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We introduce an event based framework of directional changes and overshoots to map continuous financial data into the so-called Intrinsic Network - a state based discretisation of intrinsically dissected time series. Defining a method for…

Trading and Market Microstructure · Quantitative Finance 2014-02-11 Anton Golub , Gregor Chliamovitch , Alexandre Dupuis , Bastien Chopard

Geometry problem solving presents distinctive challenges in artificial intelligence, requiring exceptional multimodal comprehension and rigorous mathematical reasoning capabilities. Existing approaches typically fall into two categories:…

Artificial Intelligence · Computer Science 2026-02-16 Bowen Ping , Minnan Luo , Zhuohang Dang , Chenxi Wang , Chengyou Jia

Financial time series forecasting in zero-shot settings is critical for investment decisions, especially during abrupt market regime shifts or in emerging markets with limited historical data. While Model-Agnostic Meta-Learning (MAML)…

Machine Learning · Computer Science 2025-08-04 Anxian Liu , Junying Ma , Guang Zhang

Persistent spin helices are a manifestation of symmetry-protected spin textures in systems with balanced spin-orbit coupling. They enable long-lived spin structures that are of interest for spintronics and coherent spin manipulation. The…

Mesoscale and Nanoscale Physics · Physics 2026-03-10 Awadhesh Narayan

Universal robust quantum control is essential for performing complex quantum algorithms and efficient quantum error correction protocols. Geometric phase, as a key element with intrinsic fault-tolerant feature, can be well integrated into…

Quantum Physics · Physics 2024-12-17 Tao Chen , Jia-Qi Hu , Chengxian Zhang , Zheng-Yuan Xue

This paper investigates the dynamics of in the S&P500 index from daily returns for the last 30 years. Using a stochastic geometry technique, each S&P500 yearly batch of data is embedded in a subspace that can be accurately described by a…

Statistical Mechanics · Physics 2016-08-16 Tanya Araújo , Francisco Louçã

Immersed finite element methods provide a convenient analysis framework for problems involving geometrically complex domains, such as those found in topology optimization and microstructures for engineered materials. However, their…

Numerical Analysis · Mathematics 2025-01-30 Nils Wunsch , Keenan Doble , Mathias R. Schmidt , Lise Noël , John A. Evans , Kurt Maute

Recent developments in extreme value statistics have established the so-called geometric approach as a powerful modelling tool for multivariate extremes. We tailor these methods to the case of spatial modelling and examine their efficacy at…

Methodology · Statistics 2026-02-20 Lydia Kakampakou , Jennifer L. Wadsworth

Financial markets are integral to a country's economic success, yet their complex nature raises challenging issues for predicting their behaviors. There is a growing demand for an integrated system that explores the vast and diverse data in…

Statistical Finance · Quantitative Finance 2024-12-10 Ali Abrishami , Jafar Habibi , AmirAli Jarrahi , Dariush Amiri , MohammadAmin Fazli

A derivative is a financial security whose value is a function of underlying traded assets and market outcomes. Pricing a financial derivative involves setting up a market model, finding a martingale (``fair game") probability measure for…

Quantum Physics · Physics 2022-09-20 Patrick Rebentrost , Alessandro Luongo , Samuel Bosch , Seth Lloyd

Modern 3D Computer-Aided-Design (CAD) systems use mainly two types of geometric models. Classically, objects are defined by a Boundary Representation (B-Rep), where only the objects' surfaces with their corresponding edges and nodes are…

Computational Engineering, Finance, and Science · Computer Science 2018-09-27 Benjamin Wassermann , Tino Bog , Stefan Kollmannsberger , Ernst Rank

Federated learning over graph-structured data exposes a fundamental mismatch between standard aggregation mechanisms and the operator nature of graph neural networks (GNNs). While federated optimization treats model parameters as elements…

Machine Learning · Computer Science 2026-03-24 Chethana Prasad Kabgere , Shylaja SS

The Growth-at-Risk (GaR) framework has garnered attention in recent econometric literature, yet current approaches implicitly assume a constant Pareto exponent. We introduce novel and robust econometrics to estimate the tails of GaR based…

Econometrics · Economics 2026-03-16 Tobias Adrian , Yuya Sasaki , Yulong Wang

Geometric phases, arising from cyclic evolutions in a curved parameter space, appear in a wealth of physical settings. Recently, and largely motivated by the need of an experimentally realistic definition for quantum computing applications,…

Quantum Physics · Physics 2011-02-04 F. M. Cucchietti , J. -F. Zhang , F. C. Lombardo , P. I. Villar , R. Laflamme

Knitted fabrics exemplify a broad class of architected materials capable of large deformations, enabling shape morphing, mechanical biocompatibility, and embedded multifunctionality without material damage. Although geometric nonlinearity…

Soft Condensed Matter · Physics 2026-04-22 Jiani Fang , Xiaoxiao Ding , Gary P. T. Choi

This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…

Optimization and Control · Mathematics 2026-02-17 Patrick L. Combettes , Javier I. Madariaga

Recent deployments of large language models (LLMs) as autonomous trading agents raise questions about whether financial decision-making competence generalizes beyond specific market patterns and how it should be trained and evaluated in…

Machine Learning · Computer Science 2026-04-21 Yuchen Pan , Soung Chang Liew

This paper develops a systematic parametric method for analyzing stochastic systems under volatility uncertainty within the $G$-expectation framework. Leveraging the dual representation of the $G$-expectation as a supremum over a family of…

Probability · Mathematics 2025-11-27 Guangqian Zhao

We consider the problem of distinguishing two vectors (visualized as images or barcodes) and learning if they are related to one another. For this, we develop a geometric quantum machine learning (GQML) approach with embedded symmetries…

Quantum Physics · Physics 2024-09-04 Chukwudubem Umeano , Stefano Scali , Oleksandr Kyriienko

Financial markets are a complex dynamical system. The complexity comes from the interaction between a market and its participants, in other words, the integrated outcome of activities of the entire participants determines the markets trend,…

Statistical Finance · Quantitative Finance 2022-01-31 Jia Wang , Tong Sun , Benyuan Liu , Yu Cao , Hongwei Zhu
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