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.
New AIM algorithm optimizes exploration-exploitation in bandits.
AIM models explain deep learning in attention layers, offering solvable insights.
The basic financial purpose of a firm is to maximize its value. An inventory management system should also contribute to realization of this basic aim. Many current asset management models currently found in financial management literature were constructed with the assumption of book profit maximization as basic aim. H…
The first aim of this paper is to define the dual timelike Mannheim partner curves in Dual Lorentzian Space D3 1, the second aim of this paper is to obtain the relationships between the curvatures and the torsions of the dual timelike Mannheim partner curves with respect to each other and the final aim of this paper is…
The first aim of this paper is to define the dual timelike - spacelike Mannheim partner curves in Dual Lorentzian Space ID3 1, the second aim of this paper is to obtain the relationships between the curvatures and the torsions of the dual timelike - spacelike Mannheim partner curves with respect to each other and the f…
In Bayesian statistics, many problems can be expressed as the evaluation of the expectation of a quantity of interest with respect to the posterior distribution. Standard Monte Carlo method is often not applicable because the encountered posterior distributions cannot be sampled directly. In this case, the most popular…
This survey aims to cover the motivation for and history of the study of local rigidity of group actions. There is a particularly detailed discussion of recent results, including outlines of some proofs. The article ends with a large number of conjectures and open questions and aims to point to interesting directions f…
An investor is estimating net present value of a firm project and performs risk analysis. Usually it is created portfolio hierarchies and make comparison of variants of project based on these hierarchies. Then one finds that portfolio which corresponds to the particular needs of individual groups within the firm. We ha…
This text aims to explains briefly the formalism of quantum mechanics to mathematicians.
Despite the remarkable progress in face recognition related technologies, reliably recognizing faces across ages still remains a big challenge. The appearance of a human face changes substantially over time, resulting in significant intra-class variations. As opposed to current techniques for age-invariant face recogni…
This is an introductory text to differential geometry (written in Polish) aimed for high-school students.
AutoML aims to automate machine learning tasks, reviewed in this chapter.
The aim of this paper is to describe complex foliations on Kahler surfaces.
The aim of this paper is to describe a large class of Hermitian Gray manifolds.
New adaptive stepsize method for stochastic approximation converges to target point.
The writhe polynomial is a fundamental invariant of an oriented virtual knot. We introduce a kind of local moves for oriented virtual knots called shell moves. The first aim of this paper is to prove that two oriented virtual knots have the same writhe polynomial if and only if they are related by a finite sequence of …
This paper aims at achieving a "good" estimator for the gradient of a function on a high-dimensional space. Often such functions are not sensitive in all coordinates and the gradient of the function is almost sparse. We propose a method for gradient estimation that combines ideas from Spall's Simultaneous Perturbation …
The paper studies binary classification and aims at estimating the underlying regression function which is the conditional expectation of the class labels given the inputs. The regression function is the key component of the Bayes optimal classifier, moreover, besides providing optimal predictions, it can also assess t…
MarkerMap selects key genes for cell type analysis in single-cell RNA-seq.
The aim of this paper is to describe Kahler surfaces with quasi-constant holomorphic curvature
The aim of this paper is to clarify the relationship between Gromov-hyperbolicity and amenability for planar maps.
The aim of this paper is to present the first examples of compact, simply connected holomorphically pseudosymmetric Kahler manifolds.
The aim of this paper is to classify compact Kahler manifolds with quasi-constant holomorphic sectional curvature.
The aim of this paper is the construction of spinor bundles of Cartan type over certain non-orientable manifolds.
SFC aims to protect the Amazon with a digital currency and smart contracts.
Contextual bandits are online learners that, given an input, select an arm and receive a reward for that arm. They use the reward as a learning signal and aim to maximize the total reward over the inputs. Contextual bandits are commonly used to solve recommendation or ranking problems. This paper considers a learning s…
The aim of this paper is to describe Kahler surfaces which admit an opposite almost Hermitian structure satisfying the first Gray condition
A new criterion for deep active learning selects minimal labeled data points.
Machine learning improves solving inverse problems and integrating data.
The abstract aims to generalize classical curve concepts to uniquely define complex curves.
The aim of this paper is to present examples of Kahler holomorphically pseudosymmetric metrics on the projective space CP^n.
Qlib aims to integrate AI into quantitative investment.
Game aims to improve social interactions for teenagers with ASD.
The aim of the present paper is to study the properties of Riemannian manifolds equipped with a projective semi-symmetric connection.
A new causal discovery method, Structural Agnostic Modeling (SAM), is presented in this paper. Leveraging both conditional independencies and distributional asymmetries, SAM aims to find the underlying causal structure from observational data. The approach is based on a game between different players estimating each va…
We propose minimum regret search (MRS), a novel acquisition function for Bayesian optimization. MRS bears similarities with information-theoretic approaches such as entropy search (ES). However, while ES aims in each query at maximizing the information gain with respect to the global maximum, MRS aims at minimizing the…
The aim of this paper is to classify compact, simply connected Kähler manifolds which admit totally geodesic, holomorphic complex homothetic foliation by curves.
The aim of the paper is to determine left-invariant,anti-self-dual, non conformally flat, Riemannian metrics on four-dimensional Lie groups.
NOTEARS fails to identify true causal relationships from data.
We aim to create the highest possible quality of treatment-control matches for categorical data in the potential outcomes framework. Matching methods are heavily used in the social sciences due to their interpretability, but most matching methods do not pass basic sanity checks: they fail when irrelevant variables are …
In our model, private actors with interbank cash flows similar to, but nore general than (Carmona, Fouque, Sun, 2013) borrow from the outside economy at a certain interest rate, controlled by the central bank, and invest in risky assets. Each private actor aims to maximize its expected terminal logarithmic utility. The…
Predicting flood for any location at times of extreme storms is a longstanding problem that has utmost importance in emergency management. Conventional methods that aim to predict water levels in streams use advanced hydrological models still lack of giving accurate forecasts everywhere. This study aims to explore arti…
Study isotropic Riemannian maps and helices along them.
The aim of this work is to prove the nonexistence of complex structures over nilpotent Lie algebras of maximal class (also called filiform).
We consider the inference of the structure of an undirected graphical model in an exact Bayesian framework. More specifically we aim at achieving the inference with close-form posteriors, avoiding any sampling step. This task would be intractable without any restriction on the considered graphs, so we limit our explora…
The aim of this paper is to classify bi-Hermitian compact surfaces whose Ricci tensor satisfies the relation .
The aim of this paper is to write an explicit orthonormal parallelization for all parallelizable products of spheres, using an explicit isomorphism with a trivial vector bundle.
Smart Close-out Netting aims to automate close-out netting processes.