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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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21416282 · May 202619922001200920172026
48 results for longest paths

A new graph kernel uses LCS and Wasserstein distance for better graph comparisons.

problem Graph learning methods can be limited by information from distant vertices and path length constraints.
method Proposes a Graph Kernel based on LCS similarity and Wasserstein distance in a novel metric space.
result The new kernel emphasizes comparisons between similar paths and reduces information loss.

Researchers found the longest arcs for specific sub-Lorentzian structures.

problem Finding the longest arcs for sub-Lorentzian structures.
method Optimal control problem with unbounded control set and concave cost functional. Sufficient conditions for existence of longest arcs proposed.
result Existence of the longest arcs for left-invariant three-dimensional contact sub-Lorentzian structures proved.

We consider the problem of packing node-disjoint directed paths in a directed graph. We consider a variant of this problem where each path starts within a fixed subset of root nodes, subject to a given bound on the length of paths. This problem is motivated by the so-called kidney exchange problem, but has potential ot…

2016-03-18abs ↗pdf ↗

If a hyperbolic 3-manifold admits an exceptional Dehn filling, then the length of the slope of that Dehn filling is known to be at most six. However, the bound of six appears to be sharp only in the toroidal case. In this paper, we investigate slope lengths of other exceptional fillings. We construct hyperbolic 3-manif…

2015-04-07abs ↗pdf ↗

For finite reflection groups of types A and B, we determine the diameter of the graph whose vertices are reduced words for the longest element and whose edges are braid relations. This is deduced from a more general theorem that applies to supersolvable hyperplane arrangements.

2009-06-25abs ↗pdf ↗

Deep autoregressive sequence-to-sequence models have demonstrated impressive performance across a wide variety of tasks in recent years. While common architecture classes such as recurrent, convolutional, and self-attention networks make different trade-offs between the amount of computation needed per layer and the le…

2018-11-07abs ↗pdf ↗

In the presence of certain topological conditions, we provide lower bounds for the infimum of the length function associated to a collection of curves on Teichmüller space that depend on the dual cube complex associated to the collection, a concept due to Sageev. As an application of our bounds, we obtain estimates for…

2015-05-29abs ↗pdf ↗

On a hyperbolic Riemann surface, given two simple closed geodesics that intersect nn times, we address the question of a sharp lower bound LnL_n on the length attained by the longest of the two geodesics. We show the existence of a surface SnS_n on which there exists two simple closed geodesics of length LnL_n interse…

2006-08-02abs ↗pdf ↗

We formulate and prove that there are "abundant" in nilpotent orbits in real semisimple Lie algebras, in the following sense. If S denotes the collection of hyperbolic elements corresponding the weighted Dynkin diagrams coming from nilpotent orbits, then S span the maximally expected space, namely, the (-1)-eigenspace …

2016-12-09abs ↗pdf ↗

What is the longest rope on the unit sphere? Intuition tells us that the answer to this packing problem depends on the rope's thickness. For a countably infinite number of prescribed thickness values we construct and classify all solution curves. The simplest ones are similar to the seamlines of a tennis ball, others e…

2010-05-25abs ↗pdf ↗

Given a Finsler space, we introduce a system of partial differential equations, called the Landsberg equation. Based on a careful analysis of the Landsberg equation and the observation that the solution space is invariant under the linear isometries of the tangent Minkowski spaces, we prove that an (α1,α2)(α_1, α_2)-metric …

2014-04-14abs ↗pdf ↗

The study of record statistics of correlated series is gaining momentum. In this work, we study the records statistics of the time series of select stock market data and the geometric random walk, primarily through simulations. We show that the distribution of the age of records is a power law with the exponent αα lyi…

2014-06-24abs ↗pdf ↗

Neural networks solve Knapsack problems with provable guarantees.

problem Solving the Knapsack Problem efficiently and with guarantees.
method Recurrent neural networks (RNNs) with rectified linear units applied iteratively to each item.
result An RNN of depth four and width proportional to the profit of an optimum solution finds optimal solutions.

