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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.

168,878 papers · 148 categories

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12.5%25.0%37.5%50.0% · Mar 199419922001200920172026
48 results for mathematical coherence

Method guarantees coherent factuality for language model outputs in reasoning tasks.

problem Ensuring correctness of language model outputs in reasoning tasks.
method Developed a conformal-prediction-based method applied to subgraphs within a deducibility graph.
result Achieved coherent factuality across target coverage levels, 90% on stricter definition.

A membrane technique, in which the symplectic and Ricci forms are integrated over surfaces in a complexification of the phase space, as well a ``creation" connection with zero curvature over lagrangian submanifolds, is used to obtain a unified quantization including a noncommutative algebra of functions, its representa…

1995-08-09abs ↗pdf ↗

This article investigates a new gauge theoretic approach to Einstein's equations in dimension 4. Whilst aspects of the formalism are already explained in various places in the mathematics and physics literature, our first goal is to give a single coherent account of the theory in purely mathematical language. We then e…

2013-12-10abs ↗pdf ↗

A problem of paramount importance in both pure (Restricted Invertibility problem) and applied mathematics (Feature extraction) is the one of selecting a submatrix of a given matrix, such that this submatrix has its smallest singular value above a specified level. Such problems can be addressed using perturbation analys…

2018-04-03abs ↗pdf ↗

New metric mm-coherence measures gradient alignment during training, revealing surprising memorization patterns.

problem Measuring and understanding the alignment of per-example gradients during training.
method Introducing mm-coherence as a metric to study gradient alignment, showing its advantages over existing metrics.
result Training with random labels leads to high mm-coherence, indicating common patterns even when generalization is not possible.

New coherence parameter for GNNs with Fourier measurements improves signal recovery.

problem Characterizing generative compressed sensing with Fourier measurements.
method Subspace counting arguments and high-dimensional probability theory.
result First known restricted isometry guarantee for generative compressed sensing with subsampled isometries.

Paper explores how to use mixed types of side information for better recommendations.

problem Challenges in using heterogeneous side information for recommender systems.
method Proposes a framework to jointly capture flat and hierarchical side information.
result Demonstrates significant performance gains over state-of-the-art methods.

Method transfers feature representation from large to small models using perception coherence.

problem Transfer feature representation from large to small models.
method Defines perception coherence, proposes loss function to minimize.
result Method outperforms or achieves on-par performance compared to strong baseline methods.

This paper deals with applications of coherent risk measures to pricing in incomplete markets. Namely, we study the No Good Deals pricing technique based on coherent risk. Two forms of this technique are presented: one defines a good deal as a trade with negative risk; the other one defines a good deal as a trade with …

2006-05-02abs ↗pdf ↗

Financial institutions have to allocate so-called "economic capital" in order to guarantee solvency to their clients and counter parties. Mathematically speaking, any methodology of allocating capital is a "risk measure", i.e. a function mapping random variables to the real numbers. Nowadays "value-at-risk", which is d…

2002-03-27abs ↗pdf ↗

Quantum algorithms for CVaR portfolio optimization face trade-offs between hardware coherence and expressibility.

problem Quantum algorithmic resilience for CVaR portfolio optimization
method WS-QAOA vs. HE-VQNN
result WS-QAOA provides exact theoretical mapping but suffers from hardware decoherence, while HE-VQNN preserves hardware coherence but lacks expressibility.

The problem behind this paper is the proper measurement of the degree of quality/acceptability/distance to arbitrage of trades. We are narrowing the class of coherent acceptability indices introduced by Cherny and Madan (2007) by imposing an additional mathematical property. For this, we introduce the notion of a conca…

2011-04-04abs ↗pdf ↗

New financial model revises risk measure under NA condition.

problem Revising classical financial mathematics with coherent risk measure on L0L^0.
method Developed a new version of the fundamental theorem of asset pricing and provided dual representations.
result Set of risk-hedging prices is closed under NA condition.

