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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.

168,695 papers · 148 categories

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90179269358 · Jun 202019922001200920172026
48 results for limit cycles

In the current article we study complex cycles of higher multiplicity in a specific polynomial family of holomorphic foliations in the complex plane. The family in question is a perturbation of an exact polynomial one-form giving rise to a foliation by Riemann surfaces. In this setting, a complex cycle is defined as a …

2011-06-14abs ↗pdf ↗

The current article studies certain problems related to complex cycles of holomorphic foliations with singularities in the complex plane. We focus on the case when polynomial differential one-form gives rise to a foliation by Riemann surfaces. In this setting, a complex cycle is defined as a nontrivial element of the f…

2010-05-11abs ↗pdf ↗

Business cycles tend to comove across countries. However, standard models that attribute comovement to propagation of exogenous shocks struggle to generate a level of comovement that is as high as in the data. In this paper, we consider models that produce business cycles endogenously, through some form of non-linear d…

2020-02-16abs ↗pdf ↗

This paper identifies the unique efficient cycle for most hyperbolic manifolds but not for the figure-8 knot complement.

problem Identifying the unique efficient cycle for hyperbolic manifolds.
method Analyzing the limit of fundamental cycles and their 1\ell^1-norm convergence.
result The uniqueness of the efficient cycle is proven for most hyperbolic manifolds but not for the figure-8 knot complement.

Study on synchronization in financial markets with time delays.

problem Understanding market dynamics and synchronization in financial systems with time delays.
method Examined a system of coupled non-linear delay-differential equations, linearized for small delays, and analyzed collective dynamics using bifurcation diagrams and numerical solutions.
result Demonstrated that limit cycles can be maintained in coupled N-asset models with appropriate parameterization, leading to market synchronization.

Originally, the Carnot cycle is a theoretical thermodynamic cycle that provides an upper limit on the efficiency that any classical thermodynamic engine can achieve during the conversion of heat into work, or conversely, the efficiency of a refrigeration system in creating a temperature difference by the application of…

2018-11-06abs ↗pdf ↗

We prove that tangent cones to 2-dimensional calibrated cycles are unique. Using this result we prove a rate of convergence for the mass of the blow-up of a calibrated integral 2-cycle towards the limiting density. With the same techniques, we can also prove such a rate for J-holomorphic maps between almost complex man…

2005-01-29abs ↗pdf ↗

Dual decomposition provides a tractable framework for designing algorithms for finding the most probable (MAP) configuration in graphical models. However, for many real-world inference problems, the typical decomposition has a large integrality gap, due to frustrated cycles. One way to tighten the relaxation is to intr…

2012-10-16abs ↗pdf ↗

Paper introduces Cycles Protocol to integrate trade credit into market clearing.

problem Liquidity embedded in trade credit outside formal settlement infrastructures.
method Distributed, multilateral clearing mechanism based on double-entry accounting.
result Cycles Protocol maximizes balance sheet compression without redistributing counterparty risk.

We have analyzed the Indices of Industrial Production (Seasonal Adjustment Index) for a long period of 240 months (January 1988 to December 2007) to develop a deeper understanding of the economic shocks. The angular frequencies estimated using the Hilbert transformation, are almost identical for the 16 industrial secto…

2013-05-10abs ↗pdf ↗

Agent-based market shows herding cycles with square-root price impact.

problem Understanding herding cycles in agent-based markets.
method Agent-based model with 20,000 retail traders interacting with a single institutional agent.
result Agent discovers multi-cycle predatory strategy with 8-11 complete cycles over 2000 trading days.

The fundamental group of a hyperbolic manifold acts on the limit set, giving rise to a cross-product C^* algebra. We construct nontrivial K-cycles for the cross-product algebra, thereby extending some results of Connes and Sullivan to higher dimensions. We also show how the Patterson-Sullivan measure on the limit set c…

2004-04-19abs ↗pdf ↗

Let N be a manifold (with boundary) of dimension at least 3, such that its interior admits a hyperbolic metric of finite volume. We discuss the possible limits arising from sequences of relative fundamental cycles approximating the simplicial volume. As applications, we extend results of Jungreis and Calegari from clos…

2000-07-01abs ↗pdf ↗

Constructs unbounded KK-cycles for Riemannian embeddings in codimension one.

problem Understanding Riemannian embeddings in codimension one.
method Constructs unbounded KKKK-cycles from C(X)C(X) to C0(Y)C_0(Y), each with a connection, representing the shriek class.
result The unbounded product of ı!ε\imath_!^ε with the Dirac operator DYD_Y represents the KKKK-theoretic factorization of the fundamental class [X]=ı![Y][X] = \imath_! \otimes [Y].

CDLF predicts product life-cycles in cold-start phases with high accuracy.

problem Forecasting new products in early phases when data is scarce.
method Conditional Diffusion Life-cycle Forecaster (CDLF) combining static descriptors, reference trajectories, and new observations.
result CDLF outperforms classical models in accuracy and probabilistic forecasting.

