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.
Survey explores interactions between four conformal dynamics branches.
The paper connects reflection groups to maps with specific dynamical properties.
New method trains reflected Schrödinger bridges without complex derivatives.
Proposes a new method for constrained generative modeling using Langevin dynamics.
New algorithm improves convergence for non-convex problems with boundaries.
Reflective Hamiltonian Monte Carlo struggles with high-dimensional sampling.
Proposes r2SGLD for efficient constrained exploration in non-convex learning.
The paper models SOFR and EFFR dynamics, reconciling diffusive and piecewise paths.
The space AH(M) of marked hyperbolic 3-manifold homotopy equivalent to a compact 3-manifold with boundary M sits inside the PSL_2(C)-character variety X(M) of π_1(M). We study the dynamics of the action of Out(π_1(M)) on both AH(M) and X(M). The nature of the dynamics reflects the topology of M. The quotient AI(M)=AH(M…
The paper explores rigidity and proximality in dynamical systems, proving new results about -algebras.
This work accelerates constrained sampling using large deviation principles.
SGLD proves geometric ergodicity via reflection coupling for nonconvex log-concave distributions.
In that paper, we provide a new characterization of the solutions of specific reflected backward stochastic differential equations (or RBSDEs) whose driver is convex and has quadratic growth in its second variable: this is done by introducing the extended notion of -Snell enveloppe. Then, in a second step, we re…
Study of multidimensional control problems with reflection controls.
We generalize the primal-dual methodology, which is popular in the pricing of early-exercise options, to a backward dynamic programming equation associated with time discretization schemes of (reflected) backward stochastic differential equations (BSDEs). Taking as an input some approximate solution of the backward dyn…
Market Mill is a complex dependence pattern leading to nonlinear correlations and predictability in intraday dynamics of stock prices. The present paper puts together previous efforts to build a dynamical model reflecting the market mill asymmetries. We show that certain properties of the conditional dynamics at a sing…
FHRN uses continuous-time dynamics to stabilize reentrant neural computation.
This paper shows similarities in deformation spaces of Kleinian groups and anti-holomorphic maps.
Machine learning (ML) is increasingly deployed in real world contexts, supplying actionable insights and forming the basis of automated decision-making systems. While issues resulting from biases pre-existing in training data have been at the center of the fairness debate, these systems are also affected by technical a…
In the present work we analyse the dynamics of indirect connections between insurance companies that result from market price channels. In our analysis we assume that the stock quotations of insurance companies reflect market sentiments which constitute a very important systemic risk factor. Interlinkages between insur…
Overview of dynamics in algebraic correspondences and their connections.
WRSE predicts dynamic survival distributions in ICU patients.
This paper is devoted to a systematic study of the geometry of nondegenerate $\bbR^n$-actions on -manifolds. The motivations for this study come from both dynamics, where these actions form a special class of integrable dynamical systems and the understanding of their nature is important for the study of other Hamil…
We derive a diffusion approximation for the kinetic Vlasov-Fokker-Planck equation in bounded spatial domains with specular reflection type boundary conditions. The method of proof involves the construction of a particular class of test functions to be chosen in the weak formulation of the kinetic model. This involves t…
Synthesizes computational approaches to understand neural timescales.
Study of algebraic dynamics on Markov cubics in tropical geometry.
In this paper we continue our analysis of a formulation of electrodynamics fully covariant under the full Poincaré group. Transformations under the four different components of the group force on us the introduction of particles, either in the identification by Feynman or in the identification of Dirac.
The paper solves a control problem using reflections to track a benchmark process.
Study risk-sensitive reinforcement learning with Lipschitz dynamic risk measures, establishing regret bounds.
We propose a simple discrete time semi-supervised graph embedding approach to link prediction in dynamic networks. The learned embedding reflects information from both the temporal and cross-sectional network structures, which is performed by defining the loss function as a weighted sum of the supervised loss from past…
In the presence of ambiguity on the driving force of market randomness, we consider the dynamic portfolio choice without any predetermined investment horizon. The investment criteria is formulated as a robust forward performance process, reflecting an investor's dynamic preference. We show that the market risk premium …
Choosing appropriate step sizes is critical for reducing the computational cost of training large-scale neural network models. Mini-batch sub-sampling (MBSS) is often employed for computational tractability. However, MBSS introduces a sampling error, that can manifest as a bias or variance in a line search. This is bec…
This paper optimizes tracking portfolios in incomplete markets using reinforcement learning.
Language model benchmarks often misrepresent true understanding, revealing vulnerabilities in evaluation methods.
Directional and pairwise measurements are often used to model inter-relationships in a social network setting. The Mixed-Membership Stochastic Blockmodel (MMSB) was a seminal work in this area, and many of its capabilities were extended since then. In this paper, we propose the \emph{Dynamic Infinite Mixed-Membership s…
Learning modular structures which reflect the dynamics of the environment can lead to better generalization and robustness to changes which only affect a few of the underlying causes. We propose Recurrent Independent Mechanisms (RIMs), a new recurrent architecture in which multiple groups of recurrent cells operate wit…
Neural signals are characterized by rich temporal and spatiotemporal dynamics that reflect the organization of cortical networks. Theoretical research has shown how neural networks can operate at different dynamic ranges that correspond to specific types of information processing. Here we present a data analysis framew…
In this article the Lorenz dynamical system is revived and revisited and the current state of the art results for one step ahead forecasting for the Lorenz trajectories are published. Multitask learning is shown to help learning the hard to learn z trajectory. The article is a reflection upon the evolution of neural ne…
A discrete subgroup of the group of isometries of the hyperbolic space is called reflective if up to a finite index it is generated by reflections in hyperplanes. The main result of this paper is a complete classification of the reflective (and quasi-reflective) subgroups among the Bianchi groups and their extensions.
Modeling bank leverage dynamics to understand systemic risk in financial markets.
Characterizes billiard and quasigeodesic flows in polyhedral convex bodies.
We develop a theory of bid and ask price dynamics where the two prices form due to interaction of buy and sell orders. In this model the two prices are represented by eigenvalues of a 2x2 price operator corresponding to "bid" and "ask" eigenstates. Matrix elements of price operator fluctuate in time which results in ph…
New method produces reflections with nonseparating fixed points.
Rolling Diffusion improves video prediction by progressively corrupting frames based on their temporal position.
One reflection suffices for orthogonal weights, reducing GPU usage.
Minimal surfaces in 3-sphere created by reflections from polygons, with new examples based on pentagons.
We study optimal trading in an Almgren-Chriss model with running and terminal inventory costs and general predictive signals about price changes. As a special case, this allows to treat optimal liquidation in "target zone models": asset prices with a reflecting boundary enforced by regulatory interventions. In this cas…
We introduce a new discrete system that arises from ellipsoidal billiards and is closely related to the double reflection nets. The system is defined on the lattice of a uniform honeycomb consisting of rectified hypercubes and cross polytopes. In the -dimensional case, the lattice is regular and it incorporates dyna…