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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.

168,695 papers · 148 categories

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133266399532 · Jun 202019922001200920172026
48 results for Partially Ordered Sequences

New algorithm minimizes expert selection regret in partial bandit feedback.

problem Minimizing expert selection regret in partial bandit feedback.
method Develops a sequential minimax optimal algorithm for a generalized partial monitoring setting.
result Second order regret bounds against a general expert selection sequence.

Partial AHS-structures extend G-structures and Cartan geometries to manifolds with involutive distributions.

problem Extending G-structures and Cartan geometries to manifolds with involutive distributions.
method Developing a canonical Cartan geometry for partial AHS-structures and constructing BGG sequences.
result Partial AHS-structures have analogs of BGG sequences, providing fine resolutions of sheaves.

We provide necessary and sufficient conditions on the derived type of a vector field distribution $\Cal V$ in order that it be locally equivalent to a partial prolongation of the contact distribution $\Cal C^{(1)}_q$, on the first order jet bundle of maps from R\Bbb R to Rq\Bbb R^q, q1q\geq 1. This result fully genera…

2004-04-21abs ↗pdf ↗

Conditions for curves on a torus with specific pairwise intersections.

problem Finding curves on a torus with prescribed pairwise intersections.
method Necessary and sufficient conditions for curves on a torus with given pairwise intersections.
result Necessary and sufficient conditions for the existence of curves on a torus with specific pairwise intersections.

Let $\CV$ be a vector field distribution on manifold MM. We give an efficient algorithm for the construction of local coordinates on MM such that $\CV$ may be locally expressed as some partial prolongation of the contact distribution $\Cal C^{(1)}_q$, on the first order jet bundle of maps from R\Bbb R to Rq\Bbb R^q,…

2004-06-11abs ↗pdf ↗

The C-spectral sequence was introduced by Vinogradov in the late Seventies as a fundamental tool for the study of algebro-geometric properties of jet spaces and differential equations. A spectral sequence arise from the contact filtration of the modules of forms on jet spaces of a fibring (or on a differential equation…

2001-11-13abs ↗pdf ↗

Predicts node sequences in graphs using multi-order network models.

problem Predicting sequences of node traversals in graphs.
method Combines multiple higher-order network models into a multi-order model, fitting and selecting the optimal maximum order.
result Outperforms state-of-the-art algorithms for next-element and full sequence prediction.

Generalizes results for Riemannian manifolds with boundary to those without.

problem Extending results from manifolds without boundary to those with boundary.
method Using Neumann cut-off functions and density arguments.
result The Laplace-Beltrami operator is essentially self-adjoint on manifolds with boundary.

The paper solves complex swing option pricing equations with numerical methods.

problem Valuation of swing options with jumps under a mean-reverting model.
method Proposes second-order numerical methods to solve PIDEs convection-dominated and with nonlocal integral terms.
result Numerical methods confirm second-order convergence behavior.

Generative model simulates financial market price variations from order flow.

problem Simulating intra-day price variations driven by order flow.
method Sequence Generative Adversarial Networks framework applied to model order flow.
result Generated price sequences from generative model better match real price variations.

Prove strong ribbon concordance induces a partial order on links, certify minimality for a handful of knots, and find minimal ribbon minimal knots.

problem Prove strong ribbon concordance induces a partial order on links.
method Use results from knot Floer homology to certify minimality under the ribbon partial order.
result Certify minimality for a handful of knots and find minimal ribbon minimal knots.

Differentiable relaxation for inferring partial orders from noisy linear data.

problem Inference of partial orders from linear data with noisy observations.
method Introducing a differentiable relaxation to model noisy linear extensions, replacing discontinuous precedence and feasibility with smooth surrogates.
result Smooth posterior that preserves partial-order semantics, supports gradient-based inference, and converges to hard likelihood.

We propose a Hodge theory for the spaces E2p,qE_2^{p,\,q} featuring at the second step either in the Frölicher spectral sequence of an arbitrary compact complex manifold XX or in the spectral sequence associated with a pair (N,F)(N,\,F) of complementary regular holomorphic foliations on such a manifold. The main idea is to …

2016-01-19abs ↗pdf ↗

A convolutional sequence to sequence non-intrusive load monitoring model is proposed in this paper. Gated linear unit convolutional layers are used to extract information from the sequences of aggregate electricity consumption. Residual blocks are also introduced to refine the output of the neural network. The partiall…

2018-06-06abs ↗pdf ↗

Partial coverings of hyperbolic surfaces equidistribute with geodesics.

problem Equidistribution of partial coverings defined from geodesics.
method Sequence of geodesics equidistributing in unit tangent bundle implies equidistribution of associated partial coverings.
result Partial coverings equidistribute with a sequence of geodesics.