For a Riemannian metric gg on the two-sphere, let min(g)\ell_{\min}(g) be the length of the shortest closed geodesic and max(g)\ell_{\max}(g) be the length of the longest simple closed geodesic. We prove that if the curvature of gg is positive and sufficiently pinched, then the sharp systolic inequalities \[ \ell_{\rm min}(g…

2014-10-28abs ↗pdf ↗

The paper tackles causal bandits with unknown SCMs and soft interventions, providing upper and lower bounds on regret.

problem Optimizing interventions in a causal system with unknown SCMs and soft interventions.
method Assumes unknown SCMs from a general class, allows infinite interventions, and provides upper and lower bounds on regret.
result General upper and lower bounds on cumulative achievable regret for various SCMs.

Study on length distribution of random multicurves on large genus surfaces converging to Poisson-Dirichlet distribution.

problem Length statistics of random multicurves on large genus hyperbolic surfaces.
method Analytical proof of convergence to Poisson-Dirichlet distribution as genus tends to infinity.
result Mean lengths of the three longest components converge to specific percentages of total length as genus increases.

The paper tackles causal bandits for SEMs, proposing algorithms that avoid estimating 2N2^N reward distributions.

problem Designing an optimal sequence of interventions in causal graphical models to minimize cumulative regret.
method Proposes two algorithms for causal bandits for linear structural equation models (SEMs), avoiding the estimation of 2N2^N reward distributions.
result Cumulative regrets scale as ildeO(dL+12NT) ilde{\cal O} (d^{L+\frac{1}{2}} \sqrt{NT}) under bounded noise and parameter space.

Study of a series of Lorentzian structures on SL(2,R) with SO(1,1) symmetry.

problem Global optimality of extremal trajectories in a series of Lorentzian structures.
method Analysis of a one-parametric series of left-invariant Lorentzian structures on SL(2,R) with SO(1,1) symmetry.
result Properties of the Lorentzian structures deform to those of the sub-Lorentzian structure in a limit case.

We address the problem of computing a single linkage dendrogram. A possible approach is to: (i) Form an edge weighted graph GG over the data, with edge weights reflecting dissimilarities. (ii) Calculate the MST TT of GG. (iii) Break the longest edge of TT thereby splitting it into subtrees TLT_L, TRT_R. (iv) Apply …

2019-11-01abs ↗pdf ↗

This paper is devoted to the first systematic investigation of manifolds that are Einstein for a connection with skew symmetric torsion. We derive the Einstein equation from a variational principle and prove that, for parallel torsion, any Einstein manifold with skew torsion has constant scalar curvature; and if it is …

2012-09-26abs ↗pdf ↗

New solutions to 3D integrability equations using quantum cluster algebras.

problem Constructing solutions to the tetrahedron and 3D reflection equations.
method Extending quantum cluster algebra approach to Fock-Goncharov quivers and investigating cluster transformations.
result Explicit formulas for matrix elements of solutions derived for typical representations.

Researchers found sub-Lorentzian geodesics on a specific Lie subgroup.

problem Finding geodesics on a specific Lie subgroup with a sub-Lorentzian metric.
method Formulated a time-anti-optimal control problem, applied Pontryagin's minimum principle, and used geodesics and shortest arcs of a sub-Riemannian metric.
result Discovered sub-Lorentzian nonspacelike geodesics and longest arcs.

This paper addresses robust CBs for linear SEMs with model fluctuations.

problem Designing interventions in causal systems with linear SEMs that are robust to model fluctuations.
method Develops a robust CB algorithm and analyzes its regret under model deviation.
result The proposed algorithm achieves nearly optimal ildeO(T) ilde{\mathcal{O}}(\sqrt{T}) regret when CC is o(T)o(\sqrt{T}) and maintains sub-linear regret for a broader range of CC.

