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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.

168,742 papers · 148 categories

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16.7%33.3%50.0%66.7% · Jul 199219922001200920172026
48 results for horizon extension

New approach confirms Kruskal-Szekeres extension for Schwarzschild spacetime.

problem Confirming the Kruskal-Szekeres extension for Schwarzschild spacetime.
method Reformulating the problem as an ODE and showing the ODE admits a solution if and only if the horizon is non-degenerate.
result Photon surfaces approaching the Killing horizon must necessarily cross it.

WSqD extends learning rate schedules for large model training without fixed horizons.

problem Fixed learning rate schedules limit training horizon extension.
method WSqD replaces constant stable phase with a shifted inverse-square-root base, retaining linear cooldown.
result WSqD achieves minimax-optimal convergence rate and horizon-independence.

The paper extends Hawking--Page solutions to various spacetimes with singularities.

problem Understanding the extensions of Hawking--Page solutions with different types of singularities.
method Kaluza--Klein reduction and Christodoulou's methods.
result Extensions of Lorentzian Hawking--Page solutions with null, spacelike singularities, and Cauchy horizons of Taub--NUT type are proven.

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…

2014-10-19abs ↗pdf ↗

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…

2019-03-21abs ↗pdf ↗

Improved algorithm for optimal stopping problems reduces runtime.

problem Optimal stopping problems with infinite time horizon and random discounting.
method Flexible forward improvement iteration with a variable look-ahead distance.
result The new algorithm converges and can significantly reduce runtime.

Study optimal consumption with drawdown limits over a fixed time frame.

problem Maximizing utility with consumption limits during a fixed period.
method Extended utility maximization problem with drawdown constraint, using PDE arguments and dual transform.
result Existence and uniqueness of classical solution to HJB variational inequality, with explicit free boundaries.

Paper proves existence of anisotropic dynamical horizons in gravitational collapse.

problem Existence of apparent horizons in gravitational collapse.
method Scale-critical hyperbolic method and non-perturbative elliptic techniques.
result Smooth and spacelike apparent horizons emerge from general initial data in gravitational collapse.

ForecastGAN improves multi-horizon time series forecasting by integrating numerical and categorical features.

problem Limited performance of existing approaches in short-term and long-term forecasting.
method Decomposition, model selection, adversarial training.
result ForecastGAN consistently outperforms state-of-the-art transformer models for short-term forecasting.

nGPT learns to transfer learning rates across model dimensions and token horizons.

problem nGPT does not transfer learning rates across model size and token horizon.
method Combining numerical experiments with alignment exponents, a novel nGPT parameterization νGPT is developed.
result νGPT exhibits learning rate transfer across width, depth, and token horizon.

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…

2002-06-05abs ↗pdf ↗

A new Bayesian method optimizes time-dependent expensive functions with lookahead.

problem Maximizing a time-dependent, expensive oracle with limited evaluations.
method Recursive, two-step lookahead expected payoff (r2LEY) acquisition function.
result r2LEY outperforms myopic methods in synthetic and real-world datasets.

The paper analyzes risk measures and optimal reserve allocation strategies.

problem Risk measures and optimal reserve allocation across multiple lines of business.
method Formalizes expected maximum deficit, introduces implicitly bounded risk measures, and proposes capital allocation approaches.
result Theoretical results on static and dynamic coherence, convexity, and exact optimizations of aggregate minimum reserves.

Study shows nonextendibility of warped spacelike singularities in specific spacetimes.

problem Nonextendibility of warped spacelike singularities in specific spacetimes.
method Establishes a local obstruction through integrability conditions and radial compression.
result Imply C0C^0-inextendibility for the one-horizon Birmingham-Kottler family.

No closed timelike geodesics in Kerr spacetimes, proving absence of closed causal geodesics.

problem Proving the nonexistence of closed timelike geodesics in Kerr spacetimes.
method Analyzing the Kerr-star spacetime, excluding closed null geodesics and proving the nonexistence of closed timelike geodesics.
result No closed timelike geodesics in Kerr spacetimes.

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…

2019-02-05abs ↗pdf ↗

UCRL2-VTR achieves nearly optimal regret for learning MDPs with linear function approximation.

problem Learning infinite-horizon average-reward MDPs with linear function approximation.
method UCRL2-VTR algorithm with Bernstein-type bonus.
result Achieves a regret of ildeO(dDT) ilde{O}(d\sqrt{DT}) with matching lower bound.

