arXiv research

The paper classifies fixed subgroups of endomorphisms in free-abelian times surface groups.

New method accelerates optimization in fixed time, improving convergence rates.

The paper classifies fixed subgroups in a specific group product.

GenFlow optimizes faster, avoiding saddle points in fixed time.

Study geodesics entering a fixed cusp neighborhood multiple times.

Paper finds efficient algorithms for computing fixed points in financial networks.

A market fix serves as a benchmark for foreign exchange (FX) execution, and is employed by many institutional investors to establish an exact reference at which execution takes place. The currently most popular FX fix is the World Market Reuters (WM/R) 4pm fix. Execution at the WM/R 4pm fix is a service offered by FX b…

Let y''' = f(x, y, y', y'') be a 3rd order ODE. By Cartan equivalence method, we will study the local equivalence problem under the transformations group of time-fixed coordinates.

We show that every toric Sasaki-Einstein manifold $S$ admits a special Legendrian submanifold $L$ which arises as the link ${\rm fix}(τ)\cap S$ of the fixed point set ${\rm fix}(τ)$ of an anti-holomorphic involution $τ$ on the cone $C(S)$. In particular, an irregular toric Sasaki-Einstein manifold $S^{2}\times S^{3}$ h…

New algorithms improve stopping time for best arm identification.

Consider a circle action on an 8-dimensional compact almost complex manifold with 4 fixed points. To the author's knowledge, $S^2 \times S^6$ is the only known example of such a manifold. In this paper, we prove that if the circle acts on an 8-dimensional compact almost complex manifold $M$ with 4 fixed points, all the…

Recurrent auto-encoder model summarises sequential data through an encoder structure into a fixed-length vector and then reconstructs the original sequence through the decoder structure. The summarised vector can be used to represent time series features. In this paper, we propose relaxing the dimensionality of the dec…

This paper presents some new results on Parisian ruin under Levy insurance risk process, where ruin occurs when the process has gone below a fixed level from the last record maximum, also known as the high-water mark or drawdown, for a fixed consecutive periods of time. The law of ruin-time and the position at ruin is …

Optimal reinsurance strategy with fixed cost and exponential preferences.

Two possible definitions of fixed points in the self-similar analysis of time series are considered. One definition is based on the minimal-difference condition and another, on a simple averaging. From studying stock market time series, one may conclude that these two definitions are practically equivalent. A forecast …

Granger causality is a fundamental technique for causal inference in time series data, commonly used in the social and biological sciences. Typical operationalizations of Granger causality make a strong assumption that every time point of the effect time series is influenced by a combination of other time series with a…

Paper extends BIP to nilmanifold products and characterizes fixed points.

Granger causality is a fundamental technique for causal inference in time series data, commonly used in the social and biological sciences. Typical operationalizations of Granger causality make a strong assumption that every time point of the effect time series is influenced by a combination of other time series with a…

New findings on complexity limits in fixed budget bandit identification.

The paper classifies and constructs 6D GKM manifolds with 4 fixed points.

EB-TCε identifies the best arm with ε confidence in stochastic bandits.

Causalfe estimates treatment effects in panel data with fixed effects.

Paper finds at least 6 fixed points for a specific circle action on a 10D manifold.

The study examines groups with a specific automorphism property using BNS-invariant.

A simplified model for fixed income portfolio optimisation.

The usual formulation of time-dependent mechanics implies a given splitting $Y=R\times M$ of an event space $Y$. This splitting, however, is broken by any time-dependent transformation, including transformations between inertial frames. The goal is the frame-covariant formulation of time-dependent mechanics on a bundle…

Improved AMM protocol supports diverse loan maturities in DeFi.

APGAI identifies good arms anytime with fixed budget.

Study fixed-point sets of $S^{1}$-actions on quaternionic manifolds.

Stochastic delay differential equations (SDDE's) have been used for financial modeling. In this article, we study a SDDE obtained by the equation of a CIR process, with an additional fixed delay term in drift; in particular, we prove that there exists a unique strong solution (positive and integrable) which we call fix…

We study super--replication of contingent claims in markets with fixed transaction costs. This can be viewed as a stochastic impulse control problem with a terminal state constraint. The first result in this paper reveals that in reasonable continuous time financial market models the super--replication price is prohibi…

Deep neural networks can approximate complex functions through repeated compositions of a fixed-size ReLU network.

Paper introduces TtT, market-implied transition time, from greenium term structure.

We present cross and time series analysis of price fluctuations in the U.S. Treasury fixed income market. By means of techniques borrowed from statistical physics we show that the correlation among bonds depends strongly on the maturity and bonds' price increments do not fulfill the random walk hyphoteses.

New algorithm reduces expert prediction regret for two experts.

New method for robust fixed-point smoothing without state augmentation.

Recurrent and convolutional neural networks are the most common architectures used for time series forecasting in deep learning literature. These networks use parameter sharing by repeating a set of fixed architectures with fixed parameters over time or space. The result is that the overall architecture is time-invaria…

According to the work of Laitinen, Morimoto, Oliver and Pawałowski, a finite group $G$ has a smooth effective one fixed point action on some sphere if and only if $G$ is an Oliver group. For some finite Oliver groups $G$ of order up to $216$, and for $G=A_5\times C_n$ for $n=3,5,7$, we present a strategy of excluding o…

New algorithm speeds up knot polynomial calculations.

In this paper we consider the length minimizing properties of Hamiltonian paths generated by quasi-autonomous Hamiltonians on symplectically aspherical manifolds. Motivated by the work of L. Polterovich and M. Schwarz, we study the role of the fixed global extrema in the Floer complex of the generating Hamiltonian. Our…

Study optimal portfolio strategies with time-varying discount rates.

Training neural networks is hard in fixed dimensions.

Many polynomial invariants of knots and links, including the Jones and HOMFLY-PT polynomials, are widely used in practice but #P-hard to compute. It was shown by Makowsky in 2001 that computing the Jones polynomial is fixed-parameter tractable in the treewidth of the link diagram, but the parameterised complexity of th…

We study the fillability (or embeddability) of $CR$ structures under the gauge-fixed Cartan flow. We prove that if the initial $CR$ structure is fillable with nowhere vanishing Tanaka-Webster curvature and free torsion, then it keeps having the same property after a short time. In the Appendix, we show the uniqueness o…

Paper formulates mutual information optimal control for discrete-time systems.

For the product $S_1\times S_2$ of any two connected compact hyperbolic surfaces $S_1$ and $S_2$, we give a finite bound $\mathcal{B}$ such that for any self-homeomorphism $f$ of $S_1\times S_2$ and any fixed point class $F$ of $f$, the index $|ind(f, F)|\leq \mathcal{B}$, which is an affirmative answer for a special c…

Gradient descent-based optimization methods underpin the parameter training of neural networks, and hence comprise a significant component in the impressive test results found in a number of applications. Introducing stochasticity is key to their success in practical problems, and there is some understanding of the rol…

Paper tackles time inconsistency in portfolio management with stochastic volatility and power utility.