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.
Kernel Density Estimation is a very popular technique of approximating a density function from samples. The accuracy is generally well-understood and depends, roughly speaking, on the kernel decay and local smoothness of the true density. However concrete statements in the literature are often invoked in very specific …
We investigate if kernel regularization methods can achieve minimax convergence rates over a source condition regularity assumption for the target function. These questions have been considered in past literature, but only under specific assumptions about the decay, typically polynomial, of the spectrum of the the kern…
Study reveals dynamics of neural networks with normalization, weight decay, and SGD.
problem Understanding the equilibrium condition in Spherical Motion Dynamics (SMD).
method Investigates SMD by exploring the cause of equilibrium condition, introducing assumptions, proposing angular update, and verifying theoretical results.
result Proves weight norm and angular update can converge at linear rate under given assumptions.
The paper studies harmonic map heat flow stability and decay rates.
problem Analyzing stability and decay rates of harmonic map heat flow solutions.
method Use of homogeneous Besov space B˙p,∞pd(Rd) for small initial data and self-similar decay assumption.
result Decay rates for solutions of the harmonic map flow of the form ∥ablau(t)∥L∞(Rd)≤Ct−21 and self-similar decay under stronger initial conditions.
SGD and weight decay encourage neural networks to learn low-rank weight matrices.
problem The bias of SGD towards low-rank weight matrices in neural networks.
method The study investigates the effect of SGD and weight decay on the rank of weight matrices in neural networks, both theoretically and empirically.
result Training with SGD and weight decay induces a bias towards rank minimization in weight matrices, which becomes more pronounced with smaller batch sizes and stronger weight decay.
We give conditions on a general stress-energy tensor T_{αβ} in a spherically symmetric black hole spacetime which are sufficient to guarantee that the black hole will contain a (spherically symmetric) marginally trapped tube which is eventually achronal, connected, and asymptotic to the event horizon. Price law decay p…
We make some improvements to our previous results. First, we prove a version of our volume growth theorem which does not require any assumption on the first Betti number. Second, we show that our local regularity theorem only requires a lower volume growth assumption, not a full Sobolev constant bound. These results al…
We study the asymptotic Dirichlet problem for f-minimal graphs in Cartan-Hadamard manifolds M. f-minimal hypersurfaces are natural generalizations of self-shrinkers which play a crucial role in the study of mean curvature flow. In the first part of this paper, we prove the existence of f-minimal graphs with pre…
This paper is motivated by the non-linear stability problem for the expanding region of Kerr de Sitter cosmologies in the context of Einstein's equations with positive cosmological constant. We show that under dynamically realistic assumptions the conformal Weyl curvature of the spacetime decays towards future null inf…
In this paper we continue our study of the Laplacian on manifolds with axial analytic asymptotically cylindrical ends initiated in~arXiv:1003.2538. By using the complex scaling method and the Phragmén-Lindelöf principle we prove exponential decay of the eigenfunctions corresponding to the non-threshold eigenvalues of t…
The study proves manifolds with positive scalar curvature can be decomposed into spherical and toroidal pieces.
problem Proving manifolds with positive scalar curvature can be decomposed into simpler pieces.
method Using a topological approach, the researchers prove a decomposition theorem for manifolds with positive scalar curvature and subquadratic decay.
result The manifold M carries a complete Riemannian metric of uniformly positive scalar curvature, answering a conjecture of Gromov.
Optimal execution of portfolio transactions is the essential part of algorithmic trading. In this paper we present in simple analytical form the optimal trajectory for risk-averse trader with the assumption of exponential market recovery and short-time investment horizon.
Study on biharmonic heat equation on manifolds with curvature constraints.
problem Analyzing entire solutions of biharmonic heat equation on manifolds.
method Exponential decay estimates for biharmonic heat kernel under Ricci curvature and noncollapsing conditions. Proving uniqueness criteria for Cauchy problem.
result Conservation law for biharmonic heat kernel and uniform L-infinity estimate for entire solutions.
We consider spacetimes with compact Cauchy hypersurfaces and with Ricci tensor bounded from below on the set of timelike unit vectors, and prove that the results known for spacetimes satisfying the timelike convergence condition, namely, foliation by CMC hypersurfaces, are also valid in the present situation, if corres…
The goal of this paper is to prove a result conjectured in Föllmer and Schachermayer [FS07], even in slightly more general form. Suppose that S is a continuous semimartingale and satisfies a large deviations estimate; this is a particular growth condition on the mean-variance tradeoff process of S. We show that S then …
In this paper we pursue the work initiated in \cite{Bahuaud, BahuaudGicquaud}: study the extent to which conformally compact asymptotically hyperbolic metrics can be characterized intrinsically. We show how the decay rate of the sectional curvature to -1 controls the Hölder regularity of the compactified metric. To thi…
In this paper we establish stability results for symmetric spaces of noncompact type under Ricci flow, i.e. we will show that any small perturbation of the symmetric metric is flown back to the original metric under an appropriately rescaled Ricci flow. It will be important for us which smallness assumptions we have to…
We prove a removal of singularities result for Bach-flat metrics in dimension 4 under the assumption of bounded L^2 norm of curvature, bounded Sobolev constant and a volume growth bound. This result extends the removal of singularities result for special classes of Bach-flat metrics obtained in \cite{TVMOD}. For the pr…
In this paper we prove new classification results for nonnegatively curved gradient expanding and steady Ricci solitons in dimension three and above, under suitable integral assumptions on the scalar curvature of the underlying Riemannian manifold. In particular we show that the only complete expanding solitons with no…
Let (X,g) be a metrically complete, simply connected Riemannian manifold with bounded geometry and pinched negative curvature, i.e. there are constants a>b>0 such that -a^2<K<-b^2 for all sectional curvatures K. Here bounded geometry is used in the sense that all covariant derivatives of the Riemannian curvature tensor…
Using a proprietary dataset of meta-orders and prediction signals, and assuming a quasi-linear impact model, we deconvolve market impact from past correlated trades and a predictable return component to elicit the temporal dependence of the market impact of a single daily meta-order, over a ten day horizon in various e…
We prove that the leaves of an inverse mean curvature flow provide a foliation of a future end of a cosmological spacetime N under the necessary and sufficent assumptions that N satisfies a future mean curvature barrier condition and a strong volume decay condition. Moreover, the flow parameter t can be used to d…