Research
On-device research index

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

Trend · papers per month

163327490653 · Jun 202019922001200920182026
48 results for master functions

We extend the Chern-Simons perturbative invariant of Axelrod and Singer to non-acyclic connections. We construct a solution of the quantum master equation on the space of functions on the cohomology of the connection. We prove that this solution is well defined up to master homotopy. We discuss also invariants of links…

2008-11-13abs ↗pdf ↗

The quantum master equation is usually formulated in terms of functionals of the components of mappings from a space-time manifold M into a finite-dimensional vector space. The master equation is the sum of two terms one of which is the anti-bracket (odd Poisson bracket) of functionals and the other is the Laplacian of…

2005-03-23abs ↗pdf ↗

We use pathwise Itô calculus to prove two strictly pathwise versions of the master formula in Fernholz' stochastic portfolio theory. Our first version is set within the framework of Föllmer's pathwise Itô calculus and works for portfolios generated from functions that may depend on the current states of the market port…

2016-06-10abs ↗pdf ↗

Study proves non-degeneracy of certain metrics in linearized gravity.

problem Proving non-degeneracy of Riemannian Schwarzschild-anti de Sitter metrics.
method Analyzing solutions of the linearized Einstein equations around Kottler metrics.
result Linearized Einstein operator is non-degenerate for open ranges of mass parameter.

Study of Thurston's Master Teapot and its properties.

problem Characterize geometric and topological properties of Thurston's Master Teapot.
method Establish basic geometric and topological properties through analysis of self-maps and intersections.
result The Master Teapot is connected, contains the unit cylinder, and its intersection with Dimes{c}\mathbb{D} imes \{c\} grows monotonically with cc.

Master algorithm fails to detect non-stationarity in practical settings.

problem Non-Stationary Reinforcement Learning without prior knowledge.
method Master algorithm tested under various conditions, including piecewise stationary multi-armed bandits.
result Master's non-stationarity detection is ineffective for practical horizons, leading to performance similar to random restarting.

We construct master spaces for oriented torsion free sheaves coupled with morphisms into a fixed reference sheaf. These spaces are projective varieties endowed with a natural $\C^*$-action. The fixed point set of this action contains the moduli space of semistable oriented torsion free sheaves and the quot scheme assoc…

1996-07-17abs ↗pdf ↗

Generalizes Hodge correlators using quantum master equation concepts.

problem Developing a mathematical framework for non-acyclic Chern-Simons theory.
method Introduces a DG Lie algebra of uni-trivalent graphs with loops satisfying a Maurer-Cartan equation.
result Arithmetic analogue of effective action and quantum master equation.

Master-slave architecture tackles combinatorial multi-armed bandits with diversity constraints.

problem Solving top-KK combinatorial multi-armed bandits with non-linear feedback and diversity constraints.
method Master-slave architecture with six slave models, teacher learning, and policy co-training.
result Significantly outperforms existing algorithms in synthetic and real datasets.

A master equation approach to the numerical solution of option pricing models is developed. The basic idea of the approach is to consider the Black--Scholes equation as the macroscopic equation of an underlying mesoscopic stochastic option price variable. The dynamics of the latter is constructed and formulated in term…

2002-09-23abs ↗pdf ↗

Optimizes master faces for 2D and 3D face verification using evolutionary algorithms and neural networks.

problem Impersonation attacks using master faces for face-based identity authentication.
method Evolutionary algorithm in latent space of StyleGAN, neural network to direct search, 2D and 3D face reconstruction.
result Obtains high impersonation rates with fewer master faces for 2D and 3D face verification.

The paper explores geometric calculations on probability manifolds derived from master equations.

problem Understanding geometric properties of probability manifolds from master equations.
method Deriving geometric quantities like Levi-Civita connection, gradient, Hessian, parallel transport, and curvatures on probability manifolds.
result Calculation of geometric quantities in probability manifolds, including curvatures and connections.

In his lectures at College de France, P.L. Lions introduced the concept of Master equation, see [5] for Mean Field Games. It is introduced in a heuristic fashion, from the system of partial differential equations, associated to a Nash equilibrium for a large, but finite, number of players. The method, also explained in…

2014-04-16abs ↗pdf ↗

Unified model explains income inequality across countries.

problem Understanding and explaining income inequality across different countries.
method Analytical model based on a master equation with growth and reset terms, tested on real data.
result Income distributions collapse on a master-curve when normalized, suggesting a universal pattern.

