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.
We revisit the problem of extension of a Killing vector field in a spacetime which is solution to the Einstein-Maxwell equation. This extension has been proved to be unique in the case of a Killing vector field which is normal to a bifurcate horizon by Yu. Here we generalize the extension of the vector field to a stron…
In this paper we investigate the extension of the charged Riemannian Penrose inequality to the case where charges are present outside the horizon. We prove a positive result when the charge densities are compactly supported, and present a counterexample when the charges extend to infinity. We also discuss additional ex…
This paper is devoted to the study of the Reissner-Nordstrøm-de Sitter black holes and their maximal analytic extensions. In particular, we study some of their properties that lays the groundwork for separate papers where we obtain decay results and construct conformal scattering theories for test fields on such spacet…
We prove that any compact Cauchy horizon with constant non-zero surface gravity in a smooth vacuum spacetime is a smooth Killing horizon. The novelty here is that the Killing vector field is shown to exist on both sides of the horizon. This generalises classical results by Moncrief and Isenberg, by dropping the assumpt…
The horizon and geodesic structure of static configurations generated by anisotropic conformal transforms of the Schwarzschild metric is analyzed. We construct the maximal analytic extension of such off--diagonal vacuum metrics and conclude that for small deformations there are different classes of vacuum solutions of …
We analyze the horizon and geodesic structure of a class of 4D off--diagonal metrics with deformed spherical symmetries, which are exact solutions of the vacuum Einstein equations with anholonomic variables. The maximal analytic extension of the ellipsoid type metrics are constructed and the Penrose diagrams are analyz…
In many finite horizon episodic reinforcement learning (RL) settings, it is desirable to optimize for the undiscounted return - in settings like Atari, for instance, the goal is to collect the most points while staying alive in the long run. Yet, it may be difficult (or even intractable) mathematically to learn with th…
The study introduces anytime learning schedules for large language models without fixed horizons.
problem Training large language models without knowing the total training horizon.
method Theoretical analysis and weight averaging to create anytime learning schedules.
result Theoretical and empirical evidence shows that weight averaging with simple step sizes can achieve comparable final loss to well-tuned cosine schedules.
We consider off-policy policy evaluation when the trajectory data are generated by multiple behavior policies. Recent work has shown the key role played by the state or state-action stationary distribution corrections in the infinite horizon context for off-policy policy evaluation. We propose estimated mixture policy …
Reinforcement learning algorithms such as the deep deterministic policy gradient algorithm (DDPG) has been widely used in continuous control tasks. However, the model-free DDPG algorithm suffers from high sample complexity. In this paper we consider the deterministic value gradients to improve the sample efficiency of …
We construct a time-symmetric asymptotically flat initial data set to the Einstein-Maxwell Equations which satisfies the inequality: m - 1/2(R + Q^2/R) < 0, where m is the total mass, R=sqrt(A/4) is the area radius of the outermost horizon and Q is the total charge. This yields a counter-example to a natural extension …
We extend and test empirically the multifractal model of asset returns based on a multiplicative cascade of volatilities from large to small time scales. The multifractal description of asset fluctuations is generalized into a multivariate framework to account simultaneously for correlations across times scales and bet…
In a recent paper, Eichmair, Galloway and Pollack have proved a Gannon-Lee-type singularity theorem based on the existence of marginally outer trapped surfaces (MOTS) on noncompact initial data sets for globally hyperbolic spacetimes. However, one might wonder whether the corresponding incomplete geodesics could still …
Temporal coarse-graining of latent default paths explains effective correlation in corporate defaults.
problem Understanding effective default correlation in corporate defaults.
method Temporal coarse-graining of latent default-probability paths, applied to corporate default-count data.
result Temporal coarse-graining provides a scale-consistent baseline that improves identifiability and reduces over-allocation of long-horizon fluctuations.
We consider axisymmetric stationary dirty black holes with regular non-extremal or extremal horizons, and compute their on-horizon Petrov types. The Petrov type (PT) in the frame of the observer crossing the horizon can be different from that formally obtained in the usual (but singular in the horizon limit) frame of a…
We construct asymptotically flat, scalar flat extensions of Bartnik data (Σ,γ,H), where γ is a metric of positive Gauss curvature on a two-sphere Σ, and H is a function that is either positive or identically zero on Σ, such that the mass of the extension can be made arbitrarily close to the half area radius…
Given a Riemannian 3-ball (Bˉ,g) of non-negative scalar curvature, Bartnik conjectured that (Bˉ,g) admits an asymptotically flat (AF) extension (without horizons) of the least possible ADM mass, and that such a mass-minimizer is an AF solution to the static vacuum Einstein equations, uniquely determined b…