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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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53107160213 · Jun 202019922001200920172026
48 results for analogy factors

Optimizing over-the-air convex optimization, analog schemes are nearly optimal at low SNR.

problem Optimizing over-the-air convex optimization with coded gradients.
method Analyzes coded gradients over an additive Gaussian noise channel, considers analog coding schemes.
result Analog coding schemes nearly match the optimal convergence rate at low SNR, but a slowdown is inevitable.

We propose a 4-factor model for overnight returns and give explicit definitions of our 4 factors. Long horizon fundamental factors such as value and growth lack predictive power for overnight (or similar short horizon) returns and are not included. All 4 factors are constructed based on intraday price and volume data a…

2014-10-21abs ↗pdf ↗

We give a description of the boundary of a complex of free factors that is analogous to E. Klarreich's description of the boundary of a curve complex. The argument uses the geometry of folding paths developed by Bestvina and Feighn as well as structural results about very small trees developed by Coulbois, Hilion, Lust…

2012-11-15abs ↗pdf ↗

We study the representation theory of the quantum Teichmueller space when going to infinity in the classical Teichmueller space. The geometric ingredients are the extension of Thurston's shear coordinates to the augmented Teichmueller space and the study of the Weil-Petersson Poisson structure for this extension. The r…

2009-11-13abs ↗pdf ↗

We extend some results of [BF12] on subfactor projections to show that the projection of a free factor B to the free factor complex of the free factor A is well-defined with uniformly bound diameter, unless either A is contained in B or A and B are vertex stabilizers of a single splitting of F_n, i.e. they are disjoint…

2013-07-04abs ↗pdf ↗

Analog arrays are a promising upcoming hardware technology with the potential to drastically speed up deep learning. Their main advantage is that they compute matrix-vector products in constant time, irrespective of the size of the matrix. However, early convolution layers in ConvNets map very unfavorably onto analog a…

2018-07-03abs ↗pdf ↗

This paper applies reactor theory to supply chain management.

problem Maintaining optimal item delivery and collection ratios in supply chains.
method Translating neutron transport and diffusion theory to supply chain management, introducing analogy factors and interactors.
result A deterministic model for supply chain optimization.

A super-conformal map and a minimal surface are factored into a product of two maps by modeling the Euclidean four-space and the complex Euclidean plane on the set of all quaternions. One of these two maps is a holomorphic map or a meromorphic map. These conformal maps adopt properties of a holomorphic function or a me…

2012-08-27abs ↗pdf ↗

Factor complexity bφ(n)b_φ(n) for a vertex coloring φφ of a regular tree is the number of colored nn-balls up to color-preserving automorphisms. Sturmian colorings are colorings of minimal unbounded factor complexity bφ(n)=n+2b_φ(n) = n+2. In this article, we prove an induction algorithm for Sturmian colorings using colored ba…

2016-09-20abs ↗pdf ↗

We show that Bonnesen's isoperimetic defect has a systolic analog for Loewner's torus inequality. The isosystolic defect is expressed in terms of the probabilistic variance of the conformal factor of the metric g with respect to the flat metric of unit area in the conformal class of g.

2008-03-05abs ↗pdf ↗

Liouville's theorem says that in dimension greater than two, all conformal maps are Möbius transformations. We prove an analogous statement about simplicial complexes, where two simplicial complexes are considered discretely conformally equivalent if they are combinatorially equivalent and the lengths of corresponding …

2019-11-03abs ↗pdf ↗

The paper proves a factorization theorem for harmonic maps between Riemann surfaces and manifolds.

problem Understanding the factorization of harmonic maps between Riemann surfaces and manifolds.
method The proof relies on geometric properties of the Hopf differential and properties of holomorphic and anti-holomorphic diffeomorphisms.
result The theorem provides a factorization of harmonic maps under certain conditions involving holomorphic or anti-holomorphic diffeomorphisms.

We propose a new IRT model that directly factors test items without factor analysis.

problem Existing multidimensional IRT methods require factorization, which is posthoc and linear.
method We use a sparsity-promoting horseshoe prior to factorize items directly within the IRT model.
result Our model performs factorization directly and consistently selects the correct number of factors.

A string link S can be closed in a canonical way to produce an ordinary closed link L. We also consider a twisted closing which produces a knot K. We give a formula for the Conway polynomial of L as a product of the Conway polynomial of K times a power series whose coefficients are given as explicit functions of the Mi…

1997-11-08abs ↗pdf ↗

LLM forecasting benchmarks suffer from information leakage, which confounds model performance.

problem LLM forecasting benchmarks suffer from information leakage.
method A retrieval-augmented LLM forecaster observes only decision-time information.
result The full pipeline obtains a median monthly Spearman rank IC of +0.154.

