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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.

168,694 papers · 148 categories

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4487131174 · Jun 202019922001200920172026
48 results for Fan power

A famous construction of Gelfand, Kapranov and Zelevinsky associates to each finite point configuration ARdA \subset \mathbb{R}^d a polyhedral fan, which stratifies the space of weight vectors by the combinatorial types of regular subdivisions of AA. That fan arises as the normal fan of a convex polytope. In a complete…

2017-08-29abs ↗pdf ↗

Fan tokens surged before World Cup matches, but declined during them, revealing cognitive biases.

problem Analyzing the impact of FIFA World Cup matches on fan tokens.
method Event study and intraday analysis of blockchain-based fan tokens.
result Fan tokens experienced a surge in returns six months before the World Cup, followed by a decline during the matches, revealing asymmetries in performance.

Although much progress has been made in classification with high-dimensional features \citep{Fan_Fan:2008, JGuo:2010, CaiSun:2014, PRXu:2014}, classification with ultrahigh-dimensional features, wherein the features much outnumber the sample size, defies most existing work. This paper introduces a novel and computation…

2016-11-04abs ↗pdf ↗

Tucker and Ky Fan's lemma are combinatorial analogs of the Borsuk-Ulam theorem (BUT). In 1996, Yu. A. Shashkin proved a version of Fan's lemma, which is a combinatorial analog of the odd mapping theorem (OMT). We consider generalizations of these lemmas for BUT-manifolds, i.e. for manifolds that satisfy BUT. Proofs rel…

2014-09-30abs ↗pdf ↗

The paper extends toric variety correspondence to 4D almost complex torus manifolds.

problem Extending toric variety correspondence to 4D almost complex torus manifolds.
method Associate combinatorial objects (families of multi-fans and graphs) to 4D almost complex torus manifolds and find conditions for their equivalence.
result Minimal models and operations for combinatorial objects, and equivalence between 4D complex torus manifolds and their minimal models.

We study certain foliated complex manifolds that behave similarly to complete nonsingular toric varieties. We classify them by combinatorial objects that we call marked fans. We describe the basic cohomology algebras of them in terms of corresponding marked fans. We also study the basic Dolbeault cohomology algebras of…

2018-07-27abs ↗pdf ↗

We study the geometry of fanning curves in the Grassmann manifold of n-dimensional subspaces of Rkn\mathbb{R}^{kn}; we construct a complete system of invariants which solve the congruence problem. The geometry of the invariants themselves and their relation with classical invariants is also studied.

2014-12-10abs ↗pdf ↗

A planar portrait of a manifold is the pair of the image and the critical values of the manifold through a stable map into the plane. It can be considerd a geometric representation of the manifold drawn in the plane. The cusped fan is its basic local configuration. In this article, we focus on the fibreing structure ov…

2007-03-19abs ↗pdf ↗

Paper proposes a robust test for high-dimensional models with large covariates and instruments.

problem Testing high-dimensional linear instrumental variable models with large covariates and instruments.
method Introduces a test based on the maximum norm of multiple parameters and a power-enhanced test.
result The proposed test is robust to heteroskedastic errors and has higher power than existing tests.

Researchers extend period maps for Calabi-Yau types using modified Kato-Nakayama-Usui construction.

problem Existence of weak fans for non-classical period maps of weight 3 Calabi-Yau type.
method Modified Kato-Nakayama-Usui construction for period maps of weight 3 Calabi-Yau type.
result Existence of weak fans for a large class of period maps of weight 3 Calabi-Yau type.

Power and reproducibility are key to enabling refined scientific discoveries in contemporary big data applications with general high-dimensional nonlinear models. In this paper, we provide theoretical foundations on the power and robustness for the model-free knockoffs procedure introduced recently in Candès, Fan, Jans…

2017-08-31abs ↗pdf ↗

We describe structure of fans for toric varieties with signature 0.

problem Understanding the cases where even degree Betti numbers yield a top gamma vector component equal to 0.
method Using wall crossings and combinatorial information from suspension and linear dependence.
result A simple method of generating induced 4-cycles covering minimal objects.

Capsule network (CapsNet) was introduced as an enhancement over convolutional neural networks, supplementing the latter's invariance properties with equivariance through pose estimation. CapsNet achieved a very decent performance with a shallow architecture and a significant reduction in parameters count. However, the …

2019-02-11abs ↗pdf ↗

Reconstructing polytopes with fixed facet directions from support function evaluations.

problem Reconstructing polytopes with known facet directions from limited data.
method Least-squares estimate via convex quadratic program, combinatorial characterization for uniqueness, algorithm convergence.
result The least-squares estimate for a fixed simplicial normal fan is a convex quadratic program, and the solution is unique under certain conditions.

Multimodal learning with deep Boltzmann machines (DBMs) is an generative approach to fuse multimodal inputs, and can learn the shared representation via Contrastive Divergence (CD) for classification and information retrieval tasks. However, it is a 2-fan DBM model, and cannot effectively handle multiple prediction tas…

2015-03-26abs ↗pdf ↗

We study the geometry of an important class of generic curves in the Grassmannian manifolds of nn-dimensional subspaces and Lagrangian subspaces of R2nR^{2n} under the action of the linear and linear symplectic group.

2005-02-23abs ↗pdf ↗

SIMPLE-RC method tests group membership profiles in large networks with weak signals.

problem Testing group membership profiles in large networks with weak signals.
method Random coupling technique to construct maximum SIMPLE tests for subsampled node pairs.
result Asymptotic distributions of SIMPLE-RC test are derived, enabling delicate analysis.

