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

Study evaluates different mathematical models for three case studies using statistical fitting.

problem Estimating outcomes in population dynamics, temperature variations, and market equilibrium.
method Applied various statistical equations (e.g., fractional exponential, sinusoidal) to three case studies.
result Optimal models differ by case study (fractional exponential for population dynamics, sinusoidal for temperature and market equilibrium).

This paper provides a mathematical foundation for deep neural networks solving PDEs.

problem Mathematical foundation for deep neural networks solving high-dimensional PDEs.
method Decomposed generalization error into approximation and training errors; derived gradient flow in the wide network limit.
result Generalization error tends to zero as the number of neurons and training time tend to infinity.

This paper provides a mathematical framework for understanding distribution learning models.

problem The paradox between memorization and generalization in distribution learning models.
method A unified mathematical framework to derive various distribution learning models.
result The models enjoy implicit regularization, avoiding the curse of dimensionality and resolving the paradox.

Quantum codes linked to abelian varieties, providing mathematical rigor.

problem Quantum error correction through complex abelian varieties.
method Mathematical formulation of Gottesman-Kitaev-Preskill codes using abelian varieties.
result Asymptotic isometry of encoding, precise gate realizations, and failure probability optimization.

Karl Menger's 1934 paper on the St. Petersburg paradox contains mathematical errors that invalidate his conclusion that unbounded utility functions, specifically Bernoulli's logarithmic utility, fail to resolve modified versions of the St. Petersburg paradox.

2011-10-07abs ↗pdf ↗

Analyzes deep neural networks training errors with SGD and random init.

problem Lack of rigorous understanding of deep learning algorithms.
method Mathematical analysis of deep learning with SGD and random init.
result First full error analysis for deep learning with SGD and random init.

VERAFI improves financial AI by verifying calculations and compliance.

problem Financial AI systems generate errors and violations during reasoning.
method VERAFI combines dense retrieval, reranking, and automated reasoning policies.
result VERAFI achieves 94.7% factual correctness, 81% relative improvement.

Study reconstructs Faber-Schauder coefficients from antiderivative observations.

problem Reconstructing Faber-Schauder coefficients from discrete antiderivative observations.
method Piecewise quadratic spline interpolation and closed-form solution.
result Final-generation coefficients are unstable; others are robust.

Autonomy and adaptation of machines requires that they be able to measure their own errors. We consider the advantages and limitations of such an approach when a machine has to measure the error in a regression task. How can a machine measure the error of regression sub-components when it does not have the ground truth…

2019-06-17abs ↗pdf ↗

The theory of quantum computation can be constructed from the abstract study of anyonic systems. In mathematical terms, these are unitary topological modular functors. They underlie the Jones polynomial and arise in Witten-Chern-Simons theory. The braiding and fusion of anyonic excitations in quantum Hall electron liqu…

2001-01-04abs ↗pdf ↗

A mathematical framework connects neural networks and polynomial regression for better model understanding.

problem Neural networks are black boxes with challenges in dimensioning and prediction error evaluation.
method Developed a mathematical framework using Taylor expansion to relate neural networks and polynomial regression.
result Polynomial approximations from neural networks trained on polynomial data are accurate locally.

Mathematical framework using Riemannian geometry for intelligence and consciousness.

problem Lack of a unified mathematical framework for intelligence and consciousness.
method Conceptualizes intelligence as tokens in a high-dimensional space, using Riemannian geometry to describe structure and dynamics.
result Integrates geometric concepts to offer a unified framework for intelligence and consciousness.

We provide a mathematical definition of fragility and antifragility as negative or positive sensitivity to a semi-measure of dispersion and volatility (a variant of negative or positive "vega") and examine the link to nonlinear effects. We integrate model error (and biases) into the fragile or antifragile context. Unli…

2012-08-06abs ↗pdf ↗

Study improves understanding of why agentic theorem provers succeed.

problem Understanding which components of agentic theorem provers improve proof success.
method Statistical provability theory and finite-horizon reachability MDP model.
result Bounds provability gap and explains components' effectiveness.

