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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.

168,695 papers · 148 categories

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591418 · Feb 202019922001200920172026
48 results for Dark Matter

We explore a model of dark matter called wave dark matter (also known as scalar field dark matter and boson stars) which has recently been motivated by a new geometric perspective by Bray. Wave dark matter describes dark matter as a scalar field which satisfies the Einstein-Klein-Gordon equations. These equations rely …

2013-11-24abs ↗pdf ↗

Probabilistic programming allows specification of probabilistic models in a declarative manner. Recently, several new software systems and languages for probabilistic programming have been developed on the basis of newly developed and improved methods for approximate inference in probabilistic models. In this contribut…

2013-06-02abs ↗pdf ↗

New method uses neural networks to infer dark matter subhalo abundance from stellar streams.

problem Constrain warm dark matter mass using stellar streams.
method Amortized Approximate Likelihood Ratios (AALR) for likelihood-free Bayesian inference.
result Demonstrates effectiveness of new method for estimating dark matter subhalo abundance.

Hybrid model speeds up galaxy simulations by incorporating baryonic properties.

problem Inaccurate baryonic properties in dark matter-only simulations.
method Combining analytic models and machine learning for faster, more accurate simulations.
result Hybrid model outperforms machine learning alone for some baryonic properties.

Physics-informed neural networks improve baryonic predictions from dark matter simulations.

problem Recreating hydrodynamic simulations from dark matter requires expensive and time-consuming computations.
method Combining neural network architectures with physical constraints and using Kullback-Leibler divergence for prediction comparison.
result Improved accuracy of baryonic predictions based on dark matter halo properties, successful recovery of the metallicity relation, and preserved scatter.

Paper uses machine learning to detect dark matter subhalos in simulated Gaia DR2 data.

problem Detecting dark matter subhalos in simulated Gaia DR2 data.
method Proposed anomaly detection and classification-based approaches.
result Anomaly detection algorithm is sensitive to DM subhalos, but classification-based approach is not.

Extract symbolic models from deep learning with inductive biases.

problem Interpreting and discovering physical principles from deep neural networks.
method Introduce strong inductive biases in GNNs, encourage sparse latent representations, apply symbolic regression.
result Extracted symbolic equations from neural networks, including known force laws and new analytic formulas.

A grand challenge of the 21st century cosmology is to accurately estimate the cosmological parameters of our Universe. A major approach to estimating the cosmological parameters is to use the large-scale matter distribution of the Universe. Galaxy surveys provide the means to map out cosmic large-scale structure in thr…

2017-11-06abs ↗pdf ↗

CHARM creates mock halo catalogs from dark matter density fields using neural networks.

problem Creating accurate mock halo catalogs for cosmological studies is computationally expensive.
method CHARM uses multi-stage neural spline flow networks to learn the mapping from dark matter density fields to halo catalogs.
result Mock halo catalogs have the same statistical properties as those from high-resolution N-body simulations.

New methods model gamma-ray data to better understand Galactic emissions.

problem Uncertain diffuse Galactic gamma-ray emissions bias data interpretation.
method Gaussian processes and variational inference for flexible modeling.
result More robust interpretation of gamma-ray sky, especially dark matter signals.

The study reveals unspanned risks in equity option risk premiums, explaining negative premiums for certain options.

problem Explaining negative risk premiums for certain equity option types.
method Developed a decomposition of equity option risk premiums, operationalized the pricing kernel process, and incorporated unspanned risks.
result Empirical evidence supports the presence of unspanned risks, explaining negative risk premiums for certain options.

We accelerate Bayesian inference for neutrino physics experiments by 100-60x.

problem Complex posterior geometries in multi-dimensional parameter spaces.
method GPU acceleration, automatic differentiation, neural-network-guided reparameterization.
result Significant performance improvements in Bayesian inference for direct detection experiments.

New method extracts cosmological information from dark matter halo catalogues using graph neural networks.

problem Quantifying cosmological information from large-scale structure data.
method Implicit likelihood approach with Information Maximising Neural Networks (IMNNs) on graph representations of dark matter halo catalogues.
result Graph neural network summaries can extract information from noisy catalogues and improve parameter constraints.

The study characterizes spacetimes with specific solitons in f(R)f(\mathcal{R})-gravity.

problem Characterizing spacetimes with specific solitons in f(R)f(\mathcal{R})-gravity.
method Analyzing ηη-Ricci solitons, gradient ηη-Ricci solitons, gradient Einstein Solitons, and gradient mm-quasi Einstein solitons in perfect fluid spacetimes obeying f(R)f(\mathcal{R})-gravity.
result Established conditions for the behavior of ηη-Ricci solitons and derived significant theorems about dark matter.

In this paper, we present two observations about static spherically symmetric solutions of the Einstein-Klein-Gordon equations. The first is a comment extending the well-known result of the existence of static states (i.e. standing wave solutions) of the Einstein-Klein-Gordon equations. The second more important observ…

2012-12-27abs ↗pdf ↗

We propose in this paper a new approach to the Kaluza-Klein idea of a five dimensional space-time unifying gravitation and electromagnetism, and extension to higher-dimensional space-time. By considering a natural geometric definition of a matter fluid and abandoning the usual requirement of a Ricci-flat five dimension…

2017-09-13abs ↗pdf ↗

Study cosmic structures using Topological Data Analysis and Persistence Energy.

problem Investigate cosmic web evolution in ΛΛCDM cosmologies.
method Apply LITE method to embed persistence diagrams into vector spaces and analyze cosmic structures.
result Discover a correlation between Persistence Energy and redshift values.

