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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.

168,695 papers · 148 categories

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48 results for MAS

We present constructions inspired by the Ma-Schlenker example of~\cite{Ma:2012hl} that show the non-rigidity of spherical inversive distance circle packings. In contrast to the use in~\cite{Ma:2012hl} of an infinitesimally flexible Euclidean polyhedron, embeddings in de Sitter space, and Pogorelov maps, our elementary …

2016-07-02abs ↗pdf ↗

The Tong-Yang-Ma representations are extended to string links and welded string links.

problem Extending Tong-Yang-Ma representations to string links and welded string links.
method Using the method of Silver and Williams, the authors extend the Tong-Yang-Ma representations.
result The kernels of the extended representations can be described using linking numbers.

We derive an explicit formula for likelihood function for Gaussian VARMA model conditioned on initial observables where the moving-average (MA) coefficients are scalar. For fixed MA coefficients the likelihood function is optimized in the autoregressive variables ΦΦ's by a closed form formula generalizing regression c…

2016-04-29abs ↗pdf ↗

The paper addresses model averaging and ensembling, providing theoretical and practical insights.

problem Combining least squares estimators from multiple candidate models for improved predictive accuracy.
method Establishes oracle inequalities for Mallows' CpC_p criterion, proposes a novel Mallows-type MA procedure.
result Demonstrates the effectiveness of the proposed Mallows-type MA estimator through numerical experiments.

Paper proposes MA-BERT for efficient data-driven ATM models.

problem Long training time and need for large datasets in data-driven ATM models.
method Multi-Agent Bidirectional Encoder Representations from Transformers (MA-BERT) and transfer learning framework.
result MA-BERT saves training time and achieves high performance with little data.

Proposes a new method for manifold alignment using geometry-regularized twin autoencoders.

problem Traditional MA methods lack out-of-sample extension and real-world applicability.
method Guided representation learning with geometry-regularized twin autoencoders.
result Improves cross-domain generalization and robustness while maintaining alignment fidelity.

The Ma-Trudinger-Wang curvature --- or cross-curvature --- is an object arising in the regularity theory of optimal transportation. If the transportation cost is derived from a Hamiltonian action, we show its cross-curvature can be expressed in terms of the associated Jacobi fields. Using this expression, we show the l…

2009-08-31abs ↗pdf ↗

A new method for name disambiguation in academic networks using multi-view attention and recurrent neural networks.

problem Disambiguating authors with the same name in large-scale academic networks.
method Multi-view Attention-based Pairwise Recurrent Neural Network (MA-PairRNN) that divides papers into blocks based on author attributes and merges blocks of the same author.
result MA-PairRNN significantly improves name disambiguation performance on real-world datasets.

Study on positivity properties of vector bundle Monge-Ampère equation.

problem Analyzing positivity in vector bundle Monge-Ampère equation.
method Investigates MA-positivity and MA-semi-positive solutions for different ranks of holomorphic bundles over complex surfaces and manifolds.
result Positivity preservation in rank-two holomorphic bundles but not in higher ranks.

This book, which is in Spanish, provides detailed descriptions, including over 550 mathematical formulas, for over 150 trading strategies across a host of asset classes (and trading styles). This includes stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured asse…

2019-11-14abs ↗pdf ↗

As the Securities and Exchange Commission(SEC) has implemented a new regulation on short-sellings, short-sellers are required to repurchase stocks once the clearing risk rises to a certain level. Avellaneda and Lipkin proposed a fully coupled SDE system to describe the mechanism which is referred as Hard-To-Borrow(HTB)…

2020-01-28abs ↗pdf ↗

Optimal policy for multi-armed multi-action bandits with unknown parameters.

problem Optimal sequential action selection for multi-armed multi-action bandits with unknown parameters.
method Occupancy-Measured-Reward Index Policy (OMRIP) and R(MA)^2B-UCB algorithm.
result Asymptotically optimal policy with sub-linear regret and low computational complexity.

MA-COPP predicts multi-agent system outcomes using data from a different policy, with probabilistic guarantees.

problem Predicting outcomes in multi-agent systems using data from a different policy.
method Conformal prediction framework applied to multi-agent systems, avoiding exhaustive search.
result Achieves probabilistic guarantees for multi-agent system predictions.

New geometric approach gives apriori estimate for optimal transport maps.

problem Proving regularity of optimal transport maps under Ma--Trudinger--Wang condition.
method Geometric derivation using pseudo-Riemannian geometry.
result New derivation of C1C^1 interior estimate for optimal maps.

Study Bergman kernels on complex hyperbolic cusps, generalizing previous results.

problem Localization of Bergman kernels on Kähler manifolds with complex hyperbolic cusps.
method Revisiting Tian's peak section method, applying to Kähler-Einstein metrics and quotients of complex balls.
result Partial localization result for Poincaré type cusps.

A centered innovation MA is equivalent to a digamma-link DARMA for bank-asset shares.

problem Predicting bank-asset shares using Bayesian Dirichlet ARMA models.
method Replacing raw additive log-ratio residuals with centered innovations in B--DARMA.
result Centered specification and digamma-link DARMA are predictively equivalent under specified conditions.

