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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.

168,657 papers · 148 categories

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4386129172 · Jun 202019922001200920172026
48 results for Independence axioms

Formalizes vNM utility theorem using Lean 4, proving existence and uniqueness.

problem Formalizing and proving the von Neumann-Morgenstern utility theorem.
method Implement classical axioms in Lean 4, formalizing preference relations over lotteries.
result Machine-verified proofs of existence and uniqueness of utility representations.

The paper explores how semantic independence can be captured in text embeddings using partial orthogonality.

problem Capturing semantic independence in text embeddings.
method Developed a theory and methods based on partial orthogonality to demonstrate semantic independence.
result Partial orthogonality captures semantic independence in text embeddings.

Characterizes preferences for decision-making under uncertainty using a leader-follower game model.

problem Decision-making under uncertainty and ambiguity aversion.
method Characterizes niveloidal preferences through a leader-follower game model, satisfying specific axioms.
result The leader's strategy space can serve as an ambiguity aversion index.

Unified framework connects two market-making models, revealing their underlying equivalence.

problem Independent calibration of two market-making frameworks (Avellaneda-Stoikov and Cartea-Jaimungal).
method Axiomatic approach to market preference functional, showing equivalence under specific conditions.
result Avellaneda-Stoikov and Cartea-Jaimungal frameworks are equivalent under certain conditions.

The purpose of this note is introduce a new axiom (called the Descent Axiom) in the theory of rr-spin cohomological field theories. This axiom explains the origin of gravitational descendants in this theory. Furthermore, the Descent Axiom immediately implies the Vanishing Axiom, explicating the latter (which has no a …

2000-09-06abs ↗pdf ↗

Constructs QFT on curved surfaces, proving axioms and calculating entropy.

problem Quantum Field Theory on curved surfaces and entanglement entropy.
method Local regularization, spectral truncation, gluing surfaces, CFT correlation functions, zeta determinants.
result Rigorously derived entropy calculation and geometric proofs.

As datasets capturing human choices grow in richness and scale -- particularly in online domains -- there is an increasing need for choice models that escape traditional choice-theoretic axioms such as regularity, stochastic transitivity, and Luce's choice axiom. In this work we introduce the Pairwise Choice Markov Cha…

2016-03-08abs ↗pdf ↗

The first part of this survey is a heuristic, non-technical discussion of what an HHS is, and the aim is to provide a good mental picture both to those actively doing research on HHSs and to those who only seek a basic understanding out of pure curiosity. It can be read independently of the second part, which is a deta…

2017-06-30abs ↗pdf ↗

Treating a conjecture, P^#P != NP, on the separation of complexity classes as an axiom, an implication is found in three manifold topology with little obvious connection to complexity theory. This is reminiscent of Harvey Friedman's work on finitistic interpretations of large cardinal axioms.

2008-09-30abs ↗pdf ↗

It is known, that if a 2m-dimensional Kahler manifold satisfies the axiom of holomorphic 2n-spheres (1<n<m) or the axiom of antiholomorphic n-spheres (2<n), it is of constant holomorphic sectional curvature. In this paper the same result is obtained under weaker assumptions.

2010-04-23abs ↗pdf ↗

The notion of Courant algebroid was introduced by Liu, Weinstein and Xu in 1997. Its definition consists of five axioms and an assumption for a derivation. It is shown that two of the axioms and the assumption for the derivation follow from the rest of the axioms.

2002-03-31abs ↗pdf ↗

Graph Posterior Network improves uncertainty estimation for node classification in interdependent graphs.

problem Uncertainty quantification for non-independent node-level predictions in graphs.
method Derives axioms for expected predictive uncertainty, proposes Graph Posterior Network (GPN) which performs Bayesian posterior updates.
result GPN outperforms existing approaches for uncertainty estimation in semi-supervised node classification.

We studied the axiom of anti-invariant 2-spheres and the axiom of co-holomorphic (2n+1)(2n+1)-spheres. We proved that a nearly Kählerian manifold satisfying the axiom of anti-invariant 2-spheres is a space of constant holomorphic sectional curvature. We also showed that an almost Hermitian manifold MM of dimension $2m\geq…

2013-11-11abs ↗pdf ↗

The paper classifies extensions of Yang-Mills-type theories, proving maximality and universality are dense properties.

problem Classifying extensions of Yang-Mills-type theories.
method Categorical characterization and dense properties analysis.
result Maximality and universality are dense properties in the one-point compactification of extension classes.