Around 1920, Kaluza and Klein had the idea to add a fifth dimension to the classical 4-dimensional spacetime of general relativity to create a geometric theory of gravitation and electromagnetism. Today, theoretical evidences, like string theory, suggest the need for a spacetime with more than five dimensions. We want …

2017-09-13abs ↗pdf ↗

This paper investigates the impact of dark pools on price discovery (the efficiency of prices on stock exchanges to aggregate information). Assets are traded in either an exchange or a dark pool, with the dark pool offering better prices but lower execution rates. Informed traders receive noisy and heterogeneous signal…

2016-12-27abs ↗pdf ↗

Machine learning detects subhalos in lensed images with high accuracy and low false positives.

problem Detecting substructure in strongly lensed images.
method Developed a neural network for image segmentation to locate and mass estimate subhalos.
result The network can detect subhalos with masses m108.5Mm\gtrsim 10^{8.5} M_{\odot} and measure the subhalo mass function.

Study shows current simulations are insufficient for optimal neural network training in cosmology.

problem Insufficient training data for neural networks in cosmological inference.
method Empirical neural scaling law and Cramer-Rao bound to forecast training simulations needed.
result Current simulation suites do not provide sufficient training data for optimal neural network performance.

Study of Bondi-Sachs formalism for massless scalar field with zero cosmological constant.

problem Analyzing the Bondi-Sachs formalism for Einstein's massless scalar field equations.
method Asymptotic expansions and peeling property for Bondi-Sachs metrics and scalar fields.
result Positivity of Bondi energy-momentum under specific conditions.

Study of Riemann solitons and ηη-hyperbolic Ricci solitons on Bochner-flat Lorentzian Kähler spacetime manifolds.

problem Analyzing soliton behaviors on Bochner-flat Lorentzian Kähler spacetime manifolds.
method Deriving explicit formulas for soliton parameters and analyzing their behaviors.
result Criteria for shrinking, steady, and expanding behaviors of solitons.

Study optimal liquidation strategies in lit and dark pools with and without regulation.

problem Optimal liquidation strategies in dark and lit pools with execution uncertainty.
method Design optimal make-take fee policies, solve HJB-Fokker-Planck systems, use BSDEs.
result Explicit solutions for optimal strategies in both competitive and regulated markets.

For a market impact model, price manipulation and related notions play a role that is similar to the role of arbitrage in a derivatives pricing model. Here, we give a systematic investigation into such regularity issues when orders can be executed both at a traditional exchange and in a dark pool. To this end, we focus…

2012-05-17abs ↗pdf ↗

In order to reduce signalling, traders may resort to limiting access to dark venues and imposing limits on minimum fill sizes they are willing to trade. However, doing this also restricts the liquidity available to the trader since an ever increasing quantity of orders are traded by algos in clips. An alternative is to…

2017-10-17abs ↗pdf ↗

We consider a finite-horizon market-making problem faced by a dark pool that executes incoming buy and sell orders. The arrival flow of such orders is assumed to be random and, for each transaction, the dark pool earns a per-share commission no greater than the half bid-ask spread. Throughout the entire period, the mai…

2015-02-10abs ↗pdf ↗

Framework synthesizes programs for simulating complex models and estimating parameters.

problem Parameter estimation for complex models requires manual encoding of fixed model structures.
method Combines LLMs for program synthesis with neural simulation-based inference.
result Identifies plausible model families from open-ended prompts with high accuracy.

Dark Experience improves continual learning with a simple, strong baseline.

problem General Continual Learning in scenarios where tasks are not sequential and offline training is not possible.
method Mixing rehearsal with knowledge distillation and regularization.
result Dark Experience outperforms consolidated approaches and leverages limited resources.

The two-dimensional renormalization group acting as the Ricci flow ΛΛgμν=RμνΛ\frac{\partial}{\partialΛ} g_{μν} = R_{μν} produces a specific 1+3 dimensional space-time metric which describes an expanding universe that starts with a big bang at1/3a \sim t^{\scriptscriptstyle 1/\sqrt3} then decelerates until z=0.2z=0.2 then accelerate…

2019-09-03abs ↗pdf ↗

The Kosambi-Cartan-Chern (KCC) theory represents a powerful mathematical method for the investigation of the properties of dynamical systems. The KCC theory introduces a geometric description of the time evolution of a dynamical system, with the solution curves of the dynamical system described by methods inspired by t…

2015-09-26abs ↗pdf ↗

We consider an optimal trading problem over a finite period of time during which an investor has access to both a standard exchange and a dark pool. We take the exchange to be an order-driven market and propose a continuous-time setup for the best bid price and the market spread, both modelled by Lévy processes. Effect…

2014-05-08abs ↗pdf ↗

The paper examines how macroeconomic control tools lost effectiveness, leading to a 'dark ages' period.

problem Loss of effectiveness of control tools in macroeconomic stabilization policy.
method Historical analysis of macroeconomic stabilization policy from 1948 to 1993.
result The overstatement of the Lucas critique and Kydland and Prescott's time-inconsistency led to a period of ineffective stabilization policy.

We consider an illiquid financial market where a risk averse investor has to liquidate a portfolio within a finite time horizon [0,T] and can trade continuously at a traditional exchange (the "primary venue") and in a dark pool. At the primary venue, trading yields a linear price impact. In the dark pool, no price impa…

2012-01-30abs ↗pdf ↗

We study the problem of allocating stocks to dark pools. We propose and analyze an optimal approach for allocations, if continuous-valued allocations are allowed. We also propose a modification for the case when only integer-valued allocations are possible. We extend the previous work on this problem to adversarial sce…

2010-03-11abs ↗pdf ↗