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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.

168,738 papers · 148 categories

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80159239318 · Jun 202019922001200920172026
48 results for RPE property

New analysis shows RPE-based Transformers can't approximate all functions.

problem Understanding the limitations of RPE-based Transformers in approximating continuous functions.
method Mathematical analysis and development of a novel attention module (URPE) to overcome limitations.
result RPE-based Transformers can't approximate all continuous sequence-to-sequence functions, even with depth and width.

This paper extends SLS controllers to two stocks, proving the RPE property with cross-coupling.

problem Extending SLS controllers to two stocks without exploiting correlations.
method Developed a novel architecture for cross-coupling two SLS controllers, derived a closed-form expected value, and proved the RPE property.
result Guaranteed RPE property with cross-coupling for a large class of stock dynamics.

Extends double linear policy with time-varying weights and proves robust positive expectation.

problem Ensuring robustness in policy optimization with time-varying parameters.
method Employed a novel elementary symmetric polynomials characterization approach to prove robust positive expectation (RPE). Derived explicit expressions for expected cumulative gain-loss and variance.
result Proved the robust positive expectation property holds for the extended double linear policy.

SKI speeds up Toeplitz Neural Networks by avoiding explicit decay bias and using frequency response.

problem Efficiently compute and update Toeplitz matrices in neural networks.
method Sparse plus low-rank decomposition, asymmetric SKI, frequency response modeling.
result Achieved significant speedup with minimal performance loss.

Efficiently accelerates attention calculation for Transformers with relative positional encoding.

problem Quadratic complexity of attention in long sequences.
method Kernelized attention with Fast Fourier Transform (FFT) for RPE.
result Achieves O(n log n) time complexity, mitigates training instability, and outperforms other models.

A new approach optimizes weights in DLP for better risk-adjusted performance.

problem Optimizing time-varying weights in Double Linear Policy (DLP) for better risk-adjusted performance.
method Stochastic Model Predictive Control (SMPC) framework to maximize risk-adjusted returns while enforcing constraints.
result Empirical results show improved risk-adjusted performance and drawdown control.

Paper optimizes financial trading strategies under uncertain market conditions.

problem Guaranteeing robust positive expected profits in financial systems.
method Transformed semi-infinite constraints into structured policies and proposed a novel graphical approach.
result Demonstrated superior risk-adjusted returns and downside risk compared to conventional strategies.

A major challenge in reinforcement learning is exploration, when local dithering methods such as epsilon-greedy sampling are insufficient to solve a given task. Many recent methods have proposed to intrinsically motivate an agent to seek novel states, driving the agent to discover improved reward. However, while state-…

2019-06-19abs ↗pdf ↗

We prove recognition theorems for codimension one manifold factors of dimension n4n \geq 4. In particular, we formalize topographical methods and introduce three ribbons properties: the crinkled ribbons property, the twisted crinkled ribbons property, and the fuzzy ribbons property. We show that X×RX \times \mathbb{R} i…

2009-09-17abs ↗pdf ↗

The study shows that several properties are not profinite invariants.

problem Determining which properties are profinite invariants.
method Combining Rips constructions and iterated group-theoretic Dehn filling on hyperbolic virtually special groups.
result Several properties (stable commutator length, quasimorphisms, property NL, property FW_\infty, property FA, and non-abelian free subgroups) are not profinite invariants.

The paper explores higher property T in lattices and its connections to geometric phenomena.

problem Understanding higher property T in lattices and related geometric phenomena.
method Operator-algebraic characterizations of higher property T and connections to lattice geometry.
result Unified framework for understanding higher property T and related geometric phenomena.

Asymptotic property C was introduced by Dranishnikov to study spaces with infinite asymptotic dimension. We show that asymptotic property C is preserved by infinite products. We also show that countable restricted direct products of countable groups with finite asymptotic dimension have asymptotic property C. Then we i…

2016-11-18abs ↗pdf ↗

Groups of importance in group theory have flexible stability properties.

problem Stability and flexibility of groups in geometric and combinatorial group theory.
method Establishing Kirchberg's Local Lifting Property and Lubotzky--Shalom's Property FD for specific groups.
result Groups like 33-manifold groups, limit groups, and certain one-relator groups are very flexibly stable.

