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.
In this paper, we examine the dependence of standard gluing process for pseudoholomorphic curves under the change of the length T of the neck-region with respect to the cylindrical metrics associated to the given analytic coordinates near the punctures in the setting of bordered open Riemann surface with boundary pun…
The paper proves scalar curvature decay for uniformly contractible manifolds with finite asymptotic dimension.
problem Proving decay of scalar curvature for uniformly contractible manifolds with finite asymptotic dimension.
method Using index pairing between Dirac operators and compactly supported vector bundles with Lipschitz control, and Lipschitz control for topological K-theory of finite dimensional simplicial complexes.
result The scalar curvature decays to zero at a rate depending only on the contractibility radius and the diameter control of the asymptotic dimension.
Under what conditions is an edge present in a social network at time t likely to decay or persist by some future time t + Delta(t)? Previous research addressing this issue suggests that the network range of the people involved in the edge, the extent to which the edge is embedded in a surrounding structure, and the age…
The statistical properties of the increments x(t+T) - x(t) of a financial time series depend on the time resolution T on which the increments are considered. A non-parametric approach is used to study the scale dependence of the empirical distribution of the price increments x(t+T) - x(t) of S&P Index futures, for time…
In this paper we study the behaviour of the continuous spectrum of the Laplacian on a complete Riemannian manifold of bounded curvature under perturbations of the metric. The perturbations that we consider are such that its covariant derivatives up to some order decay with some rate in the geodesic distance from a fixe…
In recent work, we have proven uniform decay bounds for solutions of the wave equation □gφ=0 on a Schwarzschild exterior, in particular, the uniform pointwise estimate ∣φ∣≤Cv+−1, which holds throughout the domain of outer communications, where v is an advanced Eddington-Finkelstein coordinate, $v_+=\ma…
We propose the time-dependent generalization of an `ordinary' autonomous human biomechanics, in which total mechanical + biochemical energy is not conserved. We introduce a general framework for time-dependent biomechanics in terms of jet manifolds derived from the extended musculo-skeletal configuration manifold. The …
This paper deals with two related problems, namely distance-preserving binary embeddings and quantization for compressed sensing . First, we propose fast methods to replace points from a subset X⊂Rn, associated with the Euclidean metric, with points in the cube {±1}m and we associa…
We consider the least-squares regression problem and provide a detailed asymptotic analysis of the performance of averaged constant-step-size stochastic gradient descent (a.k.a. least-mean-squares). In the strongly-convex case, we provide an asymptotic expansion up to explicit exponentially decaying terms. Our analysis…
We study the Cauchy problem for the wave equation on extreme Kerr backgrounds under axisymmetry. Specifically, we consider regular axisymmetric initial data prescribed on a Cauchy hypersurface S which connects the future event horizon with spacelike or null infinity, and we solve the linear wave equation on the domain …
We introduce a new weight-decay scaling rule to maintain sublayer gains across different widths in modern scale-invariant architectures.
problem In modern scale-invariant architectures, training quickly enters a steady state where normalization layers create backward scale sensitivity, degrading learning-rate transfer.
method We introduce a weight-decay scaling rule for AdamW that preserves sublayer gain across widths by equalizing the effective learning rate.
result Our empirical weight-decay scaling rule λ2∝d approximately keeps sublayer gains width invariant, enabling zero-shot transfer of learning rate and weight decay.
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…
In this work, we first analyze the memory behavior in three recurrent neural networks (RNN) cells; namely, the simple RNN (SRN), the long short-term memory (LSTM) and the gated recurrent unit (GRU), where the memory is defined as a function that maps previous elements in a sequence to the current output. Our study show…
In this article we study the dependence degree of the traded volume of the Dow Jones 30 constituent equities by using a nonextensive generalised form of the Kullback-Leibler information measure. Our results show a slow decay of the dependence degree as a function of the lag. This feature is compatible with the existenc…
Stochastic momentum methods trade compute efficiency for serial runtime.
problem Stochastic momentum methods trade compute efficiency for serial runtime.
method Stochastic HB and ASGD for consistent linear regression with Gaussian covariates.
result HB preserves SGD-level CE over a larger batch-size window, allowing larger batches to reduce serial runtime until HB reaches its deterministic accelerated scale.