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.
The covariance of a stationary process X is diagonalized by a Fourier transform. It does not take into account the complex Fourier phase and defines Gaussian maximum entropy models. We introduce a general family of phase harmonic covariance moments, which rely on complex phases to capture non-Gaussian properties. The…
The paper calculates bounds for risk metrics and entropies under partial information constraints.
problem Analyzing risk metrics and entropies for unimodal, symmetric distributions with limited information.
method Develops lower and upper bounds for worst-case distortion riskmetrics and weighted entropy for unimodal, symmetric distributions with known mean and variance.
result Sharp upper bounds for distortion riskmetrics and weighted entropy for symmetric distributions.
Discovering associations is of central importance in scientific practices. Currently, most researches consider only linear association measured by correlation coefficient, which has its theoretical limitations. In this paper, we propose a new method for discovering association with copula entropy -- a universal applica…
A q-Gaussian measure is a generalization of a Gaussian measure. This generalization is obtained by replacing the exponential function with the power function of exponent 1/(1−q) (q=1). The limit case q=1 recovers a Gaussian measure. For 1≤q<3, the set of all q-Gaussian densities over the real line …
Determinant modulo 8 classifies virtual knots based on polynomial coefficients.
problem Classifying virtual knots using determinant modulo 8.
method Introduced a determinant for checkerboard colorable virtual knots and proved its classification by the coefficient of z2 in the ascending polynomial.
result Determinant modulo 8 classifies virtual knots based on polynomial coefficients.
We propose the use of the functional determinant of geometric operators in constructing an entropy functional associated to geometric flows. Our approach is based on the direct computation of the partition function, with a well-defined set of microstates and macrostates in the canonical ensemble. The approach is motiva…
In this article we prove two formulas for the topological entropy of an F-optical Hamiltonian flow induced by a C^{\infty} Hamiltonian, where F is a Lagrangian distribution. In these formulas, we calculate the topological entropy as the exponential growth rate of the average of the determinant of the differential of th…
The ability of many powerful machine learning algorithms to deal with large data sets without compromise is often hampered by computationally expensive linear algebra tasks, of which calculating the log determinant is a canonical example. In this paper we demonstrate the optimality of Maximum Entropy methods in approxi…
The principle of absence of arbitrage opportunities allows obtaining the distribution of stock price fluctuations by maximizing its information entropy. This leads to a physical description of the underlying dynamics as a random walk characterized by a stochastic diffusion coefficient and constrained to a given value o…
Imbalanced classification has been a major challenge for machine learning because many standard classifiers mainly focus on balanced datasets and tend to have biased results towards the majority class. We modify entropy fuzzy support vector machine (EFSVM) and introduce instance-based entropy fuzzy support vector machi…
Sequences of Levy transformations for the Darboux system of conjugates nets in multidimensions are studied. We show that after a suitable number of Levy transformations, with at least a Levy transformation in each direction, we get closed formulae in terms of multi-Wroński determinants. These formulae are for the tange…
The coefficient of the logarithmic term in the entropy on even spheres is re-computed by the local technique of integrating the finite temperature energy density up to the horizon on static d--dimensional de Sitter space and thence finding the entropy by thermodynamics. Numeric evaluation yields the known answer i.e. (…
We use the conformal invariance and the holographic correspondence to fully specify the dependence of entanglement entropy on the extrinsic geometry of the 2d surface Σ that separates two subsystems of quantum strongly coupled N=4 SU(N) superconformal gauge theory. We extend this result and calculate en…
We determine the minimal entropy martingale measure for a general class of stochastic volatility models where both price process and volatility process contain jump terms which are correlated. This generalizes previous studies which have treated either the geometric Lévy case or continuous price processes with an ortho…
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 \(n=30\).
We consider inverse boundary value problems for general real principal type differential operators. The first results state that the Cauchy data set uniquely determines the scattering relation of the operator and bicharacteristic ray transforms of lower order coefficients. We also give two different boundary determinat…
We consider a hyperbolic surface bundle over the circle with the smallest known volume among hyperbolic manifolds having 3 cusps, so called "the magic manifold". We compute the entropy function on the fiber face of the unit ball with respect to the Thurston norm, determine homology classes whose representatives are gen…