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.
The study evaluates different parameter selection methods for Gaussian process interpolation.
Classifies SL(n) covariant matrix-valued valuations on Lp-spaces.
Human matting, high quality extraction of humans from natural images, is crucial for a wide variety of applications. Since the matting problem is severely under-constrained, most previous methods require user interactions to take user designated trimaps or scribbles as constraints. This user-in-the-loop nature makes th…
In this short paper, we overview and extend the results of our papers cond-mat/0001432, cond-mat/0008305, and cond-mat/0103544, where we use an analogy with statistical physics to describe probability distributions of money, income, and wealth in society. By making a detailed quantitative comparison with the available …
Designing a single neural network architecture that performs competitively across a range of molecule property prediction tasks remains largely an open challenge, and its solution may unlock a widespread use of deep learning in the drug discovery industry. To move towards this goal, we propose Molecule Attention Transf…
The Comment cond-mat/0503325 is built around two core statements, both of which are plainly incorrect.
This work is an endeavor to develop a deep learning methodology for automated anatomical labeling of a given region of interest (ROI) in brain computed tomography (CT) scans. We combine both local and global context to obtain a representation of the ROI. We then use Relation Networks (RNs) to predict the corresponding …
A new algorithm reduces frequentist regret in multi-agent bandit problems with sparse hypergraphs.
We construct new explicit proper biharmonic functions on the -dimensional Thurston geometries $\Sol$, $\Nil$, $\SL2$, $H^2\times\rn$ and $S^2\times\rn$.
Recently proposed adversarial training methods show the robustness to both adversarial and original examples and achieve state-of-the-art results in supervised and semi-supervised learning. All the existing adversarial training methods consider only how the worst perturbed examples (i.e., adversarial examples) could af…
Multi-agent coordination is prevalent in many real-world applications. However, such coordination is challenging due to its combinatorial nature. An important observation in this regard is that agents in the real world often only directly affect a limited set of neighbouring agents. Leveraging such loose couplings amon…
MAT combines meta-learning and adversarial training to defend against universal patches.
In this paper we derive necessary and sufficient conditions for a smooth surface in Rn+1 to admit a local 1-quasiconformal parameterization by a domain in Rn (n >= 3). We then apply these conditions to specific hypersurfaces such as cylinders, paraboloids, and ellipsoids. As a consequence, we show that the classical Li…
For any positive natural number we construct new explicit proper -harmonic functions on the celebrated -dimensional Thurston geometries $\Sol$, $\Nil$, $\SL2$, $\H^2\times\rn$ and $\s^2\times\rn$.
The gauge theory of arbitrage was introduced by Ilinski in [arXiv:hep-th/9710148] and applied to fast money flows in [arXiv:cond-mat/9902044]. The theory of fast money flow dynamics attempts to model the evolution of currency exchange rates and stock prices on short, e.g.\ intra-day, time scales. It has been used to ex…
Double Machine Learning estimators are asymptotically inadmissible under structure-agnostic models.
Driven by climatic processes, wind power generation is inherently variable. Long-term simulated wind power time series are therefore an essential component for understanding the temporal availability of wind power and its integration into future renewable energy systems. In the recent past, mainly power curve based mod…
The projection body operator Π, which associates with every convex body in Euclidean space Rn its projection body, is a continuous valuation, it is invariant under translations and equivariant under rotations. It is also well known that Π maps the set of polytopes in Rn into itself. We show that Π is the only non-trivi…
We provide a measure based topology for certain unions of C2 rectifiable submanifolds of mixed dimensions in Rn. In this topology lower dimensional sets remain in the limit as measures when higher dimensional sets collapse down to them. For example a decreasing sequence of spheres may have a limit consisting of just a …
In a recent comment (Johansen A 2003 An alternative view, Quant. Finance 3: C6-C7, cond-mat/0302141), Anders Johansen has criticized our methodology and has questioned several of our results published in [Sornette D and Zhou W-X 2002 The US 2000-2002 market descent: how much longer and deeper? Quant. Finance 2: 468-81,…
Study explores properties of bipartite knots.
Given a positive function F on Sn which satisfies a convexity condition, we introduce the r-th anisotropic mean curvature Mr for hypersurfaces in Rn+1 which is a generalization of the usual r-th mean curvature Hr. We get integral formulas of Minkowski type for compact hypersurfaces in Rn+1. We give some new characteriz…
Several authors have noticed the signature of log-periodic oscillations prior to large stock market crashes [cond-mat/9509033, cond-mat/9510036, Vandewalle et al 1998]. Unfortunately good fits of the corresponding equation to stock market prices are also observed in quiet times. To refine the method several approaches …
This paper has been withdrawn by the author due to its main result being included in cond-mat/0403309 by the same author.
