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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.

168,742 papers · 148 categories

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11223344 · May 202619922001200920172026
48 results for double sweep

Two sweeps of the Brennan-Schwartz algorithm solve American options under negative rates.

problem Inability of the Brennan-Schwartz algorithm to solve American options under negative interest rates.
method Two sweeps of the Brennan-Schwartz algorithm in two directions.
result Recovery of the exact solution for American options under negative rates.

Continuous Sweep improves binary quantifier performance.

problem Estimating class prevalence in datasets.
method Parametric binary quantifier inspired by Median Sweep, using parametric class distributions and mean of Adjusted Count estimates.
result Continuous Sweep outperforms other quantifiers in simulations and empirical data analysis.

We prove the absence of a universal diameter bound on lengths of curves in a sweep-out of a Riemannian 2-sphere. If such bound existed it would yield a simple proof of existence of short geodesic segments and closed geodesics on a sphere of small diameter.

2011-05-31abs ↗pdf ↗

New algorithm learns efficiently in multi-agent settings.

problem Efficient learning in multi-agent Markov decision processes.
method Cooperative Prioritized Sweeping: model-based reinforcement learning with sample efficiency.
result Outperforms state-of-the-art on SysAdmin and randomized environments.

The paper proves the existence of CMC surfaces with controlled topology in 3-manifolds.

problem Proving the existence of constant mean curvature surfaces with specific topological constraints.
method Min-max construction and convergence to a CMC-parametrized varifold.
result Existence of a non-trivial, branched immersion of a closed Riemann surface with constant mean curvature in a 3-manifold.

Develops an algorithm to find the best subset of points for maximizing the coefficient of determination.

problem Finding the optimal subset of points for maximizing the coefficient of determination in robust correlation analysis.
method The extit{quadratic sweep} method, which involves projecting points into \(\mathbb{R}^5\) and iterating over linearly separable \(k\)-subsets.
result The method optimally finds the best subset of points for maximizing the coefficient of determination without error over several million trials up to \(n=30\).

Study efficient power iteration for tensor models, proving convergence under specific conditions.

problem Simultaneous alternating power iteration for fixed-order asymmetric rank-one spiked tensor models.
method Finite-iteration local theory, geometrically decaying transient, fixed-order multilinear noise event, warm-start mechanism.
result Convergence to the unique informative local fixed point under specific conditions.

SMC analysis reveals key transient effects in macroeconomic ABM.

problem Analysis of complex ABMs is challenging and often relies on ad hoc methods.
method Statistical model checking (SMC) implemented through MultiVeStA.
result Clear contrast across parameter families in macro-financial and structural sweeps.

SHIFT improves robustness in estimating dose-response functions with heavy-tailed contamination.

problem Outliers bias estimates of average dose-response functions in heavy-tailed data.
method SHIFT combines cross-fit nuisance orthogonalization, Welsch-loss, and defensive OLS refit.
result SHIFT reduces RMSE from 1.03 to 0.33 on localized contamination test.

We observe that the maximal open set of constant curvature k in a Riemannian manifold with curvature bounded below or above by k has a convexity type property, which we call "two-convexity". This statement is used to prove a number of rigidity statements in comparison geometry.

2011-06-19abs ↗pdf ↗

We present a novel method in the family of particle MCMC methods that we refer to as particle Gibbs with ancestor sampling (PG-AS). Similarly to the existing PG with backward simulation (PG-BS) procedure, we use backward sampling to (considerably) improve the mixing of the PG kernel. Instead of using separate forward a…

2012-10-25abs ↗pdf ↗

We use Khovanov-Rozansky gl(N) link homology to define invariants of oriented smooth 4-manifolds, as skein modules constructed from certain 4-categories with well-behaved duals. The technical heart of this construction is a proof of the sweep-around property, which makes these link homologies well defined in the 3-sphe…

2019-07-29abs ↗pdf ↗

Particle Markov chain Monte Carlo (PMCMC) is a systematic way of combining the two main tools used for Monte Carlo statistical inference: sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC). We present a novel PMCMC algorithm that we refer to as particle Gibbs with ancestor sampling (PGAS). PGAS provides t…

2014-01-03abs ↗pdf ↗

We show that the sum of the Morse indices of the Willmore spheres realising the width of Willmore type sweep-outs is bounded by the number of the parameters of the min-max. As an application, we deduce that among the true Willmore spheres realising the min-max sphere eversion, at most one of them one has index 1, while…

2018-08-23abs ↗pdf ↗

15 Einstein 4-manifolds with positive conformal curvature are classified.

problem Classifying compact Einstein 4-manifolds with positive conformal curvature.
method Classification based on previous results and new insights into Einstein moduli spaces.
result Exactly 15 manifolds carry such metrics, each with one connected component in the moduli space.

A new principle for optimizer selection improves training speed and performance.

problem Finding the best optimizer hyperparameters for faster training.
method Formulate optimizer selection as maximizing the expected drop rate in loss, treating gradients and updates as signals and an optimizer as a causal filter.
result Greedy optimizer selection yields stable and effective momentum rules.

