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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.

168,657 papers · 148 categories

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50100150200 · Jun 202019922001200920172026
48 results for dominance potential

New method optimizes multiple objectives using particle dynamics and gradient flow.

problem Optimizing multiple conflicting objectives in complex scenarios.
method Interacting particle method combining Langevin and birth-death dynamics with a dominance potential.
result Method effectively relocates dominated particles, improving Pareto optimality.

We apply the potential force estimation method to artificial time series of market price produced by a deterministic dealer model. We find that dealers' feedback of linear prediction of market price based on the latest mean price changes plays the central role in the market's potential force. When markets are dominated…

2007-10-09abs ↗pdf ↗

Smooth dec initial data sets may not extend to smooth spacetimes.

problem Whether every dec initial data set can be extended to a smooth spacetime.
method Examined the converse of the dominant energy condition for initial data sets and spacelike hypersurfaces.
result Not all dec initial data sets can be extended to smooth spacetimes.

Continuous solutions found for complex geometry equations.

problem Finding solutions to complex geometry equations on Hermitian manifolds.
method Proving existence of continuous quasi-plurisubharmonic solutions for specific measures.
result Existence of continuous quasi-plurisubharmonic solutions for measures dominated by capacity.

In this article we discuss the distribution of asset price movements by the market potential function. From the principle of free energy minimization we analyze two different kinds of market potentials. We obtain a U-shaped potential when market reversion (i.e. contrarian investors) is dominant. On the other hand, if t…

2014-03-13abs ↗pdf ↗

New findings on Kähler-Einstein currents dominating Kähler forms on compact spaces.

problem Understanding Kähler-Einstein currents on singular spaces.
method Analyzing currents' properties and applying them to compact spaces with log terminal singularities.
result Kähler-Einstein currents dominate Kähler forms on compact spaces with log terminal singularities.

Characterizes causal structure dominance for latent variables.

problem Determining dominance relations between causal structures with latent variables.
method Complete characterization for three visible variables, partial for four; uses nontrivial inequality constraints.
result Equivalence classes with nontrivial inequality constraints become ubiquitous as the number of visible variables increases.

Proves spacetime positive mass theorem for spin initial data sets with arbitrary ends.

problem Proving the spacetime positive mass theorem for specific spacetime configurations.
method Solving a mixed boundary value problem for the Dirac-Witten operator with a Callias potential.
result Established spacetime positive mass theorem for asymptotically flat spin initial data sets with arbitrary ends.

We describe a new approach for managing aleatoric uncertainty in the Reinforcement Learning (RL) paradigm. Instead of selecting actions according to a single statistic, we propose a distributional method based on the second-order stochastic dominance (SSD) relation. This compares the inherent dispersion of random retur…

2019-05-17abs ↗pdf ↗

This study attempts to analyze patterns in cryptocurrency markets using a special type of deep neural networks, namely a convolutional autoencoder. The method extracts the dominant features of market behavior and classifies the 40 studied cryptocurrencies into several classes for twelve 6-month periods starting from 15…

2019-10-27abs ↗pdf ↗

Investigate using LETFs to outperform benchmarks, finding them more likely to succeed.

problem The controversy and popularity of LETFs in constructing portfolios.
method Systematic investigation using IR-optimal strategies with LETFs and VETFs, including neural network-based approaches.
result IR-optimal strategies with LETFs outperform benchmarks and achieve partial stochastic dominance.

Connected domination numbers found for plane triangulations up to 13 vertices.

problem Finding connected domination numbers for plane triangulations.
method Analyzing triangulations of up to 13 vertices and proving the difference between connected and regular domination numbers can be arbitrarily large.
result Connected domination numbers for triangulations up to 13 vertices and upper bound for larger triangulations.

Study shows inflation in 3+1D cosmologies with bounded scalar potential and specific symmetry.

problem Understanding inflation in 3+1D cosmologies with specific constraints.
method Mean curvature flow and asymptotic analysis of metric variations, stress-energy tensor, and inflaton field dynamics.
result Inflation occurs in 3+1D cosmologies with specific constraints, demonstrating it is possible with inhomogeneous initial conditions.

Study improves understanding and performance of FA learning rules in neural networks.

problem Lack of theoretical understanding and limited applications of Feedback Alignment (FA) methods.
method Introduces a unified framework linking synaptic weight changes to implicit regularization, providing convergence conditions and empirical evidence.
result Better alignment can enhance FA performance on complex multi-class tasks.

New method ranks multivariate distributions in SMOOP using q-dominance.

problem Lack of reliable methods to rank multivariate distributions in SMOOP.
method Introduces center-outward q-dominance and develops empirical test procedures.
result Proves q-dominance implies FSD and establishes a sample size threshold.

