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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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3672107143 · Jun 202019922001200920172026
48 results for Pick kernels

Study geometry of tetrahedra in complex hyperbolic space and Hilbert spaces.

problem Understanding geometric relationships between complex hyperbolic spaces and Hilbert spaces.
method Use a complex analog of the cosine of a vertex angle as a novel technical tool.
result Describe possible triangular faces of tetrahedra in hyperbolic space and three-dimensional subspaces in Hilbert spaces with Pick kernels.

Kernel approximation via nonlinear random feature maps is widely used in speeding up kernel machines. There are two main challenges for the conventional kernel approximation methods. First, before performing kernel approximation, a good kernel has to be chosen. Picking a good kernel is a very challenging problem in its…

2015-03-12abs ↗pdf ↗

Paper proves a discrete Schwarz-Pick lemma for generalized circle packings.

problem Comparing geometric quantities of circle packings with different boundary values.
method Combinatorial Calabi flows and maximum principle.
result Discrete Schwarz-Pick lemma proven for generalized circle packings.

This paper classifies hypersurfaces in n+1 with parallel Fubini-Pick form.

problem Classifying hypersurfaces with parallel Fubini-Pick form in \(\mathbb{R}^{n+1}\).
method Defining a generalized Calabi product and proving decomposition theorems.
result Complete classification of Calabi hypersurfaces in \(\mathbb{R}^{n+1}\) with parallel Fubini-Pick form.

In a pathbreaking paper, Cover and Ordentlich (1998) solved a max-min portfolio game between a trader (who picks an entire trading algorithm, θ()θ(\cdot)) and "nature," who picks the matrix XX of gross-returns of all stocks in all periods. Their (zero-sum) game has the payoff kernel Wθ(X)/D(X)W_θ(X)/D(X), where Wθ(X)W_θ(X) is the…

2018-10-04abs ↗pdf ↗

The paper studies third-order PDEs invariant under affine transformations and connects them to the Fubini-Pick invariant.

problem Investigating third-order PDEs invariant under affine transformations.
method Using a general method introduced in [D.V. Alekseevsky, J. Gutt, G. Manno, and G. Moreno: A general method to construct invariant PDEs on homogeneous manifolds].
result Derives third-order PDEs from the Fubini-Pick invariant.

The paper extends the Discrete Schwarz-Pick Lemma to circle packings with obtuse intersections and disjoint packings.

problem Proving the Discrete Schwarz-Pick Lemma for circle packings with various inversive distances.
method Using a variational principle for circle packings with inversive distances, the paper extends the lemma to a broader range of packings.
result The Discrete Schwarz-Pick Lemma holds for circle packings with inversive distances in (1,1](-1,1], provided an additional condition on triangle weights.

Many kinds of data are naturally amenable to being treated as sequences. An example is text data, where a text may be seen as a sequence of words. Another example is clickstream data, where a data instance is a sequence of clicks made by a visitor to a website. This is also common for data originating in the domains of…

2019-10-20abs ↗pdf ↗

Study finds cherry-picking load shaping strategies outperforms others in reducing grid CO2 emissions.

problem Lack of detailed counterfactual data makes it hard to assess load shaping strategies' effectiveness.
method Calibrated granular ERCOT simulations for counterfactual analysis of load shaping strategies.
result LMP-based load shaping outperforms other strategies in reducing grid CO2 emissions.

We present an intriguing question about lattice points in triangles where Pick's formula is "almost correct". The question has its origin in knot theory, but its statement is purely combinatorial. After more than 30 years the topological question was recently solved, but the lattice point problem is still open.

2006-02-17abs ↗pdf ↗

Particle picking is currently a critical step in the cryo-EM single particle reconstruction pipeline. Despite extensive work on this problem, for many data sets it is still challenging, especially for low SNR micrographs. We present the KLT (Karhunen Loeve Transform) picker, which is fully automatic and requires as an …

2019-12-12abs ↗pdf ↗

In this note, we prove a Schwarz-Pick type lemma for minimal maps between negatively curved Riemannian surfaces. More precisely, we prove that if f:MNf:M \to N is a minimal map with bounded Jacobian between two complete negatively curved Riemann surfaces M and N whose sectional curvatures σMσ_M and σNσ_N satisfy $infσ_M …

2019-03-31abs ↗pdf ↗

Search-based methods for hard combinatorial optimization are often guided by heuristics. Tuning heuristics in various conditions and situations is often time-consuming. In this paper, we propose NeuRewriter that learns a policy to pick heuristics and rewrite the local components of the current solution to iteratively i…

