arXiv research

This paper presents generalized momentum mappings for covariant Hamiltonian field theories. The new momentum mappings arise from a generalization of symplectic geometry to $L_VY$, the bundle of vertically adapted linear frames over the bundle of field configurations $Y$. Specifically, the generalized field momentum obs…

In this note, we study the ultimate ruin probabilities of a real-valued L{é}vy process X with light-tailed negative jumps. It is well-known that, for such L{é}vy processes, the probability of ruin decreases as an exponential function with a rate given by the root of the Laplace exponent, when the initial value goes to …

The paper optimizes utility for switching models using Lévy processes.

In this paper, we study the ruin problem with investment in a general framework where the business part X is a L{é}vy process and the return on investment R is a semimartingale. We obtain upper bounds on the finite and infinite time ruin probabilities that decrease as a power function when the initial capital increases…

The paper provides a representation for dynamic risk measures and capital allocations.

We introduce a class of interest rate models, called the $α$-CIR model, which gives a natural extension of the standard CIR model by adopting the $α$-stable L{é}vy process and preserving the branching property. This model allows to describe in a unified and parsimonious way several recent observations on the sovereign …

We prove that a compact stratied space satises the Riemannian curvature-dimension condition RCD(K, N) if and only if its Ricci tensor is bounded below by K $\in$ R on the regular set, the cone angle along the stratum of codimension two is smaller than or equal to 2$π$ and its dimension is at most equal to N. This gives…

Constructs supermartingale couplings with full marginals constraints.

Let $M$ be a manifold, $V$ be a vector field on $M$, and $B$ be a Banach space. For any fixed function $f:M\rightarrow B$ and any fixed complex number $λ$, we study Hyers-Ulam stability of the global differential equation $Vy=λy+f$.

The distribution of trade sizes and trading volumes are investigated based on the limit order book data of 22 liquid Chinese stocks listed on the Shenzhen Stock Exchange in the whole year 2003. We observe that the size distribution of trades for individual stocks exhibits jumps, which is caused by the number preference…

We provide an empirical investigation aimed at uncovering the statistical properties of intricate stock trading networks based on the order flow data of a highly liquid stock (Shenzhen Development Bank) listed on Shenzhen Stock Exchange during the whole year of 2003. By reconstructing the limit order book, we can extra…

Modeling financial markets with a novel order flow model.

The Wiener-Hopf factorization is obtained in closed form for a phase type approximation to the CGMY Lévy process. This allows, for the approximation, exact computation of first passage times to barrier levels via Laplace transform inversion. Calibration of the CGMY model to market option prices defines the risk neutral…

This paper sets baselines for reading comprehension benchmarks, finding simple models often perform well.

The paper explores the $L^1$-Liouville property on graphs and its connections to stochastic completeness.

Measures neural network information transfer for generalization.

A function $f: \mathbb{R}^d \rightarrow \mathbb{R}$ is referred to as a Sparse Additive Model (SPAM), if it is of the form $f(\mathbf{x}) = \sum_{l \in \mathcal{S}}φ_{l}(x_l)$, where $\mathcal{S} \subset [d]$, $|\mathcal{S}| \ll d$. Assuming $φ_l$'s and $\mathcal{S}$ to be unknown, the problem of estimating $f$ from it…

$l^q$-regularization has been demonstrated to be an attractive technique in machine learning and statistical modeling. It attempts to improve the generalization (prediction) capability of a machine (model) through appropriately shrinking its coefficients. The shape of a $l^q$ estimator differs in varying choices of the…

In this paper we propose and investigate a novel nonlinear unit, called $L_p$ unit, for deep neural networks. The proposed $L_p$ unit receives signals from several projections of a subset of units in the layer below and computes a normalized $L_p$ norm. We notice two interesting interpretations of the $L_p$ unit. First…

A function $f: \mathbb{R}^d \rightarrow \mathbb{R}$ is a Sparse Additive Model (SPAM), if it is of the form $f(\mathbf{x}) = \sum_{l \in \mathcal{S}}φ_{l}(x_l)$ where $\mathcal{S} \subset [d]$, $|\mathcal{S}| \ll d$. Assuming $φ$'s, $\mathcal{S}$ to be unknown, there exists extensive work for estimating $f$ from its sa…

We define a class of L-convex-concave subsets of $\Bbb{R}P^n$, where L is a projective subspace of dimension l in $\Bbb{R}P^n$. These are sets whose sections by any (l+1)-dimensional space L' containing L are convex and concavely depend on L'. We introduce an L-duality for these sets, and prove that the L-dual to an L-…

We study the estimation of $β$ for the nonlinear model $y = f(X\sp{\top}β) + ε$ when $f$ is a nonlinear transformation that is known, $β$ has sparse nonzero coordinates, and the number of observations can be much smaller than that of parameters ($n\ll p$). We show that in order to bound the $L_2$ error of the $L_0$ reg…

CALDERA compresses large language models by approximating weight matrices with low-rank, low-precision factors.