Study cohomological and metric properties of non-Kähler complex manifolds.

problem Understanding cohomological invariants and metrics of non-Kähler complex manifolds.
method Partial account of problems through cohomological and metric properties.
result Partial insights into cohomological and metric properties of non-Kähler manifolds.

The paper explores the twisted Rokhlin property in mapping class groups of surfaces.

problem Classifying surfaces whose mapping class groups have the twisted Rokhlin property.
method Generalizing the Rokhlin property to the twisted version, the authors classify surfaces based on their mapping class groups' properties.
result The mapping class groups of connected orientable infinite-type surfaces without boundaries have the twisted Rokhlin property, while those of other surfaces do not.

The balance property is crucial for insurance pricing, ensuring total actuarial price equals loss. Maximum likelihood GLMs fulfill it, but Lindholm-Wüthrich suggests three methods, with constrained GLM being superior.

problem Ensuring the balance property in insurance pricing models
method Using constrained GLM fitting
result Constrained GLM fitting is superior to the two previously discussed balance correction methods

We prove some general results about quasi-actions on trees and define Property (QFA), which is analogous to Serre's Property (FA), but in the coarse setting. This property is shown to hold for a class of groups, including SL(n,Z)SL(n,\Z) for n3n\geq 3. We also give a way of thinking about Property (QFA) by breaking it down …

2003-10-06abs ↗pdf ↗

We present examples of metric spaces that are not Riemannian manifolds nor dimensionally homogeneous that satisfy the Tetrahedral Property. In spite of that, Euclidean cones over metric spaces with small diameter do not satisfy this property. We extend Sormani's Tetrahedral Property to a less restrictive property and p…

2017-09-18abs ↗pdf ↗

Study Finsler metric measure manifolds' concentration properties.

problem Understanding concentration properties in Finsler metric measure manifolds.
method Established relationships with observable diameter, isoperimetric inequalities, and first eigenvalue.
result Derived a Cheng type upper bound estimate for the first closed eigenvalue.

Paper proves naturally reductive property is inaudible for certain manifolds.

problem Proving naturally reductive property is inaudible for specific manifolds.
method Using a pair of non-compact 11-dimensional generalized Heisenberg groups, the paper proves the naturally reductive property is inaudible.
result The naturally reductive property is inaudible for certain manifolds.

The average shadowing property is considered for set-valued dynamical systems, generated by parameterized IFS, which are uniformly contracting, or conjugacy, or products of such ones. We also prove that if a continuous surjective IFS F on a compact metric space X has the aver- age shadowing property, then every point x…

2015-05-25abs ↗pdf ↗

A property, or statistical functional, is said to be elicitable if it minimizes expected loss for some loss function. The study of which properties are elicitable sheds light on the capabilities and limitations of point estimation and empirical risk minimization. While recent work asks which properties are elicitable, …

2015-06-23abs ↗pdf ↗

In this article, we survey recent developments in defining the quasi-local mass in general relativity. We discuss various approaches and the properties and applications of the different definitions. Among the expected properties, we focus on the rigidity property: for a surface in the Minkowski spacetime, one expects t…

2014-11-23abs ↗pdf ↗

Paper proposes a method to design molecules with specific properties.

problem Designing molecules with desired chemical and biological properties.
method Energy-based model in latent space, SGDS algorithm for gradual distribution shifting.
result Method achieves strong performances on various molecule design tasks.

The paper proves properties of strain tensors on surfaces with changing Gauss curvature.

problem Regularity of solutions to strain tensor equations on surfaces with variable Gauss curvature.
method Proof of regularity, density property, and matching property.
result Established matching property and density of smooth infinitesimal isometries.

Investigates maps and properties in spaces with negative dimensions and curvature.

problem Existence of transport maps and local-to-global property in spaces with negative dimensions and bounded Ricci curvature.
method Examines metric measure spaces with negative curvature dimensions and applies reduced curvature-dimension conditions.
result Establishes the existence of transport maps and proves the local-to-global property.

Graph networks struggle with multi-task learning due to varying property loss surface curvatures.

problem Graph networks underperform in multi-task learning for crystal and molecule properties.
method Assessed curvature of property loss surfaces via spectral properties of Hessians, matrix-free using randomized numerical linear algebra.
result Varying curvature of property loss surfaces explains graph networks' multi-task learning inefficiency.