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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.

168,695 papers · 148 categories

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82165247329 · Jun 202019922001200920172026
48 results for equilibrium point

DEQs converge to optimal solutions with mild over-parameterization.

problem Training over-parameterized deep equilibrium models.
method Solves equilibrium point directly, uses gradient descent, and analyzes convergence via linear rate.
result Gradient descent converges to a globally optimal solution at a linear rate for quadratic loss.

Generalizes energy-momentum method for non-autonomous Hamiltonian systems.

problem Stability analysis of non-autonomous Hamiltonian systems with symmetries.
method Develops a new approach to relative equilibrium points and stability conditions for non-autonomous systems.
result Conditions ensuring stability of relative equilibrium points in non-autonomous Hamiltonian systems.

New method for studying tt-dependent Hamilton equations on cosymplectic manifolds.

problem Existence and stability of solutions of tt-dependent Hamilton equations.
method Develops a cosymplectic energy-momentum method for Hamilton equations with more types of symmetries.
result Provides a more general framework for studying tt-dependent Hamilton equations.

DDEQs extend DEQs to discrete measure inputs using Wasserstein gradient flows.

problem Applying DEQs to discrete measure inputs like sets or point clouds.
method Wasserstein gradient flows for finding fixed points of discrete measures under permutation-invariance.
result DDEQs can compete with state-of-the-art models in tasks like point cloud classification and completion.

Paper generalizes Hardy-Rogers maps for market equilibrium analysis in duopoly markets.

problem Existence and uniqueness of market equilibrium in duopoly markets with non-differentiable, nonlinear response functions.
method Coupled fixed points approach for generalized Hardy-Rogers maps.
result Enriched understanding of market equilibrium in duopoly markets with non-differentiable response functions.

The paper explores centroids and static equilibrium points in non-Euclidean geometries.

problem Investigating centroids and static equilibrium points in spherical, hyperbolic, and normed spaces.
method Extending Gal'perin's work, the paper examines convex bodies in these spaces and analyzes the minimum number of equilibrium points.
result Every plane convex body in any of these spaces has at least four equilibrium points, and there are mono-monostatic convex bodies in 3D spherical, hyperbolic, and certain normed spaces.

We study the equilibrium positions of three points on a convex curve under influence of the Coulomb potential. We identify these positions as orthotripods, three points on the curve having concurrent normals. This relates the equilibrium positions to the caustic (evolute) of the curve. The concurrent normals can only m…

2015-03-14abs ↗pdf ↗

Paper defines saddle points in asymmetric Dynkin games using martingale theory.

problem Tackles saddle point conditions in asymmetric Dynkin games with partial information.
method Uses martingale theory to identify super and submartingales related to equilibrium payoffs.
result Characterizes saddle point strategies in terms of equilibrium payoffs' dynamics and Doob-Meyer decompositions.

Study equilibrium measures on manifolds without conjugate points with visibility covering.

problem Uniqueness and properties of equilibrium measures on manifolds without conjugate points.
method Analysis of geodesic flows, study of equilibrium measures, ergodic properties, and pressure gap.
result Equilibrium measures satisfy a weak pressure gap under certain conditions.

We argue that the existing regret matchings for Nash equilibrium approximation conduct "jumpy" strategy updating when the probabilities of future plays are set to be proportional to positive regret measures. We propose a geometrical regret matching which features "smooth" strategy updating. Our approach is simple, intu…

2019-08-18abs ↗pdf ↗

We perform a geometric study of the equilibrium locus of the flow that models the diffusion process over a circular network of cells. We prove that when considering the set of all possible values of the parameters, the equilibrium locus is a smooth manifold with corners, while for a given value of the parameters, it is…

2015-09-25abs ↗pdf ↗

HomoODE connects DEQs and Neural ODEs via homotopy continuation, improving accuracy and memory efficiency.

problem Connecting DEQs and Neural ODEs for better model performance and efficiency.
method Established a connection between DEQs and Neural ODEs using homotopy continuation, proposing HomoODE.
result HomoODE outperforms existing implicit models in accuracy and memory consumption.

Study on equilibrium points of dynamical systems with multiple integrals.

problem Understanding the equilibrium points of dynamical systems with multiple independent first integrals.
method Analyzes the equilibrium locus as a smooth manifold and fiber bundle with a natural connection.
result Parallel transport exists for the connection and can measure eigenvalue variations.

General equilibrium is the dominant theoretical framework for economic policy analysis at the level of the whole economy. In practice, general equilibrium treats economies as being always in equilibrium, albeit in a sequence of equilibria as driven by external changes in parameters. This view is sometimes defended on t…

2012-09-08abs ↗pdf ↗

Study of pursuit-evasion game on sphere and its relation to planar Apollonius circle.

problem Analyzing pursuit-evasion game on a sphere and its properties.
method Extending classical planar pursuit-evasion game to spherical geometry, studying equilibrium intercept points and their relation to Apollonius domain.
result Condition for intercept point to belong to Apollonius domain on sphere, analogous to planar game.

Our goal is to identify the type and number of static equilibrium points of solids arising from fine, equidistant nn-discretrizations of smooth, convex surfaces. We assume uniform gravity and a frictionless, horizontal, planar support. We show that as nn approaches infinity these numbers fluctuate around specific val…

2011-06-03abs ↗pdf ↗

REMAL: Residual Equilibrium Manifold Active Learning for Surrogate-Based Multidisciplinary Design Analysis

problem Multidisciplinary design analysis of coupled engineering systems requires solving equilibrium states where all disciplinary coupling variables are consistent.
method Residual manifold surrogate modeling framework for coupled systems.
result REMAL learns a surrogate model of the joint residual manifold via multitask Gaussian process models.

