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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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3875113150 · May 202619922001200920172026
48 results for grand canonical formalism

Focusing on the grand-canonical extension of the ordinary restricted Boltzmann machine, we suggest an energy-based model for feature extraction that uses a layer of hidden units with varying size. By an appropriate choice of the chemical potential and given a sufficiently large number of hidden resources the generative…

2019-12-09abs ↗pdf ↗

We use variational Gaussian approximations to analyze parametric models with unknown data-generating distributions.

problem Analyzing inference and learning in parametric models with unknown or intractable data-generating distributions.
method Replica method with variational Gaussian approximation in grand canonical formalism.
result Stationarity conditions adaptively determine parameters of the trial Hamiltonian for each dataset.

We study analytically and numerically Minority Games in which agents may invest in different assets (or markets), considering both the canonical and the grand-canonical versions. We find that the likelihood of agents trading in a given asset depends on the relative amount of information available in that market. More s…

2006-03-19abs ↗pdf ↗

In this paper we study the continuum time dynamics of a stock in a market where agents behavior is modeled by a Minority Game and a Grand Canonical Minority Game. The dynamics derived is a generalized geometric Brownian motion; from the Black & Scholes formula the calibration of both the Minority Game and the Grand Can…

2012-05-11abs ↗pdf ↗

In this paper the extended model of Minority game (MG), incorporating variable number of agents and therefore called Grand Canonical, is used for prediction. We proved that the best MG-based predictor is constituted by a tremendously degenerated system, when only one agent is involved. The prediction is the most effici…

2013-09-13abs ↗pdf ↗

Graph Random Neural Network improves semi-supervised learning on graphs.

problem Over-smoothing, non-robustness, and weak-generalization in GNNs with few labeled nodes.
method Random propagation strategy and consistency regularization.
result Significantly outperforms state-of-the-art GNN baselines on semi-supervised node classification.

Min-max formulations have attracted great attention in the ML community due to the rise of deep generative models and adversarial methods, while understanding the dynamics of gradient algorithms for solving such formulations has remained a grand challenge. As a first step, we restrict to bilinear zero-sum games and giv…

2019-08-15abs ↗pdf ↗

The grand arc graph's asymptotic dimension is shown to be infinite.

problem Determining the asymptotic dimension of the grand arc graph.
method Using Gromov-hyperbolic and cocompact arc and curve models, the asymptotic dimension is shown to be infinite for a broad class of surfaces.
result The asymptotic dimension of the grand arc graph is infinite.

We prove that the mirror map is trivial for the canonical formal families of Calabi-Yau varieties constructed by Gross and the second author. In other words, the natural coordinate in a canonical Calabi-Yau family is a canonical coordinate in the sense of Hodge theory. This implies that the higher weight periods direct…

2014-09-16abs ↗pdf ↗

Bayesian inference reconstructs external potentials in DFT for many-particle systems.

problem Reconstructing external potentials in classical density-functional theory (DFT) for many-particle systems.
method Combines Bayesian inference with classical DFT to probabilistically reconstruct external potentials.
result Accurately infers external potentials and density profiles with uncertainty quantification.

The existence of a phase transition with diverging susceptibility in batch Minority Games (MGs) is the mark of informationally efficient regimes and is linked to the specifics of the agents' learning rules. Here we study how the standard scenario is affected in a mixed population game in which agents with the `optimal'…

2007-12-03abs ↗pdf ↗

We construct a canonical basis of two-cycles, on a K3K3 surface, in which the intersection form takes the canonical form 2E8(1)3H2E_8(-1) \oplus 3H. The basic elements are realized by formal sums of smooth submanifolds.

2017-08-20abs ↗pdf ↗

Generalizes Tulczyjew triples for contact manifolds in Hamiltonian and Lagrangian formalisms.

problem Tackles the need for a geometric tool in contact manifolds.
method Introduces a generalized Tulczyjew triple for contact manifolds.
result Contact Hamiltonians and Lagrangians as sections of line bundles determine dynamics on contact phase space.

GRAND ensures node-level differential privacy for network data.

problem Lack of node-level differential privacy for network data.
method Proposes GRAND, the first mechanism for releasing networks with node-level differential privacy and preserving structural properties.
result GRAND releases networks while ensuring node-level differential privacy and preserving structural properties.

Compute Dolbeault and Bott-Chern cohomologies of complex solvmanifolds.

problem Compute cohomologies of complex solvmanifolds.
method Build finite-dimensional double subcomplexes and decompose them into indecomposable ones.
result Characterize the ˉ\partial\bar{\partial}-Lemma property and compute triple ABC-Massey products.

