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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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48 results for Differential Evolution

Automated hyperparameter tuning aspires to facilitate the application of machine learning for non-experts. In the literature, different optimization approaches are applied for that purpose. This paper investigates the performance of Differential Evolution for tuning hyperparameters of supervised learning algorithms for…

2019-04-15abs ↗pdf ↗

Algorithm improves vanilla option pricing accuracy during and before COVID-19.

problem Improving vanilla option pricing accuracy during and before the pandemic.
method Combinational Mutation Strategy of Differential Evolution (CmDE) algorithm for bi-objective optimization.
result Algorithm approximates real market vanilla option prices more accurately than Black-Scholes.

Differentiable NAS frameworks grow networks wider and deeper, revealing biases in wiring evolution.

problem Understanding the evolution of neural architecture wiring in differentiable NAS methods.
method Unified view on searching algorithms, local cost minimization, empirical and theoretical analyses.
result Implicit inductive biases cause observed searching patterns in differentiable NAS methods.

Global calculus for manifolds with boundary, solving evolution problems.

problem Global solvability of evolution problems on manifolds with boundary.
method Established global functional calculus and Gårding inequality for pseudo-differential operators without local coordinates.
result Global solvability for a class of evolution problems.

Study on focal surfaces and evolutes of framed curves in hyperbolic 3-space using Legendrian duality.

problem Investigate differential geometry properties of framed curves, including singular points.
method Use Legendrian dualities to analyze focal surfaces and evolutes of hyperbolic framed curves.
result Show the relationship among focal surfaces, evolutes, and dual surfaces of evolutes.

We solve the differentiability problem for the evolution map in Milnor's infinite dimensional setting. We first show that the evolution map of each CkC^k-semiregular Lie group GG (for kN{lip,}k\in \mathbb{N}\sqcup\{\mathrm{lip},\infty\}) admits a particular kind of sequentially continuity - called Mackey k-continuity. We …

2018-12-20abs ↗pdf ↗

Study torsion parallel spinors on Lorentzian 4-manifolds and their evolution flows.

problem Investigate torsion parallel spinors on Lorentzian four-manifolds.
method Geometric study via spinorial polyforms and supersymmetric NS-NS system.
result Globally hyperbolic evolution flow determined by supersymmetric solutions.

We elaborate on the recent observation that evolution for twist knots simplifies when described in terms of triangular evolution matrix B{\cal B}, not just its eigenvalues ΛΛ, and provide a universal formula for B{\cal B}, applicable to arbitrary rectangular representation R=[rs]R=[r^s]. This expression is in terms of s…

2019-02-11abs ↗pdf ↗

A fundamental question in Riemannian geometry is to find canonical metrics on a given smooth manifold. In the 1980s, R. Hamilton proposed an approach to this question based on parabolic partial differential equations. The goal is to start from a given initial metric and deform it to a canonical metric by means of an ev…

2011-04-20abs ↗pdf ↗

This paper gives two methods for constructing associative 3-folds in R^7, based around the fundamental idea of evolution equations, and uses these methods to construct examples of these geometric objects. The paper is a generalisation of the work by Joyce in math.DG/0008021, math.DG/0008155, math.DG/0010036 and math.DG…

2004-01-13abs ↗pdf ↗

Develops finite-gap solutions for Pohlmeyer--Lund--Regge equation and Lund--Regge curve evolution.

problem Solving the Pohlmeyer--Lund--Regge equation and understanding Lund--Regge curve evolution.
method Finite-gap construction using hyperelliptic spectral data, Baker--Akhiezer function, and SU(2)\mathrm {SU}(2)-frame.
result Explicit theta-quotient formula for PLR solutions and criteria for Lund--Regge curve evolution.

Defect of knot polynomials remains invariant under certain braid substitutions.

problem Invariance of knot polynomial defects under specific transformations.
method Investigation of defect invariants under antiparallel and parallel braid substitutions.
result Defect remains unchanged under antiparallel braid substitutions and changes by half the added length under parallel braid substitutions.

