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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.

168,657 papers · 148 categories

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147294441588 · Jun 202019922001200920172026
48 results for zonal states

Adopting a zonal structure of electricity market requires specification of zones' borders. In this paper we use social welfare as the measure to assess quality of various zonal divisions. The social welfare is calculated by Market Coupling algorithm. The analyzed divisions are found by the usage of extended Locational …

2014-05-05abs ↗pdf ↗

Origami structures are enumerated and shown to be quantum modular.

problem Counting and understanding origami structures with real structures.
method Using combinatorics of zonal polynomials and Schur polynomials, and relating to quantum modular forms and double Hurwitz numbers.
result The generating functions of certain origami structures are quantum modular forms.

Spatially-aware metrics improve uncertainty evaluation in segmentation.

problem Uncertainty evaluation metrics treat voxels independently, ignoring spatial context.
method Proposed three spatially aware metrics incorporating structural and boundary information.
result Improved alignment with clinically important factors and better discrimination between uncertainty patterns.

Study compares two market clearing methods for European power markets.

problem Optimizing market clearing for European power markets considering cost and social welfare.
method Introduces Cost Minimization and Social Welfare Maximization models, and four algorithms to solve the CM model.
result Cost Minimization reduces market power and decreases total procurement cost.

Consider a family Z={xi,yiZ=\{\boldsymbol{x_{i}},y_{i},1iN}1\leq i\leq N\} of NN pairs of vectors xiRd\boldsymbol{x_{i}} \in \mathbb{R}^d and scalars yiy_{i} that we aim to predict for a new sample vector x0\mathbf{x}_0. Kriging models yy as a sum of a deterministic function mm, a drift which depends on the point $\boldsymbol…

2018-11-29abs ↗pdf ↗

Develops kernels for matchings, overcoming computational challenges.

problem Challenges in applying kernel methods to matchings due to their discrete, non-Euclidean nature.
method Characterizes stationary kernels, introduces heat and Matérn kernel families, and develops a sub-exponential algorithm for efficient evaluation.
result Establishes novel negative results and identifies an open problem in transferring the framework to trees.

We show that deep networks are better than shallow networks at approximating functions that can be expressed as a composition of functions described by a directed acyclic graph, because the deep networks can be designed to have the same compositional structure, while a shallow network cannot exploit this knowledge. Thu…

2019-05-30abs ↗pdf ↗

Ensembles of climate models are commonly used to improve climate predictions and assess the uncertainties associated with them. Weighting the models according to their performances holds the promise of further improving their predictions. Here, we use an ensemble of decadal climate predictions to demonstrate the abilit…

2015-09-17abs ↗pdf ↗

Overprocuring reserves can improve network efficiency by using excess reserves for congestion management.

problem Optimizing energy and reserve allocation between zones to minimize costs and ensure deliverability.
method Developed allocation models for co-allocating traded energy and reserve products, considering both deterministic and stochastic flows.
result Excess reserve supplies can be used for congestion management, leading to additional network benefits.

Model predicts and optimizes trading of electricity price spreads across multiple zones.

problem Forecasting and optimizing day-ahead versus real-time price spreads in U.S. electricity markets.
method Unified statistical model for positive and negative spikes, structural price impact model based on bid stacks.
result Optimal trading strategy improves risk-return profile and highlights market heterogeneity.

Identifies conjugate points in spherical harmonics solutions of quasi-geostrophic equations.

problem Locating conjugate points in spherical harmonics solutions.
method Utilizing structure constants and quasi-geostrophic equations on the sphere, identifying conjugate points.
result Existence and location of conjugate points along spherical harmonics solutions.

Study bounds on kernel function entropy for finite measures.

problem Investigate bounds on the ε-entropy of kernel classes.
method Sharp upper and lower bounds for p in [1, +∞] derived from eigenvalue behavior and Mercer series convergence.
result Proves tighter bounds for general kernels compared to previous work.

Modeling European spot power markets with game theory for Nash equilibria.

problem Optimizing electricity markets with risk-averse players and constraints.
method Game-theoretic framework with Jacobi and Gauss-Seidel schemes for approximate Nash equilibria.
result Innovative risk aversion model reduces price dimensionality and ensures boundedness.

Paper detects anomalies in wheat and rapeseed crops using satellite data.

problem Detecting anomalies in crop development at parcel-level.
method Unsupervised outlier detection using SAR and multispectral features.
result Best performance with a 10% outlier ratio, achieving 94.1% true positives for rapeseed and 95.5% for wheat.

