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.
Study reveals a hidden cost in derivatives markets through option-implied discount factors.
New spaces help connect manifold structures on equivariant Poincaré spaces.
The aim of the present paper is to construct and investigate a Finsler structure within the framework of a Generalized Absolute Parallelism space (GAP-space). The Finsler structure is obtained from the vector fields forming the parallelization of the GAP-space. The resulting space, which we refer to as a Finslerized Pa…
Method constrains spectral gaps of hyperbolic spin surfaces using identities and semidefinite programming.
This work analyzes how multi-agent reinforcement learning can bridge the gap to reality in distributed multi-robot systems.
While noise is commonly considered a nuisance in computing systems, a number of studies in neuroscience have shown several benefits of noise in the nervous system from enabling the brain to carry out computations such as probabilistic inference as well as carrying additional information about the stimuli. Similarly, no…
The study finds that firm membership in flagship indices and TCFD endorsement are strong predictors of a wider Disclosure-Performance Gap.
Unified framework for CO problems using RL, providing optimal solutions and convergence guarantees.
In this tutorial we explain the inference procedures developed for the sparse Gaussian process (GP) regression and Gaussian process latent variable model (GPLVM). Due to page limit the derivation given in Titsias (2009) and Titsias & Lawrence (2010) is brief, hence getting a full picture of it requires collecting resul…
Deep learning methods improve time series forecasting by optimizing lag selection.
Inference in hidden Markov model has been challenging in terms of scalability due to dependencies in the observation data. In this paper, we utilize the inherent memory decay in hidden Markov models, such that the forward and backward probabilities can be carried out with subsequences, enabling efficient inference over…
Integrating adaptive learning rate and momentum techniques into SGD leads to a large class of efficiently accelerated adaptive stochastic algorithms, such as AdaGrad, RMSProp, Adam, AccAdaGrad, \textit{etc}. In spite of their effectiveness in practice, there is still a large gap in their theories of convergences, espec…
Study shows physical drift affects put-call parity enforcement, not just option payoffs.
Study tests how U.S. equity prices align with global asset frequencies using financial variables.
The availability of large microarray data has led to a growing interest in biclustering methods in the past decade. Several algorithms have been proposed to identify subsets of genes and conditions according to different similarity measures and under varying constraints. In this paper we focus on the exclusive row bicl…
There is an emerging trend in the reinforcement learning for healthcare literature. In order to prepare longitudinal, irregularly sampled, clinical datasets for reinforcement learning algorithms, many researchers will resample the time series data to short, regular intervals and use last-observation-carried-forward (LO…
There are examples of branched surfaces that do not fully carry laminations, but their preimage in a finite cover does fully carry a lamination
Small Medium-sized Enterprises (SMEs) face many obstacles when they try to access credit market. These obstacles are increased if the SMEs are innovative. In this case, financial data are insufficient or even not reliable. Thus, when building a judgemental rating model, mainly based on qualitative criteria (soft inform…
Identifies metrics on manifolds and their embeddings into spheres, characterizing constant curvature metrics.
Paper compares ETF and futures carry rates in segmented Bitcoin markets.
The last decade has witnessed an explosion in the development of models, theory and computational algorithms for "big data" analysis. In particular, distributed computing has served as a natural and dominating paradigm for statistical inference. However, the existing literature on parallel inference almost exclusively …
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…
We prove that Riemannian holonomy manifolds carry octonionic-Kähler structure.
Paper studies statistical-computational trade-offs in tensor PCA and related problems.
Transformers cluster meaningless words around leaders for sentiment analysis.
We derive general Novikov-Morse type inequalities in a Conley type framework for flows carrying cocycles, therefore generalizing our results in [FJ2] derived for integral cocycle. The condition of carrying a cocycle expresses the nontriviality of integrals of that cocycle on flow lines. Gradient-like flows are distingu…
A contamination in a 3-manifold is an object interpolating between the contact structure and the lamination. Contaminations seem to provide a link between 3-dimensional contact geometry and the classical topology of 3-manifolds, as described in a separate paper. In this paper we deal with contaminations carried by bran…
Classifies manifolds with specific spinors and constructs parallel spinors.
Crowdsourced data used in machine learning services might carry sensitive information about attributes that users do not want to share. Various methods have been proposed to minimize the potential information leakage of sensitive attributes while maximizing the task accuracy. However, little is known about the theory b…
Obtaining colored HOMFLY-PT polynomials for knots from 3-strand braid carrying arbitrary representation is still tedious. For a class of rank symmetric representations, -colored HOMFLY-PT evaluation becomes simpler. Recently it was shown that , for such knots from 3-strand braid, can…
The well-known Ising model used in statistical physics was adapted to a social dynamics context to simulate the adoption of a technological innovation. The model explicitly combines (a) an individual's perception of the advantages of an innovation and (b) social influence from members of the decision-maker's social net…
In this work, we describe how to obtain the structure of an infinite-dimensional Lie group on the group of compactly carried bundle automorphisms Autc(P) for a locally convex prinicpal bundle P over a finite-dimensional smooth sigma-compact base M. This is a generalization of previous work by Wockel, where the base M w…
Study phase transitions in identifying infected individuals using group testing.
The paper explores gaps in curvature-related metrics and rigidity.
A bidirectional loss function improves label distribution learning and enhancement.
Study gap-dependent regret bounds for risk-sensitive RL.
We give a sufficient condition for a branched surface in a 3 dimensional manifold to fully carry a lamination, giving a piece of answer to a classical question of D. Gabai.
Method to decompose portfolio performance into FX, interest rate, carry, and residual market risks.
New method improves dictionary recovery from over-realized models.
Under some dimension restrictions, we prove that totally umbilical hypersurfaces of Spin manifolds carrying a parallel, real or imaginary Killing spinor are of constant mean curvature. This extends to the Spin case the result of O. Kowalski stating that, every totally umbilical hypersurface of an Einstein manif…
Classifies Anosov flows on figure-eight knot surgeries.
Paper analyzes origami slope gaps and their distribution, finding a unique pattern.
We consider the problem of finding optimal strategies that maximize the average growth-rate of multiplicative stochastic processes. For a geometric Brownian motion the problem is solved through the so-called Kelly criterion, according to which the optimal growth rate is achieved by investing a constant given fraction o…
We study a spectral initialization method that serves a key role in recent work on estimating signals in nonconvex settings. Previous analysis of this method focuses on the phase retrieval problem and provides only performance bounds. In this paper, we consider arbitrary generalized linear sensing models and present a …
We present a sketch of the proof of the following theorems: (1) Every 3-manifold has only finitely many homotopy classes of 2-plane fields which carry tight contact structures. (2) Every closed atoroidal 3-manifold carries finitely many isotopy classes of tight contact structures.
Soft cells fill space without gaps, derived from minimal surfaces and deformed using edge bending.
The modelling of data on a spherical surface requires the consideration of directional probability distributions. To model asymmetrically distributed data on a three-dimensional sphere, Kent distributions are often used. The moment estimates of the parameters are typically used in modelling tasks involving Kent distrib…
Random hyperbolic surfaces have nearly optimal spectral gaps.