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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.

169,181 papers · 148 categories

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20395978 · May 202619922001200920182026
48 results for Action-observation pairs

EbC learns equivariant embeddings from unlabeled group actions.

problem Learning equivariant embeddings from unlabeled group actions.
method Equivariance by Contrast (EbC) method to learn equivariant embeddings from observation pairs (y,gy)(\mathbf{y}, g \cdot \mathbf{y}).
result High-fidelity equivariance in latent space for diverse groups.

Reduces observables on multisymplectic manifolds using Lie algebra actions.

problem Reduction of observables on multisymplectic manifolds with Lie algebra actions.
method Development of a reduction scheme for LL_\infty-algebra of observables.
result Reproduces symplectic observable reduction in specific cases.

Memory-based models can learn to approximate Bayes-optimal predictors for non-stationary data.

problem Learning from non-stationary data with unobserved switching points.
method Memory-based neural models, including Transformers, LSTMs, and RNNs, trained to minimize log loss.
result Memory-based models can accurately approximate known Bayes-optimal algorithms and perform Bayesian inference over latent switching points.

Paper studies zero-sum games with noisy observations and identifies equilibrium conditions.

problem Zero-sum games with noisy observations of the leader's actions.
method Analyzes the equilibrium of games with noisy action observability, identifies necessary conditions for uniqueness, and investigates the cardinality of best responses.
result The noisy observations significantly impact the cardinality of the follower's set of best responses, and under certain conditions, this set becomes a singleton almost surely.

Proposes PIC and POIC for measuring task difficulty in RL.

problem Lack of metrics to measure task difficulty in RL.
method Introduces policy information capacity (PIC) and policy-optimal information capacity (POIC) as metrics based on mutual information.
result Empirically shows PIC and POIC correlate with task solvability better than alternatives.

Improved Bayesian regret bound for linear Thompson sampling with general distributions.

problem Proving an improved Bayesian regret bound for linear Thompson sampling with general distributions.
method Generalized elliptical potential lemma for non-Gaussian noise and prior distributions.
result Minimax optimal regret bound for changing action sets with general prior and noise distributions.

Improved ExO method achieves near-optimal bounds in both stochastic and adversarial settings.

problem Finding optimal exploration strategies in online decision-making with limited feedback.
method Exploration by Optimization with hybrid regularizers for locally observable games.
result Achieved nearly optimal bounds of O(aeqak2m2logT/Δa)O(\sum_{a eq a^*} k^2 m^2 \log T / Δ_a) in stochastic and adversarial environments.

ToolChain-CRC addresses the risk-control problem for retrieval-augmented and tool-using agents under drift.

problem Risk-control problem for retrieval-augmented and tool-using agents under drift.
method ToolChain-CRC uses conformal risk-control under exchangeable calibration runs.
result Trajectory-level risk control keeps accepted-trajectory risk below the target.

Personalized Influence Estimation helps understand key factors influencing individual observations.

problem Understanding key factors influencing individual observations in various business problems.
method Joint behavior of feature dimensions and relative feature importance.
result Encouraging results justify key reasons for churn in majority of the sample.

Paper introduces a new analysis framework for stochastic linear bandits.

problem Optimizing decision-making in online experiments with noisy rewards.
method Develops a general analysis framework and algorithms for stochastic linear bandits.
result Introduces new algorithms like SG that improve performance and provide new regret bounds.

KitcheNette predicts and recommends food ingredient pairings.

problem Limited study of food ingredient pairings despite many existing pairings.
method Siamese neural networks trained on a dataset of 300K scores.
result KitcheNette outperforms other models and discovers novel pairings.

In this paper, we introduce some notions on the pair consisting of a Chern connection and a Higgs field closely related to the first and second variation of Yang-Mills- Higgs functional, such as strong Yang-Mills-Higgs pair, degenerate Yang-Mills-Higgs pair, stable Yang-Mills-Higgs pair. We investigate some properties …

2015-02-06abs ↗pdf ↗

New method selects stock pairs for pairs trading considering lead-lag relationship.

problem Identifying best stock pairs for pairs trading considering lead-lag relationship.
method Proposes a new distance measure incorporating lead-lag relationship.
result Selected pairs consistently generate best profit compared to other measures.