We present a construction of cellular BF theory (in both abelian and non-abelian variants) on cobordisms equipped with cellular decompositions. Partition functions of this theory are invariant under subdivisions, satisfy a version of the quantum master equation, and satisfy Atiyah-Segal-type gluing formula with respect…

2017-01-20abs ↗pdf ↗

We construct a solution of the master equation by means of standard tools from homological perturbation theory under just the hypothesis that the ground field be of characteristic zero, thereby avoiding the formality assumption of the relevant Lie algebra. To this end we endow the homology H(g) of any differential grad…

1999-06-06abs ↗pdf ↗

LocalNewton reduces communication in distributed learning.

problem Communication bottleneck in distributed optimization.
method LocalNewton is a distributed second-order algorithm with local averaging, updating models locally and communicating once every few iterations.
result LocalNewton reduces communication rounds and end-to-end running time compared to state-of-the-art algorithms.

Study linearized Schwarzschild spacetimes, proving decay of master quantities.

problem Linear stability of higher-dimensional Schwarzschild spacetimes.
method Hodge decomposition, gauge-invariant master quantities, wave equations.
result Uniform boundedness and decay estimates for master quantities in 6 or fewer dimensions.

We formalize the construction by Batalin and Vilkovisky of a solution of the classical master equation associated with a regular function on a nonsingular affine variety (the classical action). We introduce the notion of stable equivalence of solutions and prove that a solution exists and is unique up to stable equival…

2012-12-07abs ↗pdf ↗

Proves sufficiency of countable test plans for BV functions on metric spaces.

problem Recovering BV functions and their measures on arbitrary metric spaces.
method Proves sufficiency of countable test plans on arbitrary metric measure spaces and geodesics on CD(K,N){\sf CD}(K,N) spaces.
result Countable test plans are sufficient for BV functions and their measures on metric spaces.

Unified approach to time-inconsistent problems with distribution-dependent rewards.

problem Time-inconsistent problems with distribution-dependent rewards in behavioral finance and economics.
method Equilibrium master equation on Wasserstein space, refined derivatives, Itô's formula.
result Unified approach to find equilibrium solutions for time-inconsistent problems.

Master's thesis reviews bundle gerbe theory and introduces new isomorphic gerbe.

problem Understanding bundle gerbe theory and its applications.
method Introduced cup product bundle gerbe and showed its isomorphism to the pullback of the basic bundle gerbe by the Weyl map.
result Stable isomorphism between cup product bundle gerbe and pullback of basic bundle gerbe by the Weyl map.

Using technique of wheeled props we establish a correspondence between the homotopy theory of unimodular Lie 1-bialgebras and the famous Batalin-Vilkovisky formalism. Solutions of the so called quantum master equation satisfying certain boundary conditions are proven to be in 1-1 correspondence with representations of …

2008-04-15abs ↗pdf ↗

We model the dynamics of asset prices and associated derivatives by consideration of the dynamics of the conditional probability density process for the value of an asset at some specified time in the future. In the case where the price process is driven by Brownian motion, an associated "master equation" for the dynam…

2010-10-21abs ↗pdf ↗

The perturbative Chern-Simons theory is studied in a finite-dimensional version or assuming that the propagator satisfies certain properties (as is the case, e.g., with the propagator defined by Axelrod and Singer). It turns out that the effective BV action is a function on cohomology (with shifted degrees) that solves…

2008-11-13abs ↗pdf ↗

Unified analytical tool for non-Markovian jump processes.

problem Analyzing history-dependent jump processes with non-Markovian behavior.
method Developed a standard form of master equations using Laplace-space embedding and asymptotic solution.
result Unified analytical toolset for general non-Markovian processes, leading to the GLE approximation.

ProductNet curates high-quality product datasets for better product understanding.

problem Lack of high-quality product datasets for product representation learning.
method Curated high-quality product datasets with a multi-modal deep neural network and active learning.
result Master model yields high categorization accuracy (94.7% top-1 accuracy for 1240 classes).

We study the problem of combining multiple bandit algorithms (that is, online learning algorithms with partial feedback) with the goal of creating a master algorithm that performs almost as well as the best base algorithm if it were to be run on its own. The main challenge is that when run with a master, base algorithm…

2016-12-19abs ↗pdf ↗