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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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155309464618 · Jun 202019922001200920172026
48 results for Phase Space Stability

Weight decay stabilizes training dynamics by slowing progressive sharpening.

problem Understanding how weight decay affects training stability in deep learning models.
method Analyzing weight decay effects at the Edge of Stability, developing a mathematical framework.
result Weight decay dampens oscillations and stabilizes sharpness in CNNs, causing a phase transition in MLPs.

Global stability bounds for matrix frames in phase retrieval problems.

problem Phase retrieval for matrix frames in various applications.
method Computable global stability bounds for the quasi-linear analysis map β, using Whitney stratification of positive semidefinite matrices of low rank.
result Novel conditions for a frame to be generalized phase retrievable.

Paper uses TDA to assess cryptocurrency risk by measuring phase space instability.

problem Traditional risk measures fail to capture market dynamics' geometric structure.
method Applied Takens' Delay Embedding Theorem to generate point cloud, computed persistent homology groups, defined Topological Persistence Norm.
result Proposed leverage calibration heuristic based on persistence of 1-dimensional cycles.

In this paper we study the property of phase retrievability by redundant sysems of vectors under perturbations of the frame set. Specifically we show that if a set $\fc$ of mm vectors in the complex Hilbert space of dimension n allows for vector reconstruction from magnitudes of its coefficients, then there is a pertu…

2013-08-25abs ↗pdf ↗

The stability of money value is an important requisite for a functioning economy, yet it critically depends on the actions of participants in the market themselves. Here we model the value of money as a dynamical variable that results from trading between agents. The basic trading scenario can be recast into an Ising t…

2001-10-10abs ↗pdf ↗

The paper examines stability of shares in Proof of Stake protocol, identifying different investor behaviors and phase transitions.

problem Stability of shares in Proof of Stake protocol.
method Identification of large, medium, and small investors under various rewarding schemes; dynamical population model analysis.
result Phase transitions and thresholds for stability are characterized; chaotic centralization leads to concentration of shares.

Paper confirms conjecture for projective manifolds in supercritical phase.

problem Stability condition for deformed Hermitian-Yang-Mills equation.
method Establishes stability result not involving uniform constants.
result Confirms conjecture for projective manifolds in supercritical phase.

Gradient descent dynamics in quadratic regression models are analyzed, revealing five phases: monotonic, catapult, periodic, chaotic, and divergent.

problem Analyzing the dynamics of gradient descent in quadratic regression models.
method Fine-grained bifurcation analysis of gradient descent dynamics using a cubic map parameterized by the step-size.
result Gradient descent dynamics in quadratic regression models exhibit five distinct phases: monotonic, catapult, periodic, chaotic, and divergent.

Persistent entropy detects phase transitions in complex systems.

problem Detecting phase transitions in complex systems.
method Established a general theorem for persistent entropy to reliably detect phase transitions, introduced operational framework for finite-time computations.
result Persistent entropy exhibits an asymptotically non-vanishing gap across phases, robust numerical signatures across experiments.

Study on combustion theory solutions, proving nondegeneracy and stability in limit.

problem One-phase singular perturbation problem in combustion theory.
method Introduce density condition to preserve nondegeneracy, classify stable solutions.
result Global stable solutions have flat level sets in dimensions ≤ 4.

We describe the "hyperbolic" properties of a riemann surface lamination M canonically associated to every compact three manifolds of curvature less than 1. More precisely, if the geodesic flow is the phase space attached to an ordinary differential equation, our space M is the "phase space" attached to a certain ellipt…

1999-07-08abs ↗pdf ↗

High-dimensional models become unstable when sample size falls below a critical level, leading to a phase transition.

problem Instability in high-dimensional learning models when sample size is insufficient.
method Proved the necessity of a Fisher eigenvalue threshold for stability, introduced Fisher floor for verification.
result A sharp phase transition between reliable concentration and inevitable failure in high-dimensional learning.

The paper examines how gradient descent stabilizes low-rank matrix factorization in noisy conditions.

problem Stability of low-rank implicit regularization in perturbed deep matrix factorization.
method Derives spectral conditions for gradient descent to exhibit a low-rank phase in noiseless settings and analyzes perturbed dynamics.
result Gradient descent converges to a low-rank solution under perturbation, with explicit dependence on perturbation size.

Noise can stabilize systemic risk models with uncertain robustness.

problem Understanding systemic risk in financial systems with uncertain parameters.
method Analyzing a mean-field model of systemic risk with uncertain coefficients and noise.
result Noise can induce stability in systemic risk models, contrary to intuition.

