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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.

168,694 papers · 148 categories

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60120180240 · May 202619922001200920172026
48 results for action principle

Local-to-global principle for Morse actions on symmetric spaces.

problem Recognizing Morse actions on symmetric spaces.
method Equivariant Morse quasiisometric embeddings of trees into symmetric spaces.
result Algorithmic recognizability of Morse actions and construction of Morse Schottky subgroups.

Paper presents an action principle for Einstein-Weyl equations in 3D.

problem Finding an action principle for Einstein-Weyl equations.
method Metric affine f(R) gravity action plus additional terms involving Lagrange multipliers and gravitational Chern-Simons contributions.
result The Weyl vector dynamics is governed by a special case of the generalized monopole equation.

We derive a consistent differential representation for the dynamics of a self-financing portfolio for different hedging strategies. In the basis of the derivation there is the so called "retarded action principle", which represents the causality in the evolution of dependent stochastic variables. We demonstrate this pr…

2015-09-30abs ↗pdf ↗

We show that all vector bundles over CP^2 which are not spin admit a complete metric with nonnegative sectional curvature. In the proof we construct a nonnegatively curved metric on the corresponding principle bundle by showing that it admits a cohomogeneity one action with singular orbits of codimension 2. This is clo…

2008-01-05abs ↗pdf ↗

Machine Learning algorithms are typically regarded as appropriate optimization schemes for minimizing risk functions that are constructed on the training set, which conveys statistical flavor to the corresponding learning problem. When the focus is shifted on perception, which is inherently interwound with time, recent…

2019-07-04abs ↗pdf ↗

The paper proposes a principle for dynamically adjusting the granularity of reinforcement learning abstractions.

problem Lack of general principles for dynamically adjusting the granularity of reinforcement learning abstractions.
method The paper proposes a principle based on rate-distortion theory, formalized through a performance certificate decomposing value error into learning and abstraction error bounds.
result Soft state-action abstractions can achieve near-optimal performance under substantial lossy compression of state and action information.

New method QMLE performs well in complex action spaces without policy gradients.

problem Why policy gradients outperform action-value methods in complex action spaces.
method QMLE framework for action-value methods based on three principles.
result QMLE performs comparably to policy gradient methods in complex action spaces.

Internal Lagrangians derived from variational principles.

problem Reproducing the principle of stationary action in variational geometry.
method Introducing stationary points of internal Lagrangians, establishing connections with symmetries and conservation laws, and investigating relations between non-degenerate and internal Lagrangians.
result Noether's theorem reformulated in terms of internal Lagrangians.

There are three quite distinct ways to train a machine learning model on recommender system logs. The first method is to model the reward prediction for each possible recommendation to the user, at the scoring time the best recommendation is found by computing an argmax over the personalized recommendations. This metho…

2019-04-24abs ↗pdf ↗

Extending our reduction construction in \cite{Hu} to the Hamiltonian action of a Poisson Lie group, we show that generalized Kähler reduction exists even when only one generalized complex structure in the pair is preserved by the group action. We show that the constructions in string theory of the (geometrical) TT-dua…

2005-12-29abs ↗pdf ↗

The paper examines how risk reduction and insurance choices interact under convex premium principles.

problem Interaction between self-protection and insurance demand under convex premium principles.
method Investigates optimal prevention efforts and insurance shares using distortion risk measures.
result Self-protection and insurance are complementary, but ex ante moral hazard can turn this into a substitution effect.

Geodesics on Kähler manifold potentials are paths of least action.

problem Understanding geodesics on the space of Kähler potentials.
method Study Lagrangians and geodesics on the Fréchet manifold of Kähler potentials, showing geodesics are paths of least action.
result Geodesics on the space of Kähler potentials are paths of least action, and conversely under suitable conditions.

