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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.

168,657 papers · 148 categories

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191382573764 · Jun 202019922001200920172026
48 results for Power Functions

The paper calculates asymptotic expansions for specific types of oscillatory integrals.

problem Analyzing oscillatory integrals with complex phase functions.
method Using asymptotic expansions of simpler phase functions to derive results for more complex cases.
result Explicit computation of coefficients in asymptotic expansions for certain integrals.

Study of metrics on positive-definite matrices from power potential, linking to power means.

problem Understanding metrics on positive-definite matrices derived from power potential.
method Explicit expressions for geodesics and distance function derived from Hessian of power potential.
result Geodesics and distance function converge to weighted matrix geometric mean as β tends to zero.

We present a formula for the trace of any symmetric power of a n×nn\times n matrix (with coefficients in a field) in terms of the ordinary powers of the matrix, an arbitrarily chosen linear function which vanishes on the identity matrix, and n2n-2 polynomial functions defined recursively.

2014-11-03abs ↗pdf ↗

Study explores how scalar functionals evolve under Ricci flow.

problem Understanding the evolution of functionals involving scalar quantities under Ricci flow.
method Deriving explicit expressions for the time derivative of integrals of scalar functionals under extended Ricci flow.
result Explicit expressions for the time derivative of integrals involving scalar functionals under Ricci flow.

Unified representation of density-power-based divergences simplifies estimation to M-estimation.

problem Outliers in density estimation.
method Define a norm-based Bregman density power divergence (NB-DPD) that reduces to M-estimation.
result NB-DPD connects and generalizes existing divergences, highlighting robustness properties.

Paper detects and estimates breaks in high-dimensional functional time series.

problem Detecting and estimating structural breaks in heterogeneous mean functions of high-dimensional functional time series.
method Proposes a new test statistic combining functional CUSUM and power enhancement components, with a clustering algorithm for group structure estimation.
result The proposed techniques have satisfactory performance in finite samples, detecting and estimating breaks effectively.

The paper introduces a new method for estimating optimal policies in dynamic treatment regimes using information geometry.

problem Estimating optimal policies in dynamic treatment regimes.
method Minimum information divergence method based on γγ-power divergence.
result The γγ-power divergence method effectively seeks the optimal policy by vanishing the divergence between policy-equivalent Q-functions.

Deep RL improves power control and scheduling for wireless multicast systems.

problem Scalable power control and scheduling for wireless multicast networks.
method Deep reinforcement learning with function approximation using a deep neural network.
result Deep RL can learn optimal power control policies for large systems.

In a recent Nature paper, Gabaix et al. \cite{Gabaix03} presented a theory to explain the power law tail of price fluctuations. The main points of their theory are that volume fluctuations, which have a power law tail with exponent roughly -1.5, are modulated by the average market impact function, which describes the r…

2003-09-17abs ↗pdf ↗

The study finds that only round spheres shrink self-similarly under certain curvature flows.

problem Investigating self-similar solutions to curvature flows by high powers of curvature.
method Analyzing closed strictly convex hypersurfaces in Rn+1\mathbb{R}^{n+1} under specific curvature flows.
result Only round spheres shrink self-similarly under the studied curvature flows.

Neural Power Unit (NPU) learns arbitrary power functions on real numbers.

problem Neural Networks struggle with generalizing beyond seen data and arithmetic operations.
method Introduces Neural Power Unit (NPU) that operates on real numbers and learns arbitrary power functions.
result NPU outperforms competitors in accuracy and sparsity on arithmetic datasets and discovers governing equations from data.

Deep neural networks can approximate complex functions through repeated compositions of a fixed-size ReLU network.

problem Understanding the expressive power of deep neural networks through function compositions.
method Demonstrated the surprising expressive power of repeated compositions of a single fixed-size ReLU network.
result Repeated compositions of a single fixed-size ReLU network can approximate 1-Lipschitz continuous functions on [0,1]d[0,1]^d with an error O(r1/d)\mathcal{O}(r^{-1/d}).

