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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.

168,742 papers · 148 categories

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48 results for admissible histories

Bayesian inference over admissible histories leads to irreversible kinetics.

problem Modeling irreversible processes in systems with uncertain histories.
method A Gibbs-type measure weighted by energy-dissipation action and observation constraints, interpreted as a Bayesian posterior.
result The measure concentrates on maximum-a-posteriori (MAP) histories, recovering classical deterministic evolution.

A framework for analyzing financial systems under scenario constraints.

problem Quantifying worst-case and best-case performance in financial systems.
method Quantitative automata-based framework integrating event history automata and weighted finance finite automata.
result Exact calculation of upper and lower payoff bounds with interpretable witness event histories.

The paper optimizes portfolios using MACD signals derived from price history.

problem Optimizing risky asset portfolios with latent mean-reverting and momentum factors.
method Derives optimal strategies based on MACD signals from EMA processes.
result Establishes admissibility and verification of optimal strategies.

A learning-based algorithm optimizes admission control in a queuing system.

problem Optimizing admission decisions in a queuing system with unknown parameters.
method Proposes a learning-based dispatching algorithm to minimize regret compared to optimal policies.
result Achieves optimal regret bounds for different scenarios of unknown parameters.

The paper proves Mabuchi solitons and constants on Fano admissible manifolds.

problem Existence of Mabuchi solitons on Fano admissible manifolds.
method Defined Mabuchi solitons and constants, proved existence and non-existence.
result Fano admissible manifolds admit Mabuchi solitons if and only if the Mabuchi constant is less than 1.

A Lie-admissible algebra gives by anticommutativity a Lie algebra. In this work we study remarkable classes of Lie-admissible algebras such as Vinberg, PreLie algebras. We compute the corresponding binary quadratic operads and study their Koszul duality. Considering Lie algebras as Lie-admissible algebras we can define…

2002-10-18abs ↗pdf ↗

Investigates admissible metrics on compact Kähler varieties and their stability.

problem Existence of admissible metrics on compact Kähler varieties and their stability.
method Analyzes admissible Hermitian metrics and Hermitian-Yang-Mills metrics on slope stable coherent sheaves.
result Existence of admissible metrics and Hermitian-Yang-Mills metrics under certain conditions.

New examples show deletion type admissible pairs can be rigid under rational saturation.

problem Rigidity of admissible pairs of rational homogeneous spaces of Picard number one.
method Application of Mok's general criterion for non-subdiagram type admissible pairs.
result Examples of deletion type admissible pairs are rigid under rational saturation.

The paper proves Liouville rigidity for Hessian equations, characterizing geometric conditions for constant solutions.

problem Characterizing geometric conditions for constant solutions in Hessian equations.
method Recursive geometric condition (Liouville admissibility) and anisotropic constructions.
result The Liouville-type property is characterized as a geometric property of the admissible set.

Given a hyperbolic surface, the set of all closed geodesics whose length is minimal form a graph on the surface, in fact a so-called fat graph, which we call the systolic graph. We study which fat graphs are systolic graphs for some surface (we call these admissible). There is a natural necessary condition on such grap…

2015-03-06abs ↗pdf ↗

HS-FNO models non-Markovian PDEs by learning history and future states.

problem Non-Markovian dynamics where future states depend on past history.
method History-Space Fourier Neural Operator (HS-FNO) for delay and memory-driven PDEs.
result HS-FNO achieves lowest aggregate errors across various PDE families.

Study on pre-Lie structures for semisimple Lie algebras over C.

problem Admissibility of pre-Lie structures in semisimple Lie algebras.
method Examined properties of anti-flexible algebras (AFAs), computed Lie-admissibility criteria, and provided examples.
result Explicit counterexample of an AFA admissible by sl(2, C).

Statistical tests for fairness in admissions data reveal hidden patterns.

problem Simpson's paradox in admissions data hides true gender bias.
method Introduces a new statistical test based on Pearl's instrumental-variable inequalities.
result Statistical tests for fairness coincide with causal notions for the Berkeley admissions case.

Model predicts wound and episode-level readmission risk and time to re-admit.

problem Identify patients at high risk of re-admission to prevent wound recurrences and reduce healthcare costs.
method Data-driven analysis of wound care and episode-level patient data.
result Model achieves high recall and precision for predicting re-admission risk and time.

The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps (1979). In the context of optimal portfolio selection with expected utility preferences this question has been a focus of considerable attention over the last twenty years. We…

2009-10-20abs ↗pdf ↗

The paper characterizes curves in pseudo-Galilean 4-space.

problem Characterizing curves in the pseudo-Galilean 4-space G14G_{1}^{4}.
method Investigation and characterisation of admissible curves in terms of curvature functions.
result Necessary and sufficient conditions for admissible rectifying curves in G14G_{1}^{4}.

