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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.

168,695 papers · 148 categories

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60121181241 · May 202619922001200920172026
48 results for SLS controllers

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.

We present a generalization of the Simultaneous Long-Short (SLS) trading strategy described in recent control literature wherein we allow for different parameters across the short and long sides of the controller; we refer to this new strategy as Generalized SLS (GSLS). Furthermore, we investigate the conditions under …

2018-06-14abs ↗pdf ↗

New methods control false discoveries near the boundary in conformal novelty detection.

problem Over-optimistic assessments near the rejection threshold in conformal novelty detection.
method Support line (SL) correction and alternative procedures to control boundary false discovery rate (bFDR).
result New procedures control the boundary false discovery rate (bFDR) in the conformal setting.

We prove Zimmer's conjecture for C2C^2 actions by finite-index subgroups of SL(m,Z)\mathrm{SL}(m,\mathbb{Z}) provided m>3m>3. The method utilizes many ingredients from our earlier proof of the conjecture for actions by cocompact lattices in SL(m,R)\mathrm{SL}(m,\mathbb{R}) but new ideas are needed to overcome the lack of compactn…

2017-10-07abs ↗pdf ↗

We explore the impact of learning paradigms on training deep neural networks for the Travelling Salesman Problem. We design controlled experiments to train supervised learning (SL) and reinforcement learning (RL) models on fixed graph sizes up to 100 nodes, and evaluate them on variable sized graphs up to 500 nodes. Be…

2019-10-16abs ↗pdf ↗

Geometric methods integrate Lie systems for optimal control problems.

problem Integrating Lie systems for optimal control problems.
method Geometric numerical methods based on Magnus expansions and Runge-Kutta-Munthe-Kaas.
result Accurate numerical solutions for Lie systems in optimal control problems.

Researchers found the longest arcs for specific sub-Lorentzian structures.

problem Finding the longest arcs for sub-Lorentzian structures.
method Optimal control problem with unbounded control set and concave cost functional. Sufficient conditions for existence of longest arcs proposed.
result Existence of the longest arcs for left-invariant three-dimensional contact sub-Lorentzian structures proved.

We consider the SL(2,R)SL(2,R) action on moduli spaces of quadratic differentials. If μμ is an SL(2,R)SL(2,R)-invariant probability measure, crucial information about the associated representation on L2(μ)L^2(μ) (and in particular, fine asymptotics for decay of correlations of the diagonal action, the Teichmüller flow) is encoded …

2010-11-24abs ↗pdf ↗

In any connected non-compact semi-simple Lie group without factors locally isomorphic to SL_2(R), there can be only finitely many lattices (up to isomorphism) of a given covolume. We show that there exist arbitrarily large families of pairwise non-isomorphic arithmetic lattices of the same covolume. We construct these …

2011-07-15abs ↗pdf ↗

Study of Lagrangian submanifolds in pseudo-nearly Kähler SL(2,R)×SL(2,R).

problem Characterize Lagrangian submanifolds in pseudo-nearly Kähler space.
method Analyze isometry group and classify extrinsically homogeneous Lagrangian submanifolds.
result Complete classification of extrinsically homogeneous Lagrangian submanifolds.

Explicitly found generators of cohomology for SL_n(Z) using sharbly cycles and cosharbly cocycles.

problem Finding explicit generators for the cohomology of SL_n(Z).
method Using sharbly cycles and cosharbly cocycles, and applying Borel-Serre duality.
result Explicitly found generators of H_t(SL_n(Z),St) in terms of sharbly cycles and cosharbly cocycles.

We construct an equivariant colored sl(N)-homology for links, which generalizes both the colored sl(N)-homology defined by the author and the equivariant sl(N)-homology defined by Krasner. The construction is a straightforward generalization of that of the colored sl(N)-homology. The proof of invariance is based on a s…

2010-02-15abs ↗pdf ↗

The paper classifies topological properties of specific geometric forms on manifolds.

problem Classifying topological properties of closed G~2\widetilde{\mathrm{G}}_2, SL(3;C)\mathrm{SL}(3;\mathbb{C}) and SL(3;R)2\mathrm{SL}(3;\mathbb{R})^2 forms.
method Algebraic and topological techniques, including characteristic classes and obstruction theory, with recent hh-principles.
result Complete classification of closed SL(3;C)\mathrm{SL}(3;\mathbb{C}) forms up to homotopy.

The paper proves Zimmer's conjecture for non-uniform lattices by controlling mass escape and Lyapunov exponents.

problem Proving Zimmer's conjecture for non-uniform lattices in higher-rank semisimple Lie groups.
method Establishes finiteness of low-dimensional actions, introduces novel techniques to control mass escape and Lyapunov exponents.
result Proves Zimmer's conjecture for many non-uniform lattices, improving previous results.

