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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.

168,742 papers · 148 categories

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1223 · Jun 202019922001200920172026
48 results for Beer tent

BEER accelerates decentralized nonconvex optimization to O(1/T)O(1/T) rate.

problem Communication bottleneck in decentralized machine learning.
method Communication-compressed algorithm with gradient tracking.
result Converges at O(1/T)O(1/T) rate, matching uncompressed performance.

We develop a theory of `non-uniformly local' tent spaces on metric measure spaces. As our main result, we give a remarkably simple proof of the atomic decomposition.

2013-09-23abs ↗pdf ↗

The abstract discusses how Kähler-Einstein metrics relate to algebraic geometry.

problem Understanding the connection between Kähler-Einstein metrics and algebraic geometry.
method Exploring metric limits and rescalings of Kähler-Einstein metrics in relation to moduli spaces and singularities.
result Proposes tentative conjectural pictures connecting Kähler-Einstein metrics and algebraic geometry.

Deep quantum neural networks applied to finance for efficient risk management.

problem Efficiently solving numerical problems in finance, especially risk management.
method Application of deep quantum neural networks to finance, focusing on implied volatilities, option prices, and Greeks.
result Deep quantum neural networks can compute Greeks analytically and efficiently solve financial numerical problems.

In relation to the 4-dimensional smooth Poincaré conjecture we construct a tentative invariant of homotopy 4-spheres using embedded contact homology (ECH) and Seiberg-Witten theory (SWF). But for good reason it is a constant value independent of the sphere, so this null-result demonstrates that one should not try to us…

2019-05-27abs ↗pdf ↗

Observational data hints at a finite universe, with spherical manifolds such as the Poincare dodecahedral space tentatively providing the best fit. Simulating the physics of a model universe requires knowing the eigenmodes of the Laplace operator on the space. The present article provides explicit polynomial eigenmodes…

2005-02-27abs ↗pdf ↗

We establish basic geometric and topological properties of Thurston's Master Teapot and the Thurston set for superattracting unimodal self-maps of intervals. In particular, the Master Teapot is connected, contains the unit cylinder, and its intersection with a set D×{c}\mathbb{D} \times \{c\} grows monotonically with cc.…

2019-02-27abs ↗pdf ↗

We introduce a concept of tree-graded metric space and we use it to show quasi-isometry invariance of certain classes of relatively hyperbolic groups, to obtain a characterization of relatively hyperbolic groups in terms of their asymptotic cones, to find geometric properties of Cayley graphs of relatively hyperbolic g…

2004-05-03abs ↗pdf ↗

Deep neural networks (DNNs) are known for their vulnerability to adversarial examples. These are examples that have undergone small, carefully crafted perturbations, and which can easily fool a DNN into making misclassifications at test time. Thus far, the field of adversarial research has mainly focused on image model…

2019-04-10abs ↗pdf ↗

We introduce a simple agent-based model which allows us to analyze three stylized facts: a fat-tailed size distribution of companies, a `tent-shaped' growth rate distribution, the scaling relation of the growth rate variance with firm size, and the causality between them. This is achieved under the simple hypothesis th…

2013-04-16abs ↗pdf ↗

This paper investigates the ability of generative networks to convert their input noise distributions into other distributions. Firstly, we demonstrate a construction that allows ReLU networks to increase the dimensionality of their noise distribution by implementing a "space-filling" function based on iterated tent ma…

2018-10-26abs ↗pdf ↗

By using numerical simulation, we confirm that Takayasu--Sato--Takayasu (TST) model which leads Pareto's law satisfies the detailed balance under Gibrat's law. In the simulation, we take an exponential tent-shaped function as the growth rate distribution. We also numerically confirm the reflection law equivalent to the…

2008-09-18abs ↗pdf ↗

We analyze a monetary system of random money transfer on the basis of double entry bookkeeping. Without boundary conditions, we do not reach a price equilibrium and violate text-book formulas of economists quantity theory (MV=PQ). To match the resulting quantity of money with the model assumption of a constant price, w…

2002-11-06abs ↗pdf ↗

Novel method CHPCA simplifies complex market dynamics.

problem Quantifying interactions in rapidly evolving consumer goods markets.
method Complex Hilbert Principal Component Analysis (CHPCA) and Hodge decomposition.
result Revealed comovements and customer heterogeneity in consumer choice process.

Matrix completion is one of the key problems in signal processing and machine learning, with applications ranging from image pro- cessing and data gathering to classification and recommender sys- tems. Recently, deep neural networks have been proposed as la- tent factor models for matrix completion and have achieved st…

2018-05-13abs ↗pdf ↗

Learning, taking into account full distribution of the data, referred to as generative, is not feasible with deep neural networks (DNNs) because they model only the conditional distribution of the outputs given the inputs. Current solutions are either based on joint probability models facing difficult estimation proble…

2017-09-25abs ↗pdf ↗

Investigates ways to train larger models with fewer resources, finding that test loss depends only on the actual number of trainable parameters.

problem Training larger models for cheaper under hardware constraints.
method Emulates an increase in effective parameters using frozen random parameters or fast structured transforms.
result Scaling laws cannot be deceived by spurious parameters; test loss depends only on the actual number of trainable parameters.

We start recalling with critical eyes the mathematical methods used in gauge theory and prove that they are not coherent with continuum mechanics, in particular the analytical mechanics of rigid bodies or hydrodynamics, though using the same group theoretical methods and despite the well known couplings existing betwee…

2013-10-17abs ↗pdf ↗

We propose coalescent mechanism of economic grow because of redistribution of external resources. It leads to Zipf distribution of firms over their sizes, turning to stretched exponent because of size-dependent effects, and predicts exponential distribution of income between individuals. We also present new approach to…

2008-04-27abs ↗pdf ↗

A technique scales symbolic methods with gradients for neural model explanation.

problem Limited scalability of symbolic methods for large neural networks.
method Combines gradient-based methods with symbolic techniques using Integrated Gradients to focus on a subset of neurons.
result Produces sparser and higher saliency regions compared to gradient-based methods alone.

In this paper, we study the trainability of rectified linear unit (ReLU) networks. A ReLU neuron is said to be dead if it only outputs a constant for any input. Two death states of neurons are introduced; tentative and permanent death. A network is then said to be trainable if the number of permanently dead neurons is …

2019-07-23abs ↗pdf ↗

DKPS provides guarantees for synthetic data from Transformer models, improving downstream tasks.

problem Lack of labeled data for building performant AI models.
method Data Kernel Perspective Space (DKPS) for mathematical analysis of synthetic data quality.
result Concrete statistical guarantees for the quality of transformer model outputs.

In this note we sketch an initial tentative approach to funding costs analysis and management for contracts with bilateral counterparty risk in a simplified setting. We depart from the existing literature by analyzing the issue of funding costs and benefits under the assumption that the associated risks cannot be hedge…

2014-10-08abs ↗pdf ↗

Study growth patterns in random networks using i.i.d. perturbations.

problem Understanding the growth of affine regions in random piecewise-linear networks.
method Analyzes a random compositional model with i.i.d. perturbations of the tent map, proving submultiplicative pressure and using finite-state defect process for upper-tail lower bounds.
result Proves the existence of a submultiplicative pressure for \(N_n\) and gives exponential upper bounds for \(n^{-1}\log N_n\).