Generative model improves wind field downscaling from coarse climate models.

problem Limited spatial resolution and biases in GCMs for wind energy studies.
method SerpentFlow for domain alignment and conditional fine-scale learning.
result Improved spatial coherence, inter-variable consistency, robustness under climate change.

We propose the application of a high-speed maximum likelihood clustering algorithm to detect temporal financial market states, using correlation matrices estimated from intraday market microstructure features. We first determine the ex-ante intraday temporal cluster configurations to identify market states, and then st…

2015-08-20abs ↗pdf ↗

Associated to every state surface for a knot or link is a state graph, which embeds as a spine of the state surface. A state graph can be decomposed along cut-vertices into graphs with induced planar embeddings. Associated with each such planar graph is a checkerboard surface, and each state surface is a fiber if and o…

2019-02-05abs ↗pdf ↗

This paper tackles belief-state selection in simulators with latent states.

problem Selecting among approximate belief-state samplers for simulators with latent variables.
method Reduces belief-state selection to conditional distribution selection, develops algorithms and analyses.
result Different formulations of belief-state selection have varying guarantees under different roll-out methods.

New method for state inference in state-space models with unknown dynamics.

problem State inference in state-space models with computationally expensive and undefined dynamics.
method Estimate state transition dynamics using a multi-output Gaussian process and Bayesian Neural Network as a surrogate model.
result Significant improvement in accuracy for state inference and prediction in non-stationary user models.

A new method learns state and proposal dynamics in state-space models using neural networks.

problem Inference in non-linear state-space models.
method StateMixNN method using neural networks for proposal and transition distributions.
result Significantly improved recovery of hidden state, especially in highly non-linear scenarios.

The paper develops a state-space approach to deep Gaussian processes for efficient state estimation.

problem Efficient regression and state estimation for deep Gaussian processes.
method Hierarchical transformed Gaussian process priors, state-space representation, linear stochastic differential equations, sequential methods.
result The state-space approach enables efficient state estimation and regression for deep Gaussian processes.

A new asset allocation model uses Markov states from clustered efficient frontier coefficients.

problem Characterizing market regimes using efficient frontiers for better asset allocation.
method Hierarchical clustering of monthly efficient frontier coefficients to define states, then a Markov process on these states for portfolio optimization.
result The model significantly outperforms benchmark portfolios empirically.

Quantum states can be learned efficiently using gentle measurements.

problem Efficiently learning quantum states with minimal measurements.
method Introducing α-LGM measurements and proving strong quantum DPI.
result The number of states needed for accurate learning is of order 1/(ε^2 α^2).

Proposes a new model for time series that considers smooth transitions between states.

problem Models assume instantaneous transitions between discrete states, ignoring gradual changes.
method Dynamical Wasserstein Barycentric (DWB) model that estimates system state and pure state distributions over time.
result Accurately learns pure state distributions and improves state estimation for transition periods.

The accurate and interpretable prediction of future events in time-series data often requires the capturing of representative patterns (or referred to as states) underpinning the observed data. To this end, most existing studies focus on the representation and recognition of states, but ignore the changing transitional…

2019-05-10abs ↗pdf ↗

This paper simplifies OPE in large state spaces using state abstractions.

problem Accurately evaluating policies offline in large state spaces.
method Developed a backward-model-irrelevance condition and an iterative state abstraction procedure.
result Deeply-abstracted states substantially simplify OPE sample complexity.

Characterizes optimal-speed quantum state evolution Hamiltonians.

problem Optimal-speed unitary time evolution of pure and quasi-pure quantum states.
method Construction of the manifold of pure states and isometry with flag manifold, characterization of equigeodesic vectors.
result Hamiltonians generating optimal-speed time evolution are fully characterized by equigeodesic vectors of the flag manifold.

SiBBlInGS discovers interpretable building blocks across states in multi-way data.

problem Identifying interpretable units (Building Blocks) in multi-state, multi-way data.
method Graph-based dictionary learning approach for sparse BBs and temporal traces.
result Captures per-trial variability and state-specific vs. state-invariant components.

Studying general quantum many-body systems is one of the major challenges in modern physics because it requires an amount of computational resources that scales exponentially with the size of the system.Simulating the evolution of a state, or even storing its description, rapidly becomes intractable for exact classical…

2017-10-02abs ↗pdf ↗