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.
Unique maximal curve systems found for up to 5 punctures.
Study on loops on non-orientable surfaces, determining cardinality and order.
Greedy policy maximizes information in unknown linear systems.
The study counts 23 maximal 1-systems on a torus with 2 punctures.
The paper studies connections in superintegrable systems, revealing geometric insights.
Estimate relaxation times in nonextensive systems using gradient flow for Tsallis entropy maximization.
Classifies arcs on a 4-punctured sphere that intersect at most once.
It is known that any maximal space-like surface without isotropic points in the four-dimensional pseudo-Euclidean space with neutral metric admits locally geometric parameters which are special case of isothermal parameters. With respect to such parameters the surface is determined uniquely up to a motion by the Gauss …
Flat subsets in Euclidean buildings are contained within apartments.
New superintegrable systems derived from Frobenius structures.
Study finds Stäckel equivalence for superintegrable systems via invariant quadrics.
We extend Osserman's lemma on the generalized Gauss map of two-dimensional minimal graphs of higher codimension, construct a Jenkins-Serrin type special Lagrangian Scherk graph explicitly, and generalize Calabi's correspondence between minimal graphs and maximal graphs.
We introduce the concept of a standard form for two embedded maximal sphere systems in the doubled handlebody, and we prove an existence and uniqueness result. In particular, we show that pairs of maximal sphere systems in the doubled handlebody (up to homeomorphism) bijectively correspond to square complexes satisfyin…
This work uses a scalable approach to identify partially observed nonlinear systems.
New bandit algorithm maximizes information gain.
Minimal energy local systems on curves are compact components of character varieties.
In this paper, we propose a dynamical systems perspective of the Expectation-Maximization (EM) algorithm. More precisely, we can analyze the EM algorithm as a nonlinear state-space dynamical system. The EM algorithm is widely adopted for data clustering and density estimation in statistics, control systems, and machine…
We discuss a recurrent geometrical method, due to Élie Cartan and von Weber ([1],[11]) enabling us to determine, step by step, the maximal integral manifolds of a not necessarily integrable nor regular Pfaffian system. The dimensions of such integral manifolds can, of course, vary from point to point but more so can va…
The paper classifies second-order superintegrable systems with torsion and semi-degeneracy.
Proposes a new method to enhance neural learning by maximizing information gain.
Standard accuracy metrics indicate that modern reading comprehension systems have achieved strong performance in many question answering datasets. However, the extent these systems truly understand language remains unknown, and existing systems are not good at distinguishing distractor sentences, which look related but…
Optimal wealth strategy derived for jump-diffusion models with liabilities.
Hyperbolicity proven for a specific type of group extension.
Develops a new bidding system to maximize advertiser profit.
We propose a novel concept of a Systemic Optimal Risk Transfer Equilibrium (SORTE), which is inspired by the Bühlmann's classical notion of an Equilibrium Risk Exchange. We provide sufficient general assumptions that guarantee existence, uniqueness, and Pareto optimality of such a SORTE. In both the Bühlmann and the SO…
The enumeration of normal surfaces is a key bottleneck in computational three-dimensional topology. The underlying procedure is the enumeration of admissible vertices of a high-dimensional polytope, where admissibility is a powerful but non-linear and non-convex constraint. The main results of this paper are significan…
New ranking system balances fairness and user utility.
In this paper we introduce a novel method for linear system identification with quantized output data. We model the impulse response as a zero-mean Gaussian process whose covariance (kernel) is given by the recently proposed stable spline kernel, which encodes information on regularity and exponential stability. This s…
This work introduces uncertainty principles to mitigate Maximal Extractable Value in blockchain systems.
The Expectation-Maximization (EM) algorithm is one of the most popular methods used to solve the problem of parametric distribution-based clustering in unsupervised learning. In this paper, we propose to analyze a generalized EM (GEM) algorithm in the context of Gaussian mixture models, where the maximization step in t…
In this note, we study the utility maximization problem on the terminal wealth under proportional transaction costs and bounded random endowment. In particular, we restrict ourselves to the numéraire-based model and work with utility functions only supporting R+. Under the assumption of existence of consistent price sy…
The basic financial purpose of a firm is to maximize its value. An inventory management system should also contribute to realization of this basic aim. Many current asset management models currently found in financial management literature were constructed with the assumption of book profit maximization as basic aim. H…
New AD methods improve likelihood estimation for partially observed systems.
Non-linear systems of differential equations have attracted the interest in fields like system biology, ecology or biochemistry, due to their flexibility and their ability to describe dynamical systems. Despite the importance of such models in many branches of science they have not been the focus of systematic statisti…
Many modern commercial sites employ recommender systems to propose relevant content to users. While most systems are focused on maximizing the immediate gain (clicks, purchases or ratings), a better notion of success would be the lifetime value (LTV) of the user-system interaction. The LTV approach considers the future…
In this paper, we use replica analysis to determine the investment strategy that can maximize the net present value for portfolios containing multiple development projects. Replica analysis was developed in statistical mechanical informatics and econophysics to evaluate disordered systems, and here we use it to formula…
Superintegrable systems on curved manifolds found to have Hessian structures.
We give a description of Nurowski's conformal structure for some examples of bracket-generating rank 2 distributions in dimension 5, aka -distributions, namely the An-Nurowski circle twistor distribution for pairs of surfaces of constant Gauss curvature rolling without slipping or twisting over each other. In …
Assemblies of modular subsystems are being pressed into service to perform sensing, reasoning, and decision making in high-stakes, time-critical tasks in such areas as transportation, healthcare, and industrial automation. We address the opportunity to maximize the utility of an overall computing system by employing re…
Monitoring means to observe a system for any changes which may occur over time, using a monitor or measuring device of some sort. In this paper we formulate a problem of monitoring dates of maximal risk of a financial position. Thus, the systems we are going to observe arise from situations in finance. The measuring de…
We consider the initial boundary value problem for the Einstein vacuum equations in the maximal gauge, or more generally, in a gauge where the mean curvature of a timelike foliation is fixed near the boundary. We prove the existence of solutions such that the normal to the boundary is tangent to the time slices, the la…
Estimates hybrid dynamical systems with polynomial expansions and Markovian switching.
A new framework learns cyclic causal graphs from incomplete data.
We introduce and solve a new type of quadratic backward stochastic differential equation systems defined in an infinite time horizon, called \emph{ergodic BSDE systems}. Such systems arise naturally as candidate solutions to characterize forward performance processes and their associated optimal trading strategies in a…
Work maximization guides machine learning models in adaptive systems.
In this paper we combine our recent work on regular globally hyperbolic maximal anti-de Sitter structures with the classical theory of globally hyperbolic maximal Cauchy-compact anti-de Sitter manifolds in order to define an augmented moduli space. Moreover, we introduce a coordinate system in this space that resembles…
EMODM detects abnormal patterns in complex systems.
Algorithm improves recommendation subset selection in the presence of biases.