Unified understanding of three continual learning regularisation methods.

problem Maintaining knowledge of earlier tasks without re-accessing them.
method Three regularisation approaches: Elastic Weight Consolidation (EWC), Synaptic Intelligence (SI), and Memory Aware Synapses (MAS).
result EWC, SI, and MAS are linked to the same theoretical quantity, the square root of the Fisher Information.

It is shown that a superconformal surface with arbitrary codimension in flat Euclidean space has a (necessarily unique) dual superconformal surface if and only if the surface is S-Willmore, the latter a well-known necessary condition to allow a dual as shown by Ma \cite{ma}. Duality means that both surfaces envelope th…

2014-01-07abs ↗pdf ↗

In this paper we pursue the study of formal geometric quantization of non-compact Hamiltonian manifolds. Our main result is the proof that two quantization process coincide. This fact was obtained by Ma and Zhang in the preprint arXiv:0812.3989 by completely different means.

2009-06-24abs ↗pdf ↗

Reinforcement learning agents are prone to undesired behaviors due to reward mis-specification. Finding a set of reward functions to properly guide agent behaviors is particularly challenging in multi-agent scenarios. Inverse reinforcement learning provides a framework to automatically acquire suitable reward functions…

2019-07-30abs ↗pdf ↗

Study D3-brane solutions on resolved C^3/Γ singularities, proving metric conjecture.

problem Existence of Ricci-flat metrics on resolved C^3/Γ singularities.
method Generalized Kronheimer construction, Monge-Ampère equation, series solutions.
result Kronheimer metric and Ricci-flat metric coincide on exceptional divisor.

We define a new type of metric comparison similar to the comparison of Alexandrov. We show that it has strong connections to continuity of optimal transport between regular measures on a Riemannian manifold, in particular to the so called MTW condition introduced by Xi-Nan Ma, Neil Trudinger and Xu-Jia Wang.

2017-11-26abs ↗pdf ↗

The iterative nature of the expectation maximization (EM) algorithm presents a challenge for privacy-preserving estimation, as each iteration increases the amount of noise needed. We propose a practical private EM algorithm that overcomes this challenge using two innovations: (1) a novel moment perturbation formulation…

2016-05-23abs ↗pdf ↗

Misspecification-Aware Simulation-Based Inference via Side-Channel Guidance

problem Simulation-based inference (SBI) of latent parameters is hindered by simulator misspecification.
method Misspecification-Aware Simulation-Based Inference (MA-SBI) turns side-channel text into a posterior correction.
result MA-SBI matches the oracle posterior across 10 seeds and two backbones.

MULTIFIT tests independence between two random vectors using multiscale Fisher's test.

problem Detecting local dependence between two random vectors.
method MULTIFIT uses a resampling-free approach to test independence.
result MULTIFIT can easily handle large sample sizes and interpret dependency nature.

We show that a given x:MnMˉn+1=I×φFnx:M^n\to \bar{M}^{n+1}=I\times_φF^{n} closed spacelike hypersurface with constant mean curvature HH and warping function φφ satisfying φ''\geq \ma\{Hφ'',0\}iseitherminimaloraspacelikeslice is either minimal or a spacelike slice \{t_{o}\}\times Fforsome for some t_{o}\in I$.

2006-02-15abs ↗pdf ↗

If f is a smooth function on a Hodge manifold, we construct a canonical sequence of real algebraic functions that converge to f in the smooth topology. The definition of of the approximants is inspired by Berezin-Toeplitz quantization. The proof follows quickly from known results of Fine, Liu and Ma.

2010-10-17abs ↗pdf ↗

Consider a Hamiltonian action by a compact Lie group on a possibly noncompact symplectic manifold. We give a short proof of a geometric formula for decomposition into irreducible representations of the equivariant index of a Spinc^c-Dirac operator in this context. This formula was conjectured by Michèle Vergne in 2006…

2015-09-08abs ↗pdf ↗

1. Translated by Thomas E. Cecil, Department of Mathematics and Computer Science, College of the Holy Cross, Worcester, MA 01610, USA; E-mail address: cecil@mathcs.holycross.edu 2. Typed by Wenjiao Yan, School of Mathematical Sciences, Laboratory of Mathematics and Complex Systems, Beijing Normal University, Beijing 10…

2011-12-13abs ↗pdf ↗

We examine two different techniques for parameter averaging in GAN training. Moving Average (MA) computes the time-average of parameters, whereas Exponential Moving Average (EMA) computes an exponentially discounted sum. Whilst MA is known to lead to convergence in bilinear settings, we provide the -- to our knowledge …

2018-06-12abs ↗pdf ↗

We study codimension one smooth foliations with Morse type singularities on closed ma-nifolds. We obtain a description of the manifold in case the number of centers in greater then the number of saddles. This result relies on and extends previous results of Reeb (for foliations having only centers) and Ells-Kuiper (for…

2006-11-13abs ↗pdf ↗

This is the original paper appeared in the book "Elliptic and Parabolic Methods in Geometry (Minneapolis, MN,1994), A K Peters, Wellesley, MA, (1996)" (p.1-16), except with a few minor modifications as described at the end of the paper (on p.14). Due to frequent requests for the article, we decided to post it on the ar…

2012-03-21abs ↗pdf ↗