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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.

168,657 papers · 148 categories

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106213319425 · Jun 202019922001200920172026
48 results for global term

Study curve flows with global forcing terms using a distance comparison principle.

problem Analyse the behavior of curves under curve flows with global forcing terms.
method Prove a distance comparison principle for curve shortening flow with arbitrary global forcing terms.
result Established a distance comparison principle for curve flows with global forcing terms.

Global solutions and smoothing effects for reaction-diffusion equations on manifolds.

problem Global existence and smoothing effects for reaction-diffusion equations on Riemannian manifolds.
method Functional analytic methods, Sobolev and Poincaré inequalities.
result Existence of global solutions under certain conditions on the manifold.

TimeMixer predicts global financial asset volatility, excelling in short-term forecasts.

problem Predicting volatility in global financial markets is challenging due to complexity and non-linear dynamics.
method Uses TimeMixer, a multiscale-mixing model for forecasting across different scales.
result TimeMixer performs exceptionally well in short-term volatility forecasting but less so in longer-term predictions.

Study shows global invertibility in nonlinear elasticity with vanishing self-repulsion term.

problem Global invertibility in nonlinear elasticity with a vanishing nonlocal self-repulsion term.
method Proves global invertibility in the ΓΓ-limit of elastic energy with a vanishing nonlocal self-repulsion term.
result Global invertibility can be obtained in the ΓΓ-limit of the elastic energy with a vanishing nonlocal self-repulsion term.

We consider the global symplectic classification problem of plane curves. First we give the exact classification result under symplectomorphisms, for the case of generic plane curves, namely immersions with transverse self-intersections. Then the set of symplectic classes form the symplectic moduli space which we compl…

2007-02-21abs ↗pdf ↗

Improved genetic algorithm optimizes SVR for robust long-term stock index forecasting.

problem Inaccurate long-term stock price predictions.
method Adaptive Weighted Genetic Algorithm-Optimized SVR (IGA-SVR).
result Reduction in MAPE by 19.87% compared to LSTM and 50.03% compared to OGA-SVR.

This work characterizes global quotient stacks---smooth stacks associated to a finite group acting a manifold---among smooth quotient stacks [M/G][M/G], where MM is a smooth manifold equipped with a smooth proper action by a Lie group GG. The characterization is described in terms of the action of the connected componen…

2013-02-02abs ↗pdf ↗

We show that the definition of global hyperbolicity in terms of the compactness of the causal diamonds and non-total imprisonment can be extended to spacetimes with continuous metrics, while retaining all of the equivalences to other notions of global hyperbolicity. In fact, global hyperbolicity is equivalent to the co…

2014-12-07abs ↗pdf ↗

Study uses deep learning for efficient hedging of long-term financial derivatives.

problem Optimizing hedging strategies for long-term financial derivatives with various penalties and stylized facts.
method Deep reinforcement learning applied to neural networks optimizing hedging policies with quadratic and non-quadratic penalties.
result Non-quadratic global hedging policies result in significantly smaller downside risk metrics and significant hedging gains.

We consider embedded, smooth curves in the plane which are either closed or asymptotic to two lines. We study their behaviour under curve shortening flow with a global forcing term. Firstly, we prove an analogue to Huisken's distance comparison principle for curve shortening flow for initial curves whose local total cu…

2018-09-23abs ↗pdf ↗

Global invariant for path structures and differential equations defined on torus.

problem Global invariant for path structures and differential equations.
method Computed as a secondary invariant from a Cartan connection on a canonical bundle.
result Formula for global invariant of second order differential equations on torus.

We consider the problem of finding sufficient conditions for a locally Lipschitz mapping between Finsler manifolds to be a global homeomorphism. For this purpose, we develop the notion of Clarke generalized differential in this context and, using this, we obtain a version of the Hadamard integral condition for invertib…

2012-01-23abs ↗pdf ↗

Global analysis of Dixmier traces and Wodzicki residues on compact Lie groups.

problem Computing Dixmier traces and Wodzicki residues on compact Lie groups.
method Global quantisation approach, using global symbols and representation theory.
result Explicit formulae for Dixmier traces and Wodzicki residues on compact Lie groups.

We derive a Bernstein type result for the special Lagrangian equation, namely, any global convex solution must be quadratic. In terms of minimal surfaces, the result says that any global minimal Lagrangian graph with convex potential must be a hyper-plane.

