Research
On-device research index

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

Trend · papers per month

74148222296 · Jun 202019922001200920172026
48 results for Play Calling

We introduce a topological combinatorial game called the Region Smoothing Swap Game. The game is played on a game board derived from the connected shadow of a link diagram on a (possibly non-orientable) surface by smoothing at crossings. Moves in the game are performed on regions of the diagram and can switch the direc…

2019-09-26abs ↗pdf ↗

This paper studies binary classification problem associated with a family of loss functions called large-margin unified machines (LUM), which offers a natural bridge between distribution-based likelihood approaches and margin-based approaches. It also can overcome the so-called data piling issue of support vector machi…

2019-08-13abs ↗pdf ↗

We consider the stochastic multi-armed bandit (MAB) problem in a setting where a player can pay to pre-observe arm rewards before playing an arm in each round. Apart from the usual trade-off between exploring new arms to find the best one and exploiting the arm believed to offer the highest reward, we encounter an addi…

2019-11-21abs ↗pdf ↗

Bardo Composer generates tabletop RPG music based on player speech.

problem Creating immersive background music for tabletop RPGs.
method Speech recognition, emotion classification, and music generation using a novel beam search algorithm.
result Generated music pieces can be accurately identified by human subjects as conveying the intended emotion.

This article investigates local properties of the further generalized Weierstrass relations for a spin manifold SS immersed in a higher dimensional spin manifold MM from viewpoint of study of submanifold quantum mechanics. We show that kernel of a certain Dirac operator defined over SS, which we call submanifold Dir…

2006-05-10abs ↗pdf ↗

New method uses CNN for seismic inversion uncertainty quantification.

problem Uncertainty quantification in seismic inversion for noisy data.
method Plug-and-Play Stein Variational Gradient Descent (PnP-SVGD) with CNN denoiser.
result High-resolution, trustworthy posterior samples for subsurface structures.

We introduce a topological combinatorial game called the Link Smoothing Game. The game is played on the shadow of a link diagram and legal moves consist of smoothing precrossings. One player's goal is to keep the diagram connected while the other player's goal is to disconnect the shadow. We make significant progress t…

2011-09-19abs ↗pdf ↗

Veech groups are discrete subgroups of SL(2, R) which play an important role in the theory of translation surfaces. For a special class of translation surfaces called origamis or square-tiled surfaces their Veech groups are subgroups of finite index of SL(2, Z). We show that each stratum of the space of translation sur…

2018-02-14abs ↗pdf ↗

In this paper, the Douglas curvature of (α,β)-metrics, a special class of Finsler metrics defined by a Riemannian metric αand a 1-form β, is studied. These metrics with vanishing Douglas curvature in dimension n\geq3 are classified by using a new class of metrical deformations called β-deformations. The result shows th…

2016-09-14abs ↗pdf ↗

Fictitious play is a simple and widely studied adaptive heuristic for playing repeated games. It is well known that fictitious play fails to be Hannan consistent. Several variants of fictitious play including regret matching, generalized regret matching and smooth fictitious play, are known to be Hannan consistent. In …

2016-10-05abs ↗pdf ↗

For geometries with a closed three-form we briefly overview the notion of multi-moment maps. We then give concrete examples of multi-moment maps for homogeneous hypercomplex and nearly Kaehler manifolds. A special role in the theory is played by Lie algebras with second and third Betti numbers equal to zero. These we c…

2010-12-02abs ↗pdf ↗

Quantum algorithm for pricing European call options.

problem Accurate valuation of financial derivatives, especially for complex models and options.
method Transforms classical FFT into quantum QFT for pricing European call options.
result Quantum algorithm outperforms classical Monte Carlo simulation in NISQ era.

Chagas disease is a neglected disease, and information about its geographical spread is very scarse. We analyze here mobility and calling patterns in order to identify potential risk zones for the disease, by using public health information and mobile phone records. Geolocalized call records are rich in social and mobi…

2018-08-09abs ↗pdf ↗

Market liquidity plays a vital role in the field of market micro-structure, because it is the vigor of the financial market. This paper uses a variable called convexity to measure the potential liquidity provided by order-book. Based on the high-frequency data of each stock included in the SSE (Shanghai Stock Exchange)…

2012-11-09abs ↗pdf ↗

Self-play is an unsupervised training procedure which enables the reinforcement learning agents to explore the environment without requiring any external rewards. We augment the self-play setting by providing an external memory where the agent can store experience from the previous tasks. This enables the agent to come…

2018-05-28abs ↗pdf ↗

We provide a model for an open invariant neighborhood of any orbit in a symplectic manifold endowed with a canonical proper symmetry. Our results generalize the constructions of Marle and Guillemin and Sternberg for canonical symmetries that have an associated momentum map. In these papers the momentum map played a cru…

