Constrained cross-market model improves volatility forecasts
A preprint model reports lower volatility forecast errors when using tightly timed cross-market signals, especially at weekly and monthly horizons.
A preprint model reports lower volatility forecast errors when using tightly timed cross-market signals, especially at weekly and monthly horizons.
Abstract page for arXiv paper 2608.28614: STAGEET: Stage-wise Typed Edit Tagging for Grammatical Error Correction with Arabic as a Case Study
Abstract page for arXiv paper 2608.28609: Parametric Multimodal User Memory: Storing What Captions Cannot Carry
Abstract page for arXiv paper 2608.28911: SemKV: Semantic Mixed-Precision KV Cache Quantization Guided by the Quality Cliff for Long-Context LLM Inference
Abstract page for arXiv paper 2608.28905: Off-Policy Evaluation for Semantic ID Recommenders: Does the Model's Own Code Hierarchy Help?
Abstract page for arXiv paper 2608.28859: The Halt Vector: Internalizing a Causal Steering Intervention for Efficient Reasoning
Abstract page for arXiv paper 2608.28853: Equivariant Sheaf Neural Networks: Learning Geometric Transport on Graphs
Abstract page for arXiv paper 2608.28843: Curvature Cryptanalysis of Smooth Transformer Feed-Forward Networks
Abstract page for arXiv paper 2608.28771: ERR+: Sequential Entropy Resolution for Efficient and Decisive LLM Reasoning
A new mathematical preprint develops p-adic homotopy tools and tests when p-complete spaces and étale types can have finite CW models.
A preprint links diverse refusal openings in a small OLMo model to higher stable rank and smaller changes after a same-set single-vector attack.
A preprint reports higher task success and fewer hops and request messages for SPFR in synthetic agent-network tests, with conditional guarantees.