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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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2468 · May 202619922001200920172026
48 results for Ham Sandwich

New financial model with sandwiched volatility for option pricing.

problem Developing a new financial model for option pricing.
method Introducing a new model with stochastic volatility driven by a Gaussian Volterra process, ensuring the solution is sandwiched between two arbitrary Hölder continuous functions.
result Developed an algorithm for pricing options with discontinuous payoffs using Malliavin calculus.

Study symplectic fillings of sandwiched singularities.

problem Contrast deformation theory and symplectic topology of Milnor fibers.
method Develop an analog of de Jong--van Straten's theory in the symplectic setting using spinal open books and nearly Lefschetz fibrations.
result Minimal symplectic fillings of links are generated by certain immersed disk arrangements.

The study connects projective codes to the distribution of zeros of odd maps.

problem Understanding the distribution of zeros of odd maps from spheres to Euclidean space.
method Using the topology of the space of probability measures on the sphere.
result Generalization of the Borsuk-Ulam theorem and its four consequences.

In this note we prove that for each positive integer mm there exists a bi-Lipschitz embedding ZmHam(S2)Z^m\to Ham(S^2), where Ham(S2)Ham(S^2) is equipped with the entropy metric. In particular, the same result holds when the entropy metric is substituted with the autonomous metric.

2019-09-12abs ↗pdf ↗

Invariant measures found for contact Hamiltonian systems split into Reeb and Liouville dynamics.

problem Finding invariant measures for contact Hamiltonian systems.
method Splitting the system into Reeb and Liouville dynamics; using invariant measures and symplectic sandwiches.
result Invariant measure found for Reeb dynamics; characterization of Liouville dynamics invariant measure.

We prove that π1(Ham(M))π_1(\text{Ham}(M)) contains an infinite cyclic subgroup, where Ham(M)\text{Ham}(M) is the Hamiltonian group of the one point blow up of CP3{\Bbb C}P^3. We give a sufficient condition for the group π1(Ham(M))π_1(\text{Ham}(M)) to contain an infinite cyclic subgroup, when MM is a general toric manifold.

2005-06-09abs ↗pdf ↗

We verify here some variants of topological and dynamical flavor of the injectivity radius conjecture in Hofer geometry, Lalonde-Savelyev \cite{citeLalondeSavelyevOntheinjectivityradiusinHofergeometry} in the case of Ham(S2)Ham (S^2) and Ham(Σ,ω)Ham(Σ, ω), for ΣΣ a closed positive genus surface. In particular we show that any lo…

2015-01-12abs ↗pdf ↗

The main goal of the paper is to prove the sandwich theorem for geodesic convex functions in a complete Riemannian manifold. Then by using this theorem we have proved an inequality in a manifold with bounded sectional curvature. Finally, we have shown that the gradient of a convex function is orthogonal to the tangent …

2018-06-19abs ↗pdf ↗

This paper develops a method to estimate the rate-distortion function for general data sources.

problem Estimating the rate-distortion function for general data sources.
method Develops an algorithm for sandwiching the R-D function of a general (not necessarily discrete) source using i.i.d. data samples.
result Estimates R-D sandwich bounds for various data sources, including natural images, indicating potential for improving compression methods.

Let SS be a compact oriented surface. We construct homogeneous quasimorphisms on Diff(S,area)Diff(S, area), on Diff0(S,area)Diff_0(S, area) and on Ham(S)Ham(S) generalizing the constructions of Gambaudo-Ghys and Polterovich. We prove that there are infinitely many linearly independent homogeneous quasimorphisms on Diff(S,area)Diff(S, area), on $Diff_0(…

2017-07-19abs ↗pdf ↗

We present a lower bound for a fragmentation norm and construct a bi-Lipschitz embedding I ⁣:RnHam(M)I\colon \mathbb{R}^n\to\mathrm{Ham}(M) with respect to the fragmentation norm on the group Ham(M)\mathrm{Ham}(M) of Hamiltonian diffeomorphisms of a symplectic manifold (M,ω)(M,ω). As an application, we provide an answer to Brandenbursk…