We find the wealth distribution for an economic agent in the financial market, in analogy with standard derivation of generaliz Boltzman (Tsallis) factor in statistical mechanics. In this respect, Tsallis entropic index separates two different regimes, the large and small size market. The Pareto like wealth distributio…

2004-04-28abs ↗pdf ↗

Improved convergence of fixed-point methods using windowed Anderson acceleration.

problem Improving convergence of fixed-point methods for symmetric operators.
method Windowed Anderson acceleration for symmetric fixed-point iterations.
result Windowed Anderson acceleration improves convergence over standard fixed-point methods.

When two free factors A and B of a free group F_n are in "general position" we define the projection of B to the splitting complex (alternatively, the complex of free factors) of A. We show that the projections satisfy properties analogous to subsurface projections introduced by Masur and Minsky. We use the subfactor p…

2012-11-07abs ↗pdf ↗

Optimizes risk measures given known marginal distributions of two unknown factors.

problem Determining an upper bound for spectral risk measures with unknown joint distribution.
method Introduces Maximum Spectral Measure (MSP) as a worst-case risk measure, formulated as an optimization problem with a more general objective function.
result Characterizes the continuity properties of the optimal value function and optimal solution set with respect to marginal distributions.

The paper refines 2-factor homology to a stable homotopy type for planar trivalent graphs with perfect matchings.

problem Developing a stable homotopy type for planar trivalent graphs with perfect matchings.
method Defining a cover functor from the 2-factor flow category to the cube flow category, realizing the 2-factor spectrum, and showing it's an invariant.
result The stable homotopy type of the 2-factor spectrum is an invariant of planar trivalent graphs with perfect matchings.

This paper tackles robust growth maximization with stochastic factors, finding optimal strategies independent of the factor process.

problem Maximizing asymptotic growth under model uncertainty with stochastic factor processes.
method Combines techniques from partial differential equations, calculus of variations, and generalized Dirichlet forms.
result Optimal trading strategy is functionally generated and independent of the stochastic factor process.

Paper proposes a new method for sparse covariance Cholesky factor estimation.

problem Estimating sparse covariance matrices for ordered data.
method Matrix loss penalization approach for sparse Cholesky factor estimation.
result The proposed method outperforms existing regression-based approaches in simulations and real data.

Authors construct symplectic Lefschetz pencils on complex projective plane.

problem Construct symplectic Lefschetz pencils on complex projective plane.
method Differential topological construction, analogous to holomorphic pencils.
result Explicit monodromy factorization and topological construction for d=4d=4.

Derives log-corrections in AdS4/CFT3 using supergravity localization.

problem Factorizing log-corrections in AdS4/CFT3.
method Supergravity localization, Atiyah-Singer index theorem, fixed points (NUTs), fixed two-manifolds (Bolts).
result General fixed-point formula for log-corrections in large N expansion.

We give an online algorithm and prove novel mistake and regret bounds for online binary matrix completion with side information. The mistake bounds we prove are of the form O~(D/γ2)\tilde{O}(D/γ^2). The term 1/γ21/γ^2 is analogous to the usual margin term in SVM (perceptron) bounds. More specifically, if we assume that there i…

2019-06-17abs ↗pdf ↗

Koschorke introduced a map from the space of closed nn-component links to the ordered configuration space of nn-tuples of points in R3\mathbb{R}^3, and conjectured that this map separates homotopy links. The purpose of this paper is to construct an analogous map for string links, and to prove (1) this map in fact sep…

2015-04-13abs ↗pdf ↗

Automated discovery of early visual concepts from raw image data is a major open challenge in AI research. Addressing this problem, we propose an unsupervised approach for learning disentangled representations of the underlying factors of variation. We draw inspiration from neuroscience, and show how this can be achiev…

2016-06-17abs ↗pdf ↗

Classifies totally geodesic submanifolds in exceptional symmetric spaces.

problem Classifying totally geodesic submanifolds in exceptional symmetric spaces.
method Classification and introduction of an invariant (Dynkin index) for totally geodesic embeddings.
result Existence of a totally geodesic submanifold of minimal codimension with specific properties.

The paper studies pseudo-Anosov maps from typical Thurston constructions.

problem Estimating the entropy of pseudo-Anosov maps from Thurston's constructions.
method Developed a method to extract information about random walks associated with Thurston's construction.
result Random walks eventually become pseudo-Anosov under certain conditions.

We present an efficient and practical algorithm for the online prediction of discrete-time linear dynamical systems with a symmetric transition matrix. We circumvent the non-convex optimization problem using improper learning: carefully overparameterize the class of LDSs by a polylogarithmic factor, in exchange for con…

2017-11-02abs ↗pdf ↗

Using ideas from shape theory we embed the coarse category of metric spaces into the category of direct sequences of simplicial complexes with bonding maps being simplicial. Two direct sequences of simplicial complexes are equivalent if one of them can be transformed to the other by contiguous factorizations of bonding…

2009-06-07abs ↗pdf ↗