arXiv research

Global balance index measures systemic risk in financial networks.

The study identifies assets with local balance deviating from global balance to mitigate financial risk.

Employing data on the assessed value of land in 1983 -- 2005 Japan, we investigate the dynamical behavior in the high scale region of non-equilibrium systems. From the detailed quasi-balance and Gibrat's law, we derive a relation between the change of Pareto index and a symmetry in the detailed quasi-balance. The relat…

Develops methods to calculate global index of real polynomials.

The paper explores global index formulas for one-dimensional holomorphic foliations.

The hyperelliptic mapping class group has been studied in various contexts within topology and algebraic geometry. What makes this study tractable is that there is a surjective map from the hyperelliptic mapping class group to a mapping class group of a punctured sphere. The more general family of superelliptic mapping…

Study uses ML to forecast ionospheric scintillation severity.

Global Morse index theorem applied to Jacobi fields on CMC surfaces.

We define the "localized index" of longitudinal elliptic operators on Lie groupoids associated to Lie algebroid cohomology classes. We derive a topological expression for these numbers using the algebraic index theorem for Poisson manifolds on the dual of the Lie algebroid. Underlying the definition and computation of …

We investigate the dynamical behavior in the large scale region of non-equilibrium systems, by employing data on the assessed value of land in 1983 -- 2006 Japan. In the system we find the detailed quasi-balance, which has the symmetry: x_1 -> a {x_2}^θ (x_1 and x_2 are two successive land prices). By using the detaile…

Proposes a new semi-parametric framework for batched bandits with covariates.

This paper reviews the economic and theoretical foundations of insolvency risk measurement and capital adequacy rules. The proposed new measure of insolvency risk is constructed by disentangling assets, debt and equity at the micro-prudential firm level. This new risk index is the Firm Insolvency Risk Index (FIRI) whic…

In many important machine learning applications, the training distribution used to learn a probabilistic classifier differs from the testing distribution on which the classifier will be used to make predictions. Traditional methods correct the distribution shift by reweighting the training data with the ratio of the de…

Study XRP network, propose Flow Index to analyze transaction frequencies.

New non-Kähler 3-folds constructed via log conifold transitions.

Proposes balancing revenue and environmental impact in assortment planning.

Formula for index in Lorentzian spacetimes.

Study creates a global living index to assess quality of life.

Employing profits data of Japanese firms in 2003--2005, we kinematically exhibit the static log-normal distribution in the middle scale region. In the derivation, a Non-Gibrat's law under the detailed balance is adopted together with following two approximations. Firstly, the probability density function of profits gro…

The index theorem connects anomalies on a domain wall to global integrals.

Study examines cross-training neural networks for financial index prediction.

Model shows worldwide trade crises can be localized or global, depending on trade balance.

This paper optimizes decarbonized indices for financial tracking, balancing risk and environmental impact.

A new Federated Learning approach balances personalization and global training.

We consider a hyperbolic Dirac-type operator with growing potential on a a spatially non-compact globally hyperbolic manifold. We show that the Atiyah-Patodi-Singer boundary value problem for such operator is Fredholm and obtain a formula for this index in terms of the local integrals and the relative eta-invariant int…

Flat metrics on hyperbolic surfaces embed as polyhedral surfaces in (2+1)-spacetimes.

The balance property is crucial for insurance pricing, ensuring total actuarial price equals loss. Maximum likelihood GLMs fulfill it, but Lindholm-Wüthrich suggests three methods, with constrained GLM being superior.

We define an index of the fermionic signature operator on even-dimensional globally hyperbolic spin manifolds of finite lifetime. The invariance of the index under homotopies is studied. The definition is generalized to causal fermion systems with a chiral grading. We give examples of space-times and Dirac operators th…

LP-FT improves personalized model training in FL by balancing generalization and personalization.

Employing profits data of Japanese companies in 2002 and 2003, we confirm that Pareto's law and the Pareto index are derived from the law of detailed balance and Gibrat's law. The last two laws are observed beyond the region where Pareto's law holds. By classifying companies into job categories, we find that companies …

We test a historical price time series in a financial market (the NASDAQ 100 index) for a statistical property known as detailed balance. The presence of detailed balance would imply that the market can be modeled by a stochastic process based on a Markov chain, thus leading to equilibrium. In economic terms, a positiv…

Improved GFlowNets learn more efficiently with trajectory balance.

Motivated by problems in topology, we explore the complexity of balanced group presentations. We obtain large lower bounds on the complexity of Andrews-Curtis trivialisations, beginning in rank 4. Our results are based on a new understanding of how Dehn functions of groups behave under certain kinds of push-outs. We co…

The aim of this paper is to study the Lelong number, the integrability index and the Monge-Ampère mass at the origin of an $S^1$-invariant plurisubharmonic function on a balanced domain in $\mathbb{C}^n$ under the Schwarz symmetrization. We prove that $n$ times the integrability index is exactly the Lelong number of th…

Regularization leads to balancedness in deep linear networks.

We study the implicit regularization imposed by gradient descent for learning multi-layer homogeneous functions including feed-forward fully connected and convolutional deep neural networks with linear, ReLU or Leaky ReLU activation. We rigorously prove that gradient flow (i.e. gradient descent with infinitesimal step …

Study shows sudden loss of balance in stock market networks after 2011, reducing predictability.

This study analyzes dynamic connectedness in global supply chain infrastructure portfolios, identifying key risk factors and extreme events.

We investigated the critical dynamics on the daily Taiwan stock exchange index (TSE) from 1971 to 2005, and the 5-min intraday data from 1996 to 2005. A global persistence exponent $θ_{p}$ was defined for non-equilibrium critical phenomena \cite{Janssen,Majumdar}, and describing dynamic behavior in an economic index \c…

This paper reviews and analyzes various modeling approaches for financial index tracking.

Study reveals 2020 stock crashes were mostly endogenous, not exogenous.

Reformulates mod-two APS index using domain-wall fermion.

Gradient descent dynamics studied for DEQs in linear and single-index models.

The paper studies matrix normalization and graph balancing using a new functional and gradient descent.

Sharp global guarantees for noisy overparameterized low-rank recovery.

Wavelet analysis reveals financialization effects on oil-food price correlation.

Paper examines global Covid-19 data complexity and finds low intrinsic dimensions.

We show that the Dirac operator on a compact globally hyperbolic Lorentzian spacetime with spacelike Cauchy boundary is a Fredholm operator if appropriate boundary conditions are imposed. We prove that the index of this operator is given by the same expression as in the index formula of Atiyah-Patodi-Singer for Riemann…