74bn over 30 years.

problem Profitability and risk of winterizing Texas power system infrastructure.
method Combined temperature-dependent load and outage estimates over 71 years of climate data.
result Large-scale winterization of gas infrastructure and power plants is profitable, but risks are high due to low-frequency of cold spells.

Advanced forecasting models outperform Holt-Winters and ARIMA for stock market data.

problem Forecasting stock market data with improved accuracy.
method Developed 24 two-parameter families of forecasting functions using a nonparametric approach.
result Our models outperform Holt-Winters and ARIMA in terms of lower sum of absolute errors and higher number of accurate forecasts.

New framework predicts crypto volatility, outperforming traditional models.

problem Forecasting volatility in cryptocurrencies during the crypto-winter.
method Combines LSTM and rough volatility models, using a parsimonious parametric model.
result Similar prediction performances with fewer parameters, suggesting universality of volatility mechanisms.

This is a survey of recent contributions to the area of special Kaehler geometry. It is based on lectures given at the 21st Winter School on Geometry and Physics held in Srni in January 2001.

2001-12-12abs ↗pdf ↗

Frame flows on certain symmetric spaces mix exponentially.

problem Exponential mixing of frame flows in convex cocompact locally symmetric spaces.
method Generalized local non-integrability and non-concentration properties to apply Dolgopyat's method.
result Exponential mixing of frame flows proved for convex cocompact locally symmetric spaces.

These notes are based on a lecture course given by the first author in the Sedano Winter School on K-theory held in Sedano, Spain, on January 22-27th of 2007. They aim at introducing K-theory of C^*-algebras, equivariant K-homology and KK-theory in the context of the Baum-Connes conjecture.

2009-08-07abs ↗pdf ↗

Study examines equity in post-Snow Uri recovery, finds disparities.

problem Disproportionate impacts on vulnerable populations during recovery.
method County and census tract level data analysis, satellite imagery, statistical procedures.
result Negative associations between non-Hispanic whites and outages, positive associations with certain demographic variables.

These lecture notes are based on a mini-course given by the author at the sixth KAWA Winter School on March 23-26, 2015 at the Centro De Giorgi of Scuola Normale Superiore in Pisa. They provide an introduction to the study of the Kahler-Ricci flow on compact Kahler manifolds, and a detailed exposition of some recent de…

2015-08-19abs ↗pdf ↗

Notions of Darwinian selection have been implicit in economic theory for at least sixty years. Richard Nelson and Sidney Winter have argued that while evolutionary thinking was prevalent in prewar economics, the postwar Neoclassical school became almost entirely preoccupied with equilibrium conditions and their mathema…

2007-07-05abs ↗pdf ↗

Study improves precipitation predictions for High Mountain Asia using machine learning.

problem Uncertainty in future precipitation over High Mountain Asia due to regional climate model biases.
method Probabilistic machine learning framework combining 13 regional climate models via a mixture of experts.
result 32% improvement over equally-weighted average and 254% improvement over single ensemble member.

These are the lecture notes from the 26th Winter School "Geometry and Physics", Czech Republic, Srni, January 14 - 21, 2006. These lectures are an introduction into the realm of generalized geometry based on the tangent plus the cotangent bundle. In particular we discuss the relation of this geometry to physics, namely…

2006-05-15abs ↗pdf ↗

This manuscript served as lecture notes for a mini-course in the 2016 Southern California Geometric Analysis Seminar Winter School. The goal is to give a quick introduction to Kahler geometry by describing the recent resolution of Tian's three influential properness conjectures in joint work with T. Darvas. These resul…

2018-07-02abs ↗pdf ↗

Notes on Whitney towers in 4-manifolds, focusing on local surface manipulations and invariants.

problem Classifying and understanding Whitney towers in 4-manifolds.
method Local manipulations of surfaces, definitions of Whitney towers and trees, geometric Jacobi identities, classification of twisted Whitney towers.
result Classification of order n twisted Whitney towers in the 4-ball and related invariants.

