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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.

169,051 papers · 148 categories

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48 results for Minimizing Movement

We recast the Calabi flow in DeGiorgi's language of minimizing movements. We establish the long time existence of minimizing movements for K-energy with arbitrary initial condition. Furthermore we establish some a priori regularity of these solutions, and that sufficiently regular minimizing movements are smooth soluti…

2012-08-13abs ↗pdf ↗

Paper proves minimizing movements match smooth droplet flow in 3D.

problem Consistency of minimizing movements with smooth mean curvature flow.
method Proved minimizing movements coincide with smooth droplet flow.
result Minimizing movements and smooth mean curvature flow are consistent in 3D.

Alternative proof of weak solutions to mean curvature flow using minimizing movements.

problem Existence of weak solutions to mean curvature flow and volume preserving mean curvature flow.
method Proposes a new existence proof using a minimizing movements scheme and a novel proxy for distance.
result Unconditional convergence towards a De Giorgi solution for the minimizing movements scheme.

We show that K-energy minimizing movements agree with smooth solutions to Calabi flow as long as the latter exist. As corollaries we conclude that in a general Kahler class long time solutions of Calabi flow minimize both K-energy and Calabi energy. Lastly, by applying convergence results from the theory of minimizing …

2013-01-16abs ↗pdf ↗

Paper proves existence of solutions for complex surface diffusion equation.

problem Existence of solutions for anisotropic surface diffusion with elasticity.
method Cahn-Taylor minimizing movement scheme for three-dimensional analysis.
result Proves existence of classical solutions without curvature regularization.

New method for evolving surfaces using generalized power mean curvature flow.

problem Evolve surfaces with volume penalization replaced by a generalized term.
method Generalized minimizing movement scheme converging to geometric evolution equation.
result Minimizing movements coincide with smooth classical solutions and preserve mean convexity.

Study a flow for curve energy, proving existence for various p.

problem Evolution of closed curves under energy minimization.
method Second order flow decreasing p-elastic energy, proving existence via minimizing movements.
result Existence of solutions for p(1,)p \in (1, \infty), long-time existence for p=2p = 2.

New algorithm reduces costs in wind energy systems by minimizing decision changes.

problem Costs associated with decision changes in wind energy systems.
method Episodic CBO with movement costs using Gaussian Process and mirror descent.
result Our algorithm consistently outperforms standard CBO in altitude optimization.

NoTMF forecasts sparse urban road movement speeds with nonstationary temporal matrix factorization.

problem Sparse and nonstationary movement speed data from urban roads.
method Nonstationary Temporal Matrix Factorization (NoTMF) model.
result NoTMF outperforms baseline models in forecasting urban road movement speeds.

New deep learning method for option pricing in jump-diffusion models.

problem Option pricing in jump-diffusion models with high-dimensional assets.
method Implicit-explicit minimizing movement time-stepping approach using deep ANNs.
result Consistent and asymptotically correct solutions for large underlyings.

Analyzes gradient flows and EVI in metric spaces with structural properties and convergence results.

problem Characterizing and analyzing gradient flows and Evolution Variational Inequalities in metric spaces.
method Study of structural properties, equivalence with maximal slope curves, convergence of Minimizing Movement-JKO scheme.
result Equivalence with maximal slope curves and uniform convergence of Minimizing Movement-JKO scheme.

Study shows thresholding scheme converges for mean curvature flow of convex sets.

problem Analyzing convergence of thresholding scheme for mean curvature flow.
method Time discretization using Merriman, Bence and Osher's scheme, focusing on two-phase mean convex settings.
result Time-integrated energy of approximation converges to limit's energy in minimizing movements interpretation.

We derive generalization error bounds for stationary univariate autoregressive (AR) models. We show that imposing stationarity is enough to control the Gaussian complexity without further regularization. This lets us use structural risk minimization for model selection. We demonstrate our methods by predicting interest…

2011-03-04abs ↗pdf ↗

Framework uses optimal transport for neural architecture search.

problem Optimizing neural architectures in deep learning.
method Semi-discrete optimization using optimal transport.
result Gradient flow and minimizing movement scheme converge to reaction-diffusion equations.

New theorem shows shapes close to balls, flow converges to balls in 2D and 3D.

problem Understanding the asymptotic behavior of volume-preserving mean curvature flow.
method Proved a new quantitative Alexandrov theorem and used it to show flow convergence.
result Weak solutions of volume-preserving mean curvature flow converge to disjoint balls in R^2 and R^3.

Unified online algorithm for both competitive ratio and regret minimization.

problem Achieving both competitive ratio and regret minimization in online algorithms.
method Extending a regret minimization algorithm to handle movement cost and combining it with a base algorithm.
result Unified online algorithm that guarantees both competitive ratio and small regret over any time interval.

Wearable smart suit tracks infant movements with high accuracy.

problem Early detection of atypical motor development in infants.
method Developed a multi-sensor smart suit for data collection, trained a deep CNN algorithm for automatic posture and movement classification.
result Setup achieves human equivalent accuracy in infant posture and movement classification.

