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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.

168,742 papers · 148 categories

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48 results for dynamic typing

Stability of Type IIA flow ensures Kähler properties of Calabi-Yau 3-folds.

problem Ensuring the Kähler property of Calabi-Yau 3-folds under symplectic deformations.
method Established dynamical stability of Type IIA flow near stationary points.
result Stability of Type IIA flow ensures the stability of Kähler properties under symplectic deformations.

Given a sub-hyperbolic semi-rational branched covering which is not CLH-equivalent a rational map, it must have the non-empty canonical Thurston obstruction. By using this canonical Thurston obstruction, we decompose this dynamical system in this paper into several sub-dynamical systems. Each of these sub-dynamical sys…

2012-07-05abs ↗pdf ↗

Commonly used limit order book attributes are empirically considered based on NASDAQ ITCH data. It is shown that some of them have the properties drastically different from the ones assumed in many market dynamics study. Because of this difference we propose to make a transition from "Statistical" type of order book st…

2016-03-16abs ↗pdf ↗

Proposes dynamic model type recommendation for OLP technique.

problem Limited local competence of base-classifiers in uneven data distributions.
method Builds a multi-label meta-classifier to recommend model types based on local data complexity.
result Statistically similar performance to original OLP with fixed base-classifier model.

We propose a general framework for constructing and describing infinite type flat surfaces of finite area. Using this method, we characterize the range of dynamical behaviors possible for the vertical translation flows on such flat surfaces. We prove a sufficient condition for ergodicity of this flow and apply the cond…

2014-06-18abs ↗pdf ↗

Study best-response learning dynamics in zero-sum polymatrix games under full and minimal information settings.

problem Learning dynamics in zero-sum polymatrix games under different information settings.
method Two-timescale learning dynamics combining smoothed best-response updates and TD-learning for estimating local payoff functions.
result Polynomial-time finite-sample guarantees for convergence to an ε-Nash equilibrium in the minimal information case.

Paper addresses reward hacking in preference optimization, proposing POWER-DL to improve AI alignment.

problem Reward hacking problem in preference optimization, leading to undesired behaviors.
method POWER-DL combines robust reward maximization and dynamic label updates to mitigate reward hacking.
result POWER-DL consistently outperforms state-of-the-art methods on alignment benchmarks.

Enhances RL in target domains with limited data using augmented return.

problem Utilize data from an accessible source domain to improve policy learning in a target domain with scarce data.
method Return Augmented Decision Transformer (REAG) method, which augments the return in the source domain to align with the target domain's optimal trajectory distribution.
result The proposed REAG method achieves the same level of suboptimality as without a dynamics shift, enhancing DT type frameworks' performance in off-dynamics RL.

Constructs algorithms to recognize and classify 2D surfaces.

problem Recognizing and classifying 2D surfaces in dynamic systems.
method Discrete topological structures and algorithms for simplicial and CW-complexes.
result Determines the topological type of 2-manifolds.

The aim of this paper is to show that the dynamics of LpL^p heat semigroups (p>2p>2) on a symmetric space of non-compact type is very different from the dynamics of the LpL^p heat semigroups if p2p\leq 2. To see this, it is shown that certain shifts of the LpL^p heat semigroups have a chaotic behavior if p>2p>2 and that …

2008-09-30abs ↗pdf ↗

This paper studies nonholonomic constraints in Hamiltonian systems, deriving equations and theorems.

problem Analyzing nonholonomic constraints in Hamiltonian systems.
method Deriving distributional RCH systems, geometric constraint conditions, and Hamilton-Jacobi theorems.
result Derives precise geometric constraint conditions and Hamilton-Jacobi theorems for nonholonomic systems.

New numerical method for non-linear asset price model with CEV volatility.

problem Describing stochastic volatility in asset price dynamics.
method Proposes a mean-reverting theta-rho model with CEV volatility, constructs a truncated EM method.
result Truncated EM solutions can evaluate path-dependent financial products.

This paper studies Hamilton-Jacobi equations for magnetic systems with constraints.

problem Understanding dynamics of magnetic systems with geometric constraints.
method Developed Hamilton-Jacobi equations for magnetic systems with nonholonomic constraints.
result Revealed relationships between magnetic structures, constraints, and dynamics.

