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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.

169,341 papers · 148 categories

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3517021,0521,403 · Jun 202019922001200920182026
48 results for Calogero model

The paper studies quadratic Poisson structures on Lie algebras, finding a 10-parametric family.

problem Compatibility of quadratic Poisson structures with linear structures on Lie algebras.
method Developed general theory and studied families of functions in involution.
result Found a 10-parametric family of quadratic Poisson structures on $\gl(3)^*$.

Proves uniqueness of solutions for a nonlocal Liouville equation with finite Q-curvature.

problem Proving uniqueness of solutions for a specific nonlocal Liouville equation.
method Connection to Calogero--Moser derivative NLS and ground state solitons.
result Uniqueness of solutions in the Gaussian case and general positive, symmetric-decreasing KK.

Recently V. Ginzburg proved that Calogero phase space is a coadjoint orbit for some infinite dimensional Lie algebra coming from noncommutative symplectic geometry. In this note we generalize this argument to specific quotient varieties of representations of (deformed) preprojective algebras. This result was also obtai…

2000-10-03abs ↗pdf ↗

This article is devoted to the study of a general class of Hamiltonian systems which extends the Calogero systems with external quadratic potential associated to any root system. The interest for such a class comes from a previous article of Aomoto and Forrester. We consider first the one-degree of freedom case and com…

2013-02-06abs ↗pdf ↗

We establish a connection between smooth symplectic resolutions and symplectic deformations of a (possibly singular) affine Poisson variety. In particular, let V be a finite-dimensional complex symplectic vector space and G\subset Sp(V) a finite subgroup. Our main result says that the so-called Calogero-Moser deformati…

2002-12-19abs ↗pdf ↗

The purpose of this paper is to connect two subjects: the theory of quantum integrable systems (complete commutative rings of differential operators), and differential Galois theory. We define quantum completely integrable systems (QCIS), algebraically integrable QCIS, the differential Galois group of a QCIS. We show t…

1996-07-12abs ↗pdf ↗

Superintegrable systems are classical and quantum Hamiltonian systems which enjoy much symmetry and structure that permit their solubility via analytic and even, algebraic means. They include such well-known and important models as the Kepler potential, Calogero-Moser model, and harmonic oscillator, as well as its inte…

2012-09-25abs ↗pdf ↗

The Lie algebroids are generalization of the Lie algebras. They arise, in particular, as a mathematical tool in investigations of dynamical systems with the first class constraints. Here we consider canonical symmetries of Hamiltonian systems generated by a special class of Lie algebroids. The ``coordinate part'' of th…

2002-01-21abs ↗pdf ↗

The paper develops methods to derive mixed superposition rules for Lie systems and applies them to various physical systems.

problem Finding general solutions for Lie systems.
method Develops mixed superposition rules for Lie systems with imprimitive Lie algebras and semidirect sums.
result Extends coalgebra method to Lie systems of partial differential equations.

Study develops time-continuous models and probabilistic descriptions for agent-based economic market models.

problem Formulating and describing agent-based economic market models in a time-continuous and probabilistic manner.
method Derived time-continuous formulations, discussed impact of time-scaling, proved stability, presented probabilistic descriptions using kinetic theory.
result Time-continuous formulations and probabilistic descriptions for agent-based economic market models.

Hybrid model combines interpretable and black-box models for better transparency and performance.

problem Balancing interpretability and predictive performance in machine learning models.
method Proposes a Hybrid Predictive Model (HPM) integrating an interpretable model with a black-box model, using principled objective functions and customized training algorithms.
result Hybrid models achieve an efficient trade-off between transparency and predictive performance.

The paper introduces BCART models for aggregate claim amount, improving frequency-severity and joint modeling.

problem Modeling aggregate claim amount with frequency-severity and joint dependencies.
method Developed three types of BCART models: frequency-severity, sequential, and joint models. Used various distributions for claim severity data.
result Weibull distribution outperforms gamma and lognormal for right-skewed, heavy-tailed claim severity data.

Boosts generative models by combining multiple meta-models.

problem Challenges in creating a single generative model that accurately represents complex data.
method Cascades multiple meta-models (like RBM and VAE) to create a stronger generative model.
result Derives a decomposable variational lower bound for training and evaluating the boosted model.

The paper uses model-based trees to create interpretable surrogate models for complex machine learning models.

problem Interpreting complex machine learning models.
method Using model-based trees to partition feature space and create interpretable models.
result Model-based trees generate optimal surrogate models that balance interpretability and performance.

Study on limits of community detection in various network models.

problem Limits of community detection in network models.
method Analysis of several network models including Stochastic Block Model, Exponential Random Graph Model, Latent Space Model, Directed Preferential Attachment Model, and Directed Small-world Model.
result Information-theoretic limits for recovery of node labels in network models.

