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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.

169,051 papers · 148 categories

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201401602802 · Jun 202019922001200920182026
48 results for finite time stabilization

New continuous-time optimization algorithms converge in finite time to local minima.

problem Finding local minima in optimization problems.
method Discontinuous dynamical systems with finite-time convergence via Lyapunov-based differential inequality.
result Finite-time convergence to strict local minima with provable settling time.

The paper analyzes stability and asymptotic behavior of hedging strategies in binomial and trinomial models.

problem Stability and asymptotic analysis of hedging strategies in incomplete financial models.
method Discrete-time Föllmer-Schweizer decomposition, perturbation analysis, and asymptotic approximation.
result Explicit formulas for leading order correction terms in asymptotic analysis.

Bayesian algorithm stabilizes unknown continuous-time systems from unstable data.

problem Learning and stabilizing unknown continuous-time systems with uncertain dynamics.
method Bayesian learning algorithm that learns from unstable data to stabilize the system in finite time.
result The algorithm stabilizes unknown continuous-time stochastic linear systems effectively after a short time period.

We study the ellipticity and the ``Nekhoroshev stability'' (stability properties for finite, but very long, time scales) of the Riemann ellipsoids. We provide numerical evidence that the regions of ellipticity of the ellipsoids of types II and III are larger than those found by Chandrasekhar in the 60's and that all Ri…

2000-02-01abs ↗pdf ↗

Equivalence proven between divisorial stability and quotient log divisorial stability.

problem Equivalence of divisorial stability and log divisorial stability under finite group actions.
method Interpolation technique and equivariant divisorial stability construction.
result Equivariant divisorial stability of a polarized variety is equivalent to log divisorial stability of its quotient.

The Runge-Kutta-Legendre scheme improves pricing American options and other derivatives.

problem Pricing American options and other derivatives with improved accuracy and stability.
method Runge-Kutta-Legendre finite difference scheme applied to Black-Scholes and Heston models.
result Improved convergence and stability compared to existing schemes.

The paper analyzes stability of random matrix products with Markovian noise.

problem Analyzing stability of random matrix products with Markovian noise.
method Using a super-Lyapunov drift condition and controlled growth of matrix-valued functions, the paper provides an exponential stability result for the p-th moment of random matrix product.
result Finite-time p-th moment bounds for linear stochastic approximation and TD learning algorithms.

New method improves generalization in deep learning models.

problem Improving generalization in overparameterized deep neural networks.
method Stochastic Gauss-Newton method with Levenberg-Marquardt damping and mini-batch sampling.
result Established finite-time convergence and non-asymptotic generalization bounds.

Finite p-group actions on manifolds have limited stabilizer subgroups.

problem Understanding the structure of stabilizer subgroups in group actions on manifolds.
method Bounding the index of a subgroup H in a finite p-group G acting on a compact manifold M, ensuring a controlled number of stabilizers.
result The existence of a subgroup H with a controlled index and limited stabilizers.

We provide a dual characterisation of the weak^*-closure of a finite sum of cones in LL^\infty adapted to a discrete time filtration Ft\mathcal{F}_t: the ttht^{th} cone in the sum contains bounded random variables that are Ft\mathcal{F}_t-measurable. Hence we obtain a generalisation of Delbaen's m-stability condition…

2017-03-10abs ↗pdf ↗

Study stability of contingent claim solutions under probabilistic perturbations.

problem Stability of solutions to discrete-time contingent-claim problems under uncertainty.
method Use Rockafellian perturbations to analyze stability of solutions.
result Establishes convergence of dual problems and shadow prices.

Develops stability conditions for estimating affine jump-diffusions.

problem Ergodicity and consistency of parameter estimation for affine jump-diffusions.
method Establishes stochastic stability conditions and ergodicity under specific conditions.
result Proves strong laws of large numbers and functional central limit theorems for additive functionals.

Proves finitely generated associated graded rings for valuations on log Fano pairs.

problem Stability thresholds of log Fano pairs.
method Proves finite generation of associated graded rings for valuations.
result Log Fano pairs are uniformly K-stable if their stability threshold is less than a certain value.

The paper develops algorithms to detect stability and Morse properties in various groups.

problem Detecting stability and Morse properties in finitely generated groups.
method Various detection and decidability algorithms for stability and Morse properties in specific types of groups.
result The algorithms provide a way to determine if a subgroup is stable or Morse in specific group types.

