On-device research index

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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3 results for “EFP”

Primal and Dual Analysis of Entropic Fictitious Play for Finite-sum Problemsstat.ML

Novel analysis of EFP for finite-sum problems in neural networks.

problem Optimization of two-layer neural networks in the mean-field regime.

method Primal-dual analysis of entropic fictitious play (EFP) for finite-sum problems.

result Established global convergence guarantees for EFP dynamics.

EFP finite-sum problems neural networks entropy convergence

2023-03-06abs ↗pdf ↗

Market Making in Spot Precious Metalsq-fin.TR

Modeling precious metals market making using nested Ornstein-Uhlenbeck processes.

problem Navigating liquidity provided by futures contracts in spot precious metals.

method Nested Ornstein-Uhlenbeck process for EFP spread modeling, Hamilton-Jacobi-Bellman equation approximation.

result Maximizing expected P&L while minimizing inventory risk in near real-time.

precious metals market making Ornstein-Uhlenbeck Hull-White model stochastic optimal control

2024-04-23abs ↗pdf ↗

From Information Geometry to Jet Substructure: A Triality of Cumulant Tensors, Energy Correlators, and Hypergraphshep-ph

New tensor framework connects Fisher information, hypergraphs, and multi-observable correlations.

problem Missing structure in pairwise Fisher graphs for multi-observable radiation patterns.

method Higher-order Fisher tensors and natural exponential-family coordinates.

result Exact triality of Fisher tensors, cumulants, and hypergraphs.

information geometry Fisher tensors hypergraphs cumulants correlators

2026-05-04abs ↗pdf ↗