In this paper, we use several techniques with conventional vocal feature extraction (MFCC, STFT), along with deep-learning approaches such as CNN, and also context-level analysis, by providing the textual data, and combining different approaches for improved emotion-level classification. We explore models that have not…

2019-05-19abs ↗pdf ↗

We develop methods for efficient amortized approximate Bayesian inference over posterior distributions of probabilistic clustering models, such as Dirichlet process mixture models. The approach is based on mapping distributed, symmetry-invariant representations of cluster arrangements into conditional probabilities. Th…

2018-11-24abs ↗pdf ↗

We analyse all Mini Flash Crashes (or Flash Equity Failures) in the US equity markets in the four most volatile months during 2006-2011. In contrast to previous studies, we find that Mini Flash Crashes are the result of regulation framework and market fragmentation, in particular due to the aggressive use of Intermarke…

2012-11-28abs ↗pdf ↗

Page's Einstein metric on CP_2 # (-CP_2) is conformally related to an extremal Kaehler metric. Here we construct a family of conformally Kähler solutions of the Einstein-Maxwell equations that deforms the Page metric, while sweeping out the entire Kaehler cone of CP_2 # (-CP_2).The same method also yields analogous sol…

2015-04-24abs ↗pdf ↗

A general theory of partial balayage on Riemannian manifolds is developed, with emphasis on compact manifolds. Partial balayage is an operation of sweeping measures, or charge distributions, to a prescribed density, and it is closely related to (construction of) quadrature domains for subharmonic functions, growth proc…

2016-05-10abs ↗pdf ↗

When a Dehn filled link manifold contains a geometrically incompressible one-sided surface, it is shown there is a unique boundary incompressible position that the surface can take in the link space. The proof uses a version of the sweep-out technique from two-sided Heegaard splitting theory. When applied to one-sided …

2008-07-30abs ↗pdf ↗

A Klein surface is a surface with a dianalytic structure. A double of a Klein surface XX is a Klein surface YY such that there is a degree two morphism (of Klein surfaces) YXY\rightarrow X. There are many doubles of a given Klein surface and among them the so-called natural doubles which are: the complex double, the …

2014-04-03abs ↗pdf ↗

New distances for comparing heterogeneous probability measures efficiently.

problem Comparing probability measures across different spaces.
method Introducing Anchor Energy (AE) and Anchor Wasserstein (AW) distances, and a sweep line algorithm for exact computation.
result Exact computation of AE and AW distances in log-quadratic time, significantly faster than GW.

We define a general notion of abstract double Lie algebroid. We show (1) that the double Lie algebroid of a double Lie groupoid is a double Lie algebroid in this sense; (2) that the double cotangent constructed from Lie algebroid structures on a vector bundle A and its dual A* is a double Lie algebroid if and only if (…

1998-08-17abs ↗pdf ↗

A Monge surface is a surface obtained by sweeping a generating plane curve along a trajectory that is orthogonal to the moving plane containing the curve. Locally, they are characterized as being foliated by a family of planar geodesic lines of curvature. We call surfaces with the latter property PGF surfaces, and inve…

2017-07-17abs ↗pdf ↗

We prove that given a three manifold with an arbitrary metric (M3,g)(M^3, g) of positive Ricci curvature, there exists a sweepout of MM by surfaces of genus 3\leq 3 and areas bounded by Cvol(M3,g)2/3C vol(M^3, g)^{2/3}. We use this result to construct a sweepout of MM by 1-cycles of length at most Cvol(M3,g)1/3C vol(M^3, g)^{1/3}. The sweepo…

2015-10-10abs ↗pdf ↗

We define double principal bundles (DPBs), for which the frame bundle of a double vector bundle, double Lie groups and double homogeneous spaces are basic examples. It is shown that a double vector bundle can be realized as the associated bundle of its frame bundle. Also dual structures, gauge transformations and conne…

2016-11-02abs ↗pdf ↗

This paper establishes an equivalence between transitive double Lie algebroids and core diagrams.

problem Understanding and characterizing transitive double Lie algebroids.
method Using core diagrams and equivalence of transitive core diagrams with transitive double Lie groupoids.
result Transitive double Lie algebroids are completely determined by their core diagrams.

Unified framework for SGMoE resolves estimation and selection issues.

problem Non-identifiability, coupled differential relations, and tight coupling in softmax-Gated models.
method Unified statistical framework with Voronoi-type loss functions and dendrograms of mixing measures.
result Consistent selection of the number of experts without model sweeps, optimal parameter rates under overfitting.

We define an abstract notion of double Lie algebroid, which includes as particular cases: (1) the double Lie algebroid of a double Lie groupoid in the sense of the author, such as the iterated tangent bundle of an ordinary manifold, and various iterated tangent/cotangent constructions in symplectic and Poisson geometry…

2000-11-24abs ↗pdf ↗