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.
Develops a new calculus for stochastic processes with occupation flows.
We introduce cylindrical projections to simulate infinite-dimensional occupation flows of diffusions.
LOV model calibrates European and American options with path-dependent volatility.
We extend the topological field theory (``itsy bitsy topological field theory"') of our previous work from mod-2 to twisted coefficients. This topological field theory is derived from sutured Floer homology but described purely in terms of surfaces with signed points on their boundary (occupied surfaces) and curves on …
ISP improves GNN expressivity by stratifying nodes based on graph invariants.
Bayesian nonparametric (BNP) models provide elegant methods for discovering underlying latent features within a data set, but inference in such models can be slow. We exploit the fact that completely random measures, which commonly used models like the Dirichlet process and the beta-Bernoulli process can be expressed a…
Study how knots occupy space using topological methods.
We present a new proof of the bi-Lipschitz model theorem, which occupies the main part of the Ending Lamination Conjecture proved by Minsky and Brock-Canary-Minsky. Our proof is done by using techniques of standard hyperbolic geometry as much as possible.
Paper presents algorithm for optimal job selection with dynamic scoring.
Few attempts have been proposed in order to describe the statistical features and historical evolution of the export bipartite matrix countries/products. An important standpoint is the introduction of a products network, namely a hierarchical forest of products that models the formation and the evolution of commodities…
In this paper is proposed a kind of model theory for our axiomatic differential geometry. It is claimed that smooth manifolds, which have occupied the center stage in differential geometry, should be replaced by functors on the category of Weil algebras. Our model theory is geometrically natural and conceptually motiva…
We describe society as a nonequilibrium probabilistic system: N individuals occupy W resource states in it and produce entropy S over definite time periods. Resulting thermodynamics is however unusual because a second entropy, H, measures a typically social feature, inequality or diversity in the distribution of availa…
Text classification is a challenging problem which aims to identify the category of texts. In the process of training, word embeddings occupy a large part of parameters. Under the limitation of limited computing resources, it indirectly limits the ability of subsequent network designs. In order to reduce the number of …
The paper sketches a recent progress and formulates several open problems in studying equivariant quasiconformal and quasisymmetric homeomorphisms in negatively curved spaces as well as geometry and topology of noncompact geometrically finite negatively curved manifolds and their boundaries at infinity having Carnot--C…
Brain-computer interfaces (BCIs) have been gaining momentum in making human-computer interaction more natural, especially for people with neuro-muscular disabilities. Among the existing solutions the systems relying on electroencephalograms (EEG) occupy the most prominent place due to their non-invasiveness. However, t…
Gerbes encode spectral gaps in topological insulators.
We introduce general scattering transforms as mathematical models of deep neural networks with l2 pooling. Scattering networks iteratively apply complex valued unitary operators, and the pooling is performed by a complex modulus. An expected scattering defines a contractive representation of a high-dimensional probabil…
We prove the double bubble conjecture in the three-sphere and hyperbolic three-space in the cases where we can apply Hutchings theory: 1) in , each enclosed volume and the complement occupy at least 10% of the volume of ; 2) in , the smaller volume is at least 85% that of the larger. A balanc…
This paper provides an attempt to formalize Hayek's notion of spontaneous order within the framework of the Arrow-Debreu economy. Our study shows that if a competitive economy is enough fair and free, then a spontaneous economic order shall emerge in long-run competitive equilibria so that social members together occup…
In this paper, we provide families of second order non-linear partial differential equations, describing pseudospherical surfaces (pss equations), with the property of having local isometric immersions in E^3, with principal curvatures depending on finite-order jets of solutions of the differential equation. These equa…
The paper contains a combinatorial theorem (the sequence of Newton polygons of a reccurent sequence of polynomials is quasi-linear) and two applications of it in classical and quantum topology, namely in the behavior of the -polynomial and a fixed quantum invariant (such as the Jones polynomial) under filling. Our c…
This paper presents a model of capital accumulation for a large number of heterogenous producer-consumers in an exchange space in which interactions depend on agents' positions. Each agent is described by his production, consumption, stock of capital, as well as the position he occupies in this abstract space. Each age…
We survey the main ideas in the early history of the subjects on which Riemann worked and that led to some of his most important discoveries. The subjects discussed include the theory of functions of a complex variable, elliptic and Abelian integrals, the hypergeometric series, the zeta function, topology, differential…
Based on the approach of flow distances, the international trade flow system is studied from the perspective of multi-layer flow network. A model of multi-layer flow network is proposed for modelling and analyzing multiple types of flows in flow systems. Then, flow distances are introduced, and symmetric minimum flow d…
Efficient SNN on Loihi achieves high gesture recognition accuracy.