Let t1,,tnt_1,\ldots,t_n be \ell-group terms in the variables X1,,XmX_1,\ldots,X_m. Let t^1,,t^n\hat t_1,\ldots,\hat t_n be their associated piecewise homogeneous linear functions. Let GG be the \ell-group generated by t^1,,t^n\hat t_1, \ldots,\hat t_n in the free mm-generator \ell-group Am.\mathcal A_m. We prove: (i) the problem …

2015-07-03abs ↗pdf ↗

Unified learning-rate scale for CNNs and ResNets, avoiding depth imbalance.

problem Challenges in choosing an appropriate learning rate for deep networks, especially as depth increases.
method Introduces Arithmetic-Mean μμP (AM-μμP), constraining network-wide average pre-activation second moment to a constant scale, combined with residual-aware He fan-in initialization.
result Demonstrates a 3/2-3/2 scaling law for learning rates across depths, enabling zero-shot learning-rate transfer.

SMART-FAN-Lasso fine-tunes neural networks for high-dimensional nonparametric regression.

problem Fine-tuning neural networks for high-dimensional nonparametric regression with variable selection.
method Source-model-augmented residual tuning (SMART) framework for neural Lasso.
result SMART-FAN-Lasso achieves statistical acceleration over single-task learning under precise conditions.

In a finite-dimensional real vector space furnished with a rational structure with respect to a subfield of the field of real numbers, every (simplicial) rational semifan is contained in a complete (simplicial) rational semifan. In this paper this result is proved constructively on use of techniques from polyhedral geo…

2011-07-13abs ↗pdf ↗

The paper generalizes Thurston's earthquake map to cluster algebras of finite type.

problem Tackling Thurston's earthquake map in the context of cluster algebras of finite type.
method Introducing a cluster algebraic generalization of Thurston's earthquake map, defined by gluing exponential maps.
result Proves an analogue of the earthquake theorem for cluster algebras of finite type, showing the cluster earthquake map is a homeomorphism.

Given an arbitrary non-zero simplicial cycle and a generic vector coloring of its vertices, there is a way to produce a graded Poincare duality algebra associated with these data. The procedure relies on the theory of volume polynomials and multi-fans. This construction includes many important examples, such as cohomol…

2016-07-13abs ↗pdf ↗

Let XX be a compact toric extremal Kähler manifold. Using the work of Székelyhidi, we provide a combinatorial criterion on the fan describing XX to ensure the existence of complex deformations of XX that carry extremal metrics. As an example, we find new CSC metrics on 4-points blow-ups of $\C¶^1\times\C¶^1$.

2012-01-19abs ↗pdf ↗

New method improves solving combinatorial optimization problems with smoothed policies.

problem Solving combinatorial optimization problems repeatedly with varying instances.
method Smoothed policies with controlled random perturbations to linear oracle, leading to differentiable surrogate risk.
result Generalization bound decomposes excess risk into bias, estimation, and optimization components.

Moment-angle manifolds provide a wide class of examples of non-Kaehler compact complex manifolds. A complex moment-angle manifold Z is constructed via certain combinatorial data, called a complete simplicial fan. In the case of rational fans, the manifold Z is the total space of a holomorphic bundle over a toric variet…

2013-08-13abs ↗pdf ↗

In this paper, we consider low rank matrix estimation using either matrix-version Dantzig Selector A^λd\hat{A}_λ^d or matrix-version LASSO estimator A^λL\hat{A}_λ^L. We consider sub-Gaussian measurements, i.e.i.e., the measurements X1,,XnRm×mX_1,\ldots,X_n\in\mathbb{R}^{m\times m} have i.i.d.i.i.d. sub-Gaussian entries. Suppose $\textrm…

2014-03-25abs ↗pdf ↗

Motivated by the idea of turbomachinery active subspace performance maps, this paper studies dimension reduction in turbomachinery 3D CFD simulations. First, we show that these subspaces exist across different blades---under the same parametrization---largely independent of their Mach number or Reynolds number. This is…

2019-10-20abs ↗pdf ↗

In-game win probability models, which provide a sports team's likelihood of winning at each point in a game based on historical observations, are becoming increasingly popular. In baseball, basketball and American football, they have become important tools to enhance fan experience, to evaluate in-game decision-making,…

2019-06-12abs ↗pdf ↗

Variable selection in high-dimensional space characterizes many contemporary problems in scientific discovery and decision making. Many frequently-used techniques are based on independence screening; examples include correlation ranking (Fan and Lv, 2008) or feature selection using a two-sample t-test in high-dimension…

2008-12-17abs ↗pdf ↗

Technology has had an unquestionable impact on the way people watch sports. Along with this technological evolution has come a higher standard to ensure a good viewing experience for the casual sports fan. It can be argued that the pervasion of statistical analysis in sports serves to satiate the fan's desire for detai…

2011-02-27abs ↗pdf ↗

This document is an invited chapter covering the specificities of ABC model choice, intended for the incoming Handbook of ABC by Sisson, Fan, and Beaumont (2017). Beyond exposing the potential pitfalls of ABC based posterior probabilities, the review emphasizes mostly the solution proposed by Pudlo et al. (2016) on the…

2015-03-26abs ↗pdf ↗

Study of quaternionic hyperbolic space bisectors and their decompositions.

problem Understanding bisectors in quaternionic hyperbolic geometry.
method Developed theory of quaternionic bisectors, showed various decompositions, derived projection formulas.
result Introduced fan decompositions of quaternionic bisectors by totally geodesic submanifolds isometric to complex hyperbolic space.

In this paper we introduce and analyze the learning scenario of \emph{coupled nonlinear dimensionality reduction}, which combines two major steps of machine learning pipeline: projection onto a manifold and subsequent supervised learning. First, we present new generalization bounds for this scenario and, second, we int…

2015-09-29abs ↗pdf ↗