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.
Identifies conditions for multiple invariant probabilities in Markov kernels.
The family of Wilder continua in cubes of dimension > 2 and its two subfamilies-of continuum-wise Wilder continua and of hereditarily arcwise connected continua-are recognized as coanalytic absorbers in the hyperspace of subcontinua of the cubes. In particular, each of them is homeomorphic to the set of all nonempty co…
Solves optimal control for stochastic processes with absorbing states.
Deep neural networks near edge of chaos show universal scaling laws.
Researchers use information geometry to analyze and improve DRWs for node classification.
UDM reparameterization improves language model generation.
The distribution of absorbed dose in radionuclide therapy with Lu can be approximated by convolving an image of the time-integrated activity distribution with a dose voxel kernel representing different tissue types. This fast but inaccurate approximation is unsuitable for personalised dosimetry because it negle…
New approach measures systemic risk by absorbing shocks before financial systems deteriorate.
Modeling continuous-time physiological processes that manifest a patient's evolving clinical states is a key step in approaching many problems in healthcare. In this paper, we develop the Hidden Absorbing Semi-Markov Model (HASMM): a versatile probabilistic model that is capable of capturing the modern electronic healt…
We consider localized deformation for initial data sets of the Einstein field equations with the dominant energy condition. Deformation results with the weak inequality need to be handled delicately. We introduce a modified constraint operator to absorb the first order change of the metric in the dominant energy condit…
Fitting a simplifying model with several parameters to real data of complex objects is a highly nontrivial task, but enables the possibility to get insights into the objects physics. Here, we present a method to infer the parameters of the model, the model error as well as the statistics of the model error. This method…
This study optimizes offline reinforcement learning methods for various tasks without rewards.
In this paper we consider the problem of graph-based transductive classification, and we are particularly interested in the directed graph scenario which is a natural form for many real world applications. Different from existing research efforts that either only deal with undirected graphs or circumvent directionality…
In speculative markets, risk-free profit opportunities are eliminated by traders exploiting them. Markets are therefore often described as "informationally efficient", rapidly removing predictable price changes, and leaving only residual unpredictable fluctuations. This classical view of markets absorbing information a…
The capacity of a neural network to absorb information is limited by its number of parameters. Conditional computation, where parts of the network are active on a per-example basis, has been proposed in theory as a way of dramatically increasing model capacity without a proportional increase in computation. In practice…
We develop a frame and dyad gauge-independent formalism for the calculus of variations of functionals involving spinorial objects. As part of this formalism we define a modified variation operator which absorbs frame and spin dyad gauge terms. This formalism is applicable to both the standard spacetime (i.e. SL(2,C)) 2…
This work studies the parameter identification problem for the Markov chain choice model of Blanchet, Gallego, and Goyal used in assortment planning. In this model, the product selected by a customer is determined by a Markov chain over the products, where the products in the offered assortment are absorbing states. Th…
This paper applies reactor theory to supply chain management.
We study a continuous-time version of the intermediation model of Grossman and Miller (1988). To wit, we solve for the competitive equilibrium prices at which liquidity takers' demands are absorbed by dealers with quadratic inventory costs, who can in turn gradually transfer these positions to an exogenous open market …
Growth-optimal portfolios are guaranteed to accumulate higher wealth than any other investment strategy in the long run. However, they tend to be risky in the short term. For serially uncorrelated markets, similar portfolios with more robust guarantees have been recently proposed. This paper extends these robust portfo…
We investigate the average frequency of positive slope , crossing for the returns of market prices. The method is based on stochastic processes which no scaling feature is explicitly required. Using this method we define new quantity to quantify stage of development and activity of stocks exchange. We compare …
We characterise the value function of the optimal dividend problem with a finite time horizon as the unique classical solution of a suitable Hamilton-Jacobi-Bellman equation. The optimal dividend strategy is realised by a Skorokhod reflection of the fund's value at a time-dependent optimal boundary. Our results are obt…
Proves minimax sample complexity for turn-based stochastic games.
