Previously, we proposed a physically-inspired method to construct data points into an effective in-tree (IT) structure, in which the underlying cluster structure in the dataset is well revealed. Although there are some edges in the IT structure requiring to be removed, such undesired edges are generally distinguishable…
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.
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We survey some basic geometric properties of the Funk metric of a convex set in . In particular, we study its geodesics, its topology, its metric balls, its convexity properties, its perpendicularity theory and its isometries. The Hilbert metric is a symmetrization of the Funk metric, and we show some pro…
This work transfers causal knowledge between tasks for Individual Treatment Effect estimation.
This paper explores IT governance for CBDC adoption in financial markets.
Neural networks encode inputs deterministically and categorically, behaving like hash encoders.
UDN adapts depth to data complexity, outperforming standard neural networks.
It is an open question whether there are Vassiliev invariants that can distinguish an oriented knot from its inverse, i.e., the knot with the opposite orientation. In this article, an example is given for a first order Vassiliev invariant that takes different values on a virtual knot and its inverse. The Vassiliev inva…
Theorem converse to Jordan's curve theorem says that {\it if a compact set has two complementary domains in , from each of which it is at every point accessible, it is a simple closed curve}. We show that the requirement of this theorem that {\it all} points of were accessible from {\it both} complementa…
For the challenging task of modeling multivariate time series, we propose a new class of models that use dependent Matérn processes to capture the underlying structure of data, explain their interdependencies, and predict their unknown values. Although similar models have been proposed in the econometric, statistics, a…
Out-of-control information technology (IT) projects have ended the careers of top managers, such as EADS CEO Noel Forgeard and Levi Strauss' CIO David Bergen. Moreover, IT projects have brought down whole companies, like Kmart in the US and Auto Windscreen in the UK. Software and other IT is now such an integral part o…
Deep learning has revolutionised many fields, but it is still challenging to transfer its success to small mobile robots with minimal hardware. Specifically, some work has been done to this effect in the RoboCup humanoid football domain, but results that are performant and efficient and still generally applicable outsi…
The paper is concerned with defining a topology on the set of ideals of codimension d of the algebra C^\infty(M,R) with M being a compact smooth manifold. Its main property is that it is compact Hausdorff and it contains as a subspace the configuration space of d distinct unordered points in M and therefore provides a …
FISHDBC is a flexible, incremental, scalable, and hierarchical density-based clustering algorithm. It is flexible because it empowers users to work on arbitrary data, skipping the feature extraction step that usually transforms raw data in numeric arrays letting users define an arbitrary distance function instead. It i…
Politicians world-wide frequently promise a better life for their citizens. We find that the probability that a country will increase its {\it per capita} GDP ({\it gdp}) rank within a decade follows an exponential distribution with decay constant . We use the Corruption Perceptions Index (CPI) and the Global …
Overview of affine surface area and its history.
This is my master thesis. Unfortunately it is written in Italian, but maybe somebody will find it helpful when it comes to Evans Potentials
We introduce a stochastic process with Wishart marginals: the generalised Wishart process (GWP). It is a collection of positive semi-definite random matrices indexed by any arbitrary dependent variable. We use it to model dynamic (e.g. time varying) covariance matrices. Unlike existing models, it can capture a diverse …
It is proved that an homogeneous toric bundles over a flag manifold G^\C/P admits a Kaehler-Ricci solitonic metric if and only if it is Fano. In particular, an homogeneous toric bundle of this kind is Kaehler-Einstein if and only if it is Fano and its Futaki invariant vanishes identically.
We compute the sheaf of automorphisms of a multiplicity free Hamiltonian manifold over its momentum polytope and show that its higher cohomology groups vanish. Together with a theorem of Losev, arXiv:math/0612561, this implies a conjecture of Delzant: a compact multiplicity free Hamiltonian manifold is uniquely determi…
In this paper we introduce a deep learning method for pricing and hedging American-style options. It first computes a candidate optimal stopping policy. From there it derives a lower bound for the price. Then it calculates an upper bound, a point estimate and confidence intervals. Finally, it constructs an approximate …
A Finsler space is called Ricci-quadratic if its Ricci curvature is quadratic in . It is called a Berwald space if its Chern connection defines a linear connection directly on the underlying manifold . In this article, we prove that a homogeneous Randers space is Ricci-quadratic if and only if it is of…
It is a classical result in reduced homology of finite groups that the order of a group annihilates its homology. Similarly, we have proved that the torsion subgroup of rack and quandle homology of a finite quasigroup quandle is annihilated by its order. However, it does not hold for connected quandles in general. In t…
Kauffman's bracket is an invariant of regular isotopy of knots and links which since its discovery in 1985 it has been used in many different directions: (a) it implies an easy proof of the invariance of (in fact, it is equivalent to) the Jones polynomial; (b) it is the basic ingredient in a completely combinatorial co…
A link is adequate and has Turaev genus one if its Jones polynomial span is one less than its crossing number.