In this paper we outline methodology to efficiently simulate (jump) diffusion bridge sample paths without discretisation error. We achieve this by considering the simulation of conditioned (jump) diffusion bridge sample paths in light of recent work developing a mathematical framework for simulating finite dimensional …

2015-05-12abs ↗pdf ↗

Subset selection in multiple linear regression aims to choose a subset of candidate explanatory variables that tradeoff fitting error (explanatory power) and model complexity (number of variables selected). We build mathematical programming models for regression subset selection based on mean square and absolute errors…

2017-01-27abs ↗pdf ↗

This paper analyzes hedge errors in Black-Scholes models using finite difference techniques.

problem Accurate hedging strategies in dynamic market environments.
method Asymptotic approach and finite difference techniques.
result Reduction of hedge errors and enhancement of option pricing model robustness.

This lecture presents recent advances in the theory of errors propagation. We first explain in which cases the propagation of errors may be performed with a first order differential calculus or needs a second order differential calculus. Then we point out the link between error propagation and the concept of second ord…

2007-05-03abs ↗pdf ↗

Language models help text classification tasks by predicting next words.

problem Lack of theoretical understanding of why language models perform well on downstream tasks.
method Mathematical study of the connection between next word prediction and text classification, formalizing it and quantifying the benefit.
result Language models that are ε-optimal in cross-entropy learn features that can solve classification tasks with linear approximation.

Efficient kernel method learns differential equations with fewer data.

problem Learning differential equations with limited data and computational resources.
method Kernel-based framework for differential equations with theoretical error bounds.
result Significant improvements in accuracy and computational efficiency.

Learning reward functions can lead to poor policy performance despite low error.

problem Low error in learned reward functions does not guarantee low regret in policy performance.
method Mathematical analysis of reward learning and policy optimization.
result A low expected test error of the reward model guarantees low worst-case regret, but error-regret mismatch can occur with certain data distributions.

Bounds on factual and counterfactual distributions under measurement error in discrete models.

problem Measurement errors in discrete data and their impact on inference.
method Expressing modeling assumptions as linear constraints and using linear programming to derive bounds.
result Sharp bounds on factual and counterfactual distributions for various models, including instrumental variable scenarios.

Randomly sampled interpolators achieve zero generalization error with enough data.

problem Understanding the high generalization ability of machine learning models.
method Algebraic geometry tools to prove zero generalization error for random interpolators.
result Generalization error of randomly sampled interpolators becomes zero once the number of training samples exceeds a geometric threshold.

The paper analyzes error propagation in dynamic programming for stochastic control and option pricing.

problem Error propagation in dynamic programming for stochastic control and option pricing.
method Formulated a general dynamic programming framework, used RKHSs for nonparametric regression, and Monte Carlo subsampling for estimating continuation value.
result Proposed a rigorous error decomposition and control mechanism for error propagation in dynamic programming.

Study on double descent behavior in two-layer neural networks for binary classification.

problem Understanding the double descent phenomenon in model test error.
method Two-layer neural network with ReLU activation for binary classification. Quantified model size by sample-to-dimension ratio. Empirical risk minimization using Convex Gaussian Min Max Theorem.
result Observed and investigated the double descent behavior of model test error.

This work bounds the generalization error of private algorithms for discrete data.

problem Bounding the generalization error of private algorithms for discrete data.
method Information-theoretic approach using relative entropy and the method of types.
result Explicit upper bounds on the generalization error of stable private algorithms for discrete data.

New approach uses interpolation models and error bounds for verifiable scientific machine learning.

problem Challenges in verifying and validating modern scientific machine learning workflows.
method Combines multiple standard interpolation techniques with error bounds for efficient computation and comparative performance analysis.
result Error bounds for interpolation techniques can be computed or estimated efficiently, aiding in validation goals.

This work analyzes discrete diffusion models using stochastic integrals, providing error bounds and insights.

problem Error analysis for discrete diffusion models remains less understood.
method Proposes a comprehensive framework based on Lévy-type stochastic integrals.
result Obtains the first error bound for the ττ-leaping scheme in KL divergence.

The paper uncovers the mathematical structure enabling value decomposition in multi-agent systems.

problem Theoretical justification for why value decomposition works effectively in multi-agent systems remains underexplored.
method The paper introduces the concept of Markov entanglement to measure the underlying structure and demonstrates how it can be used to bound the decomposition error.
result The widely-used class of index policies is weakly entangled and enjoys a sublinear O(N)\mathcal O(\sqrt{N}) scale of decomposition error for NN-agent systems.