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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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68137205273 · Jun 202019922001200920172026
48 results for Win-Win Solutions

Paper tackles learning win-win solutions in aggregation systems.

problem Learning approximate equilibrium solutions in aggregation systems to keep suppliers.
method Multi-Agent Reinforcement Learning (MARL) with variance reduction mechanism.
result Approach reduces value variance and moves joint solution closer to Nash Equilibrium.

The Lucas critique has exposed the problem of the trade-off between changes in monetary policy and structural breaks in economic time series. The search for and characterisation of such breaks has been a major econometric task ever since. We have developed an integral technique similar to CUSUM using an empirical model…

2011-03-30abs ↗pdf ↗

We continue the study of statistical/computational tradeoffs in learning robust classifiers, following the recent work of Bubeck, Lee, Price and Razenshteyn who showed examples of classification tasks where (a) an efficient robust classifier exists, in the small-perturbation regime; (b) a non-robust classifier can be l…

2019-02-04abs ↗pdf ↗

New algorithm for robust mean estimation in high dimensions with nearly-PCA time complexity.

problem Robust mean estimation in high-dimensional data with a minority of contaminated data.
method List-decodable mean estimation algorithm using a novel soft downweighting method, SIFT, and a Ky Fan matrix multiplicative weights procedure.
result Optimal sample complexity and error rate for list-decodable mean estimation with runtime nearly matching PCA.

Time series forecasting is widely used in a multitude of domains. In this paper, we present four models to predict the stock price using the SPX index as input time series data. The martingale and ordinary linear models require the strongest assumption in stationarity which we use as baseline models. The generalized li…

2017-10-16abs ↗pdf ↗

We study the fundamental problem of high-dimensional mean estimation in a robust model where a constant fraction of the samples are adversarially corrupted. Recent work gave the first polynomial time algorithms for this problem with dimension-independent error guarantees for several families of structured distributions…

2018-11-23abs ↗pdf ↗

In the online multiple testing problem, p-values corresponding to different null hypotheses are observed one by one, and the decision of whether or not to reject the current hypothesis must be made immediately, after which the next p-value is observed. Alpha-investing algorithms to control the false discovery rate (FDR…

2017-10-02abs ↗pdf ↗

The paper examines partial regularity of Lipschitz solutions to minimal surface system.

problem Understanding the regularity of solutions to the minimal surface system.
method Investigation of stationary, integral weak, and viscosity solutions; interior gradient estimate using maximum principle.
result Partial regularity results for Lipschitz solutions, including interior gradient estimate.

The paper constructs solutions to a critical Dirac equation on spheres.

problem Solving the critical Dirac equation on spheres with singularities.
method Constructing Delaunay-type solutions and another kind of singular solutions.
result The constructed solutions are building blocks for singular solutions on Spin manifolds.

We construct low regularity solutions of the vacuum Einstein constraint equations. In particular, on 3-manifolds we obtain solutions with metrics in $H^s\loc$ with s>32s>{3\over 2}. The theory of maximal asymptotically Euclidean solutions of the constraint equations descends completely the low regularity setting. Moreove…

2004-05-17abs ↗pdf ↗

Let n3n\ge 3 and m=n2n+2m=\frac{n-2}{n+2}. We construct 55-parameters, 44-parameters, 33-parameters ancient solutions of the equation vt=(vm)xx+vvmv_t=(v^m)_{xx}+v-v^m, v>0v>0, in R×(,T)\mathbb{R}\times (-\infty,T) for some TRT\in\mathbb{R}. This equation arises in the study of Yamabe flow. We obtain various properties of the ancient so…

2016-06-09abs ↗pdf ↗

We construct new ancient compact solutions to the Yamabe flow. Our solutions are rotationally symmetric and converge, as tt \to -\infty, to two self-similar complete non-compact solutions to the Yamabe flow moving in opposite directions. They are type I ancient solutions.

2015-09-29abs ↗pdf ↗

Paper shows how solutions to Allen-Cahn converge to multiphase mean curvature flow.

problem Convergence of Allen-Cahn solutions to multiphase mean curvature flow.
method Conditional convergence result of Allen-Cahn solutions to De Giorgi type BV-solutions of multiphase mean curvature flow.
result De Giorgi type BV-solutions are unique in a weak-strong sense.