Paper reduces movement primitive dimensionality in parameter space.

problem High dimensionality of movement primitives makes policy optimization expensive.
method Investigates dimensionality reduction in parameter space, identifying principal movements.
result Dimensionality reduction in parameter space is more effective than in configuration space.

Deep convolutional architecture identifies eye movements for biometric faster and more accurately.

problem Biometric identification of eye movements for authentication.
method Developed a deep convolutional architecture to process raw eye-tracking signals.
result Achieved a lower error rate by one order of magnitude and faster identification time by two orders of magnitude.

New algorithms achieve optimal performance in online convex optimization with strong convexity and squared 2\ell_2 norms.

problem Optimal performance in online convex optimization with specific cost structures.
method Proposed and analyzed new algorithms (G-OBD, R-OBD) with theoretical guarantees.
result G-OBD and R-OBD achieve optimal competitive ratios of O(m1/2)O(m^{-1/2}) under specific conditions.

Based on a recent theorem due to the authors, it is shown how the extreme tail dependence between an asset and a factor or index or between two assets can be easily calibrated. Portfolios constructed with stocks with minimal tail dependence with the market exhibit a remarkable degree of decorrelation with the market at…

2002-05-30abs ↗pdf ↗

Taureau uses Twitter sentiment analysis to predict stock market movement.

problem Predicting stock market movement using public opinion on Twitter.
method Obtained historical tweets, filtered and labeled, generated word embeddings, assessed sentiment scores, correlated with stock price movement, designed and evaluated predictive model.
result Taureau can predict stock price movement from lagged sentiment scores.

The study models market price movement based on investors' expectations.

problem Understanding the dynamics of investors' expectations and market price movement.
method Developed a non-linear evolutionary equation linking investors' expectations and market asset price movement.
result Model predictions co-integrated with asset time series, suggesting potential for price movement forecasting.

In this article we discuss the distribution of asset price movements by the market potential function. From the principle of free energy minimization we analyze two different kinds of market potentials. We obtain a U-shaped potential when market reversion (i.e. contrarian investors) is dominant. On the other hand, if t…

2014-03-13abs ↗pdf ↗

MPANF improves naive forecast by incorporating directional information.

problem Challenging to surpass naive forecast in financial time series.
method Combines naive forecast with movement prediction and accuracy.
result MPANF generally outperforms common benchmarks.

Framework infers coordination strategies from movement data.

problem Inferring individual movement strategies from group data.
method Formalizes Coordination Strategy Inference Problem; provides methodology to infer strategies.
result Framework accurately infers strategies in simulated and real-world datasets.

The study introduces a new stickiness parameter for stock prices using a non-linear model.

problem Understanding how closely individual stocks follow a stock index's price movements.
method Developed a non-linear pricing model inspired by tectonic plate movements to measure stickiness.
result Defined a stickiness parameter for stock price returns using a novel model.

This paper uses GAN and ERMSE to improve stock price movement prediction accuracy.

problem Predicting stock price movement direction is challenging due to complex, incomplete, and fuzzy information.
method The paper proposes a deep learning model using GAN and ERMSE to forecast stock market trends.
result The GAN model outperformed LSTM in predicting stock price movement direction with a 4.35% improvement.

Bayesian method infers local rules for collective animal movement.

problem Learn local rules governing long-term group behaviors.
method Bayesian Inverse Reinforcement Learning with Linearly-Solvable Markov Decision Process.
result Recover true costs and find value of collective movement.

New algorithm reduces dynamic regret in time-varying movement costs.

problem Dynamic regret in online convex optimization with time-varying movement costs.
method Introduced a novel algorithm for time-varying movement costs, achieving comparator-adaptive dynamic regret bound.
result Established first comparator-adaptive dynamic regret bound of O~((M2+MPT)(T+tλt))\widetilde{\mathcal{O}}(\sqrt{(M^2+MP_T)(T+\sum_t λ_t)}).

Stock selection improved with a novel neural model capturing continuous stock dynamics.

problem Lack of continuous stock dynamics prediction and implicit cross-domain dependencies.
method StockODE, a latent variable model with NRODEs and hierarchical hypergraph for continuous stock volatility and inter-domain dependencies.
result Significantly outperforms baselines, improving Sharpe Ratio by up to 18.57%.

Paper adapts and learns movement primitives robustly with probabilistic models.

problem Learning and adapting movement primitives with variability and correlations.
method Prior distributions and general purpose operators for robust parameter estimation and adaptation.
result Robust learning and adaptation achieved with fewer training instances and task-specific heuristics.

Automated GMA using accelerometers detects abnormal infant movements with human-level accuracy.

problem Undetected perinatal stroke leads to lifelong disability.
method Wearable accelerometers and Discriminative Pattern Discovery (DPD) for automated GMA.
result Automated method correctly identifies abnormal movements with human-level accuracy.