Zero-sum games such as chess and poker are, abstractly, functions that evaluate pairs of agents, for example labeling them `winner' and `loser'. If the game is approximately transitive, then self-play generates sequences of agents of increasing strength. However, nontransitive games, such as rock-paper-scissors, can ex…
Neural networks memorize exceptions, leading to poor generalization.
These are notes on the theory of supermanifolds and integration on them, aiming to collect results that are useful for a better understanding of superstring perturbation theory in the RNS formalism.
We give a sufficient condition for a metric (homology) manifold to be locally bi-Lipschitz equivalent to an open subset in $\rn$. The condition is a Sobolev condition for a measurable coframe of flat 1-forms. In combination with an earlier work of D. Sullivan, our methods also yield an analytic characterization for smo…
These are notes on the theory of super Riemann surfaces and their moduli spaces, aiming to collect results that are useful for a better understanding of superstring perturbation theory in the RNS formalism.
This paper has been withdrawn since it is superated by the latest version of arXiv:0812.1139 (this is the version which will appear in Rend. Circ. Mat. Palermo; it is a strengthening and elaboration of a paper published in Math. Proc. Camb. Phil. Soc. 144, 397-401 (2008))
Paper presents quantum algorithms for pricing financial derivatives using complex models.
A Minkowski class is a closed subset of the space of convex bodies in Euclidean space Rn which is closed under Minkowski addition and non-negative dilatations. A convex body in Rn is universal if the expansion of its support function in spherical harmonics contains non-zero harmonics of all orders. If K is universal, t…
An ODE variational calculation shows that an image principle curvature ratio factor can raise the lower bound, 2(Image Area), on energy of a harmonic map of a surface into Rn. In certain situations, including all radially symmetry harmonic maps, equality is achieved.
Efficient Winograd convolution for INT8 networks using RNS.
The paper shows that g-convex functions on manifolds are sparse.
Let M be a random (alpha n) x n matrix of rank r<<n, and assume that a uniformly random subset E of its entries is observed. We describe an efficient algorithm that reconstructs M from |E| = O(rn) observed entries with relative root mean square error RMSE <= C(rn/|E|)^0.5 . Further, if r=O(1), M can be reconstructed ex…
MEx: Multi-modal Exercises Dataset is a multi-sensor, multi-modal dataset, implemented to benchmark Human Activity Recognition(HAR) and Multi-modal Fusion algorithms. Collection of this dataset was inspired by the need for recognising and evaluating quality of exercise performance to support patients with Musculoskelet…
We construct sequences of pseudo-Anosov mapping classes whose dilatations behave asymptotically like the inverse of the Euler characteristic of the surface they are defined on. These sequences are used to show that if the genus, g, and punctures, n, of a surface are related by a rational ray g=rn then the minimal dilat…
The notion of -distributions is introduced on Riemannian symmetric spaces of noncompact type and their main properties are established. We use a geometric description for the topology of the space of test functions in terms of the Laplace-Beltrami operator. The techniques are based on a-priori estimates for ellipt…
Our principal goal is to study the Prescribed Curvature Tensor problem in locally conformally flat manifolds. The solution to this problem is given explicitly for the special cases of the tensor R, including a case where the metric g is complete on Rn. Similar problems are considered for locally conformally flat manifo…
The self-organizing methods were used for the investigation of financial market. As an example we consider data time-series of Dow Jones index for the years 2002-2003 (R. Mantegna, cond-mat/9802256). In order to reveal new structures in stock market behavior of the companies drawing up Dow Jones index we apply SOM (Sel…
It is shown that existence of a global solution to a particular nonlinear system of second order partial differential equations on a complete connected Riemannian manifold has topological and geometric implications and that in the domain of positivity of such solution its reciprocal is the radial function of only one o…
This work optimizes LLMs by reformulating attention networks and solving them in matrix multiplication time.
Framework for transitioning financial models from risk-neutral to real-world measure.
Willmore flow preserves low energy surfaces to planes.
Proves torsion and curvature are unique for smooth manifolds.
We extend the model of rational bubbles of Blanchard and of Blanchard and Watson to arbitrary dimensions d: a number d of market time series are made linearly interdependent via d times d stochastic coupling coefficients. We first show that the no-arbitrage condition imposes that the non-diagonal impacts of any asset i…
An L-space link is a link in on which all sufficiently large integral surgeries are L-spaces. We prove that for m, n relatively prime, the r-component cable link is an L-space link if and only if K is an L-space knot and . We also compute HFL-minus and HFL-hat of an L-space cable lin…