2001-10-08abs ↗pdf ↗

Prices in financial markets exhibit extreme jumps far more often than can be accounted for by external news. Further, magnitudes of price changes are correlated over long times. These so called stylized facts are quantified by scaling laws similar to, for example, turbulent fluids. They are believed to reflect the comp…

2013-03-08abs ↗pdf ↗

We discuss in this article a property of action of groups by isometries called "well displacing". An action is said to be well displacing, if the displacement function is equivalent to the the displacement function for the action on the Cayley graph. We relate this property with the fact that orbit maps are quasi-isome…

2007-04-26abs ↗pdf ↗

RL controls small soccer robots in a real league, beating human-designed policies.

problem Training robots to play complex, real-world sports.
method Sim-to-Real RL approach, training in simulated environment, applying to real-world robots.
result Robots learned policies to compete effectively, beating human-designed strategies.

For several decades, the no-arbitrage (NA) condition and the martingale measures have played a major role in the financial asset's pricing theory. We propose a new approach for estimating the super-replication cost based on convex duality instead of martingale measures duality: Our prices will be expressed using Fenche…

2018-07-12abs ↗pdf ↗

Witten's approach to Khovanov homology of knots is based on the five-dimensional system of partial differential equations, which we call Haydys-Witten equations. We argue for a one-to-one correspondence between its solutions and solutions of the seven-dimensional system of equations. The latter can be formulated on any…

2014-03-26abs ↗pdf ↗

Braided vector fields on spatial subdomains homeomorphic to the cylinder play a crucial role in applications such as solar and plasma physics, relativistic astrophysics, fluid and vortex dynamics, elasticity, and bio-elasticity. Often the vector field's topology -- the entanglement of its field lines -- is non-trivial,…

2019-09-17abs ↗pdf ↗

We obtain an index of the complexity of a random sequence by allowing the role of the measure in classical probability theory to be played by a function we call the generating mechanism. Typically, this generating mechanism will be a finite automata. We generate a set of biased sequences by applying a finite state auto…

2008-12-10abs ↗pdf ↗

Develops a robust method for image reconstruction from limited data.

problem Inference of unknown images from few measurements, often ill-posed.
method Introduces DPnP, a diffusion plug-and-play method combining likelihood and score-based samplers.
result Establishes performance guarantees for DPnP, demonstrating robustness and efficiency.

A chord diagram consists of a circle, called the backbone, with line segments, called chords, whose endpoints are attached to distinct points on the circle. The genus of a chord diagram is the genus of the orientable surface obtained by thickening the backbone to an annulus and attaching bands to the inner boundary cir…

2014-10-22abs ↗pdf ↗

We construct elements of the third quandle homology groups of knot quandles, which are called the shadow fundamental classes. They play the same roles for the shadow quandle cocycle invariants of knots as the fundamental classes of knot quandles does for the quandle cocycle invariants. As an application of the shadow f…

2009-06-03abs ↗pdf ↗

I will discuss the emergence of lorentzian symmetric spaces as supersymmetric supergravity backgrounds. I will focus on supergravity theories in dimension 11, 10, and 6, and will concentrate on the determination of the so-called maximally supersymmetric backgrounds, for which a classification exists up to local isometr…

2007-02-08abs ↗pdf ↗

New algorithm improves signal recovery from noisy measurements with theoretical guarantees.

problem Recovering signals from noisy measurements in inverse problems.
method Wasserstein-based projections (WP) replacing analytic regularization with data-driven denoising.
result WP approximates true projection with high probability, providing theoretical guarantees.

Self-play, where the algorithm learns by playing against itself without requiring any direct supervision, has become the new weapon in modern Reinforcement Learning (RL) for achieving superhuman performance in practice. However, the majority of exisiting theory in reinforcement learning only applies to the setting wher…

2020-02-10abs ↗pdf ↗

This paper improves self-play learning in games by manipulating experience distributions.

problem Improving self-play learning in games through better experience sampling.
method Three approaches: weighted sampling, Prioritized Experience Replay, and diversifying trajectories.
result Major improvements in early training performance in some games, minor improvements overall.

SNORE applies denoiser only on images with noise of adequate level for image restoration.

problem Image restoration challenges with iterative algorithms and denoising.
method SNORE framework using stochastic regularization and stochastic gradient descent.
result SNORE is competitive with state-of-the-art methods on deblurring and inpainting tasks.

Deep reinforcement learning has become popular over recent years, showing superiority on different visual-input tasks such as playing Atari games and robot navigation. Although objects are important image elements, few work considers enhancing deep reinforcement learning with object characteristics. In this paper, we p…

2018-09-17abs ↗pdf ↗

Combinatorial two-player games have recently been applied to knot theory. Examples of this include the Knotting-Unknotting Game and the Region Unknotting Game, both of which are played on knot shadows. These are turn-based games played by two players, where each player has a separate goal to achieve in order to win the…

2018-07-29abs ↗pdf ↗