We discuss intrinsic aspects of Krupka's approach to finite-order variational sequences. We give intrinsic isomorphisms of the quotient subsheaves of the short finite-order variational sequence with sheaves of forms on jet spaces of suitable order, obtaining a new finite-order (short exact) variational sequence which i…

2000-01-05abs ↗pdf ↗

Algorithm improves reinforcement learning in MDPs with partial order policies.

problem Improving reinforcement learning in MDPs with partial order policies.
method Epoch-based reinforcement learning algorithm leveraging a partial order over policy class.
result Achieves an O(wlog(Θ)T)O(\sqrt{w \log(|Θ|) T}) regret bound, independent of state and action space sizes.

In this paper, we introduce a partial order on neighborhood equivalence classes of maximally spread essential multibranched surfaces embedded in a 3-manifold. We show that if a maximally spread essential multibranched surface is atoroidal and acylindrical, then its equivalence class is minimal with respect to the parti…

2019-05-03abs ↗pdf ↗

It is well known that a countable group admits a left-invariant total order if and only if it acts faithfully on R by orientation preserving homeomorphisms. Such group actions are special cases of group actions on simply connected 1-manifolds, or equivalently, actions on oriented order trees. We characterize a class of…

2005-03-21abs ↗pdf ↗

In the context of sparse recovery, it is known that most of existing regularizers such as 1\ell_1 suffer from some bias incurred by some leading entries (in magnitude) of the associated vector. To neutralize this bias, we propose a class of models with partial regularizers for recovering a sparse solution of a linear …

2015-11-23abs ↗pdf ↗

The paper proves a logarithmic partial derivative lemma and applies it to several geometric problems.

problem Proving a logarithmic partial derivative lemma for compact Kähler manifolds.
method Developed a new ˉ\partial\bar{\partial}-type lemma for logarithmic differential forms.
result Confirmed a conjecture by X. Wan and derived several geometric applications.

Study optimal liquidation strategies under partial information in high-frequency trading.

problem Optimal liquidation strategies in high-frequency trading with incomplete information.
method Modeling price formation through Hawkes processes, incorporating liquidity as a hidden Markov process, and formulating as an impulse control problem.
result Development of an algorithm to approximate optimal liquidation strategies.

A method for finding most influential sets reduces a complex problem to a sequence of simpler top-kk problems.

problem Identifying most influential subsets in complex models.
method Reduces the problem to a sequence of top-kk problems using Dinkelbach's method.
result The method returns a globally optimal set for the univariate ratio objective, including partial linear models.

We present a new Markov chain Monte Carlo method for estimating posterior probabilities of structural features in Bayesian networks. The method draws samples from the posterior distribution of partial orders on the nodes; for each sampled partial order, the conditional probabilities of interest are computed exactly. We…

2012-02-14abs ↗pdf ↗

Čech cohomology Hn(X)H^n(X) of a separable metrizable space XX is defined in terms of cohomology of its nerves (or ANR neighborhoods) PβP_β whereas Steenrod-Sitnikov homology Hn(X)H_n(X) is defined in terms of homology of compact subsets KαXK_α\subset X. We show that one can also go vice versa: in a sense, Hn(X)H^n(X) can be re…

2018-08-30abs ↗pdf ↗

Let SS be a rank-one symmetric space of non-compact type and let XX be a CAT(1)\text{CAT}(-1) space. A well-known result by Bourdon states that if a topological embedding φ:SX\varphi: \partial_\infty S \rightarrow \partial_\infty X respects cross ratios, that means $\text{cr}_S( ξ_0,η_0,ξ_1,η_1)=\text{cr}_X( \varphi(ξ_0),\…

2019-06-25abs ↗pdf ↗

In this thesis, we show the existence of a sequence of differential operators starting with with the Dirac operator in k Clifford variables, D=(D1,...,Dk)D=(D_1,..., D_k), where Di=jejij:C((Rn)k,§)C((Rn)k,§)D_i=\sum_j e_j\cdot \partial_{ij}: C^\infty((\R^n)^k,§)\to C^\infty((\R^n)^k,§) (§§ is the spinor module). This operator is the Cauchy-Riemann operato…

2007-08-09abs ↗pdf ↗