SRMC framework reduces Monte Carlo variance by history-based sampling in high-dimensional spaces.

problem Efficient sampling in high-dimensional discrete or continuous state spaces.
method Score-Repellent Monte Carlo (SRMC) framework that summarizes history through running average of score evaluations.
result Improves estimator variance and mode coverage with constant memory usage.

Paper analyzes history-based RL methods for MDPs, introduces a theoretical framework and practical algorithm.

problem Improving RL performance in MDPs using history-based features.
method Theoretical framework for history-based RL, practical algorithm design.
result Practical RL algorithm shows effectiveness on continuous control tasks.

We prove that a potential qq can be reconstructed from the Dirichlet-to-Neumann map for the Schrodinger operator Δg+q-Δ_g + q in a fixed admissible 3-dimensional Riemannian manifold (M,g)(M,g). We also show that an admissible metric gg in a fixed conformal class can be constructed from the Dirichlet-to-Neumann map for $Δ_…

2010-11-02abs ↗pdf ↗

This paper classifies all admissible quotients of a surface braid group up to order 127.

problem Classifying admissible quotients of surface braid groups with bounded order.
method Analyzing finite quotients of the pure braid group on two strands of a Riemann surface.
result All admissible quotients of the braid group have order at most 127.

Neural networks improve cancer risk prediction from family history data.

problem Improving cancer risk prediction from family history data using machine learning.
method Developed and trained neural network models on large pedigrees to predict hereditary cancers.
result Neural networks can achieve nearly optimal prediction performance and outperform traditional models in misreported data.

Combining forecasts of 16 ED causes improves accuracy and stability.

problem Forecasting accuracy and stability for ED admissions is poor due to model uncertainty and limited data.
method High-dimensional forecast combinations of 16 cause-specific ED forecasts using extensive covariates.
result Forecast combinations yield forecast accuracies of 3.81%-23.54% across causes, outperforming individual models in 50% of scenarios.

The paper explains why estimating a history-dependent policy can reduce MSE in reinforcement learning.

problem Understanding why history-dependent policies can improve MSE in off-policy evaluation.
method The paper derives a bias-variance decomposition of MSE for various OPE estimators, showing how history-dependent policies can decrease variance and increase bias.
result History-dependent policies can decrease the variance of importance sampling estimators, leading to lower MSE.

Symmetric spaces' connections form Lie admissible triple algebras.

problem Understanding the algebraic structure of symmetric spaces' connections.
method Analyzing the connection as a binary operator on tangent bundle sections, identifying Lie admissibility constraints.
result Connection algebra of symmetric spaces is a Lie admissible triple algebra.

In this paper, first and second type admissible Mannheim partner curves are defined in pseudo-Galilean space G31G_3^1. Moreover, it is proved that the distance between the reciprocal points of both of first and second type admissible Mannheim curves and the torsions of these curves are constant. Furthermore, the relatio…

2010-01-14abs ↗pdf ↗

We produce the first examples of closed, tight contact 3-manifolds which become overtwisted after performing admissible transverse surgeries. Along the way, we clarify the relationship between admissible transverse surgery and Legendrian surgery. We use this clarification to study a new invariant of transverse knots - …

2012-03-14abs ↗pdf ↗

Emergent and unscheduled cardiology admissions from cardiac catheterization laboratory add complexity to the management of Cardiology and in-patient department. In this article, we sought to study the behavior of cardiology admissions from Catheterization laboratory using time series models. Our research involves retro…

2018-12-28abs ↗pdf ↗

This paper suggests claim history will be deprecated in future auto insurance rates.

problem The role of historical claim records in auto insurance rates.
method Proposes a new risk variable elimination method and real-time road risk model design.
result Claim history will be considered a 'noise' factor and deprecated in Pay-How-You-Drive models.

The paper solves the Cauchy problem for Friedrichs systems on specific spacetime manifolds.

problem Investigating the Cauchy problem for Friedrichs systems on globally hyperbolic manifolds with timelike boundaries.
method Admissible boundary conditions are imposed to show the existence and uniqueness of strong solutions. For hyperbolic systems, the Cauchy problem is also well-posed in the Hadamard sense.
result Existence and uniqueness of strong solutions for the Cauchy problem are proven under admissible boundary conditions.

We present in this chapter (Chapter II) the history of ideas which lead up to the development of modern knot theory. We are more detailed when pre-XX century history is reported. With more recent times we are more selective, stressing developments related to Jones type invariants of links. In the Appendix, A.Przybyszew…

2007-03-03abs ↗pdf ↗

We give a differential-geometric construction and examples of Calabi-Yau threefolds, at least one of which is {\it{new}}. Ingredients in our construction are {\it admissible pairs}, which were dealt with by Kovalev in \cite{K03} and further studied by Kovalev and Lee in \cite{KL11}. An admissible pair $(\overline{X},D)…

2013-05-01abs ↗pdf ↗