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.
The paper studies circular evolutes and involutes of framed curves in Euclidean space.
Paper confirms Thom's conjecture for nonlinear evolutions on manifolds.
New Ricci flow method for directed graphs with balancing factor.
Gradients help find global optima in complex functions.
This paper uses bandit theory and Thompson Sampling to optimize protein sequences.
Defect of knot polynomials remains invariant under certain braid substitutions.
The evolute of a smooth curve in an m-dimensional Euclidean space is the locus of centers of its osculating spheres, and the evolute of a spatial polygon is the polygon whose consecutive vertices are the centers of the spheres through the consecutive (m+1)-tuples of vertices of the original polygon. We study the iterat…
Study Schrödinger evolution on surfaces in 3D contact sub-Riemannian manifolds.
We briefly review some basic concepts of parallel displacement in Finsler geometry. In general relativity, the parallel translation of objects along the congruence of the fundamental observer corresponds to the evolution in time. By dropping the quadratic restriction on the measurement of an infinitesimal distance, the…
A new ES method improves reinforcement learning speed and accuracy.
We find the explicit expression for the equilibrium wealth distribution of the Directed Random Market process, recently introduced by Martínez-Martínez and López-Ruiz, which turns out to be a Gamma distribution with shape parameter . We also prove the convergence of the discrete-time process describing the…
We give a simple, direct proof of the backward uniqueness of solutions to a class of second-order geometric evolution equations including the Ricci and cross-curvature flows. The proof, based on a classical argument of Agmon-Nirenberg, uses the logarithmic convexity of a certain energy quantity in the place of Carleman…
This study examines geometric properties and offsets of slant timelike-ruled surfaces.
Study torsion parallel spinors on Lorentzian 4-manifolds and their evolution flows.
A new method evolves point clouds using B-splines for smooth surfaces.
In this note we study the bilateral merchandise trade flows between 186 countries over the 1948-2005 period using data from the International Monetary Fund. We use Pajek to identify network structure and behavior across thresholds and over time. In particular, we focus on the evolution of trade "islands" in the a world…
We investigate topology and temporal evolution of the foreign currency exchange market viewed from a weighted network perspective. Based on exchange rates for a set of 46 currencies (including precious metals), we construct different representations of the FX network depending on a choice of the base currency. Our resu…
Researchers found a new type of singularity in surface evolution equations.
New method estimates Schrödinger bridges using ML techniques.
We study iterations of two classical constructions, the evolutes and involutes of plane curves, and we describe the limiting behavior of both constructions on a class of smooth curves with singularities given by their support functions. Next we study two kinds of discretizations of these constructions: the curves are r…
New framework analyzes belief evolution in social networks.
CausalEvolve improves efficiency and discovery in open-ended scientific tasks.
We propose a new systematic fibre bundle formulation of nonrelativistic quantum mechanics. The new form of the theory is equivalent to the usual one but it is in harmony with the modern trends in theoretical physics and potentially admits new generalizations in different directions. In it a pure state of some quantum s…
We exploit the symmetry concepts developed in the companion review of this article to introduce a stochastic version of link reversal symmetry, which leads to an improved understanding of the reciprocity of directed networks. We apply our formalism to the international trade network and show that a strong embedding in …
The \emph{World Trade Web} (WTW), the network defined by the international import/export trade relationships, has been recently shown to display some important topological properties which are tightly related to the Gross Domestic Product of world countries. While our previous analysis focused on the static, undirected…
Paper studies heat flow for maps on manifolds, avoiding singularities.
Study on slow convergence in geometric variational problems.