In an earlier work we identified the types and numbers of static equilibrium points of solids arising from fine, equidistant nn-discretrizations of smooth, convex surfaces. We showed that such discretizations carry equilibrium points on two scales: the local scale corresponds to the discretization, the global scale to…

2014-10-20abs ↗pdf ↗

We present a new approach to modeling sequential data: the deep equilibrium model (DEQ). Motivated by an observation that the hidden layers of many existing deep sequence models converge towards some fixed point, we propose the DEQ approach that directly finds these equilibrium points via root-finding. Such a method is…

2019-09-03abs ↗pdf ↗

Proposes an efficient alternative to nonconvex-nonconcave min-max optimization.

problem Min-max optimization challenges in nonconvex-nonconcave settings.
method Introduces ε-greedy adversarial equilibrium model and proves its existence.
result Existence of ε-greedy adversarial equilibrium for smooth bounded functions.

Defines new extremal potentials and measures for Kähler forms.

problem No specific problem stated; dealing with Kähler forms and measures.
method Introduces new extremal potentials and measures for collections of Kähler forms.
result New extremal potentials and measures coincide with classical ones when the collection is a singleton.

Develops a reinforcement learning algorithm for learning deterministic equilibrium policies in time-inconsistent control problems.

problem Learning equilibrium policies in time-inconsistent control problems.
method Continuous-time model-free reinforcement learning algorithm using deterministic policy gradient approach.
result Learned equilibrium policies in general time-inconsistent control problems.

We consider a financial market model which consists of a financial asset and a large number of interacting agents classified into many types. Different types of agents are heterogeneous in their price expectations. Each agent can change its type based on the current empirical distribution of the types and the equilibri…

2007-03-28abs ↗pdf ↗

The paper characterizes equilibrium strategies under random risk aversion, showing unique solutions based on risk aversion distribution.

problem Characterizing equilibrium strategies in a continuous-time portfolio selection problem under random risk aversion.
method Provided a complete characterization of all deterministic equilibrium strategies in closed form, analyzing the structure of the solution based on the distribution of random risk aversion.
result The equilibrium is unique (if exists) when the expectation of random risk aversion is finite, but infinite expectation leads to either infinitely many equilibria or a unique trivial one.

Insider trading is reduced when penalized, affecting expected penalties in a non-monotone way.

problem Reducing insider trading behavior when insiders face legal penalties.
method Characterized via a backward stochastic differential equation (BSDE) with a non-linear operator.
result The insider's expected penalties are non-monotone in the fee structure and determined by relative entropy.

RevDEQs improve performance on tasks with exact gradients and fewer function evaluations.

problem Inexact gradient calculation in DEQs leads to unstable training and requires regularisation or many function evaluations.
method Introduce Reversible Deep Equilibrium Models (RevDEQs) that allow for exact gradient calculation, no regularisation, and far fewer function evaluations.
result RevDEQs significantly improve performance on language modelling and image classification tasks.

I propose and briefly define the concept of Urban Isobenefit Lines by using functions as easy as efficient, whose results can offer a rich tool to use into spatial equilibrium analysis involving cities. They are line joining urban points with equal level of positional advantage from city amenities. The results which on…

2012-10-10abs ↗pdf ↗

Machine learning detects tipping points in complex systems.

problem Detecting abrupt shifts in complex dynamical systems.
method Equilibrium-informed neural networks (EINNs) trained on candidate equilibrium states.
result EINNs can identify critical thresholds in nonlinear systems.

This paper extends the convergence rate of DEQs with ReLU to any general activation.

problem Proving global convergence rate for DEQs with general activations.
method Developed a novel population Gram matrix and new form of dual activation with Hermite polynomial expansion.
result Gradient descent converges to a globally optimal solution at a linear rate for DEQs with general activations.

Model shows how heterogeneity in strategies and risk tolerance affects financial market stability.

problem Understanding how heterogeneity impacts financial market dynamics.
method Agent-based model incorporating heterogeneous investment strategies and risk tolerance.
result Heterogeneity in strategies and risk tolerance suppresses price fluctuations.

This article presents a proof of the existence of Bertrand-Nash equilibrium prices with multi-product firms and under the Logit model of demand that does not rely on restrictive assumptions on product characteristics, firm homogeneity or symmetry, product costs, or linearity of the utility function. The proof is based …

2010-12-28abs ↗pdf ↗

Paper studies t-SNE convergence with generalized kernels.

problem Understanding convergence of t-SNE with generalized kernels.
method Concrete formulation of generalized kernels, proving convergence to an equilibrium distribution.
result t-SNE converges to an equilibrium distribution under certain conditions for generalized kernels.

Efficient algorithm converges to Nash equilibrium in bilinear problems with bandit feedback.

problem Learning dynamics in bilinear saddle-point problems with bandit feedback.
method Uncoupled learning algorithm combining experimental design and FTRL with a tailored regularizer.
result Last-iterate convergence rate of ildeO(T1/4) ilde{O}(T^{-1/4}) in high probability.

Study optimal stopping for group with diverse discount rates using an attitude function.

problem Optimal stopping for a group with diverse discount rates under an aggregation preference.
method Develop iterative approach using consistent planning for time-consistent equilibria.
result Characterize all time-consistent mild equilibria as fixed points of an operator.

We generalize the Weinstein-Moser theorem on the existence of nonlinear normal modes near an equilibrium in a Hamiltonian system to a theorem on the existence of relative perodic orbits near a relative equilibrium in a Hamiltonian system with continuous symmetries. In particular we prove that under appropriate hypothes…

1999-01-22abs ↗pdf ↗