We study the Liouville action for quasi-Fuchsian groups with parabolic and elliptic elements. In particular, when the group is Fuchsian, the contribution of elliptic elements to the classical Liouville action is derived in terms of the Bloch-Wigner functions. We prove the first and second variation formulas for the cla…

2017-09-26abs ↗pdf ↗

Paradan and Vergne generalised the quantisation commutes with reduction principle of Guillemin and Sternberg from symplectic to Spinc^c-manifolds. We extend their result to noncompact groups and manifolds. This leads to a result for cocompact actions, and a result for non-cocompact actions for reduction at zero. The r…

2014-08-01abs ↗pdf ↗

We formulate a quantization commutes with reduction principle in the setting where the Lie group GG, the symplectic manifold it acts on, and the orbit space of the action may all be noncompact. It is assumed that the action is proper, and the zero set of a deformation vector field, associated to the momentum map and a…

2013-09-26abs ↗pdf ↗

This paper is devoted to a systematic study of the geometry of nondegenerate $\bbR^n$-actions on nn-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…

2012-03-13abs ↗pdf ↗

We enhance conformal prediction for risk-averse decisions with action-conditional guarantees.

problem Uncertainty quantification and safety guarantees for machine learning decisions.
method Action-conditional conformal prediction, pinball-loss minimization.
result Action-conditional prediction sets optimize risk-averse decision-making.

This paper explores the possibility that asset prices, especially those traded in large volume on public exchanges, might comply with specific physical laws of motion and probability. The paper first examines the basic dynamics of asset price displacement and finds one can model this dynamic as a harmonic oscillator at…

2017-05-28abs ↗pdf ↗

The algebra of transactions as fundamental measurements is constructed on the basis of the analysis of their properties and represents an expansion of the Boolean algebra. The notion of the generalized economic measurements of the economic quantity and quality of objects of transactions is introduced. It has been shown…

2014-12-18abs ↗pdf ↗

Paper tackles reinforcement learning generalization through invariant policy optimization.

problem Learning policies that generalize beyond training domains.
method Invariant policy optimization principle and novel learning algorithm IPO.
result Significant improvements in generalization performance on unseen domains.

Study manifolds with positive intermediate Ricci curvature and large symmetry rank.

problem Closed, simply connected manifolds with positive 2nd-intermediate Ricci curvature and large symmetry rank.
method New tools for studying isometric actions on closed manifolds with positive kth-intermediate Ricci curvature, including isotropy rank lemma, symmetry rank bound, and connectedness principle.
result Even dimensional manifolds with large symmetry rank must have trivial odd degree integral cohomology and are either spheres or complex projective spaces.

Interactive machine learning improves learning efficiency with user input.

problem Expensive, time-consuming, or risky acquisition of labeled data and decision-making.
method Develops new algorithms for active learning, sequential decision making, and model selection under partial feedback.
result First efficient algorithms achieving exponential label savings and independent of action space size.

The paper studies differential operator invariants and equivalence under Lie pseudogroups.

problem Understanding invariants and equivalence of differential operators under Lie pseudogroups.
method Analysis of invariants, use of n-invariants, and application of local symplectomorphisms as an example.
result Normal forms and solutions to equivalence problems for differential operators.

The paper improves Q-learning by incorporating pessimism for better sample efficiency.

problem Improving sample efficiency in asynchronous Q-learning with non-i.i.d. data.
method Developed an algorithmic framework that incorporates the principle of pessimism into asynchronous Q-learning, penalizing infrequently-visited state-action pairs based on suitable lower confidence bounds (LCBs).
result Achieved near-optimal sample complexity, providing theoretical support for the use of pessimism in non-i.i.d. data.

Latent variable models improve RL by facilitating efficient learning and exploration.

problem Improving sample efficiency in reinforcement learning.
method Representation view of latent variable models for state-action value functions, incorporating kernel embeddings and UCB exploration.
result Established sample complexity of the proposed approach in online and offline settings, demonstrated superior performance in benchmarks.

We study the rigidity of polyhedral surfaces using variational principle. The action functionals are derived from the cosine laws. The main focus of this paper is on the cosine law for a non-triangular region bounded by three possibly disjoint geodesics. Several of these cosine laws were first discovered and used by Fe…

2007-11-05abs ↗pdf ↗

Identifies latent actions and dynamics from offline data with diverse demonstrators.

problem Recovering latent actions and environment dynamics from action-free trajectories.
method Assumes distinct policies for each demonstrator, identifies latent transitions and policies via matrix factorization.
result Identifies latent transitions and demonstrator policies up to permutation.