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.
Quantizes contact structures using dynamical methods.
Study on 2-valued dynamics on complex plane, showing some dynamics can't be group actions.
Study dynamic Pareto-optimal allocations in multi-period economies with time-consistent risk measures.
This paper considers portfolio construction in a dynamic setting. We specify a loss function comprised of utility and complexity components with an unknown tradeoff parameter. We develop a novel regret-based criterion for selecting the tradeoff parameter to construct optimal sparse portfolios over time.
Construct Hermitian-Einstein metrics on stable holomorphic vector bundles using dynamical methods.
Hamiltonian Monte Carlo (HMC) exploits Hamiltonian dynamics to construct efficient proposals for Markov chain Monte Carlo (MCMC). In this paper, we present a generalization of HMC which exploits \textit{non-canonical} Hamiltonian dynamics. We refer to this algorithm as magnetic HMC, since in 3 dimensions a subset of th…
This paper develops a general method for constructing Poisson integrators.
Dimensionality reduction is ubiquitous in analysis of complex dynamics. The conventional dimensionality reduction techniques, however, focus on reproducing the underlying configuration space, rather than the dynamics itself. The constructed low-dimensional space does not provide complete and accurate description of the…
New method models complex dynamics using a base variable.
In this paper, we consider the problem of optimization of a portfolio consisting of securities. An investor with an initial capital, is interested in constructing a portfolio of securities. If the prices of securities change, the investor shall decide on reallocation of the portfolio. At each moment of time, the prices…
Dynamic portfolio strategy using generative model with attention mechanism.
This article demonstrates the possibility of constructing indicators of critical and crisis phenomena in the volatile market of cryptocurrency. For this purpose, the methods of the theory of complex systems such as recurrent analysis of dynamic systems and the calculation of permutation entropy are used. It is shown th…
New example solves topological dynamics problem.
This work proves Kerr black holes are dynamically stable under certain perturbations.
Floer constructs homology from flow lines in generalized dynamical systems and combinatorial vector fields.
New probabilistic constructions for Kähler-Einstein metrics.
New connection found between complex polynomials and surface homeomorphisms.
Paper connects dynamics of mechanical systems to Reeb dynamics.
Modeling dynamic groundwater markets with price formation and trading strategies.
In unsupervised learning, there is no apparent straightforward cost function that can capture the significant factors of variations and similarities. Since natural systems have smooth dynamics, an opportunity is lost if an unsupervised objective function remains static during the training process. The absence of concre…
In this paper we present a theoretical framework for studying coherent acceptability indices in a dynamic setup. We study dynamic coherent acceptability indices and dynamic coherent risk measures, and we establish a duality between them. We derive a representation theorem for dynamic coherent risk measures in terms of …
A method models nonlinear dynamics from data using barycentric coordinates and memory.
In this paper, we study the dynamics of degenerating sequences of rational maps on Riemann sphere using -trees. Given a sequence of degenerating rational maps, we give two constructions for limiting dynamics on -trees: one geometric and one algebraic. The geometric constructio…
We describe DyNet, a toolkit for implementing neural network models based on dynamic declaration of network structure. In the static declaration strategy that is used in toolkits like Theano, CNTK, and TensorFlow, the user first defines a computation graph (a symbolic representation of the computation), and then exampl…
Constructs algorithms to recognize and classify 2D surfaces.
Constructs instantons on a specific G_2-manifold limit.
In this paper, a machine learning-based simulation framework of general-purpose multibody dynamics is introduced. The aim of the framework is to generate a well-trained meta-model of multibody dynamics (MBD) systems. To this end, deep neural network (DNN) is employed to the framework so as to construct data-based meta-…
Recent researches show that machine learning has the potential to learn better heuristics than the one designed by human for solving combinatorial optimization problems. The deep neural network is used to characterize the input instance for constructing a feasible solution incrementally. Recently, an attention model is…
Develops an oblique projection technique to approximate a foliation for non-normal dynamics.
A dynamical neural network consists of a set of interconnected neurons that interact over time continuously. It can exhibit computational properties in the sense that the dynamical system's evolution and/or limit points in the associated state space can correspond to numerical solutions to certain mathematical optimiza…
New geometric structures that relate the lagrangian and hamiltonian formalisms defined upon a singular lagrangian are presented. Several vector fields are constructed in velocity space that give new and precise answers to several topics like the projectability of a vector field to a hamiltonian vector field, the comput…
Researchers tackle the globalization problem of locally cosymplectic Hamiltonian dynamics.
Method learns dynamics of slow variables from stochastic data.
State-free reversible VAMPnets (SRVs) are a neural network-based framework capable of learning the leading eigenfunctions of the transfer operator of a dynamical system from trajectory data. In molecular dynamics simulations, these data-driven collective variables (CVs) capture the slowest modes of the dynamics and are…
Model for dynamic pricing across multiple RE groups to maximize revenue.
We propose a new class of mappings, called Dynamic Limit Growth Indices, that are designed to measure the long-run performance of a financial portfolio in discrete time setup. We study various important properties for this new class of measures, and in particular, we provide necessary and sufficient condition for a Dyn…
The complete invariant for gradient like Morse-Smale dynamical systems (vector fields and diffeomorphisms) on closed 4-manifolds are constructed. It is same as Kirby diagram in a case of polar vector field without fixed points of index 3.
Newtonian dynamical systems which accept the normal shift on an arbitrary Riemannian manifold are considered. For them the determinating equations making the weak normality condition are derived. The expansion for the algebra of tensor fields is constructed.
We analyze an exhaustive data-set of new-cars monthly sales. The set refers to 10 years of Spanish sales of more than 6500 different car model configurations and a total of 10M sold cars, from January 2007 to January 2017. We find that for those model configurations with a monthly market-share higher than 0.1% the sale…
Constructs initial data leading to apparent horizons and tests Penrose Inequality.
A theoretical framework that supports automated construction of dynamic prime models purely from experimental time series data has been invented and developed, which can automatically generate (construct) data-driven models of any time series data in seconds. This has resulted in the formulation and formalisation of ne…
A machine learning model captures non-Newtonian fluid dynamics from molecular details.
A Dynamic Chain Event Graph (DCEG) provides a rich tree-based framework for modelling a dynamic process with highly asymmetric developments. An N Time-Slice DCEG (NT-DCEG) is a useful subclass of the DCEG class that exhibits a specific type of periodicity in its supporting tree graph and embodies a time-homogeneity ass…
In this article, we construct the canonical semipositive current or the canonical measure ( the potential of the canonical semipositive current) on a smooth projective variety of nonnegative Kodaira dimension in terms of a dynamical system of Bergman kernels. This current is considered to be a generalization of a Kä…
The paper defines biquandles for groups and constructs a homomorphism.
The aim of this paper is to extend basic understanding of Engel structures through developing geometric constructions which are canonical to a certain degree and the dynamics of Cauchy characteristics in the transverse spaces which may exhibit elliptic, parabolic, or hyperbolic natures in typical cases.
In order to meet the diverse challenges in solving many real-world problems, an intelligent agent has to be able to dynamically construct a model of its environment. Objects facilitate the modular reuse of prior knowledge and the combinatorial construction of such models. In this work, we argue that dynamically bound f…
New CGMD model predicts non-equilibrium processes better than existing methods.