Quantized neural networks can represent all fixed-point functions under certain conditions.

problem Expressive power of quantized neural networks under fixed-point arithmetic.
method Analyzing necessary and sufficient conditions for quantized networks to represent all fixed-point functions.
result Various popular activation functions satisfy the sufficient condition for representing all fixed-point functions.

Combines absolute and relative wealth in portfolio optimization with power utility functions.

problem Optimizing portfolios with both absolute and relative wealth considerations.
method Integrates power utility functions for absolute and relative wealth, considering multiple benchmarks.
result Obtains an explicit solution for portfolio optimization combining absolute and relative wealth.

We investigate the distribution function and the cumulative probability for Korean household incomes, i.e., the current, labor, and property incomes. For our case, the distribution functions are consistent with a power law. It is also showed that the probability density of income growth rates almost has the form of a e…

2004-03-05abs ↗pdf ↗

Deep actor-critic learning optimizes power control in mobile networks.

problem Optimizing power control in large-scale wireless mobile networks.
method Multi-agent deep reinforcement learning with deep deterministic policy gradient.
result The algorithm maximizes a global utility function in a distributed manner.

The approximation power of general feedforward neural networks with piecewise linear activation functions is investigated. First, lower bounds on the size of a network are established in terms of the approximation error and network depth and width. These bounds improve upon state-of-the-art bounds for certain classes o…

2018-06-29abs ↗pdf ↗

We study power expansions of the characteristic function of a linear operator AA in a pqp|q-dimensional superspace VV. We show that traces of exterior powers of AA satisfy universal recurrence relations of period qq. `Underlying' recurrence relations hold in the Grothendieck ring of representations of $\GL(V)$. The…

2003-09-10abs ↗pdf ↗

Power system studies require the topological structures of real-world power networks; however, such data is confidential due to important security concerns. Thus, power grid synthesis (PGS), i.e., creating realistic power grids that imitate actual power networks, has gained significant attention. In this letter, we cas…

2019-01-17abs ↗pdf ↗

We derive the implied volatility estimation formula in European power call options pricing, where the payoff functions are in the form of V=(STαK)+V=(S^α_T-K)^{+} and V=(STαKα)+V=(S^α_T-K^α)^{+} (α>0α>0)respectively. Using quadratic Taylor approximations, We develop the computing formula of implied volatility in European power call op…

2012-03-03abs ↗pdf ↗

Study examines how liquidity constraints impact optimal retirement decisions.

problem Impact of liquidity constraints on optimal retirement decisions.
method Analytical solution using duality method with different liquidity constraints.
result Sensitivity analysis reveals the effect of liquidity constraints on retirement decisions.

Auto-regressive conditionally heteroskedastic (ARCH) family models are still used, by practitioners in business and economic policy making, as a conditional volatility forecasting models. Furthermore ARCH models still are attracting an interest of the researchers. In this contribution we consider the well known GARCH(1…

2014-12-19abs ↗pdf ↗

The nonzero level sets of a homogeneous, logarithmically homogeneous, or translationally homogeneous function are affine spheres if and only if the Hessian determinant of the function is a multiple of a power or an exponential of the function. In particular, the nonzero level sets of a homogeneous polynomial are proper…

2013-07-20abs ↗pdf ↗

Study growth of systoles in arithmetic manifolds, focusing on kk-dimensional cases.

problem Growth of systoles in arithmetic nn-manifolds along congruence coverings.
method Analyzes growth of kk-dimensional systoles in arithmetic nn-manifolds, proving polylogarithmic and constant power bounds.
result Growth of systoles for k=rk = r oscillates between a power of a logarithm and a power function of the degree of the covering.

Using a model based on generalised Lotka Volterra dynamics together with some recent results for the solution of generalised Langevin equations, we show that the equilibrium solution for the probability distribution of wealth has two characteristic regimes. For large values of wealth it takes the form of a Pareto style…

2000-10-16abs ↗pdf ↗