In this paper we show that in some cases the E.Hopf rigidity phenomenon admits quantitative interpretation. More precisely we estimate from above the measure of the set swept by minimal orbits. These estimates are sharp, i.e. if occupies the whole phase space we recover the E.Hopf rigidity. …
In this paper we show that the non-alternating torus knots are homologically thick, i.e. that their Khovanov homology occupies at least three diagonals. Furthermore, we show that we can reduce the number of full twists of the torus knot without changing certain part of its homology, and consequently, we show that there…
Most of the JavaScript code deployed in the wild has been minified, a process in which identifier names are replaced with short, arbitrary and meaningless names. Minified code occupies less space, but also makes the code extremely difficult to manually inspect and understand. This paper presents Context2Name, a deep le…
In "Width complexes for knots and 3-manifolds," Jennifer Schultens defines the width complex for a knot in order to understand the different positions a knot can occupy in the 3-sphere and the isotopies between these positions. She poses several questions about these width complexes; in particular, she asks whether the…
Embedding representations power machine intelligence in many applications, including recommendation systems, but they are space intensive -- potentially occupying hundreds of gigabytes in large-scale settings. To help manage this outsized memory consumption, we explore mixed dimension embeddings, an embedding layer arc…
Model selection is a problem that has occupied machine learning researchers for a long time. Recently, its importance has become evident through applications in deep learning. We propose an agreement-based learning framework that prevents many of the pitfalls associated with model selection. It relies on coupling the t…
An analysis of the Japanese credit market in 2004 between banks and quoted firms is done in this paper using the tools of the networks theory. It can be pointed out that: (i) a backbone of the credit channel emerges, where some links play a crucial role; (ii) big banks privilege long-term contracts; the "minimal spanni…
We extend the results and methods of \cite{MP} to prove the existence of constant positive scalar curvature metrics which are complete and conformal to the standard metric on , where is a disjoint union of submanifolds of dimensions between 0 and . The existence of solutions with isola…
LNPE enhances local connections in embeddings using extended neighbor propagation.
The paper deals with bonus-malus systems with different claim types and varying deductibles. The premium relativities are softened for the policyholders who are in the malus zone and these policyholders are subject to per claim deductibles depending on their levels in the bonus-malus scale and the types of the reported…
This primer explains diffusion models in general state spaces.
In this work we show that the systems of balance equations (balance systems) of continuum thermodynamics occupy a natural place in the variational bicomplex formalism. We apply the vertical homotopy decomposition to get a local splitting (in a convenient domain) of a general balance system as the sum of a Lagrangian pa…
Proposes a new method for efficient manifold denoising robust to high dimensional noise.
Hierarchical analysis is considered and a multilevel model is presented in order to explore causality, chance and complexity in financial economics. A coupled system of models is used to describe multilevel interactions, consistent with market data: the lowest level is occupied by agents generating the prices of indivi…
We applied Generative Adversarial Networks (GANs) to learn a model of DOOM levels from human-designed content. Initially, we analysed the levels and extracted several topological features. Then, for each level, we extracted a set of images identifying the occupied area, the height map, the walls, and the position of ga…
We introduce a novel type of stabilization map on the configuration spaces of a graph, which increases the number of particles occupying an edge. There is an induced action on homology by the polynomial ring generated by the set of edges, and we show that this homology module is finitely generated. An analogue of class…
Wavelets help compress neural networks efficiently.
This paper is a contribution to interweaving two lines of research that have progressed in separate ways: network analyses of international trade and the literature on African trade and development. Gathering empirical data on African countries has important limitations and so does the space occupied by African countri…
Economies grow by upgrading the type of products they produce and export. The technology, capital, institutions and skills needed to make such new products are more easily adapted from some products than others. We study the network of relatedness between products, or product space, finding that most upscale products a…
We present a plausible micro-founded model for the previously postulated power law finite time singular form of the crash hazard rate in the Johansen-Ledoit-Sornette model of rational expectation bubbles. The model is based on a percolation picture of the network of traders and the concept that clusters of connected tr…
Kernel-based clustering algorithm can identify and capture the non-linear structure in datasets, and thereby it can achieve better performance than linear clustering. However, computing and storing the entire kernel matrix occupy so large memory that it is difficult for kernel-based clustering to deal with large-scale …
Organic Solar Cells are a promising technology for solving the clean energy crisis in the world. However, generating candidate chemical compounds for solar cells is a time-consuming process requiring thousands of hours of laboratory analysis. For a solar cell, the most important property is the power conversion efficie…
The distribution of returns in financial time series exhibits heavy tails. In empirical studies, it has been found that gaps between the orders in the order book lead to large price shifts and thereby to these heavy tails. We set up an agent based model to study this issue and, in particular, how the gaps in the order …