We construct new ancient compact solutions to the Yamabe flow. Our solutions are rotationally symmetric and converge, as tt \to -\infty, to two self-similar complete non-compact solutions to the Yamabe flow moving in opposite directions. They are type I ancient solutions.

2016-01-20abs ↗pdf ↗

Generic level sets in mean curvature flow are BV solutions.

problem Understanding the behavior of level sets in mean curvature flow.
method Using the framework of sets of finite perimeter and distributional solutions, the paper extends Evans and Spruck's work.
result Generic level sets are distributional solutions with optimal energy dissipation rate.

Proves existence and uniqueness of viscosity solutions to complex Hessian equations on compact Hermitian manifolds.

problem Existence and uniqueness of viscosity solutions to complex Hessian equations.
method Proves existence and uniqueness using viscosity solutions and determinant domination conditions.
result Viscosity solutions exist and are unique under certain conditions.

In this paper we study the difference between algebraic and geometric solutions of the hyperbolic Dehn filling equations for ideally triangulated 3-manifolds. We show that any geometric solution is an algebraic one, and we prove the uniqueness of the geometric solutions. Then we do explicit calculations for three inter…

2003-05-05abs ↗pdf ↗

Novikov equation symmetries, solutions, and pseudo-spherical surfaces studied.

problem Analyzing geometrically integrable Novikov equation properties.
method Lie symmetries, group-invariant solutions, conservation laws, unique continuation, pseudo-spherical surfaces.
result Classification of invariant solutions and existence of analytic metrics for pseudo-spherical surfaces.

Ozawa solution describes surface deformation from Davey-Stewartson II equation.

problem Surface deformation ruled by the Ozawa solution of Davey-Stewartson II equation.
method Soliton deformation of surfaces ruled by the Ozawa solution.
result Explicit singularity of deformed surface at blow-up moment of Ozawa solution.

Necessary and sufficient conditions are provided for a class of warped product manifolds with non-vanishing flux to be supersymmetric solutions of 11D supergravity. Many noncompact, but complete solutions can be obtained in this manner, including the multi-membrane solution initially found by Duff and Stelle. In a diff…

2018-05-19abs ↗pdf ↗

In an ordinary feature selection procedure, a set of important features is obtained by solving an optimization problem such as the Lasso regression problem, and we expect that the obtained features explain the data well. In this study, instead of the single optimal solution, we consider finding a set of diverse yet nea…

2018-10-14abs ↗pdf ↗

Type II (ancient) solutions to the Ricci flow on surfaces are not yet classified. It is conjectured that the Rosenau solution and the cigar are the only solutions, modulo scaling. In this paper, we mainly study the backward limit and the circumference at spatial infinity of Type II ancient solutions on noncompact surfa…

2006-11-10abs ↗pdf ↗

Study properties of solutions with singularities in the negative cone.

problem Properties of solutions with singularities in the negative cone.
method Proved PDE for trace and normal derivatives, showed hypersurface is minimal for k=2.
result Hypersurface is minimal for k=2 and satisfies certain PDE.

We study solutions of the mean curvature flow which are defined for all negative curvature times, usually called ancient solutions. We give various conditions ensuring that a closed convex ancient solution is a shrinking sphere. Examples of such conditions are: a uniform pinching condition on the curvatures, a suitable…

2014-05-29abs ↗pdf ↗

Ancient solutions on a strip are constant if polynomial, and have finite-dimensional space for slower growth.

problem Characterizing ancient solutions on an infinite strip with polynomial and exponential growth.
method Analyzing parabolic equations on an infinite strip, proving properties of ancient solutions.
result Ancient solutions on the strip are constant if they grow polynomially, and have a finite-dimensional space for slower exponential growth.

Researchers find explicit solutions to complex Monge-Ampère equation.

problem Solving complex Monge-Ampère equation with constant right-hand side.
method Explicit pluripotential and viscosity solutions.
result Presented solutions lie in Wloc1,2Wloc2,1W^{1,2}_{loc}\cap W^{2,1}_{loc} and are not Dini continuous.

We classify generalised supersymmetric fluxbranes in type II string theory obtained as Kaluza-Klein reductions of the Minkowski space vacuum of eleven-dimensional supergravity. We obtain two families of smooth solutions which contains all the known solutions, new solutions called nullbranes, and solutions interpolating…

2001-10-18abs ↗pdf ↗