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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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0111 · Jul 202019922001200920172026
2 results for “Non-closedness”
Martingale Schrödinger Bridges and Optimal Semistatic Portfoliosq-fin.MF

Study optimal semistatic portfolios using martingale Schrödinger bridges.

problem Optimizing semistatic portfolios in a dynamic stock market.
method Minimizing entropy among calibrated martingale measures.
result Explicit solution for optimal semistatic portfolios exists.
martingale Schrödinger bridgesoptimal semistatic portfoliosdynamic stock marketexponential utility maximizationnon-closed semistatic strategies
2022-04-26abs ↗pdf ↗
Nonclosedness of Sets of Neural Networks in Sobolev Spacesstat.ML

Neural networks cannot approximate certain functions in Sobolev spaces, leading to unbounded parameter growth.

problem Non-closedness of sets of neural networks in Sobolev spaces.
method Construction of sequences of neural networks whose realizations converge to functions not realizable by neural networks.
result Sets of realized neural networks are not closed in order-(m−1)(m-1) Sobolev spaces Wm−1,pW^{m-1,p} for p∈[1,∞]p \in [1,\infty].
Neural networksSobolev spacesNon-closednessActivation functionsParameter growth
2020-07-23abs ↗pdf ↗