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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.

169,291 papers · 148 categories

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181362543724 · Jun 202019922001200920182026
48 results for effective theory

GeoShapley uses game theory to measure spatial effects in ML models.

problem Measuring the impact of location on machine learning model predictions.
method Extends Shapley value framework to quantify spatial effects in various ML models.
result Validated GeoShapley values against known processes and demonstrated utility in house price modeling.

New methods use machine learning to tighten constraints on particle physics theories.

problem Improving precision of LHC legacy constraints on particle physics theories.
method Machine learning techniques applied to Monte-Carlo simulations of particle physics processes.
result Significantly stronger bounds on dimension-six operators achieved.

Develops Palatini formalism in generalized geometry for string theory.

problem Formulating Palatini variation in generalized geometry.
method Palatini formalism within generalized Riemannian geometry of Courant algebroids.
result Natural emergence of generalized Levi-Civita connection and string effective actions.

Study connects Riemann-Finsler geometry to Lorentz-violating scalar fields.

problem Exploring the connection between Riemann-Finsler geometries and Lorentz-violating scalar fields.
method Deriving quadratic actions and classical relativistic point-particle lagrangians in various spacetime dimensions.
result Support for open conjectures about Riemann-Finsler geometries in Lorentz-violating field theories.

Estimates treatment effects in rare extreme events using EVT.

problem Estimating treatment effects in rare, impactful events like extreme climate events.
method Introduces a novel framework using EVT and multivariate regular variation for consistent treatment effect estimation.
result Developed a consistent estimator for extreme treatment effects with rigorous non-asymptotic analysis.

Method detects effects of synthesis parameters on plutonium oxide microstructure.

problem Detecting effects of synthesis parameters on material microstructure.
method Copula theory, high dimensional distribution distances, and permutational statistics.
result Effects of strike order and oxalic acid feed on plutonium oxide microstructure detected.

This review discusses G2G_{2}-Manifolds and their role in M-Theory compactifications.

problem Understanding the mathematical structure of G2G_{2}-Manifolds for M-Theory compactifications.
method Mathematical and physical considerations of G2G_{2}-Manifolds and their compactifications.
result Progress in constructing and understanding G2G_{2}-Manifolds.

Paper estimates upper bound of analytic torsion under Arakelov metric.

problem Estimating the analytic torsion under Arakelov metric.
method Defined and analyzed the regularized determinant of Laplacian, providing an asymptotic upper bound.
result The logarithm of analytic torsion is asymptotically upper bounded by gg for g>1g>1.

New representations of loop braid group from higher gauge theory effects.

problem Understanding representations of loop braid group in higher gauge theory.
method Introducing W-bikoids and constructing representations from groupoid algebras.
result Candidate for higher quantum group and flux metamorphosis.

Study 3d N=1 vacua from M-theory compactification on Spin(7) space.

problem Quantum corrections in 3d N=1 vacua from M-theory compactification.
method Use Higgs bundles to analyze 3d N=1 vacua and track corrections.
result Topological anomalies are robust and calculable in 3d effective field theory.

New methods estimate interventional effects with multiple mediators using machine learning.

problem Estimating interventional effects with multiple mediators.
method Flexible machine learning techniques for estimation, with weak convergence results for confidence intervals.
result Closed-form confidence intervals and hypothesis tests for interventional mediation effects.

We correct a mistake in the published version of our paper. Our new conclusion is that the "implied leverage effect" for single stocks is underestimated by option markets for short maturities and overestimated for long maturities, while it is always overestimated for OEX options, except for the shortest maturities wher…

2011-05-25abs ↗pdf ↗

A theoretical framework for deep learning is proposed to explain its effectiveness.

problem Lack of a comprehensive theory explaining deep learning's effectiveness.
method Integrates three characteristics into a graphical model called neurashed.
result Explains common empirical patterns in deep learning and provides insights into regularization and elasticity.

We have developed a mathematical theory of the topological vertex--a theory that was original proposed by M. Aganagic, A. Klemm, M. Marino, and C. Vafa in hep-th/0305132 on effectively computing Gromov-Witten invariants of smooth toric Calabi-Yau threefolds derived from duality between open string theory of smooth Cala…

2004-08-31abs ↗pdf ↗

Investment herding can reduce household consumption, a phenomenon called crowding-out effect.

problem Investment herding's impact on household consumption.
method Optimal control theory to model and solve for household investment and consumption decisions.
result Existence of crowding-out effect due to investment herding.

Framework assesses variable importance for heterogeneous treatment effects.

problem High-risk domains need reliable methods to assess treatment effect heterogeneity.
method Inferential framework based on Shapley values and semiparametric theory.
result Valid inference on variable importance for heterogeneous treatment effects.

New theory shows deep networks adapt to data's intrinsic dimensionality even when data isn't on a low-dimensional manifold.

problem Existing theories on deep nonparametric regression assume data lie on a low-dimensional manifold, which is often not the case in real-world applications.
method Introduces effective Minkowski dimension to characterize the intrinsic dimension of data subsets and proves sample complexity depends on this new complexity notation.
result Deep neural networks can adapt to the effective Minkowski dimension of data, circumventing the curse of dimensionality for moderate sample sizes.

We use path integrals to calculate hedge parameters and efficacy of hedging in a quantum field theory generalization of the Heath, Jarrow and Morton (HJM) term structure model which parsimoniously describes the evolution of imperfectly correlated forward rates. We also calculate, within the model specification, the eff…

2002-09-15abs ↗pdf ↗

Study finite deformations from heterotic superpotential, leading to new complex effective action.

problem Finite deformations of the Hull--Strominger system.
method Expanding the heterotic superpotential around a supersymmetric vacuum, identifying complex coordinates, and using Maurer--Cartan equation.
result Generalizes complex effective action of Kodaira--Spencer and holomorphic Chern--Simons theory, with a supersymmetric locus described by an L3L_3 algebra.

Into a geometric setting, we import the physical interpretation of index theorems via semi-classical analysis in topological quantum field theory. We develop a direct relationship between Fedosov's deformation quantization of a symplectic manifold X and the BV quantization of a one-dimensional sigma model with target X…

2015-07-07abs ↗pdf ↗

Study shows short exposure and systematic risk exposure affect disposition effect asymmetries.

problem Understanding disposition effect in short vs long exposure positions and systematic risk.
method Generalized Odean measures, introduced Value metric, implemented dispositionEffect R package.
result Short positions exhibit weaker disposition effect than long positions under narrow framing, reversing in integrated framing.

In this paper, we study both the continuous model and the discrete model of the Quantum Hall Effect (QHE) on the hyperbolic plane. The Hall conductivity is identified as a geometric invariant associated to an imprimitivity algebra of observables. We define a twisted analogue of the Kasparov map, which enables us to use…

1997-04-10abs ↗pdf ↗

We introduce a notion of measuring scales for quantum abelian gauge systems. At each measuring scale a finite dimensional affine space stores information about the evaluation of the curvature on a discrete family of surfaces. Affine maps from the spaces assigned to finer scales to those assigned to coarser scales play …

2011-01-20abs ↗pdf ↗