This work extends set-valued risk measures to discrete time, using difference inclusions and equations.
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.
Trend · papers per month
Proof of injection from double shuffle to Kashiwara-Vergne Lie algebra.
New invariant identifies complex line arrangements with same combinatorics but different embeddings.
Graph machine learning and Super-App data improve credit risk prediction for financial inclusion.
In this paper the stability theorem of Borkar and Meyn is extended to include the case when the mean field is a differential inclusion. Two different sets of sufficient conditions are presented that guarantee the stability and convergence of stochastic recursive inclusions. Our work builds on the works of Benaim, Hofba…
Neural random fields (NRFs), referring to a class of generative models that use neural networks to implement potential functions in random fields (a.k.a. energy-based models), are not new but receive less attention with slow progress. Different from various directed graphical models such as generative adversarial netwo…
Given a surface of infinite topological type, there are several Teichmüller spaces associated with it, depending on the basepoint and on the point of view that one uses to compare different complex structures. This paper is about the comparison between the quasiconformal Teichmüller space and the length-spectrum Teichm…
Survey on extragradient methods for solving nonlinear equations and inclusions.
This paper advances extragradient methods for solving inclusions under co-hypomonotonicity.
Research finds investors may lose from more diverse workplaces.
Paper analyzes inclusive KL inference using Wasserstein gradient flows.
Study shows 'Belt and Road' node cities boost digital finance in China.
New solutions for soft materials' nonlinear behavior in growing spheroidal inclusions.
Study shows financial literacy, social capital, and financial tech positively impact financial inclusion of Indonesian students.
Study shows solutions of differential inclusions are homotopy equivalent in -topology.
Inspired by the recent work of Chen-Stiénon-Xu on Atiyah classes associated to inclusions of Lie algebroids, we give a very simple criterium (in terms of those classes) for relative Poincaré-Birkhoff-Witt type results to hold. The tools we use (e.g. the first infinitesimal neighbourhood Lie algebroid) are straightforwa…
When looking at Bott's original proof of his periodicity theorem for the stable homotopy groups of the orthogonal and unitary groups, one sees in the background a differential geometric periodicity phenomenon. We show that this geometric phenomenon extends to the standard inclusion of the orthogonal group into the unit…
Paper presents a novel time series clustering algorithm for financial inclusion.
Study new bounds on TC of spaces with subgroup inclusions.
Regulating crypto and DeFi for inclusive economic advancement.
Construct intrinsic Langevin dynamics for rigid inclusions on curved surfaces.
Novel algorithm reduces feature inclusion in online decision-making.
In this paper, we propose a verified numerical method for obtaining a sharp inclusion of the best constant for the embedding on bounded convex domain in . We estimate the best constant by computing the corresponding extremal function using a verified numerical com…
We develop theory and computational methods to investigate particle inclusions embedded within curved lipid bilayer membranes. We consider the case of spherical lipid vesicles where inclusion particles are coupled through (i) intramembrane hydrodynamics, (ii) traction stresses with the external and trapped solvent flui…
Two accelerated extragradient methods converge at rate for co-hypomonotone inclusions.
We present for the first time an asymptotic convergence analysis of two time-scale stochastic approximation driven by `controlled' Markov noise. In particular, both the faster and slower recursions have non-additive controlled Markov noise components in addition to martingale difference noise. We analyze the asymptotic…
The paper explores how the unit inclusion affects topological quantum field theories in non-semisimple categories.
TransBoost improves financial inclusion by evaluating individual financial risk.
Paper generalizes extragradient methods for solving equations and inclusions with improved convergence rates.
Chordal graphs can be used to encode dependency models that are representable by both directed acyclic and undirected graphs. This paper discusses a very simple and efficient algorithm to learn the chordal structure of a probabilistic model from data. The algorithm is a greedy hill-climbing search algorithm that uses t…
In 2018, at the World Economic Forum in Davos it was presented a new countries' economic performance metric named the Inclusive Development Index (IDI) composed of 12 indicators. The new metric implies that countries might need to realize structural reforms for improving both economic expansion and social inclusion per…
Identifying the flavour of neutral mesons production is one of the most important components needed in the study of time-dependent violation. The harsh environment of the Large Hadron Collider makes it particularly hard to succeed in this task. We present an inclusive flavour-tagging algorithm as an upgrade of…
Study maximal antipodal sets in exceptional symmetric spaces.
Study on existence of metrics in conformal geometry with constraints on Schouten tensor.
Spatial information is not always necessary for spatio-temporal models.
New algorithm minimizes inclusive KL for VI, improving accuracy.
Some of the well known Fefferman like constructions of parabolic geometries end up with a new structure on the same manifold. In this paper, we classify all such cases with the help of the classical Onishchik's lists \cite{onish1} and we treat in detail the only new series of inclusions providing the spinorial structur…
We introduce a novel algorithm for the detection of possible sample corruption such as mislabeled samples in a training dataset given a small clean validation set. We use a set of inclusion variables which determine whether or not any element of the noisy training set should be included in the training of a network. We…
This paper outlines an agent-based model of a simple financial market in which a single asset is available for trade by three different types of traders. The model was first introduced in the PhD thesis of one of the authors, see reference [1]. The simulated log returns are examined for the presence of the stylised fac…
Quantile Temporal-Difference learning proved convergent with proof.
New algorithm solves maximal monotone inclusion problems.
This paper proposes and evaluates the k-greedy equivalence search algorithm (KES) for learning Bayesian networks (BNs) from complete data. The main characteristic of KES is that it allows a trade-off between greediness and randomness, thus exploring different good local optima. When greediness is set at maximum, KES co…
We prove the existence of continuous boundary extensions (Cannon-Thurston maps) for the inclusion of a vertex space into a tree of (strongly) relatively hyperbolic spaces satisfying the qi-embedded condition. This implies the same result for inclusion of vertex (or edge) subgroups in finite graphs of (strongly) relativ…
Under certain conditions, we describe the homotopy type of the homo-topy fibre of the inclusion map F\_n(X) \_1^n X for the n-th configuration space F\_n(X) of a topological manifold X without boundary such that dim(X) 3. We then apply our results to the cases where either the universal cover…
SDD improves DD for estimating treatment effects by adjusting for confounding.
New method enhances graph neural networks using contractions and hourglass persistence.
New continuous-time optimization algorithms converge in finite time to local minima.
Novel method for learning Gaussian graphical models from paired data.