Membership in the Russell 1000 and 2000 Indices is based on a ranking of market capitalization in May. Each index is separately value weighted such that firms just inside the Russell 2000 are comparable in size to firms just outside (i.e. at the bottom of the Russell 1000) but have much higher index weights. These feat…
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.
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Novel approach trains ASR models with less supervision using bilevel optimization.
Minimal number of geodesics in Finsler manifolds with indefinite Killing form is at least four.
The paper introduces moment multicalibration for estimating uncertainty across subgroups.
In his stimulating article on the reasons for two puzzling observations about the behaviour of interest rates, exchange rates and the rate of inflation, Charles Engel (2016) puts forward an explanation that rests on the concept of a non-pecuniary liquidity return on assets. Albeit intriguing the analysis struggles to a…
We discuss the statistical properties of index returns in a financial market just after a major market crash. The observed non-stationary behavior of index returns is characterized in terms of the exceedances over a given threshold. This characterization is analogous to the Omori law originally observed in geophysics. …
It is the purpose of this paper to construct families of examples of nonsymplectic 4-manifolds which (up to sign) have just one Seiberg-Witten basic class.
In this paper,we will give an easy example to satisfy that we can not conclude CDE' Inequality just from the CD Inequality.
This paper has been withdrawn because there is a fundamental error in the computations; with the right computational scheme it seems to be just a version of the Jones polynomial
We prove a reflection principle for minimal surfaces in smooth (non necessarily analytic) three manifolds and we give an explicit application when the ambient space is just a smooth manifold.
Few-shot models have become a popular topic of research in the past years. They offer the possibility to determine class belongings for unseen examples using just a handful of examples for each class. Such models are trained on a wide range of classes and their respective examples, learning a decision metric in the pro…
Convolutional neural networks have been extremely successful in the image recognition domain because they ensure equivariance to translations. There have been many recent attempts to generalize this framework to other domains, including graphs and data lying on manifolds. In this paper we give a rigorous, theoretical t…
We prove that any compact Kähler manifold bearing a holomorphic Cartan geometry contains a rational curve just when the Cartan geometry is inherited from a holomorphic Cartan geometry on a lower dimensional compact Kähler manifold.
We analyze stochastic gradient algorithms for optimizing nonconvex problems. In particular, our goal is to find local minima (second-order stationary points) instead of just finding first-order stationary points which may be some bad unstable saddle points. We show that a simple perturbed version of stochastic recursiv…
In this paper we prove that any Riemannian surface, with no restriction of curvature at all, can be decomposed into blocks belonging just to some of these types: generalized Y-pieces, generalized funnels and halfplanes.
Calls to arms to build interpretable models express a well-founded discomfort with machine learning. Should a software agent that does not even know what a loan is decide who qualifies for one? Indeed, we ought to be cautious about injecting machine learning (or anything else, for that matter) into applications where t…
We outline the construction of the holonomy groupoid of a locally Lie groupoid and the monodromy groupoid of a Lie groupoid. These specialise to the well known holonomy and monodromy groupoids of a foliation, when the groupoid is just an equivalence relation.
We prove that there are just two types of isolated singularities of special Kähler metrics in real dimension two provided the associated holomorphic cubic form does not have essential singularities. We also construct examples of such metrics.
The outcome of a functional genomics pipeline is usually a partial list of genomic features, ranked by their relevance in modelling biological phenotype in terms of a classification or regression model. Due to resampling protocols or just within a meta-analysis comparison, instead of one list it is often the case that …
This paper was withdrawn by the author due to an error in the proof of the main result; essentially the parameter R used in the proof may depend on the manifold (M, g), not just on dimension and pinching constant.
New digital currency aims for equal wealth distribution.
A simple linear algebraic explanation of the algorithm in "A Spectral Algorithm for Learning Hidden Markov Models" (COLT 2009). Most of the content is in Figure 2; the text just makes everything precise in four nearly-trivial claims.
This is an expository introduction to simplicial sets and simplicial homotopy theory with particular focus on relating the combinatorial aspects of the theory to their geometric/topological origins. It is intended to be accessible to students familiar with just the fundamentals of algebraic topology.
One type of switch simplifies operations on lattice knots.
We find a family of five dimensional completely solvable compact manifolds that constitute the first examples of -contact manifolds which satisfy the Hard Lefschetz Theorem and have a model of Tievsky type just as Sasakian manifolds but do not admit any Sasakian structure.
