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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.

168,657 papers · 148 categories

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4794141188 · Jun 202019922001200920172026
48 results for Critical phase

Solves Dirichlet problem for Lagrangian phase equation with critical and supercritical phase.

problem Solving Dirichlet problem for Lagrangian phase equation with critical and supercritical phase.
method Uses interior C2C^2 estimate.
result Result is sharp, showing existence of singular solutions in subcritical phase.

Paper proves gradient estimates for Lagrangian mean curvature equation.

problem Proving gradient estimates for Lagrangian mean curvature equation.
method Interior gradient estimates for critical and supercritical Lagrangian mean curvature equation.
result Solves Dirichlet boundary value problem for critical and supercritical Lagrangian mean curvature equation.

Estimates for special Lagrangian curvature equations in critical and convex cases.

problem Interior estimates for special Lagrangian curvature equations.
method Establishes a priori interior curvature and gradient estimates.
result Proves interior curvature and gradient estimates for special Lagrangian curvature equations.

Study on critical Lagrangian phase singularities in mean curvature flow.

problem Analyzing singularities in the Lagrangian mean curvature flow at the critical phase.
method Developed new method to prove C2,αC^{2,\alpha} estimates by using concave operators.
result Established interior estimates for critical Lagrangian phase singularities.

The paper models market crashes as phase transitions, finding dynamic transitions offer better predictions.

problem Understanding and predicting extreme financial events like market crashes.
method Employing phase transition theory, focusing on endogenous crashes, and comparing DPT, CPT, and SPT.
result Dynamic phase transitions provide more accurate predictions of market crashes compared to critical and stochastic models.

Generative diffusion models exhibit phase transitions in statistical mechanics, impacting their performance.

problem Understanding the performance and capabilities of generative diffusion models.
method Reformulating generative diffusion models using statistical mechanics, focusing on phase transitions and symmetry breaking.
result Generative diffusion models undergo second-order phase transitions with mean-field universality, critical instability, and mean-field critical exponents.

A neural network model predicts the critical point of the Ising phase transition.

problem Predicting the critical point of the Ising phase transition using supervised learning.
method Proposed a minimal one-free-parameter neural network model to describe the supervised learning problem for the Ising model.
result Just one free parameter is enough to describe the universal finite-size-scaling function in the network output.

Modeling financial markets as gas molecules, the paper predicts phase transitions similar to water and steam.

problem Understanding the dynamics of financial markets through phase transitions.
method Developed a lattice gas model equivalent to the Ising model on a social network, analyzing critical exponents and auto-correlations.
result Financial market dynamics exhibit phase transition-like behavior, with critical exponents analogous to water and steam.

Machine learning predicts critical points for directed percolation models.

problem Determining critical points for directed percolation models.
method Supervised and unsupervised machine learning algorithms (CNN and DBSCAN) were used.
result Machine learning accurately predicts critical points for both models.

We show that for three dimensional gravity with higher genus boundary conditions, if the theory possesses a sufficiently light scalar, there is a second order phase transition where the scalar field condenses. This three dimensional version of the holographic superconducting phase transition occurs even though the pure…

2018-02-20abs ↗pdf ↗

Develops new strategy for Hessian estimates in Lagrangian mean curvature equation.

problem Interior Hessian estimates for solutions with prescribed Lipschitz phases.
method Allard-type regularity theorem, geometric measure theory, geometry of Lagrangian graphs, De Giorgi-Nash-Moser iteration.
result Sharp interior Hessian estimates for solutions with critical and supercritical phases.

We study the feasibility and noise sensitivity of portfolio optimization under some downside risk measures (Value-at-Risk, Expected Shortfall, and semivariance) when they are estimated by fitting a parametric distribution on a finite sample of asset returns. We find that the existence of the optimum is a probabilistic …

2008-11-05abs ↗pdf ↗

Gradient flow in phase retrieval escapes spurious minima with high probability.

problem Understanding gradient-based optimization in high-dimensional non-convex functions.
method Analytical and numerical study of gradient dynamics in phase retrieval.
result Gradient flow avoids spurious minima by drifting along unstable directions.

We analyze the landscape of empirical risk minimization for high-dimensional models, predicting phase transitions and critical point properties.

problem Understanding the complexity and structure of high-dimensional empirical risk landscapes.
method Using the Kac-Rice formula, we analyze the expected number of critical points and their spectral properties, providing detailed predictions.
result We derive complete topological phase diagrams for the phase retrieval problem, predicting BBP-type transitions and critical point stability.

Study on a pinning model with random walk increments, showing convergence to a critical disordered pinning measure.

problem Understanding the critical behavior of a disordered pinning model.
method Analyzing a disordered pinning model induced by a random walk with specific moment conditions, showing convergence to a limiting measure.
result Convergence of point-to-point partition functions to the critical disordered pinning measure in the critical window.

