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.
We develop an axiomatic theory of balance functions (future value functions) in the theory of interest that is derived from financial considerations and which applies to general regulated payment streams, including continuous payment streams. Balance functions exist and are unique up to an initial choice of deposit and…
We analyze the classical model of compound interest with a constant per-period payment and interest rate. We examine the outstanding balance function as well as the periodic payment function and show that the outstanding balance function is not generally concave in the interest rate, but instead may be initially convex…
For a certain maximal unipotent family of Abelian varieties over the punctured disc, we show that after a base change, one can complete the family over a disc such that the whole degeneration can be simultaneously balanced embedded into a projective space by the theta functions. Then we study the relationship between t…
Paper surveys balanced metrics and proves a geodesic convexity result.
problem Understanding balanced metrics and stability in algebraic geometry.
method Survey and proof of geodesic convexity result.
result Geodesically convex function on a complete Riemannian manifold admits a critical point if and only if its asymptotic slope at infinity is positive.
In Minkowski geometry the unit ball is a compact convex body K containing the origin in its interior. The boundary of the body is formed by the unit vectors. We also have a so-called Minkowski functional to measure the length of vectors. By changing the origin in the interior of the body we have a smoothly varying fa…
Let Φ be a strictly plurisubharmonic and radial function on the unit disk ${\cal D}\subset {\complex}$ and let g be the \K metric associated to the \K form ω=2i∂∂ˉΦ. We prove that if g is geucl-balanced of height 3 (where geucl is the standard Euclidean metric on ${\complex}=…
New approach finds analytic interpretation of algebraic invariants for balanced metrics.
problem Finding analytic interpretation of algebraic invariants for balanced metrics.
method Using log canonical thresholds and basis divisors, the approach involves quantized Ding functionals on Bergman spaces.
result Each δ_m is the coercivity threshold of a quantized Ding functional on the m-th Bergman space, characterizing the existence of balanced metrics.
Neurons and networks in the cerebral cortex must operate reliably despite multiple sources of noise. To evaluate the impact of both input and output noise, we determine the robustness of single-neuron stimulus selective responses, as well as the robustness of attractor states of networks of neurons performing memory ta…
We study the asymptotic behavior of quantized Ding functionals along Bergman geodesic rays and prove that the slope at infinity can be expressed in terms of Donaldson-Futaki invariants and Chow weights. Based on the slope formula, we introduce a new algebro-geometric stability on Fano manifolds and show that the existe…
Compared to in-clinic balance training, in-home training is not as effective. This is, in part, due to the lack of feedback from physical therapists (PTs). Here, we analyze the feasibility of using trunk sway data and machine learning (ML) techniques to automatically evaluate balance, providing accurate assessments out…
We test a historical price time series in a financial market (the NASDAQ 100 index) for a statistical property known as detailed balance. The presence of detailed balance would imply that the market can be modeled by a stochastic process based on a Markov chain, thus leading to equilibrium. In economic terms, a positiv…
CwA optimizes search performance by jointly learning a balanced database partition and a neural probing function.
problem Suboptimal search performance due to mismatched database and query distributions.
method CwA jointly learns a balanced database partition and a neural probing function to optimize search performance directly for the query distribution.
result CwA achieves up to 4.7x throughput over state-of-the-art methods at equal recall.
In multi-task learning, difficulty levels of different tasks are varying. There are many works to handle this situation and we classify them into five categories, including the direct sum approach, the weighted sum approach, the maximum approach, the curriculum learning approach, and the multi-objective optimization ap…
We study Smoothed Online Convex Optimization, a version of online convex optimization where the learner incurs a penalty for changing her actions between rounds. Given a Ω(d) lower bound on the competitive ratio of any online algorithm, where d is the dimension of the action space, we ask under what conditio…