We focus on the topology and dynamics of minimal sets and Levi-flats in surfaces of general type. Our method relies on the ergodic theory of Riemann surfaces laminations: we use harmonic measures and Lyapunov exponents. Our first result establishes that minimal sets have large Hausdorff dimension when a leaf is simply …

2012-03-28abs ↗pdf ↗

We study the problem of dynamic assortment personalization with large, heterogeneous populations and wide arrays of products, and demonstrate the importance of structural priors for effective, efficient large-scale personalization. Assortment personalization is the problem of choosing, for each individual (type), a bes…

2016-10-18abs ↗pdf ↗

Study magnetic Hamiltonian systems with constraints, deriving Hamilton-Jacobi equations.

problem Understanding dynamics of controlled magnetic Hamiltonian systems with constraints.
method Defined CMH system, derived Hamilton-Jacobi equations for different constraints.
result Invariant solutions of Hamilton-Jacobi equations under CMH-equivalence.

Paper tackles anomaly detection and RCA in dynamical systems using ICODE Networks.

problem Anomalies in dynamical systems impact performance and reliability.
method Proposes ICODE Networks for anomaly detection, RCA, and type classification.
result Demonstrates the ability to accurately detect anomalies, classify types, and pinpoint origins.

The paper explores the geometry of holomorphic flows and orbits.

problem Understanding the local geometry of holomorphic flows and their equilibria.
method Analyzing the local geometry of first-order equilibria and higher-order equilibria under holomorphic conditions.
result Holomorphic Poincaré-Bendixson theorem: bounded non-periodic orbits are homoclinic or heteroclinic.

Unified product Lie groups and their quotient spaces are analyzed for dynamics.

problem Analyzing dynamics over homogeneous spaces using Lie group theory.
method Reduction and extension of Lie group structures to quotient spaces, formulation of Euler-Lagrange, Hamilton, and Euler-Poincaré equations.
result Unified product Lie groups and their quotient spaces provide a framework for formulating dynamics equations.

The paper studies automorphisms of free groups with a North-South dynamics.

problem Characterizing automorphisms of free groups with dynamical properties.
method Analyzes the action of outer automorphisms on a relative space of currents.
result Proves the existence of a preferred compact space on which automorphisms act with North-South dynamics.

We give a survey of the approaches to classifying foliations, starting with the Haefliger classifying spaces and the various results and examples about the secondary classes of foliations. Various dynamical properties of foliations are introduced and discussed, including expansion rate, local entropy, and orbit growth …

2008-04-08abs ↗pdf ↗

Paper bridges quantum and classical mechanics for open systems.

problem Quantum open systems with bi-Lindblad structure.
method Develops a bridge between bi-Hamiltonian structures and GKSL formalism, introducing contact-compatible Lindblad generators.
result Provides a mathematical mechanism for semiclassical limit of quantum open systems.

Matrix factorization is a key component of collaborative filtering-based recommendation systems because it allows us to complete sparse user-by-item ratings matrices under a low-rank assumption that encodes the belief that similar users give similar ratings and that similar items garner similar ratings. This paradigm h…

2016-04-21abs ↗pdf ↗

In this paper, we put the issue of dynamic equivalence of control systems in the context of pullbacks of coframings on infinite jet bundles over the state manifolds. While much attention has been given to differentially flat systems, i.e. systems dynamically equivalent to linear control systems, the advantage of this a…

2011-06-27abs ↗pdf ↗

Study on order book dynamics with uniform catastrophes, explaining volatility and trends.

problem Understanding volatility and trends in financial markets with different types of liquidity.
method Stochastic models and population processes with uniform catastrophes.
result Law of large numbers, central limit theorem, and large deviations proved for the model.

SympFormer accelerates attention blocks using inertial dynamics on density spaces.

problem Improving the efficiency of self-attention blocks in Transformers.
method Introduced accelerated attention blocks derived from inertial Nesterov dynamics on density spaces.
result Accelerated attention blocks converge faster than classical blocks while preserving oracle calls.