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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.

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48 results for Dou Di Zhu

This document constitutes the final report of the contractual activity between Directa SIM and Dipartimento di Automatica e Informatica, Politecnico di Torino, on the research topic titled "quantificazione del rischio di un portafoglio di strumenti finanziari per trading online su device fissi e mobili."

2016-08-29abs ↗pdf ↗

This study finds ESG rating disagreement reduces corporate productivity, especially in certain types of firms.

problem The impact of ESG rating disagreement on corporate productivity.
method Analysis of A-share listed companies data from 2015 to 2022 using XGBoost regression and SHAP.
result ESG rating disagreement reduces corporate productivity, especially in certain types of firms.

Paper uses machine learning to identify key pathways for c-di-GMP in bacterial genomes.

problem Understanding pathways essential for c-di-GMP in bacterial cellulose production.
method Applied Lasso and Random Forests for feature selection and modeling gene count data.
result Bacterial chemotaxis is identified as the most essential pathway for c-di-GMP encoding domains.

A new method quantifies feature-map discriminativeness for efficient pruning of deep neural networks.

problem Efficiently pruning deep neural networks to reduce computation while maintaining accuracy.
method Presented a novel mathematical formulation (Discriminant Information, DI) to quantify feature-map discriminativeness, enabling efficient pruning and intra-layer mixed precision quantization.
result Our pruned ResNet50 achieves 44% FLOPs reduction without any Top-1 accuracy loss.

LSTM models with DI enhance streamflow forecasts across diverse regions.

problem Challenges in integrating varied discharge measurements for accurate streamflow forecasts.
method Flexible data integration (DI) using LSTM models with CNN units for lagged inputs.
result DI significantly improved streamflow forecast performance, reaching record efficiency coefficients.

The second del Pezzo surface is known by work of Tian-Zhu and Wang-Zhu to admit a unique Kaehler-Ricci soliton. Applying a method described in hep-th/0703057, we use Ricci flow to numerically compute that soliton metric. We numerically compute the value of its Perelman entropy (or Gaussian density).

2007-06-15abs ↗pdf ↗

Improved sensitivity to Higgs potential through neural simulation-based inference for di-Higgs events.

problem Improving sensitivity to physics beyond the Standard Model through di-Higgs events.
method Simulation-based inference using neural networks to estimate per-event likelihood ratios.
result Adding kinematic observables improves experimental sensitivity to Higgs self-coupling.

Unified framework for multi-domain learning and data imputation.

problem Improving performance across different domains with missing data.
method Adversarial autoencoder for domain-invariant embeddings and data imputation.
result Superior performance compared to state-of-the-art methods in various settings.

We discuss a method to construct Dirac-harmonic maps developed by J.~Jost, X.~Mo and M.~Zhu in J.~Jost, X.~Mo, M.~Zhu, \emph{Some explicit constructions of Dirac-harmonic maps}, J. Geom. Phys. \textbf{59} (2009), no. 11, 1512--1527.The method uses harmonic spinors and twistor spinors, and mainly applies to Dirac-harmon…

2018-09-26abs ↗pdf ↗

We argue that some classical local geometries are of infinity origin, i.e. their smooth formal germs are (homotopy) representations of cofibrant (di)operads in spaces concentrated in degree zero. In particular, they admit natural infinity generalizations when one considers homotopy representations of that (di)operads i…

2004-01-05abs ↗pdf ↗

We show that complete conformally flat manifolds of dimension n>2 with nonnegative Ricci curvature enjoy nice rigidity properties: they are either flat, or locally isometric to a product of a sphere and a line, or are globally conformally equivalent to flat space or to a spherical spaceform. This extends previous works…

2004-10-06abs ↗pdf ↗

VT-DIS improves sampling from Boltzmann distributions with minimal overhead.

problem Bias in Monte Carlo estimates from score-based diffusion models.
method Variance-Tuned Diffusion Importance Sampling (VT-DIS) adapts noise covariance to correct bias.
result VT-DIS achieves effective sample sizes of 80%, 35%, and 3.5% on benchmarks, using less computational budget.

Let F\mathcal F be a Lie foliation on a closed manifold MM with structural Lie group GG. Its transverse Lie structure can be considered as a transverse action ΦΦ of GG on (M,F)(M,\mathcal F); i.e., an ``action'' which is defined up to leafwise homotopies. This ΦΦ induces an action ΦΦ^* of GG on the reduced leafwis…

2007-03-26abs ↗pdf ↗

We prove that on Fano manifolds, the Kähler-Ricci flow produces a "most destabilising" degeneration, with respect to a new stability notion related to the H-functional. This answers questions of Chen-Sun-Wang and He. We give two applications of this result. Firstly, we give a purely algebro-geometric formula for the su…

2016-12-21abs ↗pdf ↗

Proves volume comparison and monotonicity for Bakry-Émery Ricci curvature.

problem Volume comparison and monotonicity for Bakry-Émery Ricci curvature.
method Relative volume comparison theorem for LPL^P-bound of Bakry-Émery Ricci curvature and gradient of potential function.
result Modified proof for volume comparison and monotonicity of Kähler-Ricci flow.