Archetypal analysis represents a set of observations as convex combinations of pure patterns, or archetypes. The original geometric formulation of finding archetypes by approximating the convex hull of the observations assumes them to be real valued. This, unfortunately, is not compatible with many practical situations…

2013-12-29abs ↗pdf ↗

This is an expanded version of a series of lectures delivered at the 25th Winter School ``Geometry and Physics'' in Srni. After a short introduction to Cartan geometries and parabolic geometries, we give a detailed description of the equivalence between parabolic geometries and underlying geometric structures. The seco…

2005-04-19abs ↗pdf ↗

These are lecture notes for a short winter course at the Department of Mathematics, University of Coimbra, Portugal, December 6--8, 2018. The course was part of the 13th International Young Researchers Workshop on Geometry, Mechanics and Control. In three lectures I trace the work of three heroes of mathematics and mec…

2019-10-08abs ↗pdf ↗

In recent years, car makers and tech companies have been racing towards self driving cars. It seems that the main parameter in this race is who will have the first car on the road. The goal of this paper is to add to the equation two additional crucial parameters. The first is standardization of safety assurance --- wh…

2017-08-21abs ↗pdf ↗

This is the content of the lectures given by the author at the winter school KAWA3 held at the University of Barcelona in 2012 from January 30 to February 3. The main goal was to give an account of viscosity techniques and to apply them to degenerate Complex Monge-Ampère equations following recent works of P. Eyssidieu…

2014-04-04abs ↗pdf ↗

The paper classifies U.S. crop types using hyperspectral satellite imagery.

problem Classifying crop types from hyperspectral satellite imagery.
method Gaussian Bayesian models and neural networks applied to NASA data.
result Bayesian methods outperform standard LDA and QDA.

Uniform spectral gap for convex cocompact hyperbolic surfaces and expanders.

problem Spectral gap for convex cocompact hyperbolic surfaces and their covers.
method Using thermodynamic formalism for twisted Selberg zeta functions.
result Uniform resonance-free regions for convex cocompact hyperbolic surfaces and expanders.

This paper proves exponential mixing for frame flows on hyperbolic manifolds with cusps.

problem Establishing exponential mixing for frame flows on geometrically finite hyperbolic manifolds with cusps.
method Symbolic coding of geodesic flow, Dolgopyat's method, large deviation property, combinatorics of cusp excursions, renewal theorem.
result Frame flows for geometrically finite hyperbolic manifolds of arbitrary dimensions are exponentially mixing.

Graph Attention Networks predict power outage durations from natural disasters.

problem Accurately predicting power outage durations from geospatial and weather data.
method Graph Attention Networks (GAT) for semi-supervised learning.
result GAT model outperforms existing methods by 2% - 15% in accuracy.

Researchers show how to secretly train models with hidden data, detect usage with high confidence.

problem Protecting training data from traceability in large language models.
method Gradient-based optimization to learn secret sequences absent from training data.
result Secret sequences can be learned by models without performance degradation, detectable with high confidence.

Combines GANs and EVT for better modeling of spatial climate extremes.

problem Modeling dependencies between climate extremes, especially in high-dimensional spaces.
method Generative Adversarial Networks (GANs) combined with Extreme Value Theory (EVT).
result evtGAN outperforms classical GANs and statistical approaches in modeling spatial extremes.

Modeling daily river flow distribution with seasonal and long-term trends.

problem Capturing both seasonal and gradual long-term changes in environmental variables.
method Distributional regression using GAMLSS framework to estimate daily distribution of river flows.
result Model successfully captures seasonal variation and long-term trends in river flow data.

DeePM is a deep-learning portfolio manager that outperforms classical strategies in diversified futures markets.

problem Maximizing risk-adjusted returns in financial markets with low signal-to-noise ratios and asynchronous data.
method Structured deep learning with a Directed Delay mechanism, Macroeconomic Graph Prior, and distributionally robust optimization.
result DeePM achieves net risk-adjusted returns roughly twice those of classical strategies and passive benchmarks.