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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.

169,291 papers · 148 categories

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159318476635 · Jun 202019922001200920182026
48 results for mathematical existence

TopicEq model generates equations and text from scientific papers.

problem Communicating ideas in scientific texts using both mathematics and text.
method Joint topic and equation generation model using correlated topic model and RNN.
result Joint model outperforms existing topic and equation models for scientific texts.

Math proves deep learning unstable, despite stable neural networks existing.

problem Unstable neural networks in deep learning despite stable ones existing.
method Mathematical proof showing instability of current training procedures.
result Proven existence of stable and accurate neural networks with variable dimensions, but current algorithms cannot compute them.

This paper studies dynamic stochastic optimization problems parametrized by a random variable. Such problems arise in many applications in operations research and mathematical finance. We give sufficient conditions for the existence of solutions and the absence of a duality gap. Our proof uses extended dynamic programm…

2011-05-04abs ↗pdf ↗

Mathematical framework for transfer learning feasibility and transfer risk.

problem Theoretical analysis of transfer learning.
method Reformulated transfer learning as an optimization problem, introduced transfer risk concept.
result Demonstrated the potential and benefits of incorporating transfer risk in transfer learning evaluation.

Mathematical framework for differential machine learning in finance.

problem Theoretical assumptions in financial models and their impact on machine learning algorithms.
method Rigorous mathematical framework for differential machine learning in finance.
result Theoretical grounding enhances the predictive capabilities of neural networks in financial applications.

Mathematical conditions and practical computations for adversarial robustness measures are established.

problem Existence, uniqueness, and scalability of adversarial robustness measures for AI classifiers.
method Formulated and proven mathematical conditions for existence, uniqueness, and explicit analytical computation of minimal adversarial paths and distances. Practical computation demonstrated on various AI tools and synthetic benchmarks.
result Explicit mathematical conditions and practical computations for adversarial robustness measures are established.

A deep learning approach generates math word problems in multiple languages.

problem Template-based mechanisms for generating mathematical word problems lack customizability and creativity.
method Character Level Long Short Term Memory Network (LSTM) and POS tags are used to generate and resolve constraints in generated problems.
result The approach generates accurate math word problems in English and Sinhala with over 90% accuracy.

Study proves existence of global solutions for Standard Model on expanding spacetimes.

problem Existence of global solutions for the Standard Model on expanding spacetimes.
method Gauge-invariant energy estimate for the Euler-Lagrange equations.
result Existence of global solutions for the Standard Model under specific conditions.

No universal trading strategy exists due to mathematical impossibilities.

problem The impossibility of universally winning trading strategies in competitive markets.
method Three mathematical paradigms: measure-theoretic, No-Free-Lunch theorem, and adversarial Cantor diagonalization.
result No-arbitrage and free-lunch principles are mathematically precluded in competitive markets.

The paper discusses when spacetimes have constant mean curvature slices, an important but unknown condition.

problem The existence of constant mean curvature (CMC) Cauchy surfaces in spacetimes is crucial but not always guaranteed.
method Expository review of existing results and conjectures about CMC slices in spacetimes.
result It is not known whether spacetimes with CMC slices are generic, highlighting an important open problem.

Motivated by the desire to bridge the gap between the microscopic description of price formation (agent-based modeling) and the stochastic differential equations approach used classically to describe price evolution at macroscopic time scales, we present a mathematical study of the order book as a multidimensional cont…

2010-10-25abs ↗pdf ↗

The braneworld theory appear with the purpose of solving the problem of the hierarchy of the fundamental interactions. The perspectives of the theory emerge as a new physics, for example, deviation of the law of Newton's gravity. One of the principles of the theory is to suppose that the braneworld is local submanifold…

2008-03-07abs ↗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 ↗

Machine learning needs stronger mathematical foundations for scientific applications.

problem Lack of rigorous mathematical foundations for machine learning in scientific and engineering contexts.
method Further mathematical developments and incorporation of prior knowledge and inductive biases.
result Stronger mathematical rigor is essential for reliable and interpretable machine learning results in scientific fields.

Mathematical model describes how red blood cells return to equilibrium.

problem How red blood cells regain equilibrium after deformation.
method Gradient flow of the Canham-Helfrich functional, proving global existence and convergence for spheres and axisymmetric tori.
result Global existence and convergence of smooth solutions for spheres and axisymmetric tori under specific energy conditions.

Survey on modeling event sequences through temporal processes.

problem Modeling phenomena with sequences of events over continuous time.
method Probabilistic models based on point processes, categorized into simple, marked, and spatio-temporal.
result Analysis of existing approaches and their applicability to prediction and modeling.

Mathematical advances needed for Digital Twins, differing from traditional models.

problem Foundational mathematical advances required for Digital Twins.
method Multi-scale, multi-physics modeling and coupling, different reliability criteria and uncertainty assessments.
result AI/ML methods can perform well in biomedical problems but fail in simple engineering systems.

We consider an infinite dimensional optimization problem motivated by mathematical economics. Within the celebrated "Arbitrage Pricing Model", we use probabilistic and functional analytic techniques to show the existence of optimal strategies for investors who maximize their expected utility.

2015-08-31abs ↗pdf ↗

Non-unique option pricing in Heston model analyzed mathematically.

problem Non-uniqueness of call option prices in the Heston model.
method Analysis of degenerate parabolic equations in the context of option pricing.
result Construction of a new example demonstrating the accuracy of a uniqueness theorem.

The paper surveys mathematical results on filtration enlargement with financial examples.

problem Mathematical finance applications of filtration enlargement theory.
method Exhaustive survey and interpretation of key results from literature.
result Provides a compendium of known mathematical results for mathematical finance researchers.

Sequences of Nilsson type appear in abundance in Algebraic Geometry, Enumerative Combinatorics, Mathematical Physics and Quantum Topology. We give an elementary introduction on this subject, including the definition of sequences of Nilsson type and the uniqueness, existence, and effective computation of their asymptoti…

2010-09-01abs ↗pdf ↗

A discrete time probabilistic model, for optimal equity allocation and portfolio selection, is formulated so as to apply to (at least) reinsurance. In the context of a company with several portfolios (or subsidiaries), representing both liabilities and assets, it is proved that the model has solutions respecting constr…

1999-07-24abs ↗pdf ↗

Self-supervised skip-tree training improves mathematical reasoning in language models.

problem Improving logical reasoning in language models for formal mathematics.
method Self-supervised language modeling on mathematical formulas, skip-tree task.
result Models trained on skip-tree task outperform standard models in mathematical reasoning tasks.

Study proves solutions to nonlocal operator obstacle problems, including financial models.

problem Existence, uniqueness, and regularity of viscosity solutions to obstacle problems with nonlocal operators.
method Proved existence, uniqueness, and regularity using viscosity solutions; provided sufficient conditions for Hölder and Lipschitz continuity.
result Viscosity solutions for nonlocal operators in financial models match option prices.

Invites readers to a mathematical journey with historical and contemporary mathematicians.

problem None explicitly stated, focuses on mathematical exploration.
method Exploration through historical and contemporary mathematicians, various mathematical concepts.
result Illustrates the interconnectedness of mathematics through historical and contemporary perspectives.