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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 black Sigatoka

We construct new classes of exact solutions of the 4D vacuum Einstein equations which describe ellipsoidal black holes, black tori and combined black hole -- black tori configurations. The solutions can be static or with anisotropic polarizations and running constants. They are defined by off--diagonal metric ansatz wh…

2001-11-19abs ↗pdf ↗

Using black-hole inequalities and the increase of the horizon's areas, we show that there are arbitrarily small electro-vacuum perturbations of the standard initial data of the extreme Reissner-Nordstrom black-hole that, (by contradiction), cannot decay in time into any extreme Kerr-Newman black-hole. This proves the e…

2013-11-13abs ↗pdf ↗

Over the past three decades, black holes have played an important role in quantum gravity, mathematical physics, numerical relativity and gravitational wave phenomenology. However, conceptual settings and mathematical models used to discuss them have varied considerably from one area to another. Over the last five year…

2004-07-13abs ↗pdf ↗

Spanning attack improves black-box attacks with unlabeled data.

problem Query inefficiency in black-box attacks due to high input space dimensionality.
method Proposes spanning attack by constraining adversarial perturbations in a low-dimensional subspace via an auxiliary unlabeled dataset.
result Significantly improves query efficiency of black-box attacks.

The paper challenges the notion that asset return doesn't affect Black-Scholes-Merton model.

problem The role of asset return in the Black-Scholes-Merton model.
method Refutation of the claim through simplified stochastic calculus approach.
result The expected rate of return of the underlying asset does affect the Black-Scholes-Merton model.

This paper describes the black hole threshold in a moduli space of spherically symmetric spacetimes.

problem Understanding the black hole threshold in a moduli space of spherically symmetric spacetimes.
method Complete description and analysis of the black hole threshold in the moduli space M\mathfrak M.
result The black hole threshold is the extremal leaf of a C1C^1 foliation of the moduli space, separating black hole solutions from non-collapsing solutions.

The geometry of five-dimensional Kerr black holes is discussed based on geodesics and Weyl curvatures. Kerr-Star space, Star-Kerr space and Kruskal space are naturally introduced by using special null geodesics. We show that the geodesics of AdS Kerr black hole are integrable, which generalizes the result of Frolov and…

2005-02-21abs ↗pdf ↗

Researchers create black holes isometric to extremal Reissner-Nordström.

problem Third law of black hole thermodynamics.
method Novel CkC^k characteristic gluing procedure and scalar field pulses.
result Definitive disproof of the third law of black hole thermodynamics.

Unified approach for sequence design combining likelihood-free inference and black-box optimization.

problem Designing biological sequences efficiently and accurately.
method Unified probabilistic framework integrating likelihood-free inference and black-box optimization.
result Previous optimization methods can be adapted and new algorithms proposed within this framework.

Extreme black holes with $\SU(2)$ symmetry have a specific near horizon geometry.

problem Understanding the near horizon geometry of extreme black holes with $\SU(2)$ symmetry.
method Analyzing the near horizon geometry of 5D extreme black holes with $\SU(2)$ symmetry.
result The near horizon geometry of these black holes must be that of a Berger sphere.

Interpretable companion model for black-box classifiers.

problem Dilemma between interpretable and black-box models.
method Trains a companion model from data and black-box model predictions, optimizing a combination of accuracy and complexity.
result Companion model provides interpretable predictions with a slight accuracy loss for user choice.

Understanding how a learned black box works is of crucial interest for the future of Machine Learning. In this paper, we pioneer the question of the global interpretability of learned black box models that assign numerical values to symbolic sequential data. To tackle that task, we propose a spectral algorithm for the …

2018-10-12abs ↗pdf ↗

We analyze a generalized version of the Black-Scholes equation depending on a parameter a ⁣ ⁣(,0)a\!\in \!(-\infty,0). It satisfies the martingale condition and coincides with the Black-Scholes equation in the limit case a0a\nearrow 0. We show that the generalized equation is exactly solvable in terms of Hermite polynomials a…

2014-11-10abs ↗pdf ↗

Study proves inequality linking black hole properties and angular momentum.

problem Establishing a Penrose-type inequality for black holes with 3-sphere horizons.
method Analyzing biaxially symmetric, maximal, asymptotically flat initial data sets for the Einstein equations.
result Equality holds only for stationary Myers-Perry black holes.

