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.
Decentralized learning ensures stability in online queuing systems with packet rates above 1.
A learning-based algorithm optimizes admission control in a queuing system.
Study uses data to analyze COPD patients' impact on hospital systems.
Improves asynchronous federated learning with queuing dynamics.
Service system dynamics occur at the interplay between customer behaviour and a service provider's response. This kind of dynamics can effectively be modeled within the framework of queuing theory where customers' arrivals are described by point process models. However, these approaches are limited by parametric assump…
A hybrid model combines BPH and HE distributions for better heavy-tailed distribution approximation.
We present a queuing model of parking dynamics and a model-based prediction method to provide real-time probabilistic forecasts of future parking occupancy. The queuing model has a non-homogeneous arrival rate and time-varying service time distribution. All statistical assumptions of the model are verified using data f…
The goal of this article is to describe the concepts of system dynamics and its applications to the simulation modeling of financial institutions daily activity. The hybrid method of the re-engineering of banking business processes based upon combination of system dynamics, queuing theory and tools of ordinary differen…
Asynchronous methods are widely used in deep learning, but have limited theoretical justification when applied to non-convex problems. We show that running stochastic gradient descent (SGD) in an asynchronous manner can be viewed as adding a momentum-like term to the SGD iteration. Our result does not assume convexity …
We analyze a method to produce pairs of non independent Poisson processes from positively correlated, self-decomposable, exponential renewals. In particular the present paper provides the family of copulas pairing the renewals, along with the closed form for the joint distribution of the pair…
We prove the existence of limiting distributions for a large class of Markov chains on a general state space in a random environment. We assume suitable versions of the standard drift and minorization conditions. In particular, the system dynamics should be contractive on the average with respect to the Lyapunov functi…
We consider reinforcement learning in input-driven environments, where an exogenous, stochastic input process affects the dynamics of the system. Input processes arise in many applications, including queuing systems, robotics control with disturbances, and object tracking. Since the state dynamics and rewards depend on…
Algorithm improves reinforcement learning in MDPs with partial order policies.
New RL method improves on standard discounted RL for operations research.
The paper analyzes fill probabilities in limit order books with varying price levels.
New algorithm uses control variates to improve multi-armed bandit performance.
Strong stability of ergodic iterations proven without ergodic driving sequence.
Finite-time queue peaks in stochastic networks have logarithmic scaling after geometric thresholds.
Study on Bitcoin transaction flows and holding times, revealing multifractal and power-law distributions.
We study the dynamics of the limit order book of liquid stocks after experiencing large intra-day price changes. In the data we find large variations in several microscopical measures, e.g., the volatility the bid-ask spread, the bid-ask imbalance, the number of queuing limit orders, the activity (number and volume) of…
In this paper, a novel joint transmit power and resource allocation approach for enabling ultra-reliable low-latency communication (URLLC) in vehicular networks is proposed. The objective is to minimize the network-wide power consumption of vehicular users (VUEs) while ensuring high reliability in terms of probabilisti…
New RL policy for unbounded state space with stability guarantee.
Through the analysis of a dataset of ultra high frequency order book updates, we introduce a model which accommodates the empirical properties of the full order book together with the stylized facts of lower frequency financial data. To do so, we split the time interval of interest into periods in which a well chosen r…
Likelihood-free inference involves inferring parameter values given observed data and a simulator model. The simulator is computer code which takes parameters, performs stochastic calculations, and outputs simulated data. In this work, we view the simulator as a function whose inputs are (1) the parameters and (2) a ve…
Research optimizes C++ patterns for HFT, reducing latency and improving profitability.
The paper improves regret bounds for admission control in queueing systems.
This paper proposes a system-agnostic policy for dynamic scheduling.
New method simulates sticky boundaries in multidimensional diffusions.
Predicts next item in sequential bundles using Transformers.
We study the problem of learning policy of an infinite-horizon, discounted cost, Markov decision process (MDP) with a large number of states. We compute the actions of a policy that is nearly as good as a policy chosen by a suitable oracle from a given mixture policy class characterized by the convex hull of a set of k…
Designs for allocating resources to prioritize needy applicants while estimating treatment effects.
The paper connects function theory, dynamics, and ergodic theory via Thurston's theory.
Survey of Floer theories and their connections.
Lectures on topological field theories and differential cohomology.
The paper defines strong emergence in field theories and proves it exists between certain theories.
This is the first paper in a series introducing a generalized Fredholm theory in a new class of smooth spaces called polyfolds. The theory will be illustrated in upcoming papers by applications to Floer Theory, Gromov-Witten Theory and Symplectic Field Theory.
Unified Higgs bundle vacua from M-theory on Spin(7) spaces.
Researchers find new -conifolds in -theory with potential field theory duals.
We survey three different ways in which K-theory in all its forms enters quantum field theory. In Part 1 we give a general argument which relates topological field theory in codimension two with twisted K-theory, and we illustrate with some finite models. Part 2 is a review of pfaffians of Dirac operators, anomalies, a…
Distributivity in algebraic structures appeared in many contexts such as in quasigroup theory, semigroup theory and algebraic knot theory. In this paper we give a survey of distributivity in quasigroup theory and in quandle theory.
New theory captures framing anomaly in gauge theory.
Survey on algebraic K- and L-theory conjecture.
Study pin manifolds using Clifford linear Dirac operator and KO-theory.
Main mathematical applications of Frobenius manifolds are in the theory of Gromov - Witten invariants, in singularity theory, in differential geometry of the orbit spaces of reflection groups and of their extensions, in the hamiltonian theory of integrable hierarchies. The theory of Frobenius manifolds establishes rema…
In this paper, we construct a new homology theory for semi-groups satisfying the self distributivity axiom or the idempotency axiom. Next, we consider the geometric realization corresponding to the homology theory. We continue with the comparison of this homology theory with one term and two term (rack) homology theori…
Quantum field theory uses Lorentzian bordisms to describe time evolution.
This thesis proposes a global geometric formulation of Extended Field Theories.
This is the revised version of the second paper in a series introducing a generalized Fredholm theory in a new class of smooth spaces called polyfolds. The theory will be illustrated in upcoming papers by applications to Floer Theory, Gromov-Witten Theory and Symplectic Field Theory. Some proofs have been improved and …