Why deep neural networks (DNNs) capable of overfitting often generalize well in practice is a mystery [#zhang2016understanding]. To find a potential mechanism, we focus on the study of implicit biases underlying the training process of DNNs. In this work, for both real and synthetic datasets, we empirically find that a…

2018-07-03abs ↗pdf ↗

RPN 2 improves function learning by modeling data interdependence.

problem Invalid assumption of input data independence leads to performance degradation.
method Integrates data and structural interdependence functions into RPN 2's architecture.
result Significantly improves learning performance and expands unifying potential.

New auction design uses statistical learning to reduce costs and improve fairness.

problem Designing efficient multi-item auctions with reduced implementation costs and fairness.
method Nonparametric density estimation for credible intervals, two new strategies.
result Strategies consistently outperform alternative methods in revenue maximization and cost reduction.

New framework for ranking distributions using variable fractional parameters.

problem Ordering distributions with varying steepness and local non-concavities.
method Introducing a function γ:Ro[0,1]\boldsymbolγ: \mathbb{R} o [0,1] to replace the fixed parameter in fractional SD.
result Enables ranking of a broader range of distributions and incorporates dynamic greediness.

Study rare-event simulation for neural networks and random forests.

problem Safety evaluation and robustness quantification of machine learning models.
method Importance sampling scheme integrating large deviations and sequential mixed integer programming.
result Efficiency guarantees and numerical demonstrations for various neural network architectures.

Study domination between non-Fuchsian surface group representations and anti-de Sitter geometry.

problem Domination problem between non-Fuchsian representations of closed surface groups.
method Analysis of branched harmonic immersions and construction of anti-de Sitter 3-manifolds.
result Found that representations admitting branched harmonic immersions dominate other representations, and constructed large families of branched anti-de Sitter 3-manifolds.

Paper shows local SGD outperforms mini-batch SGD under certain conditions.

problem Proving local SGD's superiority in distributed learning with heterogeneous data.
method New lower and upper bounds for local SGD under first-order heterogeneity assumptions.
result Local SGD is min-max optimal under certain conditions, resolving understanding of distributed optimization.

Generative classifiers show surprising human-like performance.

problem Comparing generative and discriminative models for object recognition.
method Built on recent advances in generative modeling to create classifiers and compared them to discriminative models.
result Generative classifiers outperform discriminative models in several key areas, including shape bias and out-of-distribution accuracy.

Unified framework for efficient Frank-Wolfe optimization of Dominant Set Clustering.

problem Optimizing Dominant Set Clustering with various Frank-Wolfe algorithms.
method Unified framework for pairwise, standard, and away-steps Frank-Wolfe algorithms, with explicit convergence rates.
result Explicit convergence rates for Frank-Wolfe methods in Dominant Set Clustering.

The paper analyzes how behavioral investors make portfolio decisions using Markowitz Stochastic Dominance criteria.

problem Understanding how behavioral investors make portfolio decisions.
method Developed stochastic optimization problems and MILP models to capture subjective decision weights and probability weighting functions.
result The developed models can be used to formulate computationally tractable portfolio analysis problems.

Finite simplicial complexes dominate certain manifolds with a bounded number of simplices.

problem Understanding the finite domination of manifolds by simplicial complexes.
method Proving that a manifold can be dominated by the nn-skeleton of a finite simplicial complex with a bounded number of simplices.
result The total number of simplices in the nn-skeleton is bounded above by a constant depending only on nn and the embolic volume of the manifold.

New method compares classifiers using GSD-front, addressing statistical uncertainty and robustness.

problem Comparing classifiers with multiple quality metrics and statistical uncertainty.
method Proposes GSD-front and statistical tests for robust comparisons.
result Reliable method for comparing classifiers with statistical uncertainty and robustness.

Develops a new solver for optimizing with stochastic dominance constraints.

problem Optimizing with stochastic dominance constraints is computationally expensive and impractical.
method Introduces Light Stochastic Dominance Solver (light-SD) that uses Lagrangian properties and surrogate approximation.
result The light-SD solver demonstrates superior performance on various problems.

Proposes new rule for ranking investment prospects over long horizons.

problem Ranking investment prospects over long horizons considering bounded risk aversion.
method Introduces asymptotic fractional-order stochastic dominance with bounded relative risk aversion.
result Establishes equivalent conditions for the new rule under lognormal returns without mean non-negativity constraint.

Paper extends stochastic dominance for compound binomial distributions.

problem Stochastic dominance for infinite-mean random variables.
method Investigates properties and inclusion relationships of distribution classes, extends results to compound binomial distributions.
result Establishes necessary and sufficient conditions for first-order stochastic dominance preservation.

The study shows how energy density of harmonic maps dominates in nn-Fuchsian fibers, leading to unique minimal surfaces.

problem Understanding energy density and topological invariants in nn-Fuchsian fibers of Higgs bundles.
method Establishing an algebraic inequality generalizing a GIT theorem to prove energy density domination.
result Energy density of harmonic maps dominates in nn-Fuchsian fibers, leading to unique minimal surfaces.