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.
Geometric approach to thermodynamics of chemical reaction networks.
Neural networks learn distance-based representations, not just intensity.
The ever-increasing number of parameters in deep neural networks poses challenges for memory-limited applications. Regularize-and-prune methods aim at meeting these challenges by sparsifying the network weights. In this context we quantify the output sensitivity to the parameters (i.e. their relevance to the network ou…
The paper links labor income risk to stock returns using industry portfolio returns.
This paper achieves optimal regret bounds for locally private linear contextual bandit.
We propose Absum, which is a regularization method for improving adversarial robustness of convolutional neural networks (CNNs). Although CNNs can accurately recognize images, recent studies have shown that the convolution operations in CNNs commonly have structural sensitivity to specific noise composed of Fourier bas…
We study the sensitivity to estimation error of portfolios optimized under various risk measures, including variance, absolute deviation, expected shortfall and maximal loss. We introduce a measure of portfolio sensitivity and test the various risk measures by considering simulated portfolios of varying sizes N and for…
Study validates ML-UQ calibration statistics using simulated reference values.
New algorithm for learning functions with bounds on error and sample complexity.
Researchers have used many different methods to detect the possibility of long-term dependence (long memory) in stock market returns, but evidence is in general mixed. In this paper, three different tests, (namely Rescaled Range (R/S), its modified form, and the semi-parametric method (GPH)), in addition to a new appro…
We use a replica approach to deal with portfolio optimization problems. A given risk measure is minimized using empirical estimates of asset values correlations. We study the phase transition which happens when the time series is too short with respect to the size of the portfolio. We also study the noise sensitivity o…
Predict stock prices using financial news sentiment analysis.
Gait event detection of the initial contact and toe off is essential for running gait analysis, allowing the derivation of parameters such as stance time. Heuristic-based methods exist to estimate these key gait events from tibial accelerometry. However, these methods are tailored to very specific acceleration profiles…
We study grassmannians associated with a linear space with a nondegenerate hermitian form. The geometry of these grassmannians allows us to explain the relation between a (pseudo-)riemannian projective geometry and the conformal structure on its ideal boundary (absolute). Such relation encompasses, for instance, the us…
New 4-manifolds with exotic diffeomorphisms found.
Combines absolute and relative wealth in portfolio optimization with power utility functions.
A complete surface of constant mean curvature 1 (CMC-1) in hyperbolic 3-space with constant curvature -1 has two natural notions of "total curvature"-- one is the total absolute curvature which is the integral over the surface of the absolute value of the Gaussian curvature, and the other is the dual total absolute cur…
Absolutely partially hyperbolic surface endomorphisms have a coherent center foliation.
Study absolute equivalence for Pfaffian systems, applying to control systems.
The paper studies curves in Finsler-like spaces and their properties.
The aim of the present paper is to investigate conformal changes in absolute parallelism geometry. We find out some new conformal invariants in terms of the Weitzenböck connection and the Levi-Civita connection of an absolute parallelism space.
A classical result in Riemannian geometry states that the absolutely continuous curves into a (finite-dimensional) Riemannian manifold form an infinite-dimensional manifold. In the present paper this construction and related results are generalised to absolutely continuous curves with values in a strong Riemannian mani…
Correlations and other collective phenomena in a schematic model of heterogeneous binary agents (individual spin-glass samples) are considered on the complete graph and also on 2d and 3d regular lattices. The system's stochastic dynamics is studied by numerical simulations. The dynamics is so slow that one can meaningf…
Study absolute continuity of Wasserstein barycenters on manifolds with singular cost functions.
We show how to construct absolutely exotic smooth structures on compact 4-manifolds with boundary, including contractible manifolds. In particular, we prove that any compact smooth 4-manifold W with boundary that admits a relatively exotic structure contains a pair of codimension-zero submanifolds homotopy equivalent t…
We prove that any isometry between the unit spheres of -smooth (more generally, absolutely smooth) smooth Banach spaces extends to a linear isometry of the Banach spaces. This answers the famous Tingley's problem in the class of absolutely smooth -dimensional Banach spaces.
In a recent joint work with V. Turaev (cf. math.DG/9810114) we defined a new concept of combinatorial torsion which we called absolute torsion. Compared with the classical Reidemeister torsion it has the advantage of having a well-defined sign. Also, the absolute torsion is defined for arbitrary orientable flat vector …
A compactum X is an `absolute cone' if, for each of its points x, the space X is homeomorphic to a cone with x corresponding to the cone point. In 1971, J. de Groot conjectured that each n-dimensional absolute cone is an n-cell. In this paper, we give a complete solution to that conjecture. In particular, we show that …
In this paper we use the results of our previous work in order to compute the phase of the torsion of an Euler structure in terms of its characteristic class. Also, we introduce here a new notion of an absolute torsion, which does not require a choice of any additional topological information (like an Euler structure).…
New field invariant refines real spectrum and relates to absolute Galois group.
New method proves absolute continuity of Wasserstein barycenters on manifolds with lower Ricci curvature bound.
The use of absolute return volatility has many modelling benefits says John Cotter. An illustration is given for the market risk measure, minimum capital requirements.
Monotone aggregation of dependent random vectors has an absolutely continuous distribution under certain conditions.
We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We show that finding the best model under the MAPE is equivalent to doing weighted Mean Absolute Error (MAE) regression. We show that universal consistency of Empirical Risk Minimiza…
We review recent results on classifying complete constant mean curvature 1 (CMC 1) surfaces in hyperbolic 3-space with low total curvature. There are two natural notions of "total curvature" -- one is the total absolute curvature, which is the integral over the surface of the absolute value of the Gaussian curvature, a…
A Lie group has a unique metric when viewed as a flat absolute parallelism.
We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We show that finding the best model under the MAPE is equivalent to doing weighted Mean Absolute Error (MAE) regression. We also show that, under some asumptions, universal consisten…
The study explains how market-makers' hedging affects stock volatility during gamma-squeeze events.
We survey our recent results on classifying complete constant mean curvature 1 (CMC-1) surfaces in hyperbolic 3-space with low total curvature. There are two natural notions of "total curvature"-- one is the total absolute curvature which is the integral over the surface of the absolute value of the Gaussian curvature,…
This paper is intended as an investigation of the statistical properties of {\it absolute log-returns}, defined as the absolute value of the logarithmic price change, for the Nikkei 225 index in the 28-year period from January 4, 1975 to December 30, 2002. We divided the time series of the Nikkei 225 index into two per…
We characterize metric spaces whose hyperspaces or of non-empty closed (bounded) subsets, endowed with the Hausdorff metric, are absolute [neighborhood] retracts.
The paper generalizes curvature bounds for submanifolds with singularities.
AdaDPS uses side information to improve private adaptive optimization.
This paper studies bounds for the Lipschitz constant of random neural networks.
We study the stability of several no-arbitrage conditions with respect to absolutely continuous, but not necessarily equivalent, changes of measure. We first consider models based on continuous semimartingales and show that no-arbitrage conditions weaker than NA and NFLVR are always stable. Then, in the context of gene…
For a closed oriented 3-manifold Y, we define an absolute grading on the Heegaard Floer homology groups of Y by homotopy classes of oriented 2-plane fields. We show that this absolute grading refines the relative one and that it is compatible with the maps induced by cobordisms. We also prove that if ξ is a contact str…
It is proved that for a 3-dimensional compact metrizable space X the infinite real projective space is an absolute extensor of X if and only if the real projective plane is an absolute extensor of X.
Paper compares absolute and relative real analytic torsion forms over fibrations.