We introduce a geometric evolution equation of hyperbolic type, which governs the evolution of a hypersurface moving in the direction of its mean curvature vector. The flow stems from a geometrically natural action containing kinetic and internal energy terms. As the mean curvature of the hypersurface is the main drivi…
In this study, we introduce a new approach to curve pairs by using integral curves. We consider the direction curve and donor curve to study curve couples such as involute-evolute curves, Mannheim partner curves and Bertrand partner curves. We obtain new methods to construct partner curves of a unit speed curve and giv…
Variational Optimization forms a differentiable upper bound on an objective. We show that approaches such as Natural Evolution Strategies and Gaussian Perturbation, are special cases of Variational Optimization in which the expectations are approximated by Gaussian sampling. These approaches are of particular interest …
This paper presents Natural Evolution Strategies (NES), a recent family of algorithms that constitute a more principled approach to black-box optimization than established evolutionary algorithms. NES maintains a parameterized distribution on the set of solution candidates, and the natural gradient is used to update th…
In recent years, there has been a growing interest in geometric evolution in heterogeneous media. Here we consider curvature driven fows of planar curves, with an additional space-dependent forcing term. Motivated by a homogenization problem, we look for estimates which depend only on the uniform norm of the forcing te…
The paper is devoted to differential geometric invariants determining a Frenet curve in up to a direct similarity These invariants can be presented by the Euclidean curvatures in terms of an arc lengths of the spherical indicatrices. Then, these invariants expressed by focal curvatures of the curve. And then, we give t…
Gradient descent converges to perfect classification in neural nets for non-separable data.
DANR improves network regularization for spatio-temporal data.
In this paper we study the Teichmüller harmonic map flow as introduced by Rupflin and Topping [15]. It evolves pairs of maps and metrics into branched minimal immersions, or equivalently into weakly conformal harmonic maps, where maps from a fixed closed surface with metric to a general target manif…
In this paper, we introduce a new approach to non-lightlike curve pairs by using integral curves in Minkowski 3-space. We consider direction curve and donor curve to study non-lightlike curve couples such as involute-evolute curves, Mannheim partner curves and Bertrand partner curves. We obtain new methods to construct…
The mean curvature flow is an evolution process under which a submanifold deforms in the direction of its mean curvature vector. The hypersurface case has been much studied since the eighties. Recently, several theorems on regularity, global existence and convergence of the flow in various ambient spaces and codimensio…
Financial market is an example of complex system, which is characterized by a highly intricate organization and the emergence of collective behavior. In this paper, we quantify this emergent dynamics in the financial market by using concepts of network synchronization. We consider networks constructed by the correlatio…
We develop a more efficient NGD method for structured parameters.
In this paper we consider a new mathematical extension of the Black-Scholes model in which the stochastic time and stock share price evolution is described by two independent random processes. The parent process is Brownian, and the directing process is inverse to the totally skewed, strictly α-stable process. The subo…
For a pair of points in a smooth locally convex surface in 3-space, its mid-plane is the plane containing its mid-point and the intersection line of the corresponding pair of tangent planes. In this paper we show that the limit of mid-planes when one point tends to the other along a direction is the Transon plane of th…
The skew mean curvature flow(SMCF), which origins from the study of fluid dynamics, describes the evolution of a codimension two submanifold along its binormal direction. We study the basic properties of the SMCF and prove the existence of a short-time solution to the initial value problem of the SMCF of compact surfac…
The combination of high-dimensionality and disparity of time scales encountered in many problems in computational physics has motivated the development of coarse-grained (CG) models. In this paper, we advocate the paradigm of data-driven discovery for extract- ing governing equations by employing fine-scale simulation …
We define a methodology to quantify market activity on a 24 hour basis by defining a scale, the so-called scale of market quakes (SMQ). The SMQ is designed within a framework where we analyse the dynamics of excess price moves from one directional change of price to the next. We use the SMQ to quantify the FX market an…
Detects lead-lag clusters in US equity market time series.
New method clusters evolving networks using spatio-temporal graph Laplacian.
The aim of this paper is to adapt the general multitime maximum principle to a Riemannian setting. More precisely, we intend to study geometric optimal control problems constrained by the metric compatibility evolution PDE system; the evolution ("multitime") variables are the local coordinates on a Riemannian manifold,…