The majority of conversations a dialogue agent sees over its lifetime occur after it has already been trained and deployed, leaving a vast store of potential training signal untapped. In this work, we propose the self-feeding chatbot, a dialogue agent with the ability to extract new training examples from the conversat…
It is proven that the volume of an infinitesimally flexible polyhedron in is a multiple root of its volume polynomial.
It has been widely assumed that a neural network cannot be recovered from its outputs, as the network depends on its parameters in a highly nonlinear way. Here, we prove that in fact it is often possible to identify the architecture, weights, and biases of an unknown deep ReLU network by observing only its output. Ever…
The problem of determining the {\it Bonnet hypersurfaces in} , for , is studied here. These hypersurfaces are by definition those that can be isometrically mapped to another hypersurface or to itself (as locus) by at least one nontrivial isometry preserving the mean curvature. The other hypersurface and/o…
Information Theory (IT) has been used in Machine Learning (ML) from early days of this field. In the last decade, advances in Deep Neural Networks (DNNs) have led to surprising improvements in many applications of ML. The result has been a paradigm shift in the community toward revisiting previous ideas and application…
Given a knot and an SL(n,C) representation of its group that is conjugate to its dual, the representation that replaces each matrix with its inverse-transpose, the associated twisted Reidemeister torsion is reciprocal. An example is given of a knot group and SL(3,Z) representation that is not conjugate to its dual for …
This paper uses SDEs to analyze GANs training and long-run behavior.
Bayesian On-line Changepoint Detection is extended to on-line model selection and non-stationary spatio-temporal processes. We propose spatially structured Vector Autoregressions (VARs) for modelling the process between changepoints (CPs) and give an upper bound on the approximation error of such models. The resulting …
The public package registry npm is one of the biggest software registry. With its 216 911 software packages, it forms a big network of software dependencies. In this paper we evaluate various methods for finding similar packages in the npm network, using only the structure of the graph. Namely, we want to find a way of…
This paper provides an entry point to the problem of interpreting a deep neural network model and explaining its predictions. It is based on a tutorial given at ICASSP 2017. It introduces some recently proposed techniques of interpretation, along with theory, tricks and recommendations, to make most efficient use of th…
In discrete differential geometry, it is widely believed that the discrete Gaussian curvature of a polyhedral vertex star equals the algebraic area of its Gauss image. However, no complete proof has yet been described. We present an elementary proof in which we compare, for a particular normal vector, its winding numbe…
It is a folk conjecture that for alpha > 1/2 there is no alpha-Hoelder surface in the subRiemannian Heisenberg group. Namely, it is expected that there is no embedding from an open subset of R^2 into the Heisenberg group that is Hoelder continuous of order strictly greater than 1/2. The Heisenberg group here is equippe…
While the Anomaly flow was originally motivated by string theory, its zero slope case is potentially of considerable interest in non-Kahler geometry, as it is a flow of conformally balanced metrics whose stationary points are precisely Kahler metrics. We establish its convergence on Kahler manifolds for suitable initia…
We propose a new class of transforms that we call {\it Lehmer Transform} which is motivated by the {\it Lehmer mean function}. The proposed {\it Lehmer transform} decomposes a function of a sample into their constituting statistical moments. Theoretical properties of the proposed transform are presented. This transform…
We propose a bandit algorithm that explores by randomizing its history of rewards. Specifically, it pulls the arm with the highest mean reward in a non-parametric bootstrap sample of its history with pseudo rewards. We design the pseudo rewards such that the bootstrap mean is optimistic with a sufficiently high probabi…
Empirical study finds IT project costs follow a power-law distribution, exposing risk underestimation.
Despite its great success, machine learning can have its limits when dealing with insufficient training data. A potential solution is the additional integration of prior knowledge into the training process which leads to the notion of informed machine learning. In this paper, we present a structured overview of various…
A-DOGE embeds attributed graphs efficiently using density of states.
A {\it blink} is a plane graph with its edges being red or green. A {\it 3D-space} or, simply, a {\it space} is a connected, closed and oriented 3-manifold. In this work we explore in details, for the first time, the fact that every blink induces a space and any space is induced by some blink (actually infinitely many …
This paper is about the clock number of a knot. First we define the clock number by using states of a knot defined by Kauffman. Next we show that if K is a prime knot, its clock number is greater than or equal to its crossing number. Finally we prove that its clock number is equal to its crossing number if and only if …
In this study, it is generalized the concept of Lagrangian mechanics with constraints to complex case. To be beginning, it is considered a Kaehlerian manifold as a velocity-phase space. Then a non-holonomic constraint is given by 1-form on it. If the form is closed, it is found that the constraint is (locally) holonomi…
This note exposes the differential topology and geometry underlying some of the basic phenomena of optimal transportation. It surveys basic questions concerning Monge maps and Kantorovich measures: existence and regularity of the former, uniqueness of the latter, and estimates for the dimension of its support, as well …
A spacetime denotes a pure radiation field if its energy momentum tensor represents a situation in which all the energy is transported in one direction with the speed of light. In 1989, Wils and later in 1997 Ludwig and Edgar studied the physical properties of pure radiation metrics, which are conformally related to a …
Positive simplicial volume found for certain non-positively curved manifolds with specific submanifolds.