Designs an MLP from LDA for multi-Gaussian class classification.

Suppose that one particular block in a stochastic block model is of interest, but block labels are only observed for a few of the vertices in the network. Utilizing a graph realized from the model and the observed block labels, the vertex nomination task is to order the vertices with unobserved block labels into a rank…

Let $Υ$ be a compact, negatively curved surface. From the (finite) set of all closed geodesics on $Υ$ of length $\leq L$, choose one, say $γ_{L}$, at random and let $N (γ_{L})$ be the number of its self-intersections. It is known that there is a positive constant $κ$ depending on the metric such that $N (γ_{L})/L^{2} \…

We give a lower and an upper bound for the conformal dimension of the boundaries of certain small cancellation groups. We apply these bounds to the few relator and density models for random groups. This gives generic bounds of the following form, where $l$ is the relator length, going to infinity. (a) $1 + 1/C < \Cdim(…

New algebraic structure derived from Hopf algebra and Drinfel'd twist.

A new SVM classifier using $L_{0/1}$ soft-margin loss for improved performance.

This paper defines a functor for $L_\infty$-modules and applies it to Khovanov homology.

Boosting method adapted for non-square loss functions.

Lifts of maps to frame bundles studied for Riemannian manifolds.

Associated to any finite flag complex L there is a right-angled Coxeter group W_L and a cubical complex Σ_L on which W_L acts properly and cocompactly. Its two most salient features are that (1) the link of each vertex of Σ_L is L and (2) Σ_L is contractible. It follows that if L is a triangulation of S^{n-1}, then Σ_L…

Let $({\mathcal{X}},g)$ be a closed Riemmanian manifold of dimension $n>0$. Let $Δ$ be the Laplacian on ${\mathcal{X}}$, and let $(e\_k)\_k$ be an $L^2$-orthonormal and dense family of Laplace eigenfunctions with respective eigenvalues $(λ\_k)\_k$. We assume that $(λ\_k)\_k$ is non-decreasing and that the $e\_k$ are re…

New method makes neural networks robust to various adversarial attacks.

New phase harmonic covariance models capture non-Gaussian properties of stationary processes.

L-spaces were introduced by Ozsvath and Szabo using the Heegaard Floer Homology. In the quest for L-spaces we consider links of isolated complete intersection surface singularities. We show that if such a manifold is an L-space, then it is a link of a rational singularity. We also prove that if it is not an L-space the…

Some properties of [L]-homotopy group for finite complex L are investigated. It is proved that for complex L whose extension type lying between Sn and Sn+1 n-th [L]-homotopy group of Sn is isomorphic to Z.

The paper is devoted to generalizations of Cencelj-Dranishnikov theorems relating extension properties of nilpotent CW complexes to its homology groups. Here are the main results of the paper: \par {\bf Theorem}. Suppose $L$ is a nilpotent CW complex and $F$ is the homotopy fiber of the inclusion $i$ of $L$ into its in…

Classifies $L$-space surgeries on all two-bridge links

Aicardi's invariant $F(L)$ is extended to colored singular links using graphical calculus.

A well known Conjecture due to Beloshapka asserts that all totally nondegenerate polynomial models with the length $l\geq 3$ of their Levi-Tanaka algebra are {\em rigid}, that is, any point preserving automorphism of them is completely determined by the restriction of its differential at the fixed point onto the comple…

This paper is about interpolating minimal surfaces between two real analytic curves, a and b, each of which are simple real analytic curves, using the Björling-Schwarz formula in the domain where it is valid, changing the normal distributions on inital curves. We insert curves $l_1,...l_L$ at specific locations and cla…

Let $(Φ,Ψ)$ be a conjugate pair of Orlicz functions. A set in the Orlicz space $L^Φ$ is said to be order closed if it is closed with respect to dominated convergence of sequences of functions. A well known problem arising from the theory of risk measures in financial mathematics asks whether order closedness of a conve…

Reformer improves Transformer efficiency for long sequences.

The paper defines a preorder on links and explores its implications for symmetric unions.

The paper extends a result about involutory medial quandles to links, providing bounds and stronger invariants.

Statistical properties of order-driven double-auction markets with Bid-Ask spread are investigated through the dynamical quantities such as response function. We first attempt to utilize the so-called {\it Madhavan-Richardson-Roomans model} (MRR for short) to simulate the stochastic process of the price-change in empir…