New axioms justify ES without NRC, linking it to mean-ES portfolio selection.

problem Economic axioms for portfolio risk assessment and mean-ES portfolio selection.
method Introducing concentration aversion as an alternative to NRC, establishing axiomatic foundations.
result Concentration aversion uniquely characterizes the family of ES and provides new formulas.

Study examines how machine learning attribution methods reflect risk in finance.

problem Ensuring machine learning attribution methods accurately reflect underlying risks in finance.
method Examined Shapley value and Integrated Gradients, and derived axioms from asset pricing domain knowledge.
result Neither Shapley value nor Integrated Gradients can satisfy all axioms for reflecting risks accurately.

The second author previously discussed how classical complexity separation conjectures, we call them "axioms", have implications in three manifold topology: polynomial length stings of operations which preserve certain Jones polynomial evaluations cannot produce exponential simplifications of link diagrams. In this pap…

2013-05-26abs ↗pdf ↗

Kleinberg introduced three natural clustering properties, or axioms, and showed they cannot be simultaneously satisfied by any clustering algorithm. We present a new clustering property, Monotonic Consistency, which avoids the well-known problematic behaviour of Kleinberg's Consistency axiom, and the impossibility resu…

2018-06-15abs ↗pdf ↗

The paper establishes axioms for AMMs to ensure fair pricing and fee structures.

problem Ensuring fair and efficient pricing in decentralized finance (DeFi) AMMs.
method Formulating axioms on utility functions to characterize swap sizes and pricing oracles.
result Most existing AMMs satisfy the proposed axioms, and a new AMM is proposed with desirable properties.

Milnor proved two uniqueness theorems for axiomatic (co)homology: one for pairs of compacta (1960) and another, in particular, for pairs of countable simplicial complexes (1961). We obtain their common generalization: the Eilenberg-Steenrod axioms along with Milnor's map excision axiom and a (non-obvious) common genera…

2018-08-30abs ↗pdf ↗

CUQ-GNN adapts uncertainty quantification for graph data, improving on GPN.

problem Defining meaningful uncertainty on graph data with domain-specific characteristics.
method Combines Graph Neural Networks with Posterior Networks using Normalizing Flows.
result CUQ-GNN produces more flexible and effective uncertainty estimates.

Recently V. Arnold introduced Strangeness and J±J^{\pm} invariants of generic immersions of an oriented circle to R2\R^2. Here these invariants are generalized to the case of generic immersions of an oriented circle to an arbitrary surface FF. We explicitly describe all the invariants satisfying axioms, which naturall…

1999-06-18abs ↗pdf ↗

This study redefines probability for finite outcomes using axioms and examples.

problem Defining probability for finite outcomes and preserving information.
method Developed three axioms for relative probability functions and provided examples and a system for their composition.
result Proved the topological closure of the relative probability space, preserving information under limits.

This paper attempts to investigate the space of various characteristic classes for smooth manifold bundles with local system on the total space inducing a finite holonomy covering. These classes are known as twisted higher torsion classes. We will give a system of axioms that we require these cohomology classes to sati…

2012-11-16abs ↗pdf ↗

We consider the pair of degenerate compatible antibrackets satisfying a generalization of the axioms imposed in the triplectic quantization of gauge theories. We show that this actually encodes a Lie group structure, with the antibrackets being related to the left- and right- invariant vector fields on the group. The s…

1999-01-12abs ↗pdf ↗

In this article we prove that any unitary, axiomatic topological quantum field theory in four-dimensions can not detect changes in the smooth structure of M, a simply connected, closed (compact without boundary), oriented smooth manifold. However, as Donaldson-Witten theory (a topological quantum field theory but not a…

2011-06-12abs ↗pdf ↗

The paper compares LOCO and Shapley values for feature importance, highlighting their limitations and suggesting improvements.

problem Quantifying feature importance in the presence of feature correlation.
method LOCO and Shapley Values, critiquing their axioms and proposing new measures.
result Shapley values do not eliminate feature correlation, and a modified LOCO is recommended.