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.
This paper examines how skip connections prevent rank collapse in sequence models.
Let L be a Lie group and Lambda a lattice in L. Suppose G is a non-compact simple Lie group realized as a Lie subgroup of L, and the image of G on L/Lambda is dense. Let c be a diagonalizable element of G not contained in a compact subgroup. Let U be the expanding horospherical subgroup of G associated to c. Let Omega …
Introduces Lambda Expected Shortfall as a risk measure generalizing ES.
The graded algebra Lambda defined by Pierre Vogel is of general interest in the theory of finite-type invariants of knots and of 3-manifolds because it acts on the corresponding spaces of connected graphs subject to relations called IHX and AS. We examine a subalgebra Lambda_0 that is generated by certain elements call…
Proposes a copula-based filter for diabetes risk prediction.
In arXiv:1207.0332 [cs.LO] was proposed a graphic lambda calculus formalism, which has sectors corresponding to untyped lambda calculus and emergent algebras. Here we explore the sector covering knot diagrams, which are constructed as macros over the graphic lambda calculus.
New method corrects Laplace/BIC errors in singular models, revealing effective dimension.
This is a short description of graphic lambda calculus, with special emphasis on a duality suggested by the two different appearances of knot diagrams, in lambda calculus and emergent algebra sectors of the graphic lambda calculus respectively. This duality leads to the introduction of the dual of the graphic beta move…
Study of lambda lengths in figure eight knot complement using Eisenstein integers.
Paper extends ranking metrics theory for financial positions.
Paper extends ranking metrics theory for financial positions.
We introduce and study graphic lambda calculus, a visual language which can be used for representing untyped lambda calculus, but it can also be used for computations in emergent algebras or for representing Reidemeister moves of locally planar tangle diagrams.
Efficient algorithms compute lambda quantiles for robust portfolio optimization.
A new risk measure, the lambda value at risk (Lambda VaR), has been recently proposed from a theoretical point of view as a generalization of the value at risk (VaR). The Lambda VaR appears attractive for its potential ability to solve several problems of the VaR. In this paper we propose three nonparametric backtestin…
We generalise surface cluster algebras to the case of infinite surfaces where the surface contains finitely many accumulation points of boundary marked points. To connect different triangulations of an infinite surface, we consider infinite mutation sequences. We show transitivity of infinite mutation sequences on tria…
Study risk sharing with Lambda VaR under diverse beliefs.
The theory of Vassiliev invariants deals with many modules of diagrams on which the algebra Lambda defined by Pierre Vogel acts. By specifying a quadratic simple Lie superalgebra, one obtains a character on Lambda. We show the coherence of these characters by building a map of graded algebras beetwen Lambda and a quoti…
We study coassociative 4-folds N in R^7 which are asymptotically conical to a cone C with rate lambda<1. If lambda is in the interval [-2,1) and generic, we show that the moduli space of coassociative deformations of N which are also asymptotically conical to C with rate lambda is a smooth manifold, and we calculate it…
Study on risk contributions of portfolios using lambda quantile risk measures.
In this article, we introduce a new method (based on Perelman's lambda-functional) to study the stability of compact Ricci-flat metrics. Under the assumption that all infinitesimal Ricci-flat deformations are integrable we prove: (A) a Ricci-flat metric is a local maximizer of lambda in a C^2,alpha-sense iff its Lichne…
Geometric characterization of sub-Riemannian geodesics on frame bundles.
Paper investigates Lambda Value-at-Risk under ambiguity and risk sharing.
Here, we provide a supplementary material for Takayuki Osogami, "Uncorrected least-squares temporal difference with lambda-return," which appears in {\it Proceedings of the 34th AAAI Conference on Artificial Intelligence} (AAAI-20).
Study quasisymmetric maps on hyperbolic plane boundaries.
Based on graphic lambda calculus, we propose a program for a new model of asynchronous distributed computing, inspired from Hewitt Actor Model, as well as several investigation paths, concerning how one may graft lambda calculus and knot diagrammatics.
This paper connects spinors to horospheres in hyperbolic space.
