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.
Improved root-finding method for smooth functions.
We explain an algorithm for finding a boundary link Seifert matrix for a given Alexander polynomial. The algorithm depends on several choices and therefore makes it possible to find non-equivalent Seifert matrices for a given Alexander polynomial.
Improved method finds second-order stationary points privately with better efficiency.
We present a method for finding high density, low-dimensional structures in noisy point clouds. These structures are sets with zero Lebesgue measure with respect to the -dimensional ambient space and belong to a dimensional space. We call them "singular features." Hunting for singular features corresponds to f…
The automatic detection of critical findings in chest X-rays (CXR), such as pneumothorax, is important for assisting radiologists in their clinical workflow like triaging time-sensitive cases and screening for incidental findings. While deep learning (DL) models has become a promising predictive technology with near-hu…
We analyze stochastic gradient algorithms for optimizing nonconvex problems. In particular, our goal is to find local minima (second-order stationary points) instead of just finding first-order stationary points which may be some bad unstable saddle points. We show that a simple perturbed version of stochastic recursiv…
We propose a reduction for non-convex optimization that can (1) turn an stationary-point finding algorithm into an local-minimum finding one, and (2) replace the Hessian-vector product computations with only gradient computations. It works both in the stochastic and the deterministic settings, without hurting the algor…
Method finds differential equations for integrable billiard tables.
Paper proposes faster method to find local minima in nonconvex optimization.
Paper develops a new algorithm to find shortest paths on surfaces.
In this paper, we find a condition under which a Finsler space with Kropina change of mth-root metric is projectively related to a mth-root metric and also we find a condition under which this Kropina transformed mth-root metric is locally dually flat. Moreover we find the condition for its Projective flatness.
New causal approach resolves fairness and accuracy trade-offs.
This paper tackles the computational complexity of finding approximate stationary points in non-convex optimization.
In this paper we propose and study the novel problem of explaining node embeddings by finding embedded human interpretable subspaces in already trained unsupervised node representation embeddings. We use an external knowledge base that is organized as a taxonomy of human-understandable concepts over entities as a guide…
We give a simple method to find ideal points of the character variety of a 3-manifold from an ideal triangulation.
New method finds arbitrage opportunities in fluctuating asset bands.
We find the T-duality transformation rules for 2-dimensional (2,1) supersymmetric sigma-models in (2,1) superspace. Our results clarify certain aspects of the (2,1) sigma model geometry relevant to the discussion of T-duality. The complexified duality transformations we find are equivalent to the usual Buscher duality …
Bayesian method finds voids in galaxy surveys with deep neural networks.
Algorithm finds ribbon disks for alternating knots, resolving sliceness for most prime knots.
The study finds significant power-law cross correlations in Bitcoin's return-volatility dynamics.
In this work, we find spectral data that allow to find Hamiltonian-minimal Lagrangian tori in in terms of theta functions of spectral curves.
Publication bias skews asset pricing research findings.
New algorithms find all ε-good arms in stochastic bandits.
In the present paper, we find a system of non-linear ODEs that gives rotationally invariant solutions to the Kapustin-Witten equations in 4-dimensional Euclidean space. We explicitly solve these ODEs in some special cases and find decaying rational solutions, which provide solutions to the Kapustin-Witten equations. Th…
Paper proposes a method to find approximate SOSP for nonconvex conic optimization problems.
VL finds flatter solutions at edge of stability, matching theory with practice.
Neural networks fit fewer samples than their parameters suggest in practice.
Direct method finds Yang-Mills connections for SO(3) bundles.
Variance reduction techniques like SVRG provide simple and fast algorithms for optimizing a convex finite-sum objective. For nonconvex objectives, these techniques can also find a first-order stationary point (with small gradient). However, in nonconvex optimization it is often crucial to find a second-order stationary…
The abstract finds conditions for creating curves of constant curvature.
New method finds stationary points in bilevel optimization problems.
Lower bound for complexity of finding flex points on cubic curves.
Simple bounds show most cross-sectional predictability findings are likely true.
Using 1-min returns of Bitcoin prices, we investigate statistical properties and multifractality of a Bitcoin time series. We find that the 1-min return distribution is fat-tailed, and kurtosis largely deviates from the Gaussian expectation. Although for large sampling periods, kurtosis is anticipated to approach the G…
New method finds failures in high-fidelity simulators with fewer steps.
This paper simplifies finding least favorable priors by reducing dimensionality.
We design a non-convex second-order optimization algorithm that is guaranteed to return an approximate local minimum in time which scales linearly in the underlying dimension and the number of training examples. The time complexity of our algorithm to find an approximate local minimum is even faster than that of gradie…
We find the fundamental solution to the p-Laplace equation in a class of Hörmander vector fields that generate neither a Carnot group nor a Grushin-type space. The singularity occurs at the sub-Riemannian points which naturally corresponds to finding the fundamental solution of a generalized operator in Euclidean space…
We suggest a new algorithm for finding a canonical representative of a given braid, and also for the harder problem of finding a -consistent representative. We conjecture that the algorithm is quadratic-time. We present numerical evidence for this conjecture, and prove two results: (1) The algorithm terminates in …
We study the problem of finding the optimal dosage in early stage clinical trials through the multi-armed bandit lens. We advocate the use of the Thompson Sampling principle, a flexible algorithm that can accommodate different types of monotonicity assumptions on the toxicity and efficacy of the doses. For the simplest…
We find an invariant characterization of planar webs of maximum rank. For 4-webs, we prove that a planar 4-web is of maximum rank three if and only if it is linearizable and its curvature vanishes. This result leads to the direct web-theoretical proof of the Poincaré's theorem: a planar 4-web of maximum rank is lineari…
Algorithm removes leaves to find root in uniform trees.
The problem of finding the sparsest vector (direction) in a low dimensional subspace can be considered as a homogeneous variant of the sparse recovery problem, which finds applications in robust subspace recovery, dictionary learning, sparse blind deconvolution, and many other problems in signal processing and machine …
We develop a method for finding the zero modes of the Dirac operator in the presence of BPS monopoles. We use it to find the zero modes in the case of Abelian BPS monopoles in .
In this paper we show that Galilean group is a matrix Lie group and find its structure. Then provide the invariants of special Galilean geometry of motions, by Olver's method of moving coframes, we also find the corresponding structure.
We analyze large, multi-dimensional, sparse counting data sets, finding unsupervised groups to provide unique insights into genetic data. We create gene and biological pathway groups based on patients' variants to find common risk factors for four common types of cancer (breast, lung, prostate, and colorectal) and auti…
We give an algorithm to find vertical essential tori in small Seifert fiber spaces with infinite fundamental groups. This implies that there are algorithms to decide whether a 3-manifold is a Seifert fiber space.
We study the relationship between national culture and the disposition effect by investigating international differences in the degree of investors' disposition effect. We utilize brokerage data of 387,993 traders from 83 countries and find great variation in the degree of the disposition effect across the world. We fi…