2002-01-20abs ↗pdf ↗

We study the implicit bias of generic optimization methods, such as mirror descent, natural gradient descent, and steepest descent with respect to different potentials and norms, when optimizing underdetermined linear regression or separable linear classification problems. We explore the question of whether the specifi…

2018-02-22abs ↗pdf ↗

Learning new representations of input observations in machine learning is often tackled using a factorization of the data. For many such problems, including sparse coding and matrix completion, learning these factorizations can be difficult, in terms of efficiency and to guarantee that the solution is a global minimum.…

2016-04-17abs ↗pdf ↗

Global Sensitivity Analysis improves feature importance ranking in Random Forests.

problem Improving feature importance ranking in Random Forests.
method Applying Global Sensitivity Analysis to Random Forests for feature ranking.
result Our method provides a novel way to rank features based on their importance.

The fragmentation of production across countries has become an important feature of the globalization in recent decades and is often conceptualized by the term, global value chains (GVCs). When empirically investigating the GVCs, previous studies are mainly interested in knowing how global the GVCs are rather than how …

2014-10-17abs ↗pdf ↗

The paper studies the Heath-Jarrow-Morton-Musiela equation of the bond market. The equation is analyzed in weighted spaces of functions defined on [0,+)[0,+\infty). Sufficient conditions for local and global existence are obtained . For equation with the linear diffusion term the conditions for global existence are close …

2015-12-15abs ↗pdf ↗

A new algorithm optimizes Gaussian process posterior mean functions efficiently.

problem Optimizing Gaussian process posterior mean functions over hyperrectangles is challenging due to nonlinearity and nonconvexity.
method PALM-Mean, a piecewise-analytic lower-bounding framework embedded in reduced-space spatial branch-and-bound.
result PALM-Mean improves scalability for large datasets compared to general-purpose solvers.

Compact hyperkaehler manifolds are higher-dimensional generalizations of K3 surfaces. The classical Global Torelli theorem for K3 surfaces, however, does not hold in higher dimensions. More precisely, a compact hyperkaehler manifold is in general not determined by its natural weight-two Hodge structure. The text gives …

2011-06-28abs ↗pdf ↗

The goal of the present paper is to investigate the algebraic structure of global conformal invariants of submanifolds. These are defined to be conformally invariant integrals of geometric scalars of the tangent and normal bundle. A famous example of a global conformal invariant is the Willmore energy of a surface. In …

2015-01-29abs ↗pdf ↗

Gradient descent proves global convergence for 4-layer matrix factorization.

problem Global convergence of gradient descent on four-layer matrix factorization under random initialization.
method New techniques to show saddle-avoidance properties and extend eigenvalue theories.
result Polynomial-time global convergence guarantee for randomly initialized gradient descent on four-layer matrix factorization.

The Generative Adversarial Networks (GANs) have demonstrated impressive performance for data synthesis, and are now used in a wide range of computer vision tasks. In spite of this success, they gained a reputation for being difficult to train, what results in a time-consuming and human-involved development process to u…

2017-12-06abs ↗pdf ↗

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

problem Predicting financial indexes from different markets using machine learning.
method Investigated various neural network architectures and trained them on one market index to predict another.
result Cross-training models on one market index improved prediction accuracy for another market index.

We introduce "TriMap"; a dimensionality reduction technique based on triplet constraints, which preserves the global structure of the data better than the other commonly used methods such as t-SNE, LargeVis, and UMAP. To quantify the global accuracy of the embedding, we introduce a score that roughly reflects the relat…

2019-10-01abs ↗pdf ↗

Wide neural networks with asymmetrical node scaling converge globally and learn features.

problem Global convergence and feature learning in over-parameterised shallow networks.
method Gradient-based optimisation of wide, shallow neural networks with asymmetrical node scaling.
result Gradient flow and gradient descent converge to a global minimum and learn features, unlike in the NTK parameterisation.

We give an intrinsic definition of the special geometry which arises in global N=2 supersymmetry in four dimensions. The base of an algebraic integrable system exhibits this geometry, and with an integrality hypothesis any special Kahler manifold is so related to an integrable system. The cotangent bundle of a special …

1997-12-04abs ↗pdf ↗

Study proves existence of global solutions for Standard Model on expanding spacetimes.

problem Existence of global solutions for the Standard Model on expanding spacetimes.
method Gauge-invariant energy estimate for the Euler-Lagrange equations.
result Existence of global solutions for the Standard Model under specific conditions.

The paper analyzes the current state of the world economy and offers a short-term forecast of its development. Our analysis of log-periodic oscillations in the DJIA dynamics suggests that in the second half of 2017 the United States and other more developed countries could experience a new recession, due to the third p…

2016-12-29abs ↗pdf ↗

Study uses zero-shot models to forecast mortality rates globally.

problem Forecasting mortality rates without task-specific fine-tuning.
method Two state-of-the-art foundation models (TimesFM and CHRONOS) and traditional/machine learning methods were evaluated.
result CHRONOS outperformed traditional methods for shorter-term forecasts, but TimesFM consistently underperformed.