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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.

168,695 papers · 148 categories

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133266399532 · Jun 202019922001200920172026
48 results for classical findings

This paper asks, "Do classics exist in megaproject management?" We identify three types of classic texts: conventional, Kuhnian, and citation classics. We find that the answer to our question depends on the definition of "classic" employed. First, "citation classics" do exist in megaproject management, and they perform…

2017-09-06abs ↗pdf ↗

These notes grew out of a lecture course on mathematical methods of classical physics for students of mathematics and mathematical physics at the master's level. Also, physicists with a strong interest in mathematics may find this text useful as a resource complementary to existing textbooks on classical physics. Topic…

2016-12-09abs ↗pdf ↗

Existing information-theoretic frameworks based on maximum entropy network ensembles are not able to explain the emergence of heterogeneity in complex networks. Here, we fill this gap of knowledge by developing a classical framework for networks based on finding an optimal trade-off between the information content of a…

2019-08-10abs ↗pdf ↗

Study compares quantum and classical ML in crypto trading, finding hybrid models outperform.

problem Comparing quantum and classical machine learning in crypto trading strategies.
method Backtesting 10 models across multiple crypto assets using classical ML, quantum ML, hybrid models, and transformer models.
result Hybrid quantum models achieve superior performance with 13.99% return and 1.76 Sharpe ratio.

AI methods often fail to outperform classical CPU-based solvers on Maximum Independent Set problems.

problem Comparing AI methods with classical CPU-based solvers on Maximum Independent Set problems.
method Comparison of AI methods (e.g., generative models, reinforcement learning) with classical CPU-based solvers (e.g., KaMIS) on Maximum Independent Set problem.
result AI-inspired methods are often outperformed by classical CPU-based solvers, even with post-processing techniques.

In this paper, we perform a minimalistic quantization of the classical game of tic-tac-toe, by allowing superpositions of classical moves. In order for the quantum game to reduce properly to the classical game, we require legal quantum moves to be orthogonal to all previous moves. We also admit interference effects, by…

2010-07-21abs ↗pdf ↗

The variational formalism for classical field theories is extended to the setting of Lie algebroids. Given a Lagrangian function we study the problem of finding critical points of the action functional when we restrict the fields to be morphisms of Lie algebroids. In addition to the standard case, our formalism include…

2004-10-26abs ↗pdf ↗

Game theory finds nowadays a broad range of applications in engineering and machine learning. However, in a derivative-free, expensive black-box context, very few algorithmic solutions are available to find game equilibria. Here, we propose a novel Gaussian-process based approach for solving games in this context. We f…

2016-11-08abs ↗pdf ↗

We show that nontrivial classical pretzel knots L(p,q,r) are hyperbolic with eight exceptions which are torus knots. We find Conway polynomials of n-pretzel links using a new computation tree. As applications, we compute the genera of n-pretzel links using these polynomials and find the basket number of pretzel links b…

2007-04-11abs ↗pdf ↗

The paper develops algorithms for finding metrics with prescribed combinatorial curvature on polyhedral surfaces.

problem Finding metrics with prescribed combinatorial curvature on polyhedral surfaces.
method Discrete uniformization theorem, combinatorial α-Yamabe flow, combinatorial α-Calabi flow, edge flipping surgery.
result Longtime existence and convergence of combinatorial α-Yamabe flow and combinatorial α-Calabi flow with surgery.

Quantum kernels offer potential speed-ups but require encoding problem-specific knowledge.

problem Generalization difficulty in high-dimensional feature spaces.
method Analysis of spectral properties of quantum kernels and their RKHS.
result Quantum advantage is expected if RKHS is low-dimensional and contains hard-to-compute functions.

We find explicit bases for naturally defined lattices over a ring of algebraic integers in the SO(3) TQFT-modules of surfaces at roots of unity of odd prime order. Some applications relating quantum invariants to classical 3-manifold topology are given.

2004-11-01abs ↗pdf ↗

Research proves the semi-classical limit of Liouville conformal field theory, describing deterministic geometry from random fluctuations.

problem Proving the semi-classical limit of Liouville conformal field theory.
method Probabilistic definition of Liouville theory, proving existence of semi-classical limit, defining classical stress-energy tensor.
result Existence and description of the semi-classical limit in terms of a massive Gaussian free field with Robin boundary conditions.

