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.
Study the limits of discrete DPPs to continuous DPPs as set size grows.
Study shows continuity and geometric regularity of Kähler-Ricci flow blow-up limits.
Study continuity of limit sets in symmetric spaces.
This is a continuation of paper \cite{Li}. On any toric Fano manifold, we discuss the behavior of limit metric of a sequence of metrics, which are solutions to a continuity family of complex Monge-Ampere equations in Kahler-Einstein problem. We show that the limit metric satisfies a singular complex Monge-Ampere equati…
The paper explores continuous limits of pentagram maps and their relation to KdV equations.
Study analyzes a new algorithm for complex optimization problems.
Anosov subgroups' deformations affect limit cones and growth indicators continuously.
Efficiently scales continuous kernels with sparse Fourier domain learning.
Hybrid RL method optimizes trading by balancing continuous and discrete actions.
Researchers examine various causal structures for spacetimes with continuous metrics.
In this paper we demonstrate continuous noisy speech recognition using connectionist temporal classification (CTC) model on limited Chinese vocabulary using electroencephalography (EEG) features with no speech signal as input and we further demonstrate single CTC model based continuous noisy speech recognition on limit…
Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy tailed jumps, and the time-fractional version codes heavy tailed waiting times. Thi…
We study the infimum of the renormalized volume for convex-cocompact hyperbolic manifolds, as well as describing how a sequence converging to such values behaves. In particular, we show that the renormalized volume is continuous under the appropriate notion of limit. This result generalizes previous work in the subject…
In this paper we prove the probabilistic continuous complexity conjecture. In continuous complexity theory, this states that the complexity of solving a continuous problem with probability approaching 1 converges (in this limit) to the complexity of solving the same problem in its worst case. We prove the conjecture ho…
Endowed with natural topologies, the fundamental group of the Hawaiian earring continuously injects into the inverse limit of free groups. This note shows the injection fails to have a continuous inverse. Such a phenomenon was unexpected and appears to contradict results of another author.
Study high-frequency trading game with price impact, finding unique equilibrium.
A new approach models exploration in continuous-time RL using random measures.
Stochastic gradient descent in continuous time (SGDCT) provides a computationally efficient method for the statistical learning of continuous-time models, which are widely used in science, engineering, and finance. The SGDCT algorithm follows a (noisy) descent direction along a continuous stream of data. The parameter …
OSAMD adapts online to changing distributions with limited labels.
Paper solves Bayesian bandit problem with continuous-time limit and approximate policy.
In this paper we continue to study Gromov-Hausdorff limits of Kahler manifolds and algebraic geometry. Our main focus is on the algebro-geometric meaning of Riemannian tangent cones and rescaled limits.
Differential equations are derived for a continuous limit of iterated Schwarzian reflection of analytic curves, and solutions are interpreted as geodesics in an infinite-dimensional symmetric space geometry.
Derives effective continuous dynamics for adaptive SGD methods.
We consider a simplified model of the continuous double auction where prices are integers varying from to with limit orders and market orders, but quantity per order limited to a single share. For this model, the order process is equivalent to two queues. We study the behaviour of the auction in the low…
We prove limit theorems for the super-replication cost of European options in a Binomial model with friction. The examples covered are markets with proportional transaction costs and the illiquid markets. The dual representation for the super-replication cost in these models are obtained and used to prove the limit the…
In this paper we study a special case of the completion of cusp Kähler-Einstein metric on the regular part of varieties by taking the continuity method proposed by La Nave and Tian. The differential geometric and algebro-geometric properties of the noncollapsing limit in the continuity method with cusp singularities wi…
A continuous cohomology theory for topological quandles is introduced, and compared to the algebraic theories. Extensions of topological quandles are studied with respect to continuous 2-cocycles, and used to show the differences in second cohomology groups for specific topological quandles. A method of computing the c…
Floating Gossip improves continuous machine learning in a decentralized manner.
A new method for continual learning in GANs learns new modes with limited data.
We extend the concept of renormalized volume for geometrically finite hyperbolic -manifolds, and show that is continuous for geometrically convergent sequences of hyperbolic structures over an acylindrical 3-manifold with geometrically finite limit. This allows us to show that the renormalized volume attains its…
New methods for calculating curvature in graph theory.
We consider a framework for solving optimal liquidation problems in limit order books. In particular, order arrivals are modeled as a point process whose intensity depends on the liquidation price. We set up a stochastic control problem in which the goal is to maximize the expected revenue from liquidating the entire p…
Continuous Speech Keyword Spotting (CSKS) is the problem of spotting keywords in recorded conversations, when a small number of instances of keywords are available in training data. Unlike the more common Keyword Spotting, where an algorithm needs to detect lone keywords or short phrases like "Alexa", "Cortana", "Hi Al…
We identify a fundamental problem in policy gradient-based methods in continuous control. As policy gradient methods require the agent's underlying probability distribution, they limit policy representation to parametric distribution classes. We show that optimizing over such sets results in local movement in the actio…
New SDE model for continuous-time reinforcement learning.
A new method forecasts hourly electricity prices considering product dynamics and limit order book signals.
Continuous speech recognition from brain activity without vocalization.
The article calculates the near horizon limit of Wang--Yau quasi-local mass.
The study classifies and imitates trading agents in financial markets.
We study finite-time collapsing limits of the continuity method. When the continuity method starting from a rational initial Kähler metric on a projective manifold encounters a finite-time volume collapsing, this projective manifold admits a Fano fibration over a lower dimensional base. In this case, we prove the conti…
A new subdivision scheme for Heisenberg group values with central smoothness loss.
Study on reducing forgetting in neural networks using compression theory.
Graph Neural Networks struggle on random graphs without node identifiers.
We present a construction of complete self-dual Einstein metrics of negative scalar curvature on an uncountable family of manifolds of infinite topological type, which are enumerated by continued fraction expansions of irrational numbers. These manifolds may be regarded as limits of the resolutions of cyclic quotient s…
We derive the ODE of MAML and propose a new BI-MAML algorithm.
Accelerated gradient methods play a central role in optimization, achieving optimal rates in many settings. While many generalizations and extensions of Nesterov's original acceleration method have been proposed, it is not yet clear what is the natural scope of the acceleration concept. In this paper, we study accelera…
The purpose of this paper is to study the property of the resolvent of the Laplace-Beltrami operator on a noncompact complete Riemannian manifold with various ends each of which has a different limit of the growth rate of the Riemannian measure at infinity, in particular, focusing on the limiting absorption principle. …
Novel simplex-valued distribution improves on existing models.