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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.

169,051 papers · 148 categories

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4183124165 · May 202619922001200920172026
48 results for Identity Rules

A framework for anonymized risk sharing without revealing identities or preferences.

problem Risk sharing without revealing individual identities or preferences.
method Axiomatic framework with four key axioms: actuarial fairness, risk fairness, risk anonymity, and operational anonymity.
result The conditional mean risk sharing rule is uniquely characterized by these axioms.

GAIT-prop derives a biologically plausible learning rule from backpropagation.

problem Biological implausibility in traditional backpropagation for neural networks.
method GAIT-prop uses a top-down model to convert output error into plausible targets for weight updates.
result GAIT-prop and backpropagation give identical weight updates under certain conditions.

Neural networks struggle with abstract patterns, new RBP structures improve performance.

problem Neural networks fail to learn abstract patterns based on identity rules.
method Proposed Relation Based Pattern (RBP) extensions to neural network structures.
result Neural networks with RBP structures achieve perfect performance on synthetic and real-world sequence prediction tasks.

Survey reviews Hamilton-Jacobi theory in various geometric settings, focusing on Jacobi and Leibniz identities.

problem Analyzing Hamilton-Jacobi theory across different geometric backgrounds.
method Geometric review of Hamilton-Jacobi theory, focusing on Jacobi and Leibniz identities.
result Novel Hamilton-Jacobi equation for conformal Hamiltonian vector fields.

Study Yang-Mills connections on four-manifolds, derive obstructions to bubbling.

problem Bubbling configurations in Yang-Mills fields on four-manifolds.
method Derived Pohozaev type compatibility between weak limit connection and bubbles, involving Weyl tensor.
result Obstructions to certain bubbling configurations on CP2.

Product models of low dimensional experts are a powerful way to avoid the curse of dimensionality. We present the ``under-complete product of experts' (UPoE), where each expert models a one dimensional projection of the data. The UPoE is fully tractable and may be interpreted as a parametric probabilistic model for pro…

2012-10-19abs ↗pdf ↗

We show that for any Legendrian link LL in the 11-jet space of S1S^1 the 22-graded ruling polynomial, RL2(z)R^2_L(z), is determined by the Thurston-Bennequin number and the HOMFLY-PT polynomial. Specifically, we recover RL2(z)R^2_L(z) as a coefficient of a particular specialization of the HOMFLY-PT polynomial. Furthermore, …

2010-06-16abs ↗pdf ↗

We define a new kind of algebroid which fulfills a Leibniz rule, a Jacobi identity twisted by a 3-form HH with values in the kernel of the anchor map, and the twist is closed under a naturally occurring exterior covariant derivative. We give examples and define three kinds of cohomology two via realization as Q-struct…

2010-05-31abs ↗pdf ↗

We show that one can skip the skew-symmetry assumption in the definition of Nambu-Poisson brackets. In other words, a n-ary bracket on the algebra of smooth functions which satisfies the Leibniz rule and a n-ary version of the Jacobi identity must be skew-symmetric. A similar result holds for a non-antisymmetric versio…

2001-04-11abs ↗pdf ↗

System uses neural networks to prove program equivalence via rewrite rules.

problem Proving equivalence between two dataflow graphs.
method Developed a graph-to-sequence neural network trained on example generation to find semantics-preserving rewrite rules.
result System correctly outputs a rewrite sequence for 96% of program pairs, proving equivalence.

Intrinsic formulation of noncommutative geometry for quantum gravity.

problem Formalizing noncommutative differential geometry for quantum gravity.
method Geometric definitions and proofs of noncommutative Ricci curvatures and Bianchi identities.
result Quantum fluctuations and curvatures of (pseudo-) Riemannian metrics are renormalizable.