We study the Chabauty compactification of two families of closed subgroups of SL(n,Qp)SL(n,\mathbb{Q}_p). The first family is the set of all parahoric subgroups of SL(n,Qp)SL(n,\mathbb{Q}_p). Although the Chabauty compactification of parahoric subgroups is well studied, we give a different and more geometric proof using various Le…

2017-11-13abs ↗pdf ↗

The study proves non-existence of hypercomplex structures on SL(3,R) and finds one on SL(2n+1,C).

problem Proving the non-existence of hypercomplex structures on specific Lie groups.
method Revising the classification of complex structures and using a complex product structure to find hypercomplex structures.
result No left-invariant hypercomplex structures on SL(3,R), and a new hypercomplex structure on SL(2n+1,C).

We classify SL(2;C)-representations of a Brieskorn homology 3-sphere. We show any irreducible representation into SL(2;C) is conjugate to that into either SU(2) or SL(2;R). We also give a construction of SL(2;R)-representations for a Brieskorn homology 3-sphere from PSL(2;R)-representations of the base orbifold fundame…

2016-02-24abs ↗pdf ↗

Unsupervised learning representations generalize better than supervised learning under distribution shifts.

problem Robustness of unsupervised representations to distribution shift.
method Extensive evaluation on synthetic and realistic datasets, including controllable domain generalization datasets.
result Unsupervised representations learned from SSL and AE generalize better than supervised learning under various distribution shifts.

Two specific Einstein metrics found on a product of SL(2,R) groups.

problem Classifying left-invariant Einstein metrics on a specific group product.
method Analyzing bi-invariant metrics under a one-parameter subgroup.
result Found two specific Einstein metrics: the Killing form and a nearly pseudo-Kähler metric.

The paper calculates colored Jones polynomials for specific link configurations.

problem Computing colored Jones polynomials in general is difficult, but the paper provides explicit formulas.
method Uses Kuperberg's A2A_2 skein relation and one-row Young diagrams.
result Derives the sl3\mathfrak{sl}_3 tail of (2,2m)(2,2m)-torus links and false theta series.

We introduce two invariants called sl(3) Khovanov module and pointed sl(3) Khovanov homology for spatial webs (bipartite trivalent graphs). Those invariants are related to Kronheimer-Mrowka's instanton invariants JJ^\sharp and II^\sharp for spatial webs by two spectral sequences. As an application of the spectral seq…

2018-09-13abs ↗pdf ↗

The paper constructs bases for cluster varieties using mSL3{ m SL}_3-webs and laminations.

problem Cluster varieties associated to mSL3{ m SL}_3-local systems on surfaces.
method Introducing mSL3{ m SL}_3-laminations, developing quantum and classical trace maps, and constructing bases.
result Bases of regular functions on mPGL3{ m PGL}_3 cluster varieties constructed from mSL3{ m SL}_3-laminations.

Study on cohomology of SL_n(Z) for n>=3, proving vanishing of certain cohomology groups.

problem Determine the cohomology of SL_n(Z) for n>=3.
method Construct a partial resolution of the Steinberg module to show vanishing of specific cohomology groups.
result Vanishing of codimension-2 rational cohomology group H^{{n \choose 2} -2} for n >= 3.

The paper classifies totally geodesic Lagrangian submanifolds in a specific pseudo-nearly Kähler space.

problem Understanding Lagrangian submanifolds in pseudo-nearly Kähler spaces.
method Examining four classes of submanifolds based on their behavior with respect to an almost product structure, then classifying totally geodesic ones.
result A complete classification of totally geodesic Lagrangian submanifolds in the pseudo-nearly Kähler SL(2,R)imesSL(2,R)\mathrm{SL}(2,\mathbb{R}) imes\mathrm{SL}(2,\mathbb{R}).

In this paper I define certain interesting 2-functors from the Khovanov-Lauda 2-category which categorifies quantum sl(k), for any k>1, to a 2-category of universal sl(3) foams with corners. For want of a better name I use the term "foamation" to indicate those 2-functors. I conjecture the existence of similar 2-functo…

2009-05-13abs ↗pdf ↗

Quantum cluster algebra constructed from web skein relations on surfaces.

problem Quantization of cluster structures on moduli spaces of SL3 local systems.
method Constructing a quantum cluster algebra inside the skew-field of a skein algebra of unpunctured surfaces.
result Laurent expressions of webs in clusters have positive coefficients.

Combining known spectral sequences with a new spectral sequence relating reduced and unreduced sl(N)-homology yields a relationship between the Homflypt-homology of a knot and its sl(N)-concordance invariants. As an application, some of the sl(N)-concordance invariants are shown to be linearly independent.

2013-10-11abs ↗pdf ↗