This paper deals with stability in the numerical solution of the prominent Heston partial differential equation from mathematical finance. We study the well-known central second-order finite difference discretization, which leads to large semi-discrete systems with non-normal matrices A. By employing the logarithmic sp…

2010-11-30abs ↗pdf ↗

Ghost points affect stability in finite difference schemes for diffusion equations.

problem Impact of ghost points on stability of finite difference schemes.
method Exploration of explicit Euler finite difference scheme with ghost points on diffusion equation.
result Stability of the scheme is affected by ghost points.

Consider a group G and a family A\mathcal{A} of subgroups of G. We say that vertex finiteness holds for splittings of G over A\mathcal{A} if, up to isomorphism, there are only finitely many possibilities for vertex stabilizers of minimal G-trees with edge stabilizers in A\mathcal{A}. We show vertex finiteness when G…

2013-11-12abs ↗pdf ↗

We construct analogues of FI-modules where the role of the symmetric group is played by the general linear groups and the symplectic groups over finite rings and prove basic structural properties such as Noetherianity. Applications include a proof of the Lannes--Schwartz Artinian conjecture in the generic representatio…

2014-08-16abs ↗pdf ↗

Ricci flow stability on manifolds with bounded geometry ensures convergence to hyperbolic metrics.

problem Stability and convergence of Ricci flow on manifolds with bounded geometry.
method Continuous dependence on initial conditions, sectoriality of Ricci-DeTurck flow generator, and Hölder norm analysis.
result Ricci flow converges to hyperbolic metrics under certain conditions.

The paper studies stability and singularities of a two-convex level set flow.

problem Stability and singularities of a two-convex level set flow.
method Assumes two-convex initial hypersurface and finitely many singular times, then shows the singular set has finitely many connected components.
result Near each connected component of the singular set, the perturbed flow has the same type of singular set.

New neural stack and Turing Machine architectures prove stability and computational power.

problem Designing stable neural network architectures for Turing Machine simulation.
method Introducing neural stack and Turing Machine architectures, proving stability and computational equivalence.
result Differentiable nnTM with bounded neurons can simulate Turing Machine in real-time and is equivalent to UTM.

We introduce a strong notion of quasiconvexity in finitely generated groups, which we call stability. Stability agrees with quasiconvexity in hyperbolic groups and is preserved under quasi-isometry for finitely generated groups. We show that the stable subgroups of mapping class groups are precisely the convex cocompac…

2014-04-18abs ↗pdf ↗

Homological stability proved for handlebody mapping class groups.

problem Homological stability for handlebody mapping class groups.
method Categorical framework developed by Randal-Williams and Wahl, allowing for any number of marked discs and boundary points.
result Homology of handlebody groups stabilizes with respect to genus and number of marked discs for all finite degree coefficient systems.

Gradient filters track moving parameters under noisy data and misspecification.

problem Tracking multidimensional time-varying parameters under noisy observations and model misspecification.
method Gradient-based filters update parameters using the gradient of a postulated objective function, evaluated at either the predicted or updated parameters.
result Novel sufficient conditions for exponential stability of the filtered parameter path, and finite-sample and asymptotic mean squared error bounds.

Study shows how to control jump-diffusion processes with stable feedback controls in reinforcement learning.

problem Control jump-diffusion processes with unknown coefficients in reinforcement learning.
method Lipschitz continuous optimal feedback controls, stability analysis of forward-backward SDEs, least-squares algorithm.
result Achieves O(NlnN)O(\sqrt{N\ln N}) regret for linear-convex learning problems with jumps.

We prove the following theorem for Holomorphic Foliations in compact complex kaehler manifolds: if there is a compact leaf with finite holonomy, then every leaf is compact with finite holonomy. As corollary we reobtain stability theorems for compact foliations in Kaehler manifolds of Edwards-Millett-Sullivan and Hollma…

2000-02-11abs ↗pdf ↗

Characterizes geometric actions on graphs with flexible stabilizers.

problem Understanding geometric actions on flexible stabilizers.
method Defining generalized fine actions and proving relative quasi-convexity criteria.
result Characterizes Bowditch boundary points in relatively geometric actions.