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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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1122 · Mar 201619922001200920172026
26 results for kinks

Study on manifolds with kinks and Gaussian kernel behavior.

problem Understanding the asymptotic behavior of graph Laplacian on manifolds with singularities.
method Introduced manifolds with kinks, derived asymptotic behavior of Graph Laplacian with Gaussian kernel, and validated results numerically.
result Asymptotic behavior of the Graph Laplacian is determined by the inward sector of the tangent space.

Two-layer neural networks must be robust, even with arbitrary weights.

problem Proving the robustness of two-layer neural networks with arbitrary weights.
method Developed a new function-space covering method to prove the robustness law, replacing parameter-space covering.
result Proved the conjectured law for two-layer networks with arbitrary real weights, biases, and affine skip connections.

Bayesian estimators for causal inference using hierarchical Gaussian Processes.

problem Estimating causal effects in sharp and fuzzy RD/RK designs.
method Hierarchical Gaussian Process models for regression and classification.
result Hierarchical GP models improve precision and coverage of RD/RK estimations.

The n-solvable filtration {Fn}n=0\{\mathcal{F}_n\}_{n=0}^\infty of the smooth knot concordance group (denoted by C\mathcal{C}), due to Cochran-Orr-Teichner, has been instrumental in the study of knot concordance in recent years. Part of its significance is due to the fact that certain geometric characterizations of a knot …

2013-09-29abs ↗pdf ↗

Dropout schedules can be optimized to significantly reduce model test loss.

problem Improving model performance in neural networks.
method Developed a mean-field theory of dropout at the edge of chaos, proposing front-loaded dropout schedules.
result Front-loaded dropout schedules reduce test loss by 18-35% over constant dropout.

The simplest field theory description of the multivariate statistics of forward rate variations over time and maturities, involves a quadratic action containing a gradient squared rigidity term. However, this choice leads to a spurious kink (infinite curvature) of the normalized correlation function for coinciding matu…

2004-03-29abs ↗pdf ↗

Common models for two-phase lipid bilayer membranes are based on an energy that consists of an elastic term for each lipid phase and a line energy at interfaces. Although such an energy controls only the length of interfaces, the membrane surface is usually assumed to be at least C1C^1 across phase boundaries. We consi…

2016-03-01abs ↗pdf ↗

The existence of K-instantons on a cylinder M^7 = R_tau x K/H over a homogeneous nearly K"ahler 6-manifold K/H requires a conformally parallel or a cocalibrated G_2-structure on M^7. The generalized anti-self-duality on M^7 implies a Chern-Simons flow on K/H which runs between instantons on the coset. For K-equivariant…

2012-01-30abs ↗pdf ↗

We prove new improved endpoint, LpcL^{p_c}, pc=2(n+1)n1p_c=\tfrac{2(n+1)}{n-1}, estimates (the "kink point") for eigenfunctions on manifolds of nonpositive curvature. We do this by using energy and dispersive estimates for the wave equation as well as new improved LpL^p, 2<p<pc2<p< p_c, bounds of Blair and the author \cite{BSTop}, \…

2015-12-11abs ↗pdf ↗

This work shows how penalising bias terms in norm regularisation leads to sparse solutions.

problem Understanding the relation between parameter norm regularization and the sparsity of neural network solutions.
method Analyzes one hidden ReLU layer networks with unidimensional data, showing the norm required for function representation and the importance of the bias term's norm.
result Penalising the bias terms in regularisation leads to sparse solutions, enforcing the uniqueness and sparsity of the minimal norm interpolator.

Given a braid presentation DD of a hyperbolic knot, Hikami and Inoue consider a system of polynomial equations arising from a sequence of cluster mutations determined by DD. They show that any solution gives rise to shape parameters and thus determines a boundary-parabolic PSL(2,C)\mathrm{PSL}(2,\mathbb{C})-representation …

2018-05-30abs ↗pdf ↗

Optimizes leveraged staking strategies in decentralized finance.

problem Maximizing returns on staked assets in decentralized lending platforms.
method Developed a mathematical framework to optimize leveraged staking strategies, reducing the multi-market problem to convex allocation over market exposures.
result Rebalanced leveraged positions can achieve up to 6.2% APY, significantly higher than unleveraged staking.

Simulates financial market orders using anomalous diffusion models.

problem Anomalous diffusion in financial market order dynamics.
method Discrete Time Random Walk with Sibuya waiting times, non-uniform sampling, and cubic spline interpolation.
result Demonstrates price impact for different forcing functions and model parameters.

The sorting operation is one of the most commonly used building blocks in computer programming. In machine learning, it is often used for robust statistics. However, seen as a function, it is piecewise linear and as a result includes many kinks where it is non-differentiable. More problematic is the related ranking ope…

2020-02-20abs ↗pdf ↗

This chapter covers different approaches to policy evaluation for assessing the causal effect of a treatment or intervention on an outcome of interest. As an introduction to causal inference, the discussion starts with the experimental evaluation of a randomized treatment. It then reviews evaluation methods based on se…

2019-10-01abs ↗pdf ↗

Study detects boundaries in unlabeled noisy images without labels.

problem Detecting boundaries in unlabeled noisy images without labels.
method Proposed a continuous hinge-type surrogate loss for boundary detection, combined with deep neural networks.
result Deep neural network achieves minimax-optimal boundary recovery rate under piecewise smooth boundary model.

We review our recent work on solitons in the Higgs phase. We use U(N_C) gauge theory with N_F Higgs scalar fields in the fundamental representation, which can be extended to possess eight supercharges. We propose the moduli matrix as a fundamental tool to exhaust all BPS solutions, and to characterize all possible modu…

2006-02-17abs ↗pdf ↗

This work improves interpretability and calibration of complex-valued neural networks using Newton-Puiseux analysis.

problem Insufficient interpretability and probability calibration of complex-valued neural networks.
method Newton-Puiseux framework to examine local decision geometry, fitting a polynomial surrogate and factorizing it using Newton-Puiseux expansions.
result Enhanced Expected Calibration Error in ECG and wireless modulation datasets compared to uncalibrated softmax and standard post-hoc baselines.

A neural network solves Black-Scholes PDE for option pricing with uncertainty quantification.

problem Solving the Black-Scholes equation for option pricing with uncertainty.
method Physics-informed neural network (PINN) that embeds BS operator and conditions, handles early exercise via relaxation, and uses anchored-ensemble fine-tuning for uncertainty quantification.
result The method achieves low errors and accurate predictions for European and American options, outperforming data-driven baselines.