Lectures on surface evolution through singularities.

problem Analyzing the mean curvature flow of surfaces and their singularities.
method Analysis of neck and conical singularities, using monotonicity formulas, epsilon-regularity, weak solutions, and blowup techniques.
result Unique evolution through neck singularities, nonuniqueness through conical singularities.

We prove that the Kupershmidt deformation of a bi-Hamiltonian system is itself bi-Hamiltonian. Moreover, Magri hierarchies of the initial system give rise to Magri hierarchies of Kupershmidt deformations as well. Since Kupershmidt deformations are not written in evolution form, we start with an outline a geometric fram…

2008-12-29abs ↗pdf ↗

The paper proposes a method to learn evolving multivariate distributions from sample paths.

problem Learning the temporal evolution of multivariate densities from sample data.
method Normalizing flows to construct time-dependent mappings.
result The method can approximate evolving probability density functions from observed data.

Let (M,g)(M,g) be an nn-dimensional compact Riemannian manifold (n>1n>1) whose metric g(t)g(t) evolves by the generalized abstract geometric flow. This paper discusses the evolution, monotonicity and differentiability for the first eigenvalue of the pp-Laplacian on (M,g(t))(M,g(t)) with respect to time evolution. We prove that t…

2016-05-06abs ↗pdf ↗

DISCO predicts system states from short trajectories using an evolved operator.

problem Predicting next states of dynamical systems governed by unknown PDEs.
method DISCO uses a hypernetwork to generate parameters of a smaller operator network for state prediction.
result DISCO achieves state-of-the-art performance with fewer training epochs and generalizes well.

Algorithm learns which weights to share in deep multi-task learning.

problem Difficulty in deciding which weights to share between tasks in deep learning models.
method Combines natural evolution strategy and stochastic gradient descent to learn optimal weight sharing.
result Task-specific networks achieve lower test errors than existing methods on multi-task learning datasets.

This study examines geometric properties and offsets of slant timelike-ruled surfaces.

problem Geometric properties and offsets of slant timelike-ruled surfaces in Minkowski 3-space.
method Derivation of parametric formulation, conditions for coaxial alignment, examination through Blaschke and Darboux frames.
result Conditions ensuring the coaxial alignment of the central normal with the ruling direction of the offset surface.

Proposes EDESH-SA for better inventory management under uncertainty.

problem Inventory management under uncertainty.
method Ensemble Differential Evolution with simulation-based hybridization and self-adaptation.
result Improves financial performance and optimizes search spaces.

Paper proposes a black-box technique to generate adversarial samples.

problem Robustness of Deep Neural Networks (DNNs) to adversarial samples.
method Black-box Momentum Iterative Fast Gradient Sign Method (BMI-FGSM) using Differential Evolution to approximate gradients.
result Achieves high success rates in generating adversarial samples and misclassification.

Following the suggestion of arXiv:1407.6319 to lift the knot polynomials for virtual knots and links from Jones to HOMFLY, we apply the evolution method to calculate them for an infinite series of twist-like virtual knots and antiparallel 2-strand links. Within this family one can check topological invariance and under…

2014-11-10abs ↗pdf ↗

Clarifies when solutions to stochastic PDEs stay near given subsets.

problem Understanding the proximity of solutions to stochastic PDEs to given subsets.
method Analyzes distance between closed sets and solutions to stochastic PDEs.
result Clarifies conditions for solutions to stay near given subsets.

Kelly's Criterion is well known among gamblers and investors as a method for maximizing the returns one would expect to observe over long periods of betting or investing. These ideas are conspicuously absent from portfolio optimization problems in the financial and automation literature. This paper will show how Kelly'…

2017-10-01abs ↗pdf ↗

Study nondifferentiable metrics in general relativity, resolving causality issues and limits evolution scenarios.

problem Causality issues and evolution scenarios in black hole interiors with closed timelike geodesics.
method Method of equivalence on Courant algebroids to derive new differential invariants.
result Resolved causality issues and limited evolution scenarios for gravitational collapse.