We conjecture explicit evolution formulas for Khovanov polynomials for pretzel knots in some regions in the windings space. Our description is exhaustive for genera 1 and 2. As previously observed, evolution at T != -1 is not fully smooth: it switches abruptly at the boundaries between different regions. We reveal that…
Paper introduces Lambda EVaR, a new risk measure.
For any cluster algebra whose underlying combinatorial data can be encoded by a bordered surface with marked points, we construct a geometric realization in terms of suitable decorated Teichmueller space of the surface. On the geometric side, this requires opening the surface at each interior marked point into an addit…
Let G=(V,E) be an undirected graph, lambda_k be the k-th smallest eigenvalue of the normalized laplacian matrix of G. There is a basic fact in algebraic graph theory that lambda_k > 0 if and only if G has at most k-1 connected components. We prove a robust version of this fact. If lambda_k>0, then for some 1\leq \ell\l…
Recently, financial industry and regulators have enhanced the debate on the good properties of a risk measure. A fundamental issue is the evaluation of the quality of a risk estimation. On the one hand, a backtesting procedure is desirable for assessing the accuracy of such an estimation and this can be naturally achie…
We consider the space of tensor densities on the n-dimensional sphere with degree lambda (or, equivalently, of conformal densities with degree lambda). This space is a module over the group of diffeomorphisms, and consequently over the Lie algebra of vector fields, on the sphere, and we first prove that as a module ove…
We give a description of local and global moves on a class of locally planar trivalent graphs and we show that it contains -Scale calculus, therefore in particular untyped lambda calculus. Surprisingly, the beta reduction rule comes from a local "sewing" transformation of trivalent locally planar graphs.
Given a Riemannian submersion, we study the relation between lambda constants introduced by G.Perelman on the base manifold and the total space of a Riemannian submersion. We also discuss the relationship between the first eigenvalues of Laplacians on the base manifold and that of the total space. The quantities on war…
Let M be a compact 3-manifold whose interior admits a complete hyperbolic structure. We let Lambda(M) be the supremum of the bottom eigenvalue of the Laplacian of N, where N varies over all hyperbolic 3-manifolds homeomorphic to the interior of M. Similarly, we let D(M) be the infimum of the Hausdorff dimensions of lim…
The paper analyzes how quantization affects the Fisher Information Matrix's dominant eigenvalue.
For p>3 a prime, and g>2 an integer, we use Topological Quantum Field Theory (TQFT) to study a family of p-1 highest weight modules L_p(lambda) for the symplectic group Sp(2g,K) where K is an algebraically closed field of characteristic p. This permits explicit formulae for the dimension and the formal character of L_p…
MF-GLaM models improve stochastic simulator emulation with multifidelity data.
The paper examines optimal insurance design using Lambda-Value-at-Risk.
Given a mapping class f of an oriented surface Sigma and a lagrangian lambda in the first homology of Sigma, we define an integer n_{lambda}(f). We use n_{lambda}(f) (mod 4) to describe a universal central extension of the mapping class group of Sigma as an index-four subgroup of the extension constructed from the Masl…
We consider a complete nonnegative biminimal submanifold M (that is, a complete biminimal submanifold with lambda>=0) in a Euclidean space E^N. Assume that the immersion is proper, that is, the preimage of every compact set in E^N is also compact in M. Then, we prove that M is minimal. From this result, we give an affi…
The paper studies heat kernel behavior on symmetric spaces.
A Support Vector Method for multivariate performance measures was recently introduced by Joachims (2005). The underlying optimization problem is currently solved using cutting plane methods such as SVM-Perf and BMRM. One can show that these algorithms converge to an eta accurate solution in O(1/Lambda*e) iterations, wh…
Paper generalizes Higgs bundle limits to parabolic setting.
A musical instrument based on moduli spaces lets users hear geometric concepts.
A meander of order n is a simple closed curve in the plane which intersects a horizontal line transversely at 2n points. (Meanders which differ by an isotopy of the line and plane are considered equivalent.) Let Gamma_n be the Cayley graph of the symmetric group S_n as generated by all (n choose 2) transpositions. Let …
In this paper, we consider the generalized lambda constant and the existence of ground states of the generalized Perelman's W-functional from a variational formulation. One result is concerned with the estimation of the generalized constant. The other results are about the existence of ground states of generalized …
Serverless cloud computing speeds up double machine learning model estimation.