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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.

168,657 papers · 148 categories

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3517021,0531,404 · Jun 202019922001200920172026
48 results for MANES model

Proposes MANE for multi-view network embedding, improving node representations.

problem Learning low-dimensional representations from multiple views of networks.
method MANE combines diversity and collaboration, including second-order collaboration, and attention-based extension MANE+.
result MANE+ outperforms state-of-the-art approaches on real-world multi-view networks.

Researchers compute trace formula for magnetic Laplacian on hyperbolic surfaces.

problem Analyzing the magnetic Laplacian on compact hyperbolic surfaces.
method Computed the trace formula for magnetic Laplacian energies above the Mane critical level.
result Asymptotic behavior of trace formula coefficients near the Mane critical level.

New proofs of Cheeger-like inequalities for coexact 1-forms on hyperbolic manifolds.

problem Cheeger-like inequalities for coexact 1-forms on hyperbolic manifolds.
method Properties of magnetic geodesic flow and behavior at Mañé's critical energy level.
result Improved Cheeger constants and volume dependence in proofs.

Study magnetic geodesics on half-Lie groups, proving Hopf-Rinow theorem for energies above critical value.

problem Investigate magnetic geodesics on half-Lie groups using Riemannian and two-form structures.
method Define Mañé's critical value, prove Finsler geodesic flow equivalence, and apply Hopf-Rinow theorem.
result Hopf-Rinow theorem holds for energies above Mañé's critical value on magnetic geodesics.

The paper finds infinitely many magnetic geodesics on non-compact manifolds.

problem Existence and multiplicity of periodic orbits of magnetic flows.
method Morse theory applied to non-compact manifolds with energy levels above the Mañé critical value.
result Infinitely many noncontractible closed magnetic geodesics found.

The paper defines a critical value for a magnetic system and extends solutions beyond blow-up.

problem Analyzing blow-up behavior and extending solutions for a magnetic system.
method Formulated as a magnetic geodesic equation on an infinite-dimensional Lie group, computed Mañé's critical value, established Hopf-Rinow theorem.
result Computed Mañé's critical value for the magnetic two-component Hunter-Saxton system and extended solutions beyond blow-up.

New model explains market dynamics with phase transitions and non-linear interactions.

problem Understanding complex multi-asset market dynamics with phase transitions.
method Developed a Multi-Asset Non-Equilibrium Skew (MANES) model based on Langevin dynamics and McKean-Vlasov equation.
result The model accurately predicts market returns and phase transitions in both benign and distressed markets.

Study magnetic geodesics on odd spheres, computing critical energy values.

problem Understanding magnetic geodesics on odd-dimensional spheres.
method Explicit computation and analysis of submanifolds and symmetries.
result Energy values determine magnetic geodesic connectivity on spheres.

We introduce a new critical value c(L)c_\infty(L) for Tonelli Lagrangians LL on the tangent bundle of the 2-sphere without minimizing measures supported on a point. We show that c(L)c_\infty(L) is strictly larger than the Mañé critical value c(L)c(L), and on every energy level e(c(L),c(L))e\in(c(L),c_\infty(L)) there exist infinitely…

2017-02-28abs ↗pdf ↗

We prove several new results concerning action minimizing periodic orbits of Tonelli Lagrangian systems on an oriented closed surface MM. More specifically, we show that for every energy larger than the maximal energy of a constant orbit and smaller than or equal to the Mañé critical value of the universal abelian cov…

2017-05-06abs ↗pdf ↗

For a compact Riemannian manifold with boundary, endowed with a magnetic potential αα, we consider the problem of restoring the metric gg and the magnetic potential αα from the values of the Mañé action potential between boundary points and the associated linearized problem. We study simple magnetic systems. In this…

2006-11-25abs ↗pdf ↗

Study of magnetic geodesics on Heisenberg nilmanifolds.

problem Existence and properties of closed magnetic geodesics on Heisenberg nilmanifolds.
method Analyzing conditions for the existence of closed magnetic geodesics on compact quotients of Heisenberg nilmanifolds.
result Existence of contractible closed magnetic geodesics for any energy level below the Mañé critical value.

Let (M,g) be a compact Riemannian manifold of hyperbolic type, i.e M is a manifold admitting another metric of strictly negative curvature. In this paper we study the geodesic flow restricted to the set of geodesics which are minimal on the universal covering. In particular for surfaces we show that the topological ent…

2013-08-09abs ↗pdf ↗

Global minimizers exist for Tonelli Lagrangians on half-Lie groups.

problem Existence and properties of minimizers for Lagrangians on infinite-dimensional spaces.
method Introduced Tonelli Lagrangians on half-Lie groups, proved existence of minimizers and flow lines.
result Global minimizers exist above certain energy thresholds.

Geodesic flows on specific manifolds are structurally stable.

problem Stability of geodesic flows on compact manifolds without conjugate points.
method Analyzing the CC^{\infty} compact manifold (M,g)(M,g) with quasi-convex universal covering and divergent geodesic rays.
result Proved the C1C^{1}-stability conjecture for geodesic flows of compact manifolds.

The study proves the existence of many geodesics on complex manifolds.

problem Existence of closed geodesics on manifolds with non-trivial first Betti number.
method Combining Mañé's theorem with a new theorem about minimal geodesics and transverse homoclinic points.
result Proves the existence of infinitely many closed geodesics of arbitrary large length on manifolds with non-trivial first Betti number.