2019-01-07abs ↗pdf ↗

In this paper we show the validity, under certain geometric conditions, of Wheeler's thin sandwich conjecture for higher dimensional theories of gravity. We extend the results shown by R. Bartnik and G. Fodor for the 3-dimensional case in two ways. On the one hand, we show that the results obtained by the mentioned aut…

2017-03-23abs ↗pdf ↗

New STH distance finds patterns in event timeseries without resampling.

problem Lack of efficient analysis methods for event and state timeseries.
method Define STE-ts, propose STH, leveraging both time and state duration.
result Improved precision and computation time compared to resampled metrics.

Maximal extractable value in CFMMs can degrade or improve routing quality, with reordering MEV showing logarithmic impact.

problem Maximal extractable value in constant function market makers (CFMMs) and its impact on routing quality.
method Game theoretic analysis of MEV in CFMMs, constructing price of anarchy and analyzing reordering MEV.
result Conditions under which reordering MEV shows logarithmic impact, and implications for MEV searchers and CFMM designers.

Classifies homeomorphism groups of countable Stone spaces up to coarse equivalence.

problem Classifying non-locally compact topological groups using geometric group theory.
method Classification based on coarsely bounded sets and quasi-isometry.
result Groups in the second class are quasi-isometric to the Hamming cube.

In this work we construct Calabi quasi-morphisms on the universal cover of the group Ham(M) of Hamiltonian diffeomorphisms for some non-monotone symplectic manifolds. This complements a result by Entov and Polterovich which applies in the monotone case. Moreover, in contrast to their work, we show that these quasi-morp…

2005-08-04abs ↗pdf ↗

In this paper, we propose new efficient algorithms to verify the null space condition in compressed sensing (CS). Given an (nm)×n(n-m) \times n (m>0m>0) CS matrix AA and a positive kk, we are interested in computing αk=max{z:Az=0,z0}max{K:Kk}\displaystyle α_k = \max_{\{z: Az=0,z\neq 0\}}\max_{\{K: |K|\leq k\}} zK1z1{\|z_K \|_{1}}{\|z\|_{1}}, where …

2013-06-11abs ↗pdf ↗

Recent work has suggested enhancing Bloom filters by using a pre-filter, based on applying machine learning to determine a function that models the data set the Bloom filter is meant to represent. Here we model such learned Bloom filters,, with the following outcomes: (1) we clarify what guarantees can and cannot be as…

2019-01-03abs ↗pdf ↗

Polyak-Ruppert CLT for SA-Adam with momentum and non-convergent adaptive preconditioning

problem Adaptive optimizers combining momentum and non-convergent preconditioning
method Proving positive drift stability and a non-autonomous Polyak-Ruppert CLT for SA-Adam
result The iterate-marginal covariance is exactly the plain stochastic gradient descent (SGD) sandwich

Study reveals risks of investing in new crypto-tokens in decentralized exchanges.

problem Risks associated with investing in newly created tokens in decentralized exchanges.
method Analysis of financial impact, market dynamics, profitability, and liquidity manipulations.
result Significant market liquidity trapped in honeypots, reducing market efficiency and misleading investors.

ExDAG solves DAG learning problems with low structural Hamming distance.

problem Learning DAGs with low structural Hamming distance under identifiability assumptions.
method Mixed-integer quadratic programming (MIQP) with branch-and-bound-and-cut algorithm and lazy constraints.
result ExDAG guarantees global convergence and provides a real-time quality assessment.

We introduce here a natural functional associated to any bQH(M,ω)b \in QH_* (M, ω): \emph{spectral length functional}, on the space of "generalized paths" in Ham(M,ω) \text {Ham}(M, ω), closely related to both the Hofer length functional and spectral invariants and establish some of its properties. This functional is smooth on its…

2010-07-19abs ↗pdf ↗

We prove that every RAAG (a Right-Angled Artin Group) embeds in the group of Hamiltonian symplectomorphisms of the 2-sphere.