Asset prices contain information about the probability distribution of future states and the stochastic discounting of those states as used by investors. To better understand the challenge in distinguishing investors' beliefs from risk-adjusted discounting, we use Perron-Frobenius Theory to isolate a positive martingal…
The spectroscopy measurement is one of main pathways for exploring and understanding the nature. Today, it seems that racing artificial intelligence will remould its styles. The algorithms contained in huge neural networks are capable of substituting many of expensive and complex components of spectrum instruments. In …
The paper studies an oligopolistic equilibrium model of financial agents who aim to share their random endowments. The risk-sharing securities and their prices are endogenously determined as the outcome of a strategic game played among all the participating agents. In the complete-market setting, each agent's set of st…
The energy transition is well underway in most European countries. It has a growing impact on electric power systems as it dramatically modifies the way electricity is produced. To ensure a safe and smooth transition towards a pan-European electricity production dominated by renewable sources, it is of paramount import…
We consider here a Fokker--Planck equation with variable coefficient of diffusion which appears in the modeling of the wealth distribution in a multi-agent society. At difference with previous studies, to describe a society in which agents can have debts, we allow the wealth variable to be negative. It is shown that, e…
New method calculates Shapley values for uncertain functions.
Study optimizes HTL-free PSCs with MWCNTs, improving efficiency and stability.
We carry out a large-scale empirical data analysis to examine the efficiency of the so-called pairs trading. On the basis of relevant three thresholds, namely, starting, profit-taking, and stop-loss for the `first-passage process' of the spread (gap) between two highly-correlated stocks, we construct an effective strat…
This paper uses probability tensors for efficient path planning in complex scenarios.
A new method for clustering incomplete data.
Research in psychology and neuroscience has successfully modeled decision making as a process of noisy evidence accumulation to a decision bound. While there are several variants and implementations of this idea, the majority of these models make use of a noisy accumulation between two absorbing boundaries. A common as…
In this paper, we consider domain-invariant deep learning by explicitly modeling domain shifts with only a small amount of domain-specific parameters in a Convolutional Neural Network (CNN). By exploiting the observation that a convolutional filter can be well approximated as a linear combination of a small set of dict…
Analyzes how uncertainty in financial networks affects stability.
New method finds graphene nanocrystals with reduced DFT calculations.
Non-spanning identification of scheduled event risk in option pricing.
In this paper, we introduce the Fairness GAN, an approach for generating a dataset that is plausibly similar to a given multimedia dataset, but is more fair with respect to protected attributes in allocative decision making. We propose a novel auxiliary classifier GAN that strives for demographic parity or equality of …
New methods correct spectral distortions using known analyte concentrations.
Gravitational-wave data analysis is rapidly absorbing techniques from deep learning, with a focus on convolutional networks and related methods that treat noisy time series as images. We pursue an alternative approach, in which waveforms are first represented as weighted sums over reduced bases (reduced-order modeling)…
In a typical online learning scenario, a learner is required to process a large data stream using a small memory buffer. Such a requirement is usually in conflict with a learner's primary pursuit of prediction accuracy. To address this dilemma, we introduce a novel Bayesian online classi cation algorithm, called the Vi…
GOAT improves attention mechanisms by learning better priors.
In this work, we present an interesting attempt on mixture generation: absorbing different image concepts (e.g., content and style) from different domains and thus generating a new domain with learned concepts. In particular, we propose a mixture generative adversarial network (MIXGAN). MIXGAN learns concepts of conten…
A nonparametric Bayesian sparse graph linear dynamical system (SGLDS) is proposed to model sequentially observed multivariate data. SGLDS uses the Bernoulli-Poisson link together with a gamma process to generate an infinite dimensional sparse random graph to model state transitions. Depending on the sparsity pattern of…
Study controlled contagion with state-dependent killing, proving a comparison principle.
The (abelian bosonic) heterotic string effective action, equations of motion and Bianchi identity at order alpha prime in ten dimensions, are shown to be equivalent to a higher dimensional action, its derived equations of motion and Bianchi identity. The two actions are the same up to the gauge fields: the latter are a…
SOCP uses SOM to find groups and local calibration buffers for better regional coverage.