Extends E. Hopf's theorem to magnetic systems without conjugate points.

problem Proving magnetic curvature non-positive for magnetic systems without conjugate points.
method Using magnetic curvature introduced by the first author, proving magnetic flatness conditions.
result Magnetic flatness is a rigid condition with specific metric and curvature properties.

We review the author's results on Mather's ββ function : non-strict convexity of ββ when the configuration space has dimension two, link between the size of the Aubry set and the differentiability of ββ, correlation between the rationality of the homology class and the differentiability of ββ, equality of the Mathe…

2011-02-07abs ↗pdf ↗

Let MM be a closed oriented surface endowed with a Riemannian metric gg and let ΩΩ be a 2-form. We show that the magnetic flow of the pair (g,Ω)(g,Ω) has zero asymptotic Maslov index and zero Liouville action if and only gg has constant Gaussian curvature, ΩΩ is a constant multiple of the area form of gg and the mag…

2004-09-27abs ↗pdf ↗

We prove that for a weakly exact magnetic system on a closed connected Riemannian manifold, almost all energy levels contain a closed orbit. More precisely, we prove the following stronger statements. Let (M,g)(M,g) denote a closed connected Riemannian manifold and σσ a weakly exact 2-form. Let φtφ_{t} denote the magneti…

2009-06-05abs ↗pdf ↗

The paper studies magnetic curvature and proves the existence of closed orbits on low energy levels.

problem Existence of closed magnetic geodesics on low energy levels.
method Derived magnetic curvature operator and used Bonnet-Myers argument.
result Established the existence of a contractible periodic orbit on closed manifolds.

The paper introduces BCART models for aggregate claim amount, improving frequency-severity and joint modeling.

problem Modeling aggregate claim amount with frequency-severity and joint dependencies.
method Developed three types of BCART models: frequency-severity, sequential, and joint models. Used various distributions for claim severity data.
result Weibull distribution outperforms gamma and lognormal for right-skewed, heavy-tailed claim severity data.

The paper uses model-based trees to create interpretable surrogate models for complex machine learning models.

problem Interpreting complex machine learning models.
method Using model-based trees to partition feature space and create interpretable models.
result Model-based trees generate optimal surrogate models that balance interpretability and performance.

The study examines how model predictions hold up under model extensions.

problem Model predictions may not be robust under model extensions, limiting their applicability.
method The study uses causal ordering to assess robustness of qualitative model predictions and characterizes model extensions that preserve predictions.
result Conditions and techniques are provided to assess robustness of model predictions under model extensions.

Revises Bayesian model averaging for foundation models.

problem Ensemble pre-trained and lightly-finetuned foundation models for improved classification performance.
method Introduces trainable linear classifiers and computationally cheaper model averaging scheme (OMA).
result Ensembled models can better predict on various datasets.

Paper introduces symmetric divergence link models for probability distributions.

problem Symmetric divergence measures for probability distributions.
method Two general classes of link models: one for survival functions and another for cumulative probability distribution functions.
result Advantages of symmetric divergence measures over asymmetric measures for model averaging and feature assessment.

Researchers review challenges in interpreting additive models, especially neural additive models.

problem Challenges in interpreting additive models, particularly neural additive models.
method Review of generalized additive models and discussion of nonidentifiability.
result Challenges in claiming interpretability or suitability for safety-critical applications of additive models.

Sigma models linked to Gross-Neveu models via quiver varieties.

problem Understanding the relationship between sigma models and Gross-Neveu models.
method Exploring the mathematical correspondence between sigma models and Gross-Neveu models, including their geometric and trigonometric/elliptic deformations.
result Sigma models are mathematically equivalent to Gross-Neveu models under certain conditions.

Simple models are preferred over complex models, but over-simplistic models could lead to erroneous interpretations. The classical approach is to start with a simple model, whose shortcomings are assessed in residual-based model diagnostics. Eventually, one increases the complexity of this initial overly simple model a…

2017-06-26abs ↗pdf ↗

Matryoshka hides secret models in a carrier model, achieving high capacity and robustness.

problem Stealing functionality of private ML data by hiding models in a carrier model.
method Parameter sharing approach exploiting the learning capacity of the carrier model.
result Hides a 26x larger secret model or 8 secret models in the carrier model.

This work develops scalable model selection methods with fast update and selection.

problem Efficient model selection for large pools of candidate models.
method Isolated model embedding, which supports asymptotically fast update and selection.
result Standardized Embedder achieves competitive model selection performances.

Copulas outperform marginal models in multivariate risk forecasting, reducing model risk by narrowing down the set of models.

problem Model risk in multivariate risk forecasting, especially during crises.
method Comprehensive empirical study comparing Copula-GARCH models with fixed marginals, copulas, or neither.
result Model risk is almost entirely due to copula choice, not marginal models.

BayesBlend blends multiple models' predictions for better insurance loss predictions.

problem Improving insurance loss predictions by combining multiple models.
method Pseudo-Bayesian model averaging, stacking, and hierarchical stacking.
result BayesBlend provides a user-friendly way to blend model predictions and estimate weights.

The paper identifies when larger models improve predictions and proposes a switcher model.

problem Understanding when larger models benefit from added complexity.
method Numerical studies on T5 architecture to analyze predictive uncertainty and model performance.
result Large models improve on examples where small models are uncertain, but not on certain examples.

We propose a generalization of neural network sequence models. Instead of predicting one symbol at a time, our multi-scale model makes predictions over multiple, potentially overlapping multi-symbol tokens. A variation of the byte-pair encoding (BPE) compression algorithm is used to learn the dictionary of tokens that …

2017-07-03abs ↗pdf ↗