2011-04-03abs ↗pdf ↗

Ethereum block builders can earn up to $14M/month by reordering transactions, harming users.

problem Block builders can exploit transaction reordering to earn significant profits, harming users.
method Estimation of MEV payments and analysis of reordering effects.
result Block builders can earn up to $14M/month by reordering transactions, skewing the distribution.

In this paper, we present NESTA, a specialized Neural engine that significantly accelerates the computation of convolution layers in a deep convolutional neural network, while reducing the computational energy. NESTA reformats Convolutions into 3×33 \times 3 batches and uses a hierarchy of Hamming Weight Compressors to …

2019-10-01abs ↗pdf ↗

Study on deformations of symmetric spaces using Jordan algebras.

problem Deformability of symmetric Einstein metrics on compact Lie algebras.
method Developed sandwich operators and quadratic Casimir operators for compact Lie algebras; calculated obstruction integrals from invariant polynomials; explored relation to simple Jordan algebras.
result Proved the nonlinear instability of most infinitesimally deformable irreducible compact symmetric spaces.

New metric space for ReLU codes connects to network safety and robustness.

problem Lack of metrics capturing network safety and robustness beyond accuracy.
method Introduces a metric space of ReLU activation codes with a truncated Hamming distance.
result Establishes an isometry between ReLU codes and polyhedral bodies related to safety and robustness.

Let VV be a maximal globally hyperbolic flat n+1n+1--dimensional space--time with compact Cauchy surface of hyperbolic type. We prove that VV is globally foliated by constant mean curvature hypersurfaces MτM_τ, with mean curvature ττ taking all values in (,0)(-\infty, 0). For n3n \geq 3, define the rescaled volume of $…

2001-10-22abs ↗pdf ↗

This paper analyzes the conflict between Hamming loss and subset accuracy in multi-label classification.

problem The conflict between Hamming loss and subset accuracy in multi-label classification.
method The paper analyzes the learning guarantees of algorithms optimizing Hamming loss and subset accuracy, providing theoretical bounds and experimental support.
result Optimizing Hamming loss with its surrogate loss can lead to good performance on subset accuracy in small label spaces, contrary to theoretical expectations.

Equivalent formulations for low-rank matrix optimization are proven.

problem Low-rank matrix optimization with rank constraints.
method Established geometric landscape connections between manifold and factorization formulations.
result Equivalence between manifold and factorization formulations at FOSPs, SOSPs, and strict saddles.

Hashing, or learning binary embeddings of data, is frequently used in nearest neighbor retrieval. In this paper, we develop learning to rank formulations for hashing, aimed at directly optimizing ranking-based evaluation metrics such as Average Precision (AP) and Normalized Discounted Cumulative Gain (NDCG). We first o…

2017-05-23abs ↗pdf ↗

Computing the marginal likelihood (ML) of a model requires marginalizing out all of the parameters and latent variables, a difficult high-dimensional summation or integration problem. To make matters worse, it is often hard to measure the accuracy of one's ML estimates. We present bidirectional Monte Carlo, a technique…

2015-11-08abs ↗pdf ↗

Study shows effective resistance distance yields more accurate network barycenter than Hamming distance.

problem Identifying the best metric for computing the Fréchet mean network.
method Compared the effectiveness of Hamming distance and effective resistance distance in capturing network topology.
result Effective resistance distance produces a more accurate Fréchet mean network.

An analogue of the Hofer metric ϱH\varrho_H on the Hamiltonian group Ham(M,Λ)Ham(M,Λ) of a Poisson manifold (M,Λ)(M,Λ) can be defined but there is the problem of its non-degeneracy. First we observe that ϱH\varrho_H is a genuine metric on Ham(M,Λ)Ham(M,Λ) when the union of all closed leaves (as subsets of MM) of the corresponding sy…

2015-07-16abs ↗pdf ↗

Asynchronous Gibbs sampling has been recently shown to be fast-mixing and an accurate method for estimating probabilities of events on a small number of variables of a graphical model satisfying Dobrushin's condition~\cite{DeSaOR16}. We investigate whether it can be used to accurately estimate expectations of functions…

2018-11-26abs ↗pdf ↗