Classical time series models forecast Bitcoin prices and volatility accurately.

problem Forecasting Bitcoin prices and volatility using classical models.
method ARIMA, SARIMA, GARCH, and EGARCH models were trained and tested on Bitcoin price data.
result ARIMA models performed best for short-term price dynamics, while EGARCH models were best for volatility.

Researchers find a list of non-isometric toric para-Kaehler-Einstein manifolds.

problem Finding a complete list of mutually non-isometric Kaehler-Einstein manifolds immersed in a finite-dimensional Kaehler space form.
method Analytical approach to find mutually non-isometric toric para-Kaehler-Einstein manifolds.
result A list of mutually non-isometric toric para-Kaehler-Einstein manifolds analytically immersed in a finite-dimensional para-Kaehler space form.

AI agents in experimental markets exhibit behavioral patterns that aggregate into market dynamics.

problem Understanding AI trading behavior and its impact on market dynamics.
method Experimental asset markets populated by AI agents trained on Large Language Models (LLMs).
result AI agents' behavior leads to market dynamics similar to human traders, including bubbles.

Fuelled by increasing computer power and algorithmic advances, machine learning techniques have become powerful tools for finding patterns in data. Since quantum systems produce counter-intuitive patterns believed not to be efficiently produced by classical systems, it is reasonable to postulate that quantum computers …

2016-11-28abs ↗pdf ↗

Canonical Correlation Analysis (CCA) is a classical tool for finding correlations among the components of two random vectors. In recent years, CCA has been widely applied to the analysis of genomic data, where it is common for researchers to perform multiple assays on a single set of patient samples. Recent work has pr…

2012-06-18abs ↗pdf ↗

In this paper, we consider local moves on classical and welded diagrams of string links, and the notion of welded extension of a classical move. Such extensions being non-unique in general, the idea is to find a topological criterion which could isolate one extension from the others. To that end, we turn to the relatio…

2020-01-06abs ↗pdf ↗

We develop the formalism for noncommutative differential geometry and Riemmannian geometry to take full account of the *-algebra structure on the (possibly noncommutative) coordinate ring and the bimodule structure on the differential forms. We show that *-compatible bimodule connections lead to braid operators σσ in …

2009-04-03abs ↗pdf ↗

A new portfolio method uses NMF for risk budgeting, outperforming classical methods.

problem Portfolio diversification and risk management in crypto and traditional assets.
method Risk factor budgeting using convex Non-negative Matrix Factorization (NMF).
result Our method outperforms classical portfolio allocations in diversification and risk profile.

We show that for many classical knots one can find generalized torsion in the fundamental group of its complement, commonly called the knot group. It follows that such a group is not bi-orderable. Examples include all torus knots, the (hyperbolic) knot 525_2 and satellites of these knots.

2014-09-19abs ↗pdf ↗

The present paper describes a practical example in which the probability distribution of the prices of a stock market blue chip is calculated as the wave function of a quantum particle confined in a potential well. This model may naturally explain the operation of several empirical rules used by technical analysts. Mod…

2019-01-30abs ↗pdf ↗

The theories of strings and DD-branes have motivated the development of non Abelian cohomology techniques in differential geometry, on the purpose to find a geometric interpretation of characteristic classes. The spaces studied here, like orbifolds are not often smooth. In classical differential geometry, non smooth s…

2008-06-08abs ↗pdf ↗

We calculate in the strong coupling and large N limit the energy emitted by an accelerated external charge in N=4{\cal N}=4 SU(N) Yang-Mills theory, using the AdS/CFT correspondence. We find that the energy is a local functional of the trajectory of the charge. It coincides up to an overall factor with the Lienard formu…

2003-05-22abs ↗pdf ↗

In this note we show that +1+1-contact surgery on distinct Legendrian knots frequently produces contactomorphic manifolds. We also give examples where this happens for 1-1-contact surgery. As an amusing corollary we find overtwisted contact structures that contain a large number of distinct Legendrian knots with the s…

2006-12-21abs ↗pdf ↗

We show how the well-known classical field equations as Einstein and Yang-Mills ones, which arise as the conformal invariance conditions of certain two-dimensional theories, expanded up to the second order in the formal parameter, can be reformulated as Generalized/formal Maurer-Cartan equations (GMC), where the differ…

2007-08-07abs ↗pdf ↗

We study the problem of finding good gauges for connections in higher gauge theories. We find that, for 22-connections in strict 22-gauge theory and 33-connections in 33-gauge theory, there are local "Coulomb gauges" that are more canonical than in classical gauge theory. In particular, they are essentially unique,…

2018-10-15abs ↗pdf ↗