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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.

169,181 papers · 148 categories

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48 results for linear matrix equations

Graphical notation simplifies complex polynomial constraints in linear models.

problem Complex polynomial constraints in linear structural equation models are impractical.
method Developed a graphical notation to represent these constraints.
result The graphical notation simplifies the representation of many polynomial constraints.

Gradient-free learning uses kernel and range space for solving linear equations.

problem Solving linear equations and least squares problems.
method Manipulating kernel and range space to solve linear matrix equations, adapting for neural networks.
result Gradient-free learning framework for neural networks, showing good performance on real-world data.

New approach to analyze matrix denoising using gradient flow and fixed point equations.

problem Positive semi-definite matrix denoising in extensive-rank and high-dimensional settings.
method Gradient flow and fixed point equations derived from linear pencil techniques of random matrix theory.
result Continuous phase transitions in the extensive-rank and high-dimensional regime.

Traditional models of macroeconomic dynamics are fundamentally incorrect. The reason lies in a misunderstanding of peculiarities of the analysis of infinitesimal quantities. However, even those types of solutions that are envisaged by the above-mentioned models are nonrepresentative in the sense of the reflection of re…

2008-04-23abs ↗pdf ↗

Solves steering problem with continuous time, Hilbert-Schmidt cost, and matrix ODEs.

problem Fixed horizon linear quadratic covariance steering in continuous time with a specific terminal cost.
method Formulates necessary conditions as a coupled matrix ODE two-point boundary value problem, designs a matricial recursive algorithm, and proves convergence.
result Proposes and proves the convergence of a matricial recursive algorithm for solving the steering problem.

These lecture notes provide a self-contained introduction to the mathematical methods required in a Bachelor degree programme in Business, Economics, or Management. In particular, the topics covered comprise real-valued vector and matrix algebra, systems of linear algebraic equations, Leontief's stationary input-output…

2015-09-11abs ↗pdf ↗

We determine the homogeneous Kähler diffeomorphism FCFC which expresses the Kähler two-form on the Siegel-Jacobi ball $\mc{D}^J_n=\C^n\times \mc{D}_n$ as the sum of the Kähler two-form on $\C^n$ and the one on the Siegel ball $\mc{D}_n$. The classical motion and quantum evolution on $\mc{D}^J_n$ determined by a hermiti…

2012-04-25abs ↗pdf ↗

CoLA automates efficient numerical linear algebra for complex matrix structures.

problem Efficiently solving large-scale linear algebra problems with complex matrix structures.
method Combining linear operator abstraction with compositional dispatch rules.
result Automatic and efficient numerical algorithms for various linear algebra operations.

Representations of coherent state Lie algebras on coherent state manifolds as first order differential operators are presented. The explicit expressions of the differential action of the generators of semisimple Lie groups determine for linear Hamiltonians in the generators of the groups first order differential equati…

2004-08-19abs ↗pdf ↗

New integrable matrix PDEs derived from Frölicher-Nijenhuis brackets.

problem Developing integrable systems from tensor field properties.
method Using Frölicher-Nijenhuis brackets to generate bi-differential graded algebras and PDE systems.
result New integrable nonlinear matrix PDEs and systems are derived.

Efficiently finds sparse solutions to max-plus equations for convex regression.

problem Finding sparse solutions to max-plus equations for convex multivariate regression.
method Polynomial-time algorithm for sparse approximate solutions.
result Optimal piecewise-linear fitting with minimum number of regions.

Researchers study learning polytree graphs from linear SEMs with exact recovery conditions.

problem Learning polytree graphs from linear SEMs with exact recovery conditions.
method Study Gaussian polytree models, derive sufficient and necessary conditions for sample sizes, and establish estimation error bounds.
result Sharp characterization of difficulty with matching sufficient and necessary conditions.

Convolutional layers can be mathematically equated to fully connected layers.

problem Understanding the equivalence between convolutional and fully connected layers for neural networks.
method Demonstrated that convolutional operations can be converted to matrix multiplication, showing equivalence.
result Convolutional layers and fully connected layers are mathematically equivalent in linear cases.

The Schlesinger equations S(n,m)S_{(n,m)} describe monodromy preserving deformations of order mm Fuchsian systems with n+1n+1 poles. They can be considered as a family of commuting time-dependent Hamiltonian systems on the direct product of nn copies of m×mm\times m matrix algebras equipped with the standard linear Poisson…

2003-11-16abs ↗pdf ↗

NeuralIF uses neural networks to improve preconditioning for faster CG convergence.

problem Improving convergence of conjugate gradient method for large-scale sparse systems.
method Data-driven approach using graph neural networks to generate incomplete factorization.
result Data-driven preconditioners accelerate convergence of conjugate gradient method.

A new graph neural network framework captures long-range interactions efficiently.

problem Efficiently modeling long-range interactions in graph neural networks for PDEs.
method Proposes a multi-level graph neural network framework using multipole methods.
result Captures interaction at all ranges with only linear complexity, learning discretization-invariant solution operators.

