Research
On-device research index

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.

168,695 papers · 148 categories

Trend · papers per month

0111 · Sep 199419922001200920172026
14 results for k-sums

New lower bounds for linear classification problems in high dimensions.

problem Linear classification problems in high-dimensional spaces.
method Reduction from hardness conjectures for Affine Degeneracy testing and k-Sum problems.
result Matching lower bounds of Ω(n^d) and respectively Ω(1/ε^d) for Maximum Halfspace Discrepancy problem.

We present results about financial market observables, specifically returns and traded volumes. They are obtained within the current nonextensive statistical mechanical framework based on the entropy Sq=k1i=1Wpiq1q(q)S_{q}=k\frac{1-\sum\limits_{i=1}^{W} p_{i} ^{q}}{1-q} (q\in \Re) ($S_{1} \equiv S_{BG}=-k\sum\limits_{i=1}^{W}p_{i} \l…

2006-01-31abs ↗pdf ↗

Let E1,,EkE_1,\dots ,E_k and EE be natural vector bundles defined over the category $\Cal Mf_m^+$ of smooth oriented mm--dimensional manifolds and orientation preserving local diffeomorphisms, with m2m\geq 2. Let MM be an object of $\Cal Mf_m^+$ which is connected. We give a complete classification of all separately con…

1994-09-28abs ↗pdf ↗

Ergodicity, this is to say, dynamics whose time averages coincide with ensemble averages, naturally leads to Boltzmann-Gibbs (BG) statistical mechanics, hence to standard thermodynamics. This formalism has been at the basis of an enormous success in describing, among others, the particular stationary state correspondin…

2003-01-16abs ↗pdf ↗

The paper bounds growth indicator functions for discrete subgroups in algebraic groups.

problem Bounding growth indicator functions for discrete subgroups in algebraic groups.
method Pointwise bound and equality conditions for growth indicator functions.
result Strict inequalities and equality conditions for growth indicator functions.

We consider the problem of learning a mixture of linear regressions (MLRs). An MLR is specified by kk nonnegative mixing weights p1,,pkp_1, \ldots, p_k summing to 11, and kk unknown regressors w1,...,wkRdw_1,...,w_k\in\mathbb{R}^d. A sample from the MLR is drawn by sampling ii with probability pip_i, then outputting (x,y)(x, y) wh…

2019-12-16abs ↗pdf ↗

Paper tackles ESG rating disagreement in sustainable investing portfolios.

problem Lack of alignment between ESG ratings from different agencies affects investment decisions.
method Proposes a nonlinear optimization model reformulated as a convex quadratic program to address ESG rating disagreement.
result The proposed model can effectively manage ESG rating disagreement and improve investment decisions.

In this thesis, we prove several results concerning field-theoretic invariants of knots and 3-manifolds. In Chapter 2, for any knot KK in a closed, oriented 3-manifold MM, we use SU(2)SU(2) representation spaces and the Lagrangian field theory framework of Wehrheim and Woodward to define a new homological knot invariant…

2014-07-03abs ↗pdf ↗

Kjolstad et. al. proposed a tensor algebra compiler. It takes expressions that define a tensor element-wise, such as fij(a,b,c,d)=exp[k=04((aik+bjk)2cii+di+k3)]f_{ij}(a,b,c,d) = \exp\left[-\sum_{k=0}^4 \left((a_{ik}+b_{jk})^2\, c_{ii} + d_{i+k}^3 \right) \right], and generates the corresponding compute kernel code. For machine learning, especially deep learni…

2017-11-03abs ↗pdf ↗