Study on complexity of random polynomials with deterministic spikes, identifying phase transitions.

problem Complexity of random Gaussian polynomials with deterministic spikes on a sphere.
method Variational formulas, Kac-Rice formula, determinant asymptotics of finite-rank perturbation of Gaussian Wigner matrices.
result Identification of a topological phase transition in the complexity function.

Continuous phase transitions identified in Doi-Onsager, noisy transformer, and Hegselmann-Krause models.

problem Phase transitions in multimodal models and their properties.
method Sharp coercivity estimate and constrained Lebedev--Milin inequality.
result Continuous phase transitions at critical coupling strengths for Doi-Onsager, noisy transformer, and Hegselmann-Krause models.

Deep neural networks near edge of chaos show universal scaling laws.

problem Understanding the behavior of deep neural networks near critical points.
method Analogy to absorbing phase transitions in statistical mechanics, deterministic propagation dynamics, mean-field and directed percolation universality classes.
result Deep neural networks exhibit universal scaling laws near the edge of chaos.

This paper studies the critical dynamics of random surfaces, focusing on area and genus evolution.

problem Understanding the time evolution of random surfaces and their genus.
method Analyzes the dynamics of area and genus using Cox-Ingersoll-Ross process and critical phenomena.
result The genus of surfaces evolves into two phases: planar surfaces and foamy surfaces.

The stability of money value is an important requisite for a functioning economy, yet it critically depends on the actions of participants in the market themselves. Here we model the value of money as a dynamical variable that results from trading between agents. The basic trading scenario can be recast into an Ising t…

2001-10-10abs ↗pdf ↗

We recall the similarities between the concepts and techniques of Thermodynamics and Roegenian Economics. The Phase Diagram for a Roegenian economic system highlights a triple point and a critical point, with related explanations. These ideas can be used to improve our knowledge and understanding of the nature of devel…

2018-11-06abs ↗pdf ↗

A simple model explains phase transition in large language models.

problem Understanding the emergence of abilities in large language models.
method Modeling LLM as a sequence-to-sequence random function and using a list decoder.
result A critical threshold exists where the expected number of erroneous sequences grows exponentially.

Study of two-layer ReLU neural network phase diagram at infinite-width limit.

problem Characterize the dynamical regimes of two-layer ReLU neural networks.
method Combining experimental and theoretical approaches, including phase diagram analogy.
result Identification of three regimes: linear, critical, and condensed.

We derive the exact solution of a one-dimensional Markov functional model with log-normally distributed interest rates in discrete time. The model is shown to have two distinct limiting states, corresponding to small and asymptotically large volatilities, respectively. These volatility regimes are separated by a phase …

2010-07-05abs ↗pdf ↗

Study shows reverberant phase is not essential for weakly-supervised dereverberation.

problem Evaluating the role of reverberant phase in weakly-supervised dereverberation.
method Statistical Wave Field Theory and recent weak supervision framework.
result Wet phase carries limited useful information and is not essential for weakly supervised dereverberation.

Optimal spectral initializers impact phase retrieval phase transitions.

problem Understanding the limits of phase retrieval algorithms.
method Developed Random duality theory (RDT) to characterize optimal spectral initializers.
result Optimal spectral initializers can fall into flat regions of the phase retrieval manifold, making phase retrieval difficult.

High-dimensional models become unstable when sample size falls below a critical level, leading to a phase transition.

problem Instability in high-dimensional learning models when sample size is insufficient.
method Proved the necessity of a Fisher eigenvalue threshold for stability, introduced Fisher floor for verification.
result A sharp phase transition between reliable concentration and inevitable failure in high-dimensional learning.

In this paper we study the property of phase retrievability by redundant sysems of vectors under perturbations of the frame set. Specifically we show that if a set $\fc$ of mm vectors in the complex Hilbert space of dimension n allows for vector reconstruction from magnitudes of its coefficients, then there is a pertu…

2013-08-25abs ↗pdf ↗

New framework analyzes SGD dynamics in large samples and dimensions.

problem Analyzing stochastic gradient descent in large-scale settings.
method Inspired by random matrix theory, new framework for fixed stepsize and finite sum settings.
result SGD dynamics become deterministic in the large sample and dimensional limit, governed by a Volterra integral equation.

Multilayer graphs are commonly used for representing different relations between entities and handling heterogeneous data processing tasks. New challenges arise in multilayer graph clustering for assigning clusters to a common multilayer node set and for combining information from each layer. This paper presents a theo…

2016-09-23abs ↗pdf ↗

High-dimensional SGD limits show surprising dynamics and phase transitions.

problem Understanding SGD in high dimensions and its scaling limits.
method Proving limit theorems for SGD trajectories in high dimensions, choosing summary statistics, initialization, and step-size.
result Critical scaling regime for step-size, new correction term, and complex diffusive limits.