The Schlesinger equations S(n,m)S_{(n,m)} describe monodromy preserving deformations of order mm Fuchsian systems with n+1n+1 poles. They can be considered as a family of commuting time-dependent Hamiltonian systems on the direct product of nn copies of m×mm\times m matrix algebras equipped with the standard linear Poisson…

2006-10-10abs ↗pdf ↗

Sparse linear regression, which entails finding a sparse solution to an underdetermined system of linear equations, can formally be expressed as an l0l_0-constrained least-squares problem. The Orthogonal Least-Squares (OLS) algorithm sequentially selects the features (i.e., columns of the coefficient matrix) to greedil…

2016-02-22abs ↗pdf ↗

Analytical solution found for a three-layer network with a specific activation function.

problem Understanding the power of depth in neural networks.
method Found analytical solutions for a three-layer network with a matrix exponential activation function.
result Analytical solutions for equations involving a three-layer network with a matrix exponential activation function.

A regression algorithm uses Green's function and covariance matrix for predictive distributions.

problem Regression and uncertainty quantification for machine learning.
method Green's function theory, Bayesian approach, covariance matrix of normalized Green's function.
result The covariance matrix provides predictive distributions with mean and confidence intervals.

New insights into spectral statistics of sample covariance matrix for stable linear systems.

problem Estimating high-dimensional stable state transition matrices from noisy data.
method Combining spectral theorem for non-Hermitian operators, concentration of measure, and perturbation theory.
result The spectral radius of the sample covariance matrix exhibits phase transitions in high dimensions.

We propose an algebraic combinatorial method for solving large sparse linear systems of equations locally - that is, a method which can compute single evaluations of the signal without computing the whole signal. The method scales only in the sparsity of the system and not in its size, and allows to provide error estim…

2014-03-04abs ↗pdf ↗

This paper develops a discrete theory of real Riemann surfaces using quad-graphs and linear discretization.

problem Constructing a discrete theory of real Riemann surfaces.
method Using quad-graphs and linear discretization of Cauchy-Riemann equations, constructing a symplectic homology basis.
result The discrete period matrix has the same canonical decomposition as in the smooth setting.

Method interpolates option prices and volatilities without arbitrage.

problem Interpolating option prices and volatilities without arbitrage.
method Sparse modeling approach based on integral equations and SVD.
result Flexible and efficient framework for arbitrage-free interpolation.

Researchers derive an explicit Laplace transform for integrated Volterra Wishart process.

problem Modeling and pricing financial instruments with complex covariance structures.
method Explicit expression for conditional Laplace transform of integrated Volterra Wishart process, linking to matrix Riccati equations.
result Derivation of Laplace transform for a special case of convolution kernel, leading to efficient pricing methods.

Model liquidity premia using a risk-sharing economy with quadratic costs.

problem Understanding the cross-section of liquidity premia earned by assets with different trading costs.
method Developed a risk-sharing economy model with quadratic transaction costs, leading to matrix-valued Riccati equations for equilibrium.
result Calibrated model to time series data, revealing liquidity premia across assets with varying trading costs.

In this paper, we study the Poisson equation and heat equation in a model matrix geometry MnM_n. Our main results are about the Poisson equation and global behavior of the heat equation on MnM_n. We can show that if c0c_0 is the initial positive definite matrix in MnM_n, then c(t)c(t) exists for all time and is positive …

2013-11-21abs ↗pdf ↗

Solutions to a quadratic matrix equation are linked to strongly regular graphs and multiplicative characters.

problem Solving a specific quadratic matrix equation in Riemannian geometry.
method Constructing nonzero solutions using group rings and multiplicative characters of finite fields.
result Solutions relate to strongly regular graphs and multiplicative characters of finite fields.

We show that a left-invariant metric g on a nilpotent Lie group N is a soliton metric if and only if a matrix U and vector v associated the manifold (N,g) satisfy the matrix equation Uv = [1], where [1] is a vector with every entry a one. We associate a generalized Cartan matrix to the matrix U and use the theory of Ka…

2008-09-29abs ↗pdf ↗

Study exact limits of matrix reconstruction from noisy projections.

problem Reconstructing matrices from linear projections with high-dimensional data.
method Asymptotic analysis, universality properties, and generalized linear models.
result Exact asymptotic equations for optimal learning performance.

New method solves robust matrix completion using nonlinear equations.

problem Recover low rank and sparse matrices from incomplete observations.
method Transforms problem into solving a system of nonlinear equations, then uses the alternative direction method.
result Algorithm converges linearly to the true solution under proper assumptions.

Study of 3d-3d correspondence involving qq-Weyl algebra and 3d-index.

problem Understanding the action of a qq-Weyl algebra on the 3d-index of knots.
method Investigation of the qq-Weyl algebra's module action on the 3d-index, conjecturing structural properties.
result Bilinear factorization, pair of linear qq-difference equations, and rational function matrix for the 3d-index determination.

We consider an illiquid financial market where a risk averse investor has to liquidate a portfolio within a finite time horizon [0,T] and can trade continuously at a traditional exchange (the "primary venue") and in a dark pool. At the primary venue, trading yields a linear price impact. In the dark pool, no price impa…

2012-01-30abs ↗pdf ↗