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…
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.
Trend · papers per month
In this work we apply the Poincare-Cartan formalism of the Classical Field Theory to study the systems of balance equations (balance systems). We introduce the partial k-jet bundles of the configurational bundle and study their basic properties: partial Cartan structure, prolongation of vector fields, etc. A constituti…
Unified theory for causal inference using various methods.
Regularization leads to balancedness in deep linear networks.
Finite presentation for a specific group in 3D handlebody topology.
Paper proves non-existence of certain balanced metrics on six-manifolds.
Given a compact complex -fold satisfying the -lemma and supposed to have a trivial canonical bundle and to admit a balanced (=semi-Kähler) Hermitian metric , we introduce the concept of deformations of that are {\bf co-polarised} by the balanced class $[ω^{n-1}]\in H^{n-1,\,n-1…
The article studies embeddings of edge-colored graphs related to balanced 3- and 4-manifolds.
A new GCN model detects cryptocurrency fraud by considering network evolution and balance theory.
New findings on 3-manifolds using Heegaard Floer theory.
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…
Proves a minimal generating set for a specific group of mapping classes.
We provide an algebraic framework for quantization of Hermitian metrics that are solutions of the Hitchin equation for Higgs bundles over a projective manifold. Using Geometric Invariant Theory, we introduce a notion of balanced metrics in this context. We show that balanced metrics converge at the quantum limit toward…
Kronheimer and Mrowka defined invariants of balanced sutured manifolds using monopole and instanton Floer homology. Their invariants assign isomorphism classes of modules to balanced sutured manifolds. In this paper, we introduce refinements of these invariants which assign much richer algebraic objects called projecti…
Paper simplifies balancing weights by relaxing outcome assumptions.
In this paper we formulate a geometric theory of the mechanics of growing solids. Bulk growth is modeled by a material manifold with an evolving metric. Time dependence of metric represents the evolution of the stress-free (natural) configuration of the body in response to changes in mass density and "shape". We show t…
BUDS balances privacy and utility by shuffling data, achieving strong privacy with minimal loss.
Study reveals structural differences in financial networks near and far from crises using balance theory.
Noise balance theory explains SGD's behavior in neural networks.
New model reveals balance crucial for robust neural coding.
New meta-learning method improves domain generalization by balancing parameters closer to domain centroids.
While the Anomaly flow was originally motivated by string theory, its zero slope case is potentially of considerable interest in non-Kahler geometry, as it is a flow of conformally balanced metrics whose stationary points are precisely Kahler metrics. We establish its convergence on Kahler manifolds for suitable initia…
Paper presents a Bayesian-decision-theory framework for long-tailed classification.
In this paper, we develop a novel weighted Laplacian method, which is partially inspired by the theory of graph Laplacian, to study recent popular graph problems, such as multilevel graph partitioning and balanced minimum cut problem, in a more convenient manner. Since the weighted Laplacian strategy inherits the virtu…
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…
The paper studies matrix normalization and graph balancing using a new functional and gradient descent.
Motivated from mathematical aspects of the superstring theory, we introduce a new equation on a balanced, hermitian manifold, with zero first Chern class. Solving the equation, one will obtain, in each Bott--Chern cohomology class, a balanced metric which is hermitian Ricci--flat. This can be viewed as a differential f…
Proposes a framework to balance supervised and unsupervised learning using random matrix theory.
A modern version of Monetary Circuit Theory with a particular emphasis on stochastic underpinning mechanisms is developed. It is explained how money is created by the banking system as a whole and by individual banks. The role of central banks as system stabilizers and liquidity providers is elucidated. It is shown how…
Extends knot polynomial to knotted 4-valent graphs.
The thesis tackles overconfident approximations in simulation-based inference.
New geometric analysis of PWSPDs balances density and geometry in high-dimensional data.
Graph machine learning lacks a balanced theory, focusing on expressive power and optimization.
We consider euclidean D-branes wrapping around manifolds of exceptional holonomy in dimensions seven and eight. The resulting theory on the D-brane---that is, the dimensional reduction of 10-dimensional supersymmetric Yang-Mills theory---is a cohomological field theory which describes the topology of the moduli space o…
Abstract study of HKT manifolds, proving Hodge theory and formality properties.
Entropy formula derived for deep linear networks using geometric analysis.
We propose a novel algorithm for learning fair representations that can simultaneously mitigate two notions of disparity among different demographic subgroups in the classification setting. Two key components underpinning the design of our algorithm are balanced error rate and conditional alignment of representations. …
In this paper, we generalize the work of the second author and prove a grading shifting property, in sutured monopole and instanton Floer theories, for general balanced sutured manifolds. This result has a few consequences. First, we offer an algorithm that computes the Floer homologies of a family of sutured handle-bo…
Large learning rates lead to various implicit biases in nonconvex optimization.
In 2003, Ozsváth and Szabó defined the concordance invariant for knots in oriented 3-manifolds as part of the Heegaard Floer homology package. In 2011, Sarkar gave a combinatorial definition of for knots in and a combinatorial proof that gives a lower bound for the slice genus of a knot. Recently, Har…
Study reveals class disparities in balanced datasets through spectral imbalance.
AlphaZero assesses new chess variants for balance and dynamics.
We introduce a notion of Gieseker stability for a filtered holomorphic vector bundle over a projective manifold. We relate it to an analytic condition in terms of hermitian metrics on coming from a construction of the Geometric Invariant Theory (G.I.T). These metrics are balanced in the sense of S.K. Donaldson.…
In this paper we study 1/k-geodesics, those closed geodesics that minimize on any subinterval of length . We employ energy methods to provide a relationship between the 1/k-geodesics and what we define as the balanced points of the uniform energy. We show that classes of balanced points of the uniform energy pe…
Study on balanced Hermitian structures on Lie algebras twisted by representations.
We study the intrinsic geometrical structure of hypersurfaces in 6-manifolds carrying a balanced Hermitian SU(3)-structure, which we call {\em balanced} SU(2)-{\em structures}. We provide conditions which imply that such a 5-manifold can be isometrically embedded as a hypersurface in a manifold with a balanced SU(3)-st…
The study identifies assets with local balance deviating from global balance to mitigate financial risk.
Proposes -balancing for more balanced expert utilization in MoE models.