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.
Behavior of the entropy numbers of classes of multivariate functions with mixed smoothness is studied here. This problem has a long history and some fundamental problems in the area are still open. The main goal of this paper is to develop a new method of proving the upper bounds for the entropy numbers. This method is…
This is full length article (draft version) where problem number of topics in Topic Modeling is discussed. We proposed idea that Renyi and Tsallis entropy can be used for identification of optimal number in large textual collections. We also report results of numerical experiments of Semantic stability for 4 topic mode…
We present a new method of generating mixture models for data with categorical attributes. The keys to this approach are an entropy-based density metric in categorical space and annealing of high-entropy/low-density components from an initial state with many components. Pruning of low-density components using the entro…
In this paper we study the deformation of strictly convex real projective structures on a closed surface. Specially we study the deformation in terms of the entropy on bulging deformations. As a byproduct we construct a sequence of divergent structures whose topological entropy converges to a designated number between …
We investigate entropy as a financial risk measure. Entropy explains the equity premium of securities and portfolios in a simpler way and, at the same time, with higher explanatory power than the beta parameter of the capital asset pricing model. For asset pricing we define the continuous entropy as an alternative meas…
The approximability of a convex body is a number which measures the difficulty to approximate that body by polytopes. We prove that twice the approximability is equal to the volume entropy for a Hilbert geometry in dimension two end three and that in higher dimension it is a lower bound of the entropy. As a corollary w…
We prove the compactness of self-shrinkers in R3 with bounded entropy and fixed genus. As a corollary, we show that numbers of ends of such surfaces are uniformly bounded by the entropy and genus.
Entropy Search (ES) and Predictive Entropy Search (PES) are popular and empirically successful Bayesian Optimization techniques. Both rely on a compelling information-theoretic motivation, and maximize the information gained about the argmax of the unknown function; yet, both are plagued by the expensive computatio…
We study the sparse entropy-regularized reinforcement learning (ERL) problem in which the entropy term is a special form of the Tsallis entropy. The optimal policy of this formulation is sparse, i.e.,~at each state, it has non-zero probability for only a small number of actions. This addresses the main drawback of the …
We introduce on any smooth oriented minimal surface in Euclidean 3-space a meromorphic quadratic differential, P, which we call the entropy differential. This differential arises naturally in a number of different contexts. Of particular interest is the realization of its real part as a conservation law for a natur…
Topological entropy measures the number of distinguishable orbits in a dynamical system, thereby quantifying the complexity of chaotic dynamics. One approach to computing topological entropy in a two-dimensional space is to analyze the collective motion of an ensemble of system trajectories taking into account how traj…
We study the problem of existence of F-structures on compact complex surfaces, giving a complete classification modulo the gap in the classification of surfaces of class VII. We then use these results to study the minimal entropy problem for compact complex surfaces. For instance we prove that compact Kahler surfaces o…
We prove that there exists a positive, explicit function F(k,E) such that, for any group G admitting a k-acylindrical splitting and any generating set S of G with Ent(G,S)<E, we have ∣S∣≤F(k,E). We deduce corresponding finiteness results for classes of groups possessing acylindrical splitt…
We study the problem of finding probability densities that match given European call option prices. To allow prior information about such a density to be taken into account, we generalise the algorithm presented in Neri and Schneider (2011) to find the maximum entropy density of an asset price to the relative entropy c…
The topological entropy of a braid is the infimum of the entropies of all homeomorphisms of the disc which have a finite invariant set represented by the braid. When the isotopy class represented by the braid is pseudo-Anosov or is reducible with a pseudo-Anosov component, this entropy is positive. Fried and Kolev prov…