Variance-Calibrated Modulation (VCM) addresses the likelihood trap in LLMs by reshaping the probability distribution before truncation.

problem LLMs fall into the likelihood trap, leading to repetitive degeneration and vocabulary dullness.
method VCM reshapes the probability distribution before truncation through Contextual Searchlight and Adaptive Self-Debiasing.
result VCM mitigates the likelihood trap across open-ended generation, factual QA, and mathematical reasoning.

Two sets of high quality income data are analysed in detail, one set from the UK, one from the USA. It is firstly demonstrated that both a log-normal distribution and a Boltzmann distribution can give very accurate fits to both these data sets. The absence of a power tail in the US data set is then discussed. Taken in …

2004-06-28abs ↗pdf ↗

We start recalling with critical eyes the mathematical methods used in gauge theory and prove that they are not coherent with continuum mechanics, in particular the analytical mechanics of rigid bodies or hydrodynamics, though using the same group theoretical methods and despite the well known couplings existing betwee…

2013-10-17abs ↗pdf ↗

We present an unsupervised approach for discovering semantic representations of mathematical equations. Equations are challenging to analyze because each is unique, or nearly unique. Our method, which we call equation embeddings, finds good representations of equations by using the representations of their surrounding …

2018-03-24abs ↗pdf ↗

The paper derives Einstein tensors for a family of α-connections on quasi-statistical manifolds.

problem Deriving Einstein tensors for a new family of connections.
method Developed mathematical foundations of statistical and quasi-statistical manifolds, including dual and equiaffine connections.
result Explicit expressions for curvatures and Einstein tensors of the α-connections.

In the past decades, advanced probabilistic methods have had significant impact on the field of finance, both in academia and in the financial industry. Conversely, financial questions have stimulated new research directions in probability. In this survey paper, we review some of these developments and point to some ar…

2013-09-30abs ↗pdf ↗

We demonstrate the application of an algorithmic trading strategy based upon the recently developed dynamic mode decomposition (DMD) on portfolios of financial data. The method is capable of characterizing complex dynamical systems, in this case financial market dynamics, in an equation-free manner by decomposing the s…

2015-08-18abs ↗pdf ↗

Coherent Multiplex analyzes real-time wavelet coherence among multiple signals.

problem Identifying and visualizing coherence among multiple time series.
method Fast spectral similarity based on cosine similarity metrics of Fourier-transformed signals and sparse time-frequency wavelet coherence.
result Scalable real-time system for low-latency inference and monitoring of inter-signal relationships.

The transition amplitudes between coherent states on a coherent state manifold are expressed in terms of the embedding of the coherent state manifold into a projective Hilbert space. Consequences for the dimension of projective Hilbert space and a simple geometric interpretation of Calabi's diastasis follows.

1997-07-31abs ↗pdf ↗

A framework evaluates synthetic tabular data quality objectively.

problem Lack of an objective interpretation of tabular data metrics.
method Proposes a single mathematical objective for synthetic tabular data distribution, structurally decomposes it, and unifies existing metrics.
result Synthesizers that represent tabular structure outperform other methods, especially on smaller datasets.

An extensive body of empirical research has revealed remarkable regularities in the acquisition, organization, deployment, and neural representation of human semantic knowledge, thereby raising a fundamental conceptual question: what are the theoretical principles governing the ability of neural networks to acquire, or…

2018-10-23abs ↗pdf ↗

Sparse coding in learned dictionaries has been established as a successful approach for signal denoising, source separation and solving inverse problems in general. A dictionary learning method adapts an initial dictionary to a particular signal class by iteratively computing an approximate factorization of a training …

2012-05-28abs ↗pdf ↗

Develops equivariant Chern characters for coherent sheaves with group actions.

problem Computing Chern characters for coherent sheaves on manifolds with group actions.
method Introduces equivariant Chern characters and proves Riemann-Roch-Grothendieck theorem in Bott-Chern cohomology.
result Establishes a Riemann-Roch-Grothendieck theorem for coherent sheaves with finite group actions.