LLapDiff models irregular multivariate time series without step-by-step integration.

problem Trade-off between discrete and continuous methods for long-horizon forecasting.
method Generative framework that models target as a low-dimensional latent trajectory, guided by modal parameterization and Laplace domain poles.
result Improves long-horizon forecasting over baselines and supports missing-value imputation.

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.

Paper identifies reductive MDPs, solving them in polynomial time.

problem Computational hardness of general MDPs and tractability of finite-horizon MDPs.
method Defines reductivity, a new class of SSPs, and develops a polynomial-time solution.
result Optimal policies can be found in polynomial time for reductive SSPs and MDPs.

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 …

2019-09-09abs ↗pdf ↗

Bayesian filtering optimizes portfolio weights over time with uncertain parameters.

problem Optimizing portfolios over long periods with unknown parameters.
method Bayesian filtering through dynamic linear models for dynamic parameter estimation.
result Bayesian updating improves portfolio performance and is practical.

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 …

2004-05-31abs ↗pdf ↗

Study extends binary omniprediction to multiclass setting with improved sample complexity.

problem Suboptimality bounds for each loss function against infinite comparator family in multiclass prediction.
method Design of a framework for solving Blackwell approachability problems with coupled actions.
result Sample complexity of ε(k+1)\approx \varepsilon^{-(k+1)} for ε\varepsilon-omniprediction in a kk-class problem.

The paper proves that certain FLRW spacetimes cannot be extended past the big bang.

problem The singularity structure of FLRW spacetimes without particle horizons at the C0C^0-level.
method Analyzing the singularity structure of FLRW spacetimes with constant spatial curvature.
result A geometric obstruction prevents continuous spacetime extensions for a wide range of scale factors in the case of K=1K=-1.

Study on unique spacetime extensions in 1+1 dimensions with applications to weak null singularities.

problem Understanding unique spacetime extensions across null boundaries in 1+1 dimensions.
method Analyzing the C0C^0- and C1C^1-structures of continuous spacetime extensions.
result Extensions can have the same C0C^0-structure but different C1C^1-structures.

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…

2000-08-04abs ↗pdf ↗

Temporal aggregation reveals latent default correlation from monthly data.

problem Understanding effective default correlation from monthly default data.
method Temporal coarse-graining of latent default-probability paths.
result Temporal coarse-graining improves identifiability and reduces over-allocation of long-horizon fluctuations.

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.

Develops a formalism for studying general horizons and derives a near-horizon equation.

problem Analyzes the geometry of general horizons in spacetime.
method Introduces a formalism based on encoding the zeroth and first transverse derivatives of the deformation tensor on null hypersurfaces.
result Derives a generalized near-horizon equation that holds on any horizon.

We estimate risk measures in Markov cost processes with lower and upper bounds.

problem Estimating risk measures in infinite-horizon discounted costs within Markov processes.
method Truncation scheme and lower/upper bounds for CVaR and variance estimation.
result Upper and lower bounds for CVaR and variance estimation match up to logarithmic factors.

We construct asymptotically flat, scalar flat extensions of Bartnik data (Σ,γ,H)(Σ, γ, H), where γγ is a metric of positive Gauss curvature on a two-sphere ΣΣ, and HH is a function that is either positive or identically zero on ΣΣ, such that the mass of the extension can be made arbitrarily close to the half area radius…

2019-07-03abs ↗pdf ↗

Proposes pT-Learning for optimal dynamic treatment regimes in mHealth.

problem Challenges in learning optimal dynamic treatment regimes with large intervention options and infinite time horizon.
method Proximal Temporal consistency Learning (pT-Learning) framework for adaptively adjusting between deterministic and stochastic policies.
result Minimax estimator avoids double sampling issue and can incorporate off-policy data.

New insights into black hole horizons from asymptotic expansions.

problem Understanding the geometry of black hole horizons.
method Proving the asymptotic expansion of spacetime metrics at non-degenerate Killing horizons.
result The full asymptotic expansion of smooth vacuum metrics at non-degenerate Killing horizons is determined by the horizon geometry.

Given a Riemannian 3-ball (Bˉ,g)(\bar B, g) of non-negative scalar curvature, Bartnik conjectured that (Bˉ,g)(\bar B, 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…

2016-11-26abs ↗pdf ↗