We construct a Kähler structure (J,Ω,G{\mathbb{J}},Ω,{\mathbb{G}}) on the space L(H3){\mathbb{L}}({\mathbb{H}}^3) of oriented geodesics of hyperbolic 3-space H3{\mathbb{H}}^3 and investigate its properties. We prove that (L(H3),J){\mathbb{L}}({\mathbb{H}}^3),{\mathbb{J}}) is biholomorphic to ${\mathbb{P}}^1\times{\mathbb{P}}^1-\ba…

2007-02-09abs ↗pdf ↗

We analyze a model of learning and belief formation in networks in which agents follow Bayes rule yet they do not recall their history of past observations and cannot reason about how other agents' beliefs are formed. They do so by making rational inferences about their observations which include a sequence of independ…

2015-09-30abs ↗pdf ↗

We classify all fusion categories for a given set of fusion rules with three simple object types. If a conjecture of Ostrik is true, our classification completes the classification of fusion categories with three simple object types. To facilitate the discussion we describe a convenient, concrete and useful variation o…

2007-04-02abs ↗pdf ↗

Paper proposes a new framework for individualized treatment rules that generalize better across different distributions.

problem Existing individualized treatment rules may not generalize well when training and testing distributions differ.
method Distributionally robust individualized treatment rules (DR-ITR) framework that maximizes worst-case value function across close distributions.
result Calibrated DR-ITR outperforms standard ITR in generalizability.

Fitting models for non-Poisson point processes is complicated by the lack of tractable models for much of the data. By using large samples of independent and identically distributed realizations and statistical learning, it is possible to identify absence of fit through finding a classification rule that can efficientl…

2007-12-02abs ↗pdf ↗

We propose an extension of n-ary Nambu-Poisson bracket to superspace R^{n|m} and construct by means of superdeterminant a family of Nambu-Poisson algebras of even degree functions, where the parameter of this family is an invertible transformation of Grassmann coordinates in superspace R^{n|m}. We prove in the case of …

2018-08-09abs ↗pdf ↗

Method measures weight similarity in neural networks using normalization and statistical inference.

problem Quantifying weight similarity in non-convex neural networks.
method Chain normalization rule and hypothesis-training-testing statistical inference.
result Weights of identical neural networks converge to similar local solutions.

Recently, the explicit volume formulae for hyperbolic cone-manifolds, whose underlying space is the 3-sphere and the singular set is the knot 414_1 and the links 5125^2_1 and 6226^2_2, have been obtained by the second named author and his collaborators. In this paper we explicitly find the hyperbolic volume for cone-mani…

2003-07-14abs ↗pdf ↗

Improved sampling efficiency for inverse problems using variance-reduced diffusion methods.

problem Efficiently estimating noisy scores in inverse problems.
method Developed a nonparametric self-normalized importance sampling estimator and a state-dependent blending rule.
result Improved sample quality for fixed simulation budgets in synthetic targets and PDE-governed inverse problems.

Distributed model training is vulnerable to byzantine system failures and adversarial compute nodes, i.e., nodes that use malicious updates to corrupt the global model stored at a parameter server (PS). To guarantee some form of robustness, recent work suggests using variants of the geometric median as an aggregation r…

2018-03-27abs ↗pdf ↗

We analyze quantum Yang-Mills theory on R2\mathbb{R}^2 using a novel discretization method based on an algebraic analogue of stochastic calculus. Such an analogue involves working with "Gaussian" free fields whose covariance matrix is indefinite rather than positive definite. Specifically, we work with Lie-algebra valu…

2016-07-25abs ↗pdf ↗

Study on how reparametrization affects neural nets' parameter spaces from a geometric perspective.

problem Inconsistencies in flatness measures, optimization, and probability densities under reparametrization.
method Riemannian geometry to study invariance of neural nets under reparametrization.
result Invariance of neural nets is an inherent property if the metric is explicitly represented and transformation rules are correct.

The paper calculates a specific weight system for chord diagrams with a particular graph structure.

problem Calculating a specific weight system for chord diagrams with a complete bipartite graph structure.
method Using a Lie algebra sl3\mathfrak{sl}_3 and its weight system, the authors derive a function on chord diagrams.
result The authors compute the sl3\mathfrak{sl}_3 weight system for chord diagrams with a complete bipartite graph structure.

