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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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57113170226 · Jun 202019922001200920172026
48 results for mathematical formulation

The optimal binning is the optimal discretization of a variable into bins given a discrete or continuous numeric target. We present a rigorous and extensible mathematical programming formulation for solving the optimal binning problem for a binary, continuous and multi-class target type, incorporating constraints not p…

2020-01-22abs ↗pdf ↗

Mathematical framework for language models processes text and predicts next tokens.

problem Understanding and optimizing the performance of large language models.
method Describes encoding, prediction models, learning from data, and deployment of LLMs.
result Demonstrates remarkable empirical successes and provides a platform for further research.

This paper deals with the explicit design of strategy formulations to make the best strategic choices from a conventional matrix form of representing strategic choices. The explicit strategy formulation is an analytical model which is targeted to provide a mathematical strategy framework to find the best moment for str…

2019-08-15abs ↗pdf ↗

This is an introductory review of topological field theories (TFTs) called AKSZ sigma models. The AKSZ construction is a mathematical formulation for the construction and analyses of a large class of TFTs, inspired by the Batalin-Vilkovisky formalism of gauge theories. We begin by considering a simple two-dimensional t…

2012-04-17abs ↗pdf ↗

These notes grew out of a lecture course on mathematical methods of classical physics for students of mathematics and mathematical physics at the master's level. Also, physicists with a strong interest in mathematics may find this text useful as a resource complementary to existing textbooks on classical physics. Topic…

2016-12-09abs ↗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.

This paper presents relevant modern mathematical formulations for (classical) gauge field theories, namely, ordinary differential geometry, noncommutative geometry, and transitive Lie algebroids. They provide rigorous frameworks to describe Yang-Mills-Higgs theories or gravitation theories, and each of them improves th…

2014-04-17abs ↗pdf ↗

We refurbish our axiomatics of differential geometry introduced in [Mathematics for Applications,, 1 (2012), 171-182]. Then the notion of Euclideaness can naturally be formulated. The principal objective in this paper is to present an adaptation of our theory of differential forms developed in [International Journal of…

2012-07-21abs ↗pdf ↗

We provide various formulations of knot homology that are predicted by string dualities. In addition, we also explain the rich algebraic structure of knot homology which can be understood in terms of geometric representation theory in these formulations. These notes are based on lectures in the workshop "Physics and Ma…

2015-10-07abs ↗pdf ↗

Mathematical analysis improves SGMs, resolving memorization issues.

problem Improving performance and avoiding memorization in SGMs.
method Formulated SGMs using Wasserstein proximal operators and mean-field games.
result Improved SGM performance in terms of training samples and time.

Formulates Index III lemma and Rauch III theorem with applications.

problem Develops new mathematical theorems based on existing ones.
method Formulation of Index III lemma and Rauch III theorem based on Index I, II lemmas and Rauch I, II theorems.
result Presented Rauch's type theorem and volume comparison result as applications.

Shapley values for feature importance lead to mathematical and practical issues.

problem Mathematical and practical issues with Shapley values for feature importance.
method Game-theoretic formulations of feature importance using Shapley values.
result Mathematical problems arise when using Shapley values for feature importance.

Mathematical theory of super fiber bundles and connections developed.

problem Modeling anticommuting fermionic fields in mathematical physics.
method Detailed introduction to super fiber bundles, relative supermanifolds, and connections; construction of parallel transport map.
result Construction and comparison of parallel transport map with other methods in the literature.

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.

The main purpose of this paper is to formalize the modelling process, analysis and mathematical definition of corruption when entering into a contract between principal agent and producers. The formulation of the problem and the definition of concepts for the general case are considered. For definiteness, all calculati…

2018-04-06abs ↗pdf ↗

We suggest several mathematical counterparts to the idea of "effective degrees of freedom" and formulate specific questions, much of which are inspired by Larry Guth's results and ideas on the Hermann Weyl kind of asymptotics of the Morse (co)homology spectra of the volume energy function on the spaces of cycles in bal…

2017-10-10abs ↗pdf ↗

Richard Bellman's Principle of Optimality, formulated in 1957, is the heart of dynamic programming, the mathematical discipline which studies the optimal solution of multi-period decision problems. In this paper, we look at the main trading principles of Jesse Livermore, the legendary stock operator whose method was pu…

2014-07-09abs ↗pdf ↗

Determining when two knots are equivalent (more precisely isotopic) is a fundamental problem in topology. Here we formulate this problem in terms of Predicate Calculus, using the formulation of knots in terms of braids and some basic topological results. Concretely, Knot theory is formulated in terms of a language with…

2012-09-17abs ↗pdf ↗

In this paper we introduce and study some mathematical structures on top of transitive Lie algebroids in order to formulate gauge theories in terms of generalized connections and their curvature: metrics, Hodge star operator and integration along the algebraic part of the transitive Lie algebroid (its kernel). Explicit…

2012-05-30abs ↗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 ↗

In this study we introduce a new technique for symbolic regression that guarantees global optimality. This is achieved by formulating a mixed integer non-linear program (MINLP) whose solution is a symbolic mathematical expression of minimum complexity that explains the observations. We demonstrate our approach by redis…

2017-10-29abs ↗pdf ↗

The paper applies math and physics to language models, introducing entropy and geometric concepts.

problem Understanding and improving language models to approximate intelligent language.
method Formal definitions, functional analysis, topology, thermodynamics, and set theory.
result Entropy function reveals key obstacles for LLMs and offers insights into language models.

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 longstanding question in superstring/MM theory is does it predict supersymmetry below the string scale? We formulate and discuss a necessary condition for this to be true; this is the mathematical conjecture that all stable, compact Ricci flat manifolds have special holonomy in dimensions below eleven. Almost equiva…

2019-06-17abs ↗pdf ↗

This work has the purpose of applying the concept of Geometric Calculus (Clifford Algebras) to the Fibre Bundle description of Quantum Mechanics. Thus, it is intended to generalize that formulation to curved spacetimes [the base space of the fibre bundle in question] in a more natural way. It starts off with a review o…

2003-08-04abs ↗pdf ↗

These lecture notes are a systematic and self-contained exposition of the cohomological theories naturally related to partial differential equations: the Vinogradov C-spectral sequence and the C-cohomology, including the formulation in terms of the horizontal (characteristic) cohomology. Applications to computing invar…

1998-08-31abs ↗pdf ↗

Unified approach for learning state representations from streaming data.

problem Learning reusable state representations from high-dimensional, non-stationary data.
method Unified mathematical formulation for learning latent relations, enabling flexible and principled shaping of latent space.
result Improved understanding and evaluation of existing unsupervised learning approaches.

Graphon game model simplifies stochastic interactions among agents.

problem Complex interactions among heterogeneous agents in stochastic games.
method Introduced a discrete-time graphon game formulation with a representative player.
result Existence and uniqueness of graphon equilibrium proven with mild assumptions.