Develop a variational framework for statistical inference on cyclic interactions.

problem Estimating and comparing large-scale recurrent organization in directed interactions.
method Represent directed interactions as edge flows on a simplicial complex and evolve under an energy-minimizing dynamical system.
result Separate transient interaction components from persistent harmonic flows, yielding a low-dimensional cycle space.

We develop a method to summarize causal models with cycles in cubic time.

problem Cycles in high-dimensional causal models limit applicability of existing methods.
method We relax the acyclicity assumption in LiNG models and develop a low-dimensional DAG summary.
result Our method allows recovery of a low-dimensional DAG from high-dimensional data with cycles.

We present a simple agent-based model of a financial system composed of leveraged investors such as banks that invest in stocks and manage their risk using a Value-at-Risk constraint, based on historical observations of asset prices. The Value-at-Risk constraint implies that when perceived risk is low, leverage is high…

2014-07-20abs ↗pdf ↗

We address the issue of limit cycling behavior in training Generative Adversarial Networks and propose the use of Optimistic Mirror Decent (OMD) for training Wasserstein GANs. Recent theoretical results have shown that optimistic mirror decent (OMD) can enjoy faster regret rates in the context of zero-sum games. WGANs …

2017-10-31abs ↗pdf ↗

We describe an algorithm that associates to each positive real number rr and each finite collection CrC_r of planar pixels of size rr a planar piecewise linear set SrS_r with the following additional property: if CrC_r is the collection of pixels of size rr that touch a given compact semialgebraic set SS, then the …

2011-09-12abs ↗pdf ↗

Service-induced congestion in memory-constrained LLM serving

problem Service-induced congestion in memory-constrained large language model (LLM) serving
method Developing a discrete-time dynamical model of memory-constrained LLM inference
result The system converges to a unique worst-case limit cycle that is asymptotically stable outside a Lebesgue-measure-zero exact-capture set, with throughput losses as large as 50%.

Odd crossing numbers and even rotation numbers for cycles in plane immersions.

problem Analyzing crossing and rotation numbers of cycles in plane immersions of graphs.
method Generic immersions and Legendrian embeddings of graphs, focusing on cycles of specific lengths.
result Sum of rotation numbers of all 5-cycles is even, and sum of crossing numbers is odd.

The paper analyzes profitable bidding strategies for BESS in day-ahead and intraday markets.

problem Optimizing profitability of Battery Energy Storage Systems (BESS) in day-ahead and intraday markets.
method Employing the rolling intrinsic approach to model continuous intraday markets, accounting for bid-ask spreads and liquidity constraints.
result Multi-market bidding strategies outperform single-market participation, and relaxing daily cycling constraints can unlock additional value.

We analyze operational risk in terms of a spin glass model. Several regimes are investigated, as a functions of the parameters that characterize the dynamics. The system is found to be robust against variations of these parameters. We unveil the presence of limit cycles and scrutinize the features of the asymptotic sta…

2010-02-18abs ↗pdf ↗

This work introduces novel methods to identify and compare cycles across topological objects.

problem Identifying and comparing topological features, particularly cycles, across different topological objects.
method Two complementary approaches: dendrogram-based merge-tree algorithms and Stratified Gradient Sampling.
result Transformed cycle matching into hierarchical clustering and topological optimization framework.

The matching of multiple objects (e.g. shapes or images) is a fundamental problem in vision and graphics. In order to robustly handle ambiguities, noise and repetitive patterns in challenging real-world settings, it is essential to take geometric consistency between points into account. Computationally, the multi-match…

2018-11-26abs ↗pdf ↗

Gauss diagrams' properties can change with Hamiltonian cycle choice.

problem The impact of Hamiltonian cycle choice on Gauss diagrams.
method Examined realizable and unrealizable Gauss diagrams, and proved preservation of realizability under certain Hamiltonian cycle changes.
result Properties of Gauss diagrams can vary with Hamiltonian cycle choice.

New algorithm for learning causal structures with disjoint cycles in linear non-Gaussian models.

problem Learning causal structures with cycles in linear non-Gaussian models.
method Characterizing when graphs determine the same model, using quadratic and cubic polynomial relations, and a strategy of decorrelating cycles and multivariate regression.
result Consistent and computationally efficient algorithm for learning causal structures with disjoint cycles.

Credit expansion led to stronger household leverage cycles during the U.S. business cycle.

problem Understanding the role of credit supply in the U.S. business cycle.
method Causal evidence from 1999-2010 U.S. business cycle data.
result Credit expansion, particularly in private-label mortgages, caused stronger household leverage cycles.

Study of large mass limits of G2 and Calabi-Yau monopoles on specific manifolds.

problem Understanding the behavior of monopoles in the large mass limit on G2 and Calabi-Yau manifolds.
method Developed a structure theory for the limit of SU(2)SU(2) G2G_2-monopoles and Calabi-Yau monopoles, extracting singular abelian G2-monopoles with Dirac singularities.
result Proved an energy identity for monopole bubbles in the large mass limit.