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 study shows that limited liability can make banks more stable by choosing less risky assets.
problem How limited liability affects bank stability and risk management.
method Dynamic portfolio approach with continuous time models, including and excluding limited liability, and using the KMV model to measure resiliency.
result Inclusion of limited liability leads to a bank choosing less risky assets, increasing its resilience.
We study the volume distribution of nodal domains of random band-limited functions on generic manifolds, and find that in the high energy limit a typical instance obeys a deterministic universal law, independent of the manifold. Some of the basic qualitative properties of this law, such as its support, monotonicity and…
Many graph clustering quality functions suffer from a resolution limit, the inability to find small clusters in large graphs. So called resolution-limit-free quality functions do not have this limit. This property was previously introduced for hard clustering, that is, graph partitioning. We investigate the resolution-…
The objective of this paper is to introduce the notion of generalized almost statistical (briefly, GAS) convergence of bounded real sequences, which generalizes the notion of almost convergence as well as statistical convergence of bounded real sequences. As a special kind of Banach limit functional, we also introduce …
Accurate approximations to density functionals have recently been obtained via machine learning (ML). By applying ML to a simple function of one variable without any random sampling, we extract the qualitative dependence of errors on hyperparameters. We find universal features of the behavior in extreme limits, includi…
Study of deep Stable neural networks with various activation functions.
problem Characterizing the infinitely wide limits of deep Stable neural networks.
method Investigation of large-width properties of deep Stable NNs with a generalized central limit theorem for heavy tails.
result Extension of characterization to a broader class of activation functions, including sub-linear, asymptotically linear, and super-linear functions.
We consider the Willmore functional on graphs, with an additional penalization of the area where the curvature is non-zero. Interpreting the penalization parameter as a Lagrange multiplier, this corresponds to the Willmore functional with a constraint on the area where the graph is flat. Sending the penalization parame…
A W1,p-metric on an n-dimensional closed Riemannian manifold naturally induces a distance function, provided p is sufficiently close to n. If a sequence of metrics gk converges in W1,p to a limit metric g, then the corresponding distance functions dgk subconverge to a limit distance function …
We extend the calculus of adiabatic pseudo-differential operators to study the adiabatic limit behavior of the eta and zeta functions of a differential operator δ, constructed from an elliptic family of operators indexed by S1. We show that the regularized values η(δt,0) and tζ(δt,0) are smooth functions of …
The aim of the paper is to investigate the relation between inverse limit of branched manifolds and codimension zero laminations. We give necessary and sufficient conditions for such an inverse limit to be a lamination. We also show that codimension zero laminations are inverse limits of branched manifolds. The inverse…
We analyze multi-layer neural networks in the asymptotic regime of simultaneously (A) large network sizes and (B) large numbers of stochastic gradient descent training iterations. We rigorously establish the limiting behavior of the multi-layer neural network output. The limit procedure is valid for any number of hidde…
Using the reformulation in divergence form of the Euler-Lagrange equation for the Willmore functional as it was developed in "Analysis of the Willmore Functional" by T. Riviere (Invent. Math. 174), we study the limit of a local Palais-Smale sequence of weak Willmore immersions with locally square-integrable second fund…
Let (M,g) be a smooth compact Riemannian surface with no boundary. Given a smooth vector field V with finitely many zeroes on M, we study the distribution of the number of tangencies to V of the nodal components of random band-limited functions. It is determined that in the high-energy limit, these obey a unive…
In order to choose a neural network architecture that will be effective for a particular modeling problem, one must understand the limitations imposed by each of the potential options. These limitations are typically described in terms of information theoretic bounds, or by comparing the relative complexity needed to a…
At initialization, artificial neural networks (ANNs) are equivalent to Gaussian processes in the infinite-width limit, thus connecting them to kernel methods. We prove that the evolution of an ANN during training can also be described by a kernel: during gradient descent on the parameters of an ANN, the network functio…
Study on functions computed by deep-layered machines finds same distribution in neural networks and Boolean circuits.
problem Understanding the space of functions computed by deep-layered machines.
method Investigation of Boolean functions on random-layered machines, including neural networks and Boolean circuits.
result The space of functions computed at large depth limit is characterized and the macroscopic entropy of Boolean functions is either monotonically increasing or decreasing with depth.
Study rigidity of Ricci flow limits on nilpotent bundles with zero curvature.
problem Rigidity of invariant Ricci flow blowdown limits on nilpotent bundles with zero curvature.
method Construct a new functional to derive rigidity results for invariant Ricci flow blowdown limits on nilpotent principal bundles with zero associated curvature.
result Proves blowdown limit is locally an expanding Ricci soliton for three-dimensional Heisenberg group structure group.
In this paper we derive a scaling limit for an infinite dimensional limit order book model driven by Hawkes random measures. The dynamics of the incoming order flow is allowed to depend on the current market price as well as on a volume indicator. With our choice of scaling the dynamics converges to a coupled SDE-ODE s…
Corrected Monti's blow-up analysis for H-minimizing sets in Heisenberg group.
problem Blow-up analysis of H-minimizing sets in Heisenberg group with corrected partial differential equation.
method Revised Monti's results on blow-ups of H-perimeter minimizing sets in Hn and corrected the partial differential equation for the limit function.
result Corrected the partial differential equation for the limit function of blow-ups in Heisenberg group.
We show how the smooth geometry of Calabi-Yau manifolds emerges from the thermodynamic limit of the statistical mechanical model of crystal melting defined in our previous paper arXiv:0811.2801. In particular, the thermodynamic partition function of molten crystals is shown to be equal to the classical limit of the par…