Nowadays, every device connected to the Internet generates an ever-growing stream of data (formally, unbounded). Machine Learning on unbounded data streams is a grand challenge due to its resource constraints. In fact, standard machine learning techniques are not able to deal with data whose statistics is subject to gr…

2019-11-17abs ↗pdf ↗

We construct a lagrangian geometric formulation for first-order field theories using the canonical structures of first-order jet bundles, which are taken as the phase spaces of the systems in consideration. First of all, we construct all the geometric structures associated with a first-order jet bundle and, using them,…

1995-05-17abs ↗pdf ↗

New approach to Lagrangian systems using intrinsic geometry.

problem Developing a new framework for Lagrangian systems.
method Direct reformulation of Hamiltonian formalism, introduction of spatial equation and spatial-gauge symmetry.
result Covariant and non-covariant canonical variational principles demonstrated for Maxwell equations.

We propose a new method of valuation of portfolios and their respective investing strategies. To this end we define a canonical ensemble of portfolios that allows to use the formalism thermodynamics.

2000-11-16abs ↗pdf ↗

We show that for a Lie group G=RnφRmG=\R^{n}\ltimes_φ \R^{m} with a semisimple action φφ which has a cocompact discrete subgroup ΓΓ, the solvmanifold G/ΓG/Γ admits a canonical invariant formal (i.e. all products of harmonic forms are again harmonic) metric. We show that a compact oriented aspherical manifold of dimension l…

2012-07-10abs ↗pdf ↗

In this paper we introduce the concept of Hamiltonian system in the canonical and Poisson settings. We will discuss the quantization of the Hamiltonian systems in the Poisson context, using formal deformation quantization and quantum group theories.

2015-02-26abs ↗pdf ↗

Study neural networks learning from noisy examples via reverberation.

problem Learning from noisy examples in neural networks.
method Adapted Guerra's interpolation technique to provide statistical mechanics of supervised and unsupervised learning.
result Full phase diagrams and thresholds for learning are analytically obtained.

Solves differentiation for Lie ∞-groups using formal groupoids.

problem Differentiation of Lie ∞-groups.
method Develops homotopy theory of formal ∞-groupoids and analyzes Dold-Kan adjunction for cosimplicial algebras.
result Differentiation functor from finite-dimensional Lie ∞-groups to finite-type Lie ∞-algebras is homotopically well-behaved.

Bayesian inference learns free energy landscapes from experimental data.

problem Characterize the free energy landscape of classical many-body systems from experimental data.
method Combines non-parametric Bayesian inference with physically-motivated constraints to automate the construction of approximate free energy functionals.
result Inference algorithms yield a probability distribution over free energy functionals, leading to highly accurate analytic expressions.

The jet formalism for Classical Field theories is extended to the setting of Lie algebroids. We define the analog of the concept of jet of a section of a bundle and we study some of the geometric structures of the jet manifold. When a Lagrangian function is given, we find the equations of motion in terms of a Cartan fo…

2004-11-16abs ↗pdf ↗

Perception of artificial agents is one the grand challenges of AI research. Deep Learning and data-driven approaches are successful on constrained problems where perception can be learned using supervision, but do not scale to open-worlds. In such case, for autonomous embodied agents with first-person sensors, percepti…

2020-02-13abs ↗pdf ↗

RBMs learn archetypes when trained on blurred copies of them, revealing a critical sample size.

problem Determining the critical sample size for RBMs to learn archetypes.
method Formal equivalence between RBMs and Hopfield networks, statistical-mechanics of disordered systems, Monte Carlo simulations.
result A phase diagram highlights regions where learning can be accomplished.

The geometric constructions are elaborated on (semi) Riemannian manifolds and vector bundles provided with nonintegrable distributions defining nonlinear connection structures induced canonically by metric tensors. Such spaces are called nonholonomic manifolds and described by two equivalent linear connections also ind…

2007-04-16abs ↗pdf ↗

\newcommand{\poly}{_{\operatorname{poly}}^{\bullet}}\newcommand{\td}{(\operatorname{td}_{L/A}^{\nabla})^{\frac{1}{2}}}\newcommand{\cx}[1]{\operatorname{tot}\big(Γ(Λ^\bullet A^\vee)\otimes_R\mathcal{#1}\poly\big)}\newcommand{\cy}[1]{\mathbb{H}^\bullet_{\operatorname{CE}}(A,\mathcal{#1}\poly)}Kontsevich's formality the…

2016-05-31abs ↗pdf ↗

Recently, machine learning (ML) has established itself in various worldwide benchmarking competitions in computational biology, including Critical Assessment of Structure Prediction (CASP) and Drug Design Data Resource (D3R) Grand Challenges. However, the intricate structural complexity and high ML dimensionality of bi…

2019-12-03abs ↗pdf ↗