Options financial instruments designed to protect investors from the stock market randomness. In 1973, Fisher Black, Myron Scholes and Robert Merton proposed a very popular option pricing method using stochastic differential equations within the Ito interpretation. Herein, we derive the Black-Scholes equation for the o…

2000-01-19abs ↗pdf ↗

New research shows many recent defenses against adversarial examples are ineffective against black-box attacks.

problem The robustness of recent defenses against adversarial examples is insufficient, especially against black-box attacks.
method Evaluation of nine defenses on two black-box adversarial models and six attacks on CIFAR-10 and Fashion-MNIST datasets.
result Most recent defenses provide only marginal improvements in security (<25%<25\%) compared to undefended networks.

New method optimizes black-box functions using generative models and Wasserstein distance.

problem Optimizing black-box functions with stochastic responses in high dimensions.
method Deep generative surrogate models and Wasserstein distance for uncertainty estimation.
result Method outperforms state-of-the-art methods in robustness to function shape and stochasticity.

Paper proposes a new black-box attack approach to minimize visual distortion.

problem Constructing adversarial examples that minimize visual distortion in a black-box threat model.
method Learning the noise distribution of adversarial examples to approximate the gradient of a non-differentiable loss function.
result The proposed attack results in much lower visual distortion compared to state-of-the-art black-box attacks.

REST improves robustness of black-box models to geometric transformations.

problem Overconfident incorrect predictions on out-of-distribution samples.
method REinforcement Spatial Transform learner (REST) that transforms input data into in-distribution samples.
result Improves robustness to geometric transformations and sample efficiency.

Adapts model-based advice to stabilize black-box policies for nonlinear control.

problem Stabilizing machine-learned policies for nonlinear control with limited model information.
method Proposes an adaptive λλ-confident policy to combine black-box and model-based advice.
result Proves the stability of the adaptive λλ-confident policy and its competitive ratio.

Generalizes Black-Scholes model for option pricing under uncertainty.

problem Traditional Black-Scholes model for option pricing under uncertainty.
method Generalized Black-Scholes model using non-symmetric Dirichlet forms and abstract PDE theory.
result Well-posedness of the generalized model established.

The paper proves extremal black holes form at a critical point of gravitational collapse.

problem Formation of extremal black holes in gravitational collapse.
method Constructing smooth families of spherically symmetric solutions to the Einstein-Maxwell-Vlasov system.
result Extremal Reissner-Nordström black holes form at the critical collapse threshold.

Constructs many black hole spacetimes in de Sitter space.

problem Creating well-controlled many black hole spacetimes in de Sitter space.
method Gluing Schwarzschild-de Sitter or Kerr-de Sitter black hole metrics into neighborhoods of points on the future conformal boundary of de Sitter space, under certain balance conditions.
result Solves the Einstein equation directly for the metric, given scattering data at the future conformal boundary.

Modified perturbation method removes non-smoothness in solving Black-Scholes equations.

problem Non-smoothness in solving Black-Scholes equations.
method Variable transformations and homotopy perturbation method.
result Excellent agreement with exact solutions for Black-Scholes and multi-asset options.

Paper revisits Black-Scholes model, proving solution existence and measuring market uncertainty.

problem Proving existence of solution in inverse Black-Scholes model.
method Rigorous proof and empirical study using finite element method.
result New measure of market uncertainty developed.

In this paper a lower bound for the ADM mass is given in terms of the angular momenta and charges of black holes present in axisymmetric initial data sets for the Einstein-Maxwell equations. This generalizes the mass-angular momentum-charge inequality obtained by Chrusciel and Costa to the case of multiple black holes.…

2015-02-23abs ↗pdf ↗