We present a model that investigates the spontaneous emergence of randomness in equity market microstructure. The phase space analysis of our model exposes an endogenous source of fluctuation in price and volume. We formulate a control problem for maximizing price regularity and stability while minimizing entanglement …

2004-06-03abs ↗pdf ↗

We study the deformed Hermitian-Yang-Mills (dHYM) equation, which is mirror to the special Lagrangian equation, from the variational point of view via an infinite dimensional GIT problem mirror to Thomas' GIT picture for special Lagrangians. This gives rise to infinite dimensional manifold H\mathcal{H} mirror to Solom…

2018-11-12abs ↗pdf ↗

Improved stability for matrix recovery from rank-one measurements.

problem Phase retrieval problem of recovering rank-one positive semidefinite matrices.
method Developed a smoothing Newton method based on Bures-Wasserstein gradient descent.
result Superlinear convergence with rigorous guarantees and stable implementation.

Poisson and symplectic structures discussed in lecture notes.

problem Exploring Poisson and symplectic structures in mathematics.
method Presentation of Poisson and symplectic structures, group actions, moment maps, and phase space reduction.
result Comprehensive review of Poisson and symplectic structures, group actions, and reduction.

CoCos can increase financial fragility in certain network structures.

problem The effectiveness of CoCos in enhancing financial stability depends on the network structure.
method Analysis of phase transitions in a network of interconnected banks.
result CoCos can increase financial fragility under certain network structures.

Deep learning model reduces food waste by stabilizing online food delivery supply chains.

problem Wastage and bullwhip effect in online food delivery services.
method Two-phase LSTM network for demand forecasting, newsvendor model for inventory management.
result Significant reduction in bullwhip effect and food waste, improved forecasting accuracy.

The big phase space, the geometric setting for the study of quantum cohomology with gravitational descendents, is a complex manifold and consists of an infinite number of copies of the small phase space. The aim of this paper is to define a Hermitian geometry on the big phase space. Using the approach of Dijkgraaf and …

2012-11-23abs ↗pdf ↗

We analyze the linear response of a market network to shocks based on the bipartite market model we introduced in an earlier paper, which we claimed to be able to identify the time-line of the 2009-2011 Eurozone crisis correctly. We show that this model has three distinct phases that can broadly be categorized as "stab…

2016-09-19abs ↗pdf ↗

Noise-robust Koopman operator framework for control with improved stability and performance.

problem Developing a stable and noise-robust Koopman operator for control tasks.
method Proposes a learning framework using Hankel matrix and neural network approximations for system dynamics, ensuring long-term stability and noise robustness.
result Demonstrates improved model performance and noise robustness in control tasks compared to existing methods.

Continuous phase transitions identified in Doi-Onsager, noisy transformer, and Hegselmann-Krause models.

problem Phase transitions in multimodal models and their properties.
method Sharp coercivity estimate and constrained Lebedev--Milin inequality.
result Continuous phase transitions at critical coupling strengths for Doi-Onsager, noisy transformer, and Hegselmann-Krause models.

SyMetric evaluates learned Hamiltonian dynamics from images, improving model stability and interpretability.

problem Lack of reliable metrics to assess learned Hamiltonian dynamics from images.
method Developed SyMetric, a binary indicator based on Hamiltonian dynamics properties.
result SyMetric identifies architectural improvements for better dynamics learning.

Stable long-term predictions for fluid flows using neural networks.

problem Predicting complex dynamics of fluid flows with high temporal stability.
method End-to-end trained neural network architecture combining CNN for spatial compression and LSTM for temporal prediction.
result Novel latent space subdivision (LSS) allows stable and controllable long-term predictions.

Develops a minimax optimal estimator for system stability under distribution shift.

problem Ensuring system reliability under changes in the underlying environment.
method Minimax optimal estimation of stability defined in terms of acceptable performance degradation.
result Characterizes the minimax convergence rate and demonstrates practical utility.

Theoretical study shows AI models can recover from contaminated training data.

problem Data contamination in AI training can degrade model performance.
method Theoretical analysis and experiments on various data types.
result Models converge to true distribution under mild conditions, with rate dependent on real data fraction.

The study finds minimal distortion embeddings of surfaces into small domains.

problem Finding the minimal distortion of embeddings between two-dimensional manifolds.
method Proving a lower bound on distortion in terms of areas' discrepancy, characterizing minimizers, and proving stability.
result Homotheties are the unique minimizers for VN/VM1/4V_{\mathcal{N}}/V_{\mathcal{M}} \ge 1/4, and non-homothetic minimizers exist for VN/VM1/4V_{\mathcal{N}}/V_{\mathcal{M}} \le 1/4.

Introduces a new phase space for 2D supersymmetric sigma models.

problem Developing a new Hamiltonian formulation for 2D supersymmetric sigma models.
method Introduces a phase space with spinorial momenta and derives a covariant Hamiltonian formulation.
result Shows the existence of additional supersymmetries in the new formulation.

A novel framework interprets driving patterns using Action phases clustering.

problem Challenges in comprehending driving heterogeneity from underlying behavior mechanisms.
method Resampling and Downsampling Method (RDM) followed by iterative clustering calibration.
result Six driving patterns identified in real-world datasets, revealing dynamic nature of driving.