This paper characterizes which subsets of C^n can be the set of positions of n points on a linkage in the complex plane C. For example, assuming compactness they are just compact semialgebraic sets. Noncompact configuration spaces are semialgebraics sets invariant under the Euclidean group, with compact quotient.
New model for time series classification from single example.
Historical returns depend on historical closing prices and distributions. We describe how to compute adjusted closing prices from closing price/distribution data with an emphasis on spreadsheet implementation. Then the growth of a security from one date to another (1 + total return) is just the ratio of the correspondi…
We define Dirichlet type series associated with homology length spectra of Riemannian, or Finsler, manifolds, or polyhedra, and investigate some of their analytical properties. As a consequence we obtain an inequality analogous to Gromov's classical intersystolic inequality, but taking the whole homology length spectru…
We prove that, from an Einstein manifold of dimension greater than or equal to five, there are just two types of harmonic morphism with one-dimensional fibres. This generalizes a result of R.L. Bryant who obtained the same conclusion under the assumption that the domain has constant curvature.
In studies of smooth maps with good differential topological conditions such as immersions, embeddings, Morse functions and their higher dimensional versions including fold maps and application to geometry, especially algebraic and differential topology of manifolds, liftings or desingulizations of maps of appropriate …
A method to produce personalized classification models to automatically review online dating profiles on Tinder is proposed, based on the user's historical preference. The method takes advantage of a FaceNet facial classification model to extract features which may be related to facial attractiveness. The embeddings fr…
Graph-based ML improves defect prediction in software development.
A new method learns straight trajectories in one step for optimal flow matching.
Just as the Jacobi identity of vector fields is a natural consequence of the general Jacobi identity of microcubes in synthetic differential geometry, it is to be shown in this paper that the graded Jacobi identity of the Frolicher-Nijenhuis bracket is also a natural consequence of the general Jacobi identity.
By performing required evaluations, we show that in the Finsleroid-regular space the Landsberg-space condition just degenerates to the Berwald-space condition (at any dimension number ). Simple and clear expository representations are obtained. Due comparisons with the Finsleroid-Finsler space are indicated. Key…
We investigate the action of the automorphism group of a closed Riemann surface on its set of theta characteristics (or spin structures). We give criteria for when an automorphism fixes all spin structures, or when it fixes just one. The case of hyperelliptic curves and of the Klein quartic are discussed in detail.
skscope simplifies sparsity-constrained optimization in Python.
Nearly Kähler and Kähler-Codazzi type manifolds are defined in a very similar way. We prove that nearly Kähler type manifolds have sense just in Hermitian and para-Hermitian contexts, and that Kähler-Codazzi type manifolds reduce to Kähler type manifolds in all the four Hermitian, para-Hermitian, Norden and product Rie…
This paper explores the scenarios under which an attacker can claim that 'Noise and access to the softmax layer of the model is all you need' to steal the weights of a convolutional neural network whose architecture is already known. We were able to achieve 96% test accuracy using the stolen MNIST model and 82% accurac…
A diffeological connection on a diffeological vector pseudo-bundle is defined just the usual one on a smooth vector bundle; this is possible to do, because there is a standard diffeological counterpart of the cotangent bundle. On the other hand, there is not yet a standard theory of tangent bundles, although there are …
The goal of this paper is to show that there exists a simple, yet universal statistical logic of spectral graph analysis by recasting it into a nonparametric function estimation problem. The prescribed viewpoint appears to be good enough to accommodate most of the existing spectral graph techniques as a consequence of …
Stochastic Gradient Descent can overfit after just a few passes, contrary to initial expectations.
We study "higher-dimensional" generalizations of differential forms. Just as differential forms can be defined as the universal commutative differential algebra containing C^\infty(M), we can define differential gorms as the universal commutative bidifferential algebra. From a more conceptual point of view, differentia…
Symmetries of Poisson manifolds are in general quantized just to symmetries up to homotopy of the quantized algebra of functions. It is therefore interesting to study symmetries up to homotopy of Poisson manifolds. We notice that they are equivalent to Poisson principal bundles and describe their quantization to symmet…
This paper does not contain any new results, it is just an attempt to present, in a systematic way, one construction which establishes an interesting relationship between some ideas and notions well-known in the theory of integrable systems on Lie algebras and a rather different area of mathematics studying projectivel…
Modeling DEX liquidity with heterogeneous LPs and MEV bots.
Agent-based models have demonstrated their power and flexibility in Econophysics. However their major challenge is still to devise more realistic simulation scenarios. The complexity of Economy makes appealing the idea of introducing chaotic number generators as simulation engines in these models. Chaos based number ge…