We study power expansions of the characteristic function of a linear operator AA in a pqp|q-dimensional superspace VV. We show that traces of exterior powers of AA satisfy universal recurrence relations of period qq. `Underlying' recurrence relations hold in the Grothendieck ring of representations of $\GL(V)$. The…

2003-09-10abs ↗pdf ↗

New robust discriminant analysis for non-Gaussian data.

problem Classical discriminant analysis struggles with non-Gaussian distributions and contaminated datasets.
method Each data point follows its own ES distribution with arbitrary scale, leading to robust classification.
result Maximum-likelihood estimation and classification are simple, fast, and robust.

A few generalizations of a Poisson algebra to field theory canonically formulated in terms of the polymomentum variables are discussed. A graded Poisson bracket on differential forms and an (n+1)(n+1)-ary bracket on functions are considered. The Poisson bracket on differential forms gives rise to various generalizations o…

1997-10-08abs ↗pdf ↗

Deleting refusal directions from models leads to systematically more optimistic decisions.

problem The impact of removing refusal directions from models on decision-making outcomes.
method Ablation study using a frozen pipeline of 21,600 weekly equity decisions.
result Ablation of refusal directions makes models more optimistic and justifies themselves more, but also reduces confidence.

A spherical topological manifold of dimension n-1 forms a prototile on its cover, the (n-1)-sphere. The tiling is generated by the fixpoint-free action of the group of deck transformations. By a general theorem, this group is isomorphic to the first homotopy group. Multiplicity and selection rules appear in the form of…

2008-10-19abs ↗pdf ↗

A new procedure for learning cost-sensitive SVM(CS-SVM) classifiers is proposed. The SVM hinge loss is extended to the cost sensitive setting, and the CS-SVM is derived as the minimizer of the associated risk. The extension of the hinge loss draws on recent connections between risk minimization and probability elicitat…

2012-12-05abs ↗pdf ↗

Let X_1, X_2 be symplectic 4-manifolds containing symplectic surfaces F_1,F_2 of identical positive genus and opposite squares. Let Z denote the symplectic sum of X_1 and X_2 along the F_k. Using relative Gromov--Witten theory, we determine precisely when the symplectic 4-manifold Z is minimal (i.e., cannot be blown do…

2006-06-21abs ↗pdf ↗

A new robust and flexible classification method for non-Gaussian data.

problem Robustness to scale changes and non-Gaussian distributions in classical discriminant analysis.
method FEMDA uses arbitrary Elliptically Symmetrical distributions and scale parameters for each data point.
result FEMDA is robust to scale changes and outperforms other methods.

Update rules for learning in dynamic time warping spaces are based on optimal warping paths between parameter and input time series. In general, optimal warping paths are not unique resulting in adverse effects in theory and practice. Under the assumption of squared error local costs, we show that no two warping paths …

2017-05-16abs ↗pdf ↗

This paper discovers new identities linking geodesic and orthogeodesic lengths on hyperbolic surfaces.

problem Understanding relationships between geodesic and orthogeodesic lengths on hyperbolic surfaces.
method Investigates a broad family of identities involving lengths of all closed geodesics and orthogeodesics.
result Introduces new identities that include lengths of all closed geodesics, contrasting with previous identities.

We propose and study a simple model of dynamical redistribution of capital in a diversified portfolio. We consider a hypothetical situation of a portfolio composed of N uncorrelated stocks. Each stock price follows a multiplicative random walk with identical drift and dispersion. The rules of our model naturally give r…

1998-01-23abs ↗pdf ↗

Unified framework for robust discriminant analysis overcomes Gaussian assumptions.

problem Challenges in linear and quadratic discriminant analysis with non-Gaussian or contaminated data.
method FEMDA framework considers arbitrary Elliptically Symmetrical (ES) distributions with flexible scale parameters.
result Maximum-likelihood parameter estimation and classification are robust and efficient.

Develops Heuristic Portfolio Optimization (HPO) as an information-restricted projection of Markowitz/tangency solution

problem Practitioners allocate capital with forecast-light rules like equal weight, inverse volatility, risk parity, HRP, and RA-HRP
method Implies-return principle and fixed-tree cluster-Sharpe recursion
result Formalizes HPO maps, proves defect equals squared inefficiency, and identifies nodewise alphas as policy-gradient coordinates