This paper classifies and determines the length of the shortest filling pairs on a specific type of surface.

problem Classifying and determining the length of the shortest filling pairs on a specific type of surface.
method Classifying and determining the length of the shortest filling pairs on a specific type of surface.
result The paper classifies and determines the length of the shortest minimal filling pairs on a genus two surface.

The paper studies the moduli space of Higgs pairs and their geometric properties.

problem The moduli space of Higgs pairs and its geometric properties.
method Introduced ττ-stability of Higgs pairs and established the Kobayashi-Hitchin correspondence.
result Proved that the moduli space is a non-singular complex manifold for a suitable choice of ττ.

Explicit matrix presentations of Blanchfield pairings and twisted pairings for torus knots.

problem Computing explicit matrix presentations of Blanchfield and twisted Blanchfield pairings for torus knots.
method Using a taut identity to construct a chain complex with few generators, and describing the twisted Alexander module.
result Explicit matrix presentations of the Blanchfield pairing and twisted pairings for (m,n)(m,n)-torus knots.

Geometrically interprets and computes intersection pairings for higher laminations.

problem Understanding and computing intersection pairings for higher laminations.
method Realization of higher laminations as points in the affine building, geometric interpretation of pairings, use of combinatorial results.
result Intersection pairings can be computed as the length of minimal weighted networks in the building.

A novel graphical matching approach improves pairs trading by reducing portfolio variance and risk-adjusted returns.

problem Common pairs trading methods lead to high portfolio variance and low risk-adjusted returns due to focusing on highly cointegrated assets.
method Model all assets and their cointegration levels with a weighted graph. Select pairs as a maximum weighted matching to ensure no shared assets and lower portfolio variance.
result The matching-based strategy shows a significant improvement in risk-adjusted performance, with a gross Sharpe ratio of 1.23.

Weak dual pairs defined in Dirac-Jacobi geometry, proving equivalence and leaf correspondence theorems.

problem Defining and studying weak dual pairs in Dirac-Jacobi structures.
method Adopting omni-Lie algebroid approach, proving equivalence and leaf correspondence theorems.
result Existence of self-dual pairs and alternative proof of normal form theorem.

Given a matched pair of Lie groups, we show that the tangent bundle of the matched pair group is isomorphic to the matched pair of the tangent groups. We thus obtain the Euler-Lagrange equations on the trivialized matched pair of tangent groups, as well as the Euler-Poincaré equations on the matched pair of Lie algebra…

2015-12-21abs ↗pdf ↗

Defines height pairing for differential forms on Riemann surface degenerations.

problem Calculating heights for differential forms on degenerating Riemann surfaces.
method Defines Archimedean height pairing, uses Dai-Yoshikawa asymptotics, extends Filip-Tosatti construction.
result Relates new pairing to current-valued pairing, extends geometric settings.

We prove Gray--Moser stability theorems for complementary pairs of forms of constant class defining symplectic pairs, contact-symplectic pairs and contact pairs. We also consider the case of contact-symplectic and contact-contact structures, in which the constant class condition on a one-form is replaced by the conditi…

2004-07-26abs ↗pdf ↗

A dual pair is constructed for contact groups, linking submanifolds and orbits.

problem Understanding the geometry of contact manifolds and their diffeomorphisms.
method Constructing an infinite-dimensional non-linear Stiefel manifold with a symplectic structure, and using equivariant moment maps.
result An EPContact dual pair is established, providing a geometric description of coadjoint orbits and solutions to geodesic equations.

We study the geometry of manifolds carrying symplectic pairs consisting of two closed 2-forms of constant ranks, whose kernel foliations are complementary. Using a variation of the construction of Boothby and Wang we build contact-symplectic and contact pairs from symplectic pairs.

2004-07-26abs ↗pdf ↗

This paper uses cointegration to identify profitable pair-trading strategies for Indian stocks.

problem Finding profitable pair-trading opportunities in Indian stock market.
method Cointegration analysis to identify co-movement stocks, forming pairs, evaluating portfolios.
result Pairs from auto and realty sectors generally yielded the highest returns, while IT sector pairs had negative returns.