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.
New approach for prudent risk evaluation using model aggregation.
We prove that for a uniformly convex Lagrangian system L on a compact manifold M, almost all energy levels contain a periodic orbit. We also prove that below Ma ne's critical value of the lift of the Lagrangian to the universal cover, almost all energy levels have conjugate points. We prove that if the energy level [E=…
MA-COPP predicts multi-agent system outcomes using data from a different policy, with probabilistic guarantees.
Global minimizers exist for Tonelli Lagrangians on half-Lie groups.
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 …
The Tong-Yang-Ma representations are extended to string links and welded string links.
Unified proof of knot unknotting bounds using Ma-Qiu index.
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 's by a closed form formula generalizing regression c…
Study on LOB dynamics using mean-field game theory.
Financial frequency combs emerge from macroeconomic long-range memory.
In this paper, an equality between the Hochs-Mathai type index and the Atiyah-Patodi-Singer type index is established when the manifold and the group action are both non-compact, which generalizes a result of Ma and Zhang for compact group actions. As a technical preparation, a problem concerning the Fredholm property …
We consider the problem of finding stationary Nash equilibria (NE) in a finite discounted general-sum stochastic game. We first generalize a non-linear optimization problem from Filar and Vrieze [2004] to a -player setting and break down this problem into simpler sub-problems that ensure there is no Bellman error fo…
Optimal policy for multi-armed multi-action bandits with unknown parameters.
The paper explores when and why value decomposition algorithms work in cooperative multi-agent reinforcement learning.
The paper addresses model averaging and ensembling, providing theoretical and practical insights.
WAVE improves time series forecasting by integrating AR and MA components.
Paper proposes MA-BERT for efficient data-driven ATM models.
We consider a random link, which is defined as the closure of a braid obtained from a random walk on the braid group. For such a random link, the expected value for the number of components was calculated by Jiming Ma. In this paper, we determine the most expected number of components for a random link, and further, co…
Proposes a new method for manifold alignment using geometry-regularized twin autoencoders.
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…
Clinical decision support systems (CDSS) will play an in-creasing role in improving the quality of medical care for critically ill patients. However, due to limitations in current informatics infrastructure, CDSS do not always have com-plete information on state of supporting physiologic monitor-ing devices, which can …
A new method for name disambiguation in academic networks using multi-view attention and recurrent neural networks.
Study on positivity properties of vector bundle Monge-Ampère equation.
We prove that refined analytic torsion on a manifold with boundary is an analytic section of the determinant line bundle over the representation variety. As a fundamental application we establish a gluing formula for refined analytic torsion on connected components of the complex representation space which contain a un…
MA-DST improves multi-domain dialog state tracking.
Study models crypto markets using multi-agent reinforcement learning.
Stable solutions found for a specific physics model.
Book provides detailed trading strategies for various asset classes.
We extend the complex-valued analytic torsion, introduced by Burghelea and Haller on closed manifolds, to compact Riemannian bordisms. We do so by considering a flat complex vector bundle over a compact Riemannian manifold, endowed with a fiberwise nondegenerate symmetric bilinear form. The Riemmanian metric and the bi…
New method improves deep policy gradient algorithms by learning relative state values.
Several rigidity problems in toric topology are addressed in \cite{ma-su08}. In this paper, we survey results on those problems including recent development.
OOM-RL uses financial market losses to align AI agents in autonomous systems.
Parastatistic distribution of a total debt owed to a large number of creditors considered in relation to the duration of these debts. The process of debt calculation depends on the fractal dimension of economic system in which this process takes place. Two actual variants of these dimensions are investigated. Critical …
In this paper, we give a general time-varying parameter model, where the multidimensional parameter possibly includes jumps. The quantity of interest is defined as the integrated value over time of the parameter process . We provide a local parametric estimator (LPE) of and conditions u…
Smaller actor-critic models lead to performance degradation and overfitting, highlighting the critic's role in value underestimation.
Corrects technical error in change of measure for HTB models.
We verify that the formula of X. Ma for the analytic torsion form of an iterated fibration implies that Lott's secondary analytic index is functorial.
Although technical trading rules have been widely used by practitioners in financial markets, their profitability still remains controversial. We here investigate the profitability of moving average (MA) and trading range break (TRB) rules by using the Shanghai Stock Exchange Composite Index (SHCI) from May 21, 1992 th…
New geometric approach gives apriori estimate for optimal transport maps.
New method improves off-policy critic evaluation in reinforcement learning.
Study Bergman kernels on complex hyperbolic cusps, generalizing previous results.
Paper tests Markov assumption in sequential decision making.
A centered innovation MA is equivalent to a digamma-link DARMA for bank-asset shares.
This paper aims to provide a description of totally isotropic Willmore two-spheres and their adjoint transforms. We first recall the isotropic harmonic maps which are introduced by Hélein, Xia-Shen and Ma for the study of Willmore surfaces. Then we derive a description of the normalized potential (some Lie algebra valu…
A multi-agent system improves crypto portfolio management by processing diverse data types.
Decouples critic chunk length from policy to improve policy reactivity and performance.
Given a smooth nonfocal compact Riemannian manifold, we show that the so-called Ma--Trudinger--Wang condition implies the convexity of injectivity domains. This improves a previous result by Loeper and Villani.
We prove a localization formula for a "holomorphic equivariant cohomology" attached to the Atiyah algebroid of an equivariant holomorphic vector bundle. This generalizes Feng-Ma, Carrell-Liebermann, Baum-Bott and K. Liu's localization formulas.