We revisit the problem of uniqueness for the Ricci flow and give a short, direct proof, based on the consideration of a simple energy quantity, of Hamilton/Chen-Zhu's theorem on the uniqueness of complete solutions of uniformly bounded curvature. With a variation of this quantity and technique, we further prove a uniqu…

2012-06-14abs ↗pdf ↗

DI-sNMF uses data imputation to separate circumstellar signals in high contrast imaging.

problem Separating circumstellar signals from non-circumstellar signals in high contrast imaging.
method DI-sNMF converts the signal separation problem into a missing data problem, using non-negative matrix factorization to attribute PSF signals to regions flagged as missing data.
result DI-sNMF can precisely measure circumstellar objects without altering them, as shown in simulations and real GPI observations.

Method estimates uncertainty in spatial predictions by defining an 'area of applicability'.

problem Uncertainty in predictions for new geographic locations far from training data.
method Proposes a dissimilarity index (DI) based on minimum distance to training data, and defines the 'area of applicability' (AOA) using a threshold on DI.
result Prediction error within the AOA is comparable to the cross-validation error of the model, while cross-validation error does not apply outside the AOA.

Let Hp(L2(M))H^p(L^2(M)) be the space of all L2L^2-harmonic pp-forms (2pn2)(2\leq p\leq n-2) on complete submanifolds MM with flat normal bundle in spheres. In this paper, we first show that Hp(L2(M))H^p(L^2(M)) is trivial if the total curvature of MM is less than a positive constant depending only on nn. Second, we show that the di…

2018-03-29abs ↗pdf ↗

ELUQuant quantifies uncertainties in DIS events using BNNs and MNFs.

problem Uncertainty quantification in Deep Inelastic Scattering (DIS) events.
method Physics-informed Bayesian Neural Network with flow approximated posteriors.
result Effective extraction of kinematic variables xx, Q2Q^2, and yy with detailed event-level uncertainty.

We propose two algorithms that can find local minima faster than the state-of-the-art algorithms in both finite-sum and general stochastic nonconvex optimization. At the core of the proposed algorithms is One-epoch-SNVRG+\text{One-epoch-SNVRG}^+ using stochastic nested variance reduction (Zhou et al., 2018a), which outperforms the s…

2018-06-22abs ↗pdf ↗

Defines new representations for hyperbolic groups, unifying existing definitions.

problem Geometrically finite behavior in higher rank groups.
method Introduces a new family of discrete representations for relatively hyperbolic groups.
result Stability of these representations under certain deformations.

A new framework uses directed information to efficiently select context chunks.

problem Efficiently selecting relevant context chunks for query understanding.
method Directed Information γγ-covering framework, formulated as a γγ-cover problem, with a greedy algorithm for context selection.
result The γγ-covering algorithm provides clear advantages in hard-decision regimes like context compression and single-slot prompt selection.

Establishes Yau-Tian-Donaldson conjecture for weighted metrics.

problem Constant scalar curvature Kähler metrics on polarized projective manifolds.
method Extends Chi Li's work to weighted case, uses a priori estimates and slope formulas.
result Proves Yau-Tian-Donaldson conjecture for weighted extremal Kähler metrics.

The paper proves vanishing theorems for harmonic forms and spinors on stable minimal hypersurfaces.

problem Vanishing theorems for harmonic forms and spinors on stable minimal hypersurfaces.
method Positive curvature assumptions on the ambient manifold.
result Vanishing of L2L^2-harmonic forms and spinors on stable minimal hypersurfaces.

In this paper, we generalize Chen-Tian energy functionals to Kähler-Ricci solitons and prove that the properness of these functionals is equivalent to the existence of Kähler-Ricci solitons. We also discuss the equivalence of the lower boundedness of these functionals and their relation with Tian-Zhu's holomorphic inva…

2009-06-30abs ↗pdf ↗

The paper extends ERP framework to non-monotonic payoffs and short selling bans.

problem Valuation of contingent claims with short selling bans under ERP framework.
method Unified framework for ERP pricing, extending to non-monotonic payoffs, and comparing with Black-Scholes.
result Equal-risk prices differ from Black-Scholes prices under short selling bans.

We develop a new loss function for estimating quasiprobabilistic density ratios.

problem Discontinuous or non-surjective relationships between optimal classifiers and target densities.
method Introduce a convex loss function compatible with both probabilistic and quasiprobabilistic densities.
result Achieve state-of-the-art results in estimating di-Higgs production in particle physics.

Gu and Zhu have shown that Type-II Ricci flow singularities develop from nongeneric rotationally symmetric Riemannian metrics on SmS^m, for all m3m\geq 3. In this paper, we describe and provide plausibility arguments for a detailed asymptotic profile and rate of curvature blow-up that we predict such solutions exhibit.

2010-11-22abs ↗pdf ↗