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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.

168,742 papers · 148 categories

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48 results for mathematical problems

Mathematical reasoning---a core ability within human intelligence---presents some unique challenges as a domain: we do not come to understand and solve mathematical problems primarily on the back of experience and evidence, but on the basis of inferring, learning, and exploiting laws, axioms, and symbol manipulation ru…

2019-04-02abs ↗pdf ↗

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.

This article reviews mathematical insights into neural networks and machine learning.

problem Understanding the success and subtleties of neural network-based machine learning.
method Rigorous mathematical analysis, numerical experiments, and simplified models.
result Identification of open problems in the field.

This paper proposes a general duality framework for the problem of minimizing a convex integral functional over a space of stochastic processes adapted to a given filtration. The framework unifies many well-known duality frameworks from operations research and mathematical finance. The unification allows the extension …

2010-06-21abs ↗pdf ↗

Transformer models can solve complex math problems with less data.

problem Solving complex symbolic mathematics problems with limited data.
method Pretrain transformer models on language translation tasks and fine-tune for symbolic math.
result Pretrained transformer models achieve comparable accuracy to state-of-the-art models with less data.

Mathematical Reinforcement Learning faces a 'Two-Hump' problem due to sparse rewards and a scarcity of intermediate 'hard-but-solvable' instances.

problem Mathematical search problems in Reinforcement Learning
method Novel data generation techniques and algorithmic enhancements
result Substantial performance improvements over previous baselines

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 ↗

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 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.

Deep learning finds mathematical equations from data.

problem Discovering underlying mathematical expressions from datasets.
method Uses a recurrent neural network to search for mathematical expressions and optimizes using a risk-seeking policy gradient.
result Outperforms existing methods in recovering exact symbolic expressions.

Extends Itô's formula for path-dependent functions in finance.

problem Modeling and hedging of path-dependent financial options.
method Functional extension of Itô's formula for C^{0,1}-functions of continuous weak Dirichlet processes.
result Validates the hedging or superhedging problems for path-dependent options.

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 ↗

Classically time is kept fixed for infinitesimal variations in problems in mechanics. Apparently, there appears to be no mathematical justification in the literature for this standard procedure. This can be explained canonically by unveiling the intrinsic mathematical structure of time in Lagrangian mechanics. Moreover…

2008-01-27abs ↗pdf ↗

The aim of this paper is to offer an overview of the most important applications of Jordan structures inside mathematics and also to physics, up-dated references being included. For a more detailed treatment of this topic see - especially - the recent book Iordanescu [364w], where sugestions for further developments ar…

2011-06-22abs ↗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 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 solve the problem of optimal stopping of a Brownian motion subject to the constraint that the stopping time's distribution is a given measure consisting of finitely-many atoms. In particular, we show that this problem can be converted to a finite sequence of state-constrained optimal control problems with additional…

2016-04-11abs ↗pdf ↗

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 ↗

Prob2Vec embeds problems for adaptive tutoring, achieving high similarity accuracy.

problem Retrieve problems with similar mathematical concepts for adaptive tutoring.
method Hierarchical problem embedding algorithm (Prob2Vec) combining abstraction and embedding steps.
result 96.88% accuracy on problem similarity test, significantly outperforming state-of-the-art sentence embedding methods.

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.

Riemann's mathematical papers contain many ideas that arise from physics, and some of them are motivated by problems from physics. In fact, it is not easy to separate Riemann's ideas in mathematics from those in physics. Furthermore, Riemann's philosophical ideas are often in the background of his work on science. The …

2017-11-06abs ↗pdf ↗

Mathematical study of learning long-term integration in linear RNNs.

problem How do linear recurrent neural networks learn to integrate over long timescales?
method Analytical study of linear RNNs trained to integrate white noise and damped oscillatory filters.
result Learning dynamics are described by low-dimensional effective equations for outlier eigenvalues.

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.