Researchers show a complex structure is not a counterexample to a topological problem.

problem Wall's D2 problem about finite CW-complexes.
method Introduced and analyzed new presentations of quaternion groups to prove homotopy types.
result The complex structure is not a counterexample to Wall's D2 problem.

Users in social networks whose posts stay at the top of their followers'{} feeds the longest time are more likely to be noticed. Can we design an online algorithm to help them decide when to post to stay at the top? In this paper, we address this question as a novel optimal control problem for jump stochastic different…

2016-10-18abs ↗pdf ↗

The paper develops methods to price and hedge options in path-dependent stock models.

problem Pricing and hedging options under complex stock models.
method Develops a path-dependent PDE for option pricing and differentiability of path-dependent SDE solutions.
result Provides formulas for option Greeks and differentiability of path-dependent SDE solutions.

Extend classical theory of affine processes to path-dependent setting

problem Path-dependent affine processes
method Introduce path-dependent coefficients and provide analytic formulas for their Fourier--Laplace transform
result Define path-dependent affine processes through their exponential-affine Fourier--Laplace transform and establish a characterization theorem

Simpler method derived for path geometries on surfaces, characterizing projective path geometries.

problem Characterizing projective path geometries on surfaces.
method Solving the equivalence problem of sub-Riemannian geometry of signature (1,1) on a contact 3-manifold.
result Characterization of projective path geometries in terms of their chains.

Recently, path norm was proposed as a new capacity measure for neural networks with Rectified Linear Unit (ReLU) activation function, which takes the rescaling-invariant property of ReLU into account. It has been shown that the generalization error bound in terms of the path norm explains the empirical generalization b…

2018-09-19abs ↗pdf ↗

We consider the problem of path inference: given a path prefix, i.e., a partially observed sequence of nodes in a graph, we want to predict which nodes are in the missing suffix. In particular, we focus on natural paths occurring as a by-product of the interaction of an agent with a network---a driver on the transporta…

2019-03-18abs ↗pdf ↗

Introduces q-paths for generalizing geometric annealing paths in machine learning.

problem Limited applicability of existing path methods in machine learning.
method Develops a family of paths derived from a generalized mean, including geometric and arithmetic mixtures.
result Empirical gains in Bayesian inference and generative model evaluation.

ETGL-DDPG improves DDPG for sparse reward control with new exploration and replay techniques.

problem Sparse reward continuous control in reinforcement learning.
method Introduces εtεt-greedy search and GDRB framework for efficient exploration and reward use.
result ETGL-DDPG outperforms DDPG and other methods on sparse-reward continuous benchmarks.

This paper improves tail dependence analysis by introducing a path-based approach.

problem The classical tail dependence coefficient fails to capture non-exchangeable features of tail dependence.
method The paper introduces a path-based maximal tail dependence approach to capture the most pronounced feature of dependence over all possible paths.
result The paper proves the existence and provides an explicit characterization of the path-based maximal TDC, improving analytical and computational tractability.

This paper considers possible price paths of a financial security in an idealized market. Its main result is that the variation index of typical price paths is at most 2, in this sense, typical price paths are not rougher than typical paths of Brownian motion. We do not make any stochastic assumptions and only assume t…

2010-05-03abs ↗pdf ↗

One-shot path planning for multiple agents using neural networks.

problem Efficiently generating optimal or near-optimal paths for multiple agents in robotics.
method Utilizes fully convolutional neural networks for one-shot multi-agent path planning.
result Demonstrates successful generation of optimal or near-optimal paths in over 85% of cases for multi-path planning.

Foundation for robust finance using rough path theory.

problem Mathematical models of financial markets under Knightian uncertainty.
method Introducing Property (RIE) for càdlàg paths, proving existence of rough integrals, verifying admissibility of trading strategies.
result Existence and stability of rough path integrals for non-gradient integrands.