The study examines how model predictions hold up under model extensions.

problem Model predictions may not be robust under model extensions, limiting their applicability.
method The study uses causal ordering to assess robustness of qualitative model predictions and characterizes model extensions that preserve predictions.
result Conditions and techniques are provided to assess robustness of model predictions under model extensions.

MALC combines interpretable linear models with black-box models for better predictions and transparency.

problem Combining interpretability with black-box models for better predictions.
method Formulates MALC as a convex optimization problem and uses accelerated proximal gradient method for training.
result MALC provides an efficient frontier balancing prediction accuracy and transparency.

Revises Bayesian model averaging for foundation models.

problem Ensemble pre-trained and lightly-finetuned foundation models for improved classification performance.
method Introduces trainable linear classifiers and computationally cheaper model averaging scheme (OMA).
result Ensembled models can better predict on various datasets.

Paper introduces symmetric divergence link models for probability distributions.

problem Symmetric divergence measures for probability distributions.
method Two general classes of link models: one for survival functions and another for cumulative probability distribution functions.
result Advantages of symmetric divergence measures over asymmetric measures for model averaging and feature assessment.

Researchers review challenges in interpreting additive models, especially neural additive models.

problem Challenges in interpreting additive models, particularly neural additive models.
method Review of generalized additive models and discussion of nonidentifiability.
result Challenges in claiming interpretability or suitability for safety-critical applications of additive models.

Distill-and-Compare audits black-box models by training transparent models to mimic them.

problem Auditing proprietary, opaque black-box risk scoring models.
method Model distillation and comparison of transparent student models to black-box models.
result Identifies missing features in black-box models, improving transparency.

Proposes a decision-theoretic approach for enhancing model interpretability in Bayesian frameworks.

problem Challenges the traditional approach of restricting model structure for interpretability in Bayesian frameworks.
method Introduces an interpretability utility function and a two-step method involving a reference model and a proxy model.
result Demonstrates that the proposed method generates more accurate models with the same level of interpretability.

Sigma models linked to Gross-Neveu models via quiver varieties.

problem Understanding the relationship between sigma models and Gross-Neveu models.
method Exploring the mathematical correspondence between sigma models and Gross-Neveu models, including their geometric and trigonometric/elliptic deformations.
result Sigma models are mathematically equivalent to Gross-Neveu models under certain conditions.

Matryoshka hides secret models in a carrier model, achieving high capacity and robustness.

problem Stealing functionality of private ML data by hiding models in a carrier model.
method Parameter sharing approach exploiting the learning capacity of the carrier model.
result Hides a 26x larger secret model or 8 secret models in the carrier model.

Semi-parametric models improve robot dynamics modeling accuracy.

problem Improving inverse dynamics model accuracy in robotics.
method Comparison of semi-parametric Gaussian process regression and a novel model-based neural network.
result Semi-parametric Gaussian process regression yields the most accurate models.

A novel kernel approach for model selection in simulator-based models.

problem Model selection for simulator-based statistical models with limited prior knowledge.
method Iteratively updates model weights and parameters using Bayes' rule and kernel recursive ABC algorithm.
result Demonstrates effectiveness on dynamical systems in ecology and epidemiology.

This work develops scalable model selection methods with fast update and selection.

problem Efficient model selection for large pools of candidate models.
method Isolated model embedding, which supports asymptotically fast update and selection.
result Standardized Embedder achieves competitive model selection performances.

Copulas outperform marginal models in multivariate risk forecasting, reducing model risk by narrowing down the set of models.

problem Model risk in multivariate risk forecasting, especially during crises.
method Comprehensive empirical study comparing Copula-GARCH models with fixed marginals, copulas, or neither.
result Model risk is almost entirely due to copula choice, not marginal models.

This paper distills a complex travel mode choice model into simpler, interpretable models.

problem Lack of interpretability in complex machine learning models for travel behavior.
method Model distillation combined with market segmentation.
result Generated interpretable models that closely match the predictions of the original complex model.

BayesBlend blends multiple models' predictions for better insurance loss predictions.

problem Improving insurance loss predictions by combining multiple models.
method Pseudo-Bayesian model averaging, stacking, and hierarchical stacking.
result BayesBlend provides a user-friendly way to blend model predictions and estimate weights.

The paper identifies when larger models improve predictions and proposes a switcher model.

problem Understanding when larger models benefit from added complexity.
method Numerical studies on T5 architecture to analyze predictive uncertainty and model performance.
result Large models improve on examples where small models are uncertain, but not on certain examples.