2018-09-30abs ↗pdf ↗

We show that the Cappell-Shaneson version of Pick's theorem for simple lattice polytopes is a consequence of a general relation between characteristic numbers of virtual submanifolds dual to the characteristic classes of a stably almost complex manifold. This relation is analogous to the miraculous cancellation formula…

2007-10-03abs ↗pdf ↗

If we pick nn random points uniformly in [0,1]d[0,1]^d and connect each point to its kk-nearest neighbors, then it is well known that there exists a giant connected component with high probability. We prove that in [0,1]d[0,1]^d it suffices to connect every point to cd,1loglogn c_{d,1} \log{\log{n}} points chosen randomly among its $…

2017-11-13abs ↗pdf ↗

Study analyzes 3,171 stocks to pick efficient portfolios using quantum and classical solvers.

problem Creating efficient stock portfolios from a large dataset.
method Used classical and quantum solvers to optimize portfolios of 3,171 US stocks.
result Demonstrated the effectiveness of quantum and classical solvers in portfolio optimization.

We analyze the spectral clustering procedure for identifying coarse structure in a data set x1,,xnx_1, \dots, x_n, and in particular study the geometry of graph Laplacian embeddings which form the basis for spectral clustering algorithms. More precisely, we assume that the data is sampled from a mixture model supported on …

2019-01-30abs ↗pdf ↗

We investigate whether a robot arm can learn to pick and throw arbitrary objects into selected boxes quickly and accurately. Throwing has the potential to increase the physical reachability and picking speed of a robot arm. However, precisely throwing arbitrary objects in unstructured settings presents many challenges:…

2019-03-27abs ↗pdf ↗

We derive asset pricing formula for markets with incomplete information and subjective views.

problem Asset pricing in markets with informational imperfections and subjective investor beliefs.
method Closed-form market equilibrium formula based on Merton's model, non-linear system of equations, conditional posterior distribution.
result Derivation of market reference model for excess returns under random shadow-costs.

This work improves sampling efficiency on complex spaces using determinantal processes.

problem Efficient sampling from large-scale datasets with general spaces.
method Determinantal point processes on general spaces and diffusion geometry.
result Improved sampling rates for determinantal processes on Riemannian manifolds and networks.

If an artificial intelligence aims to maximise risk-adjusted return, then under mild conditions it is disproportionately likely to pick an unethical strategy unless the objective function allows sufficiently for this risk. Even if the proportion ηη of available unethical strategies is small, the probability pU{p_U} of…

2019-11-12abs ↗pdf ↗

We show that the volume entropy of the Hilbert metric on a closed convex projective surface tends to zero as the corresponding Pick differential tends to infinity. The proof is based on the theorem, due to Benoist and Hulin, that the Hilbert metric and Blaschke metric are comparable.

2015-03-15abs ↗pdf ↗

In this article, we advocate the ensemble approach for variable selection. We point out that the stochastic mechanism used to generate the variable-selection ensemble (VSE) must be picked with care. We construct a VSE using a stochastic stepwise algorithm, and compare its performance with numerous state-of-the-art algo…

2010-03-30abs ↗pdf ↗

A variety of methods have been proposed for interpreting nodes in deep neural networks, which typically involve scoring nodes at lower layers with respect to their effects on the output of higher-layer nodes (where lower and higher layers are closer to the input and output layers, respectively). However, we may be inte…

2018-12-01abs ↗pdf ↗

New method finds significant high-order interactions efficiently.

problem Finding statistically significant high-order interactions in high-dimensional data.
method Extends selective inference to high-order interaction models with pruning strategy.
result Demonstrated efficient and powerful method for high-order interactions.

We consider a two-person trading game in continuous time whereby each player chooses a constant rebalancing rule bb that he must adhere to over [0,t][0,t]. If Vt(b)V_t(b) denotes the final wealth of the rebalancing rule bb, then Player 1 (the `numerator player') picks bb so as to maximize E[Vt(b)/Vt(c)]\mathbb{E}[V_t(b)/V_t(c)], whil…

2019-06-05abs ↗pdf ↗

We study fibrations $\cV$ of toric varieties over the flag variety G/TG/T, where GG is a compact semisimple Lie group and TT is a maximal torus. From symplectic data, we construct test configurations of $\cV$ and compute their Futaki invariants by employing a generalization of Pick's Theorem. We also give a simple for…

2012-12-28abs ↗pdf ↗

We pick up the regime switching model for asset returns introduced by Rogers and Zhang. The calibration involves various markets including implied volatility in order to gain additional predictive power. We focus on the calculation of risk measures by Fourier methods that have successfully been applied to option pricin…

2012-12-17abs ↗pdf ↗