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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.

168,694 papers · 148 categories

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6241,2481,8722,496 · Jun 202019922001200920172026
48 results for Introduction to Algorithms

Survey of universal portfolio techniques for minimizing investment regret.

problem Minimizing investment regret in algorithmic trading.
method Explains various universal portfolio techniques and their proofs.
result Coverage of fundamental concepts and algorithms in regret minimization.

Introduces machine learning basics and algorithms.

problem Developing and analyzing machine learning algorithms.
method Mathematical foundations, optimization, statistical prediction, reproducing kernel theory, Hilbert space techniques, sampling methods, Markov chains, graphical models, variational methods, deep learning, clustering, factor analysis, manifold learning.
result Theoretical support and practical algorithms for machine learning.

This monograph aims at providing an introduction to key concepts, algorithms, and theoretical results in machine learning. The treatment concentrates on probabilistic models for supervised and unsupervised learning problems. It introduces fundamental concepts and algorithms by building on first principles, while also e…

2017-09-08abs ↗pdf ↗

This paper is an introduction to the subject of virtual knot theory, combined with a discussion of some specific new theorems about virtual knots. The new results are as follows: We prove, using a 3-dimensional topology approach that if a connected sum of two virtual knots K1K_{1} and K2K_{2} is trivial, then so are bo…

2005-02-01abs ↗pdf ↗

A brief introduction to exterior differential systems for graduate students familiar with manifolds and differential forms. For complete files, see https://github.com/Ben-McKay/introduction-to-exterior-differential-systems

2017-06-29abs ↗pdf ↗

Deep reinforcement learning is the combination of reinforcement learning (RL) and deep learning. This field of research has been able to solve a wide range of complex decision-making tasks that were previously out of reach for a machine. Thus, deep RL opens up many new applications in domains such as healthcare, roboti…

2018-11-30abs ↗pdf ↗

We discuss the basic properties of Lie groupoids, Lie algebroids and Lie pseudo-groups in view of applying these techniques to the analysis of Jordan-Hölder resolutions and, subsequently, to the integration of partial differential equations. The present introduction is an extension to Lie groupoids, as far as possible,…

2015-12-04abs ↗pdf ↗

MM (majorization--minimization) algorithms are an increasingly popular tool for solving optimization problems in machine learning and statistical estimation. This article introduces the MM algorithm framework in general and via three popular example applications: Gaussian mixture regressions, multinomial logistic regre…

2016-11-12abs ↗pdf ↗

In this survey, we discuss several different types of gradient boosting algorithms and illustrate their mathematical frameworks in detail: 1. introduction of gradient boosting leads to 2. objective function optimization, 3. loss function estimations, and 4. model constructions. 5. application of boosting in ranking.

2019-08-19abs ↗pdf ↗

This paper is an introduction to the use of the cobordism of chain complexes with Poincaré duality in surgery theory. It is a companion to the author's paper "An introduction to algebraic surgery" math.AT/0008071 (to appear in Volume 2 of Surveys in Surgery Theory, Ann. of Maths. Studies, Princeton, 2001) which is an i…

2000-08-30abs ↗pdf ↗

Introduces new gradient-based methods for machine learning problems.

problem New challenges in machine learning due to decision-making and multi-agent problems.
method Gradient-based optimization and variational inequalities.
result Shifts focus from pattern recognition to decision-making and multi-agent problems.

This paper bridges statistical and machine learning approaches to variational inference.

problem Statisticians struggle to understand variational inference from a Frequentist perspective.
method Explains VI, VAEs, and DDMs from a Frequentist viewpoint, starting with EM.
result VI emerges as a scalable solution for intractable E-steps in VAEs and DDMs.

This note presents in a technical though hopefully pedagogical way the three most common forms of neural network architectures: Feedforward, Convolutional and Recurrent. For each network, their fundamental building blocks are detailed. The forward pass and the update rules for the backpropagation algorithm are then der…

2017-09-05abs ↗pdf ↗

Variational autoencoders provide a principled framework for learning deep latent-variable models and corresponding inference models. In this work, we provide an introduction to variational autoencoders and some important extensions.

2019-06-06abs ↗pdf ↗

An introduction to the theory of bundle gerbes and their relationship to Hitchin-Chatterjee gerbes is presented. Topics covered are connective structures, triviality and stable isomorphism as well as examples and applications.

2007-12-11abs ↗pdf ↗

This article contains the lecture notes for the short course ``Introduction to Econophysics,'' delivered at the II Brazilian School on Statistical Mechanics, held in Sao Carlos, Brazil, in February 2004. The main goal of the present notes is twofold: i) to provide a brief introduction to the problem of pricing financia…

2004-08-06abs ↗pdf ↗

This article intends to provide an introduction to the construction of small exotic 4-manifolds. Some of the necessary background is covered. An exposition is given of J. Park's construction in arXiv:math.GT/0311395 of an exotic CP^2#7(-CP^2). This article does not intend to present any new results. It was originally a…

2008-12-10abs ↗pdf ↗

This brief manuscript provides an introduction to Lévy processes and their applications in finance as the random process that drives asset models. Characteristic functions and random variable generators of popular Lévy processes are presented in R.

2015-03-12abs ↗pdf ↗

Introduction to contact invariant in bordered Floer homology.

problem Understanding the contact invariant in bordered Floer homology.
method Construction relies on special foliated open books, with a procedure to obtain such books and a local proof of vanishing for overtwisted structures.
result Explicit bordered computation of the vanishing of the contact invariant for overtwisted structures.

This paper is a gentle introduction to some recent results involving the theory of gerbes over orbifolds for topologists, geometers and physicists. We introduce gerbes on manifolds, orbifolds, the Dixmier-Douady class, Beilinson-Deligne orbifold cohomology, Cheeger-Simons orbifold cohomology and string connections.

2004-02-19abs ↗pdf ↗

This is an expository introduction to simplicial sets and simplicial homotopy theory with particular focus on relating the combinatorial aspects of the theory to their geometric/topological origins. It is intended to be accessible to students familiar with just the fundamentals of algebraic topology.

2008-09-24abs ↗pdf ↗

This paper provides an introduction to the basics of Heegaard Floer homology with some emphasis on the hat theory and to the contact geometric invariants in the theory. The exposition is designed to be comprehensible to people without any prior knowledge of the subject.

2010-03-31abs ↗pdf ↗

One of the main practical applications of quasi-Monte Carlo (QMC) methods is the valuation of financial derivatives. We aim to give a short introduction into option pricing and show how it is facilitated using QMC. We give some practical examples for illustration.

2017-07-13abs ↗pdf ↗

Browder-Novikov-Sullivan-Wall surgery theory investigates the homotopy types of manifolds, using a combination of algebra and topology. It is the aim of these notes to provide an introduction to the more algebraic aspects of the theory (such as the Wall surgery obstruction groups), without losing sight of the geometric…

2000-08-09abs ↗pdf ↗

This paper is a short introduction to the combinatorial version of tangle Floer homology defined in "Combinatorial tangle Floer homology". There are two equivalent definitions---one in terms of strand diagrams, and one in terms of bordered grid diagrams. We present both, discuss the correspondence, and carry out some e…

2016-04-28abs ↗pdf ↗