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.
Greedy selection works well in a toy model of independent increments.
The study describes the structure of surfaces with constant mean curvature in 3-manifolds.
Study finds minimum growth rate for surface solutions.
How large can be the width of Riemannian three-spheres of the same volume in the same conformal class? If a maximum value is attained, how does a maximising metric look like? What happens as the conformal class changes? In this paper, we investigate these and other related questions, focusing on the context of Simon-Sm…
We are interested in the maximum value achieved by the systole function over all complete finite area hyperbolic surfaces of a given signature . This maximum is shown to be strictly increasing in terms of the number of cusps for small values of . We also show that this function is greater than a function that…
We augment adversarial training (AT) with worst case adversarial training (WCAT) which improves adversarial robustness by 11% over the current state-of-the-art result in the norm on CIFAR-10. We obtain verifiable average case and worst case robustness guarantees, based on the expected and maximum values of the…
Paper proves rigidity for Ricci solitons with specific conditions.
Paper establishes identifiability conditions for a model with two latent vectors and auxiliary data.
We determine the optimal investment strategy in a Black-Scholes financial market to minimize the so-called {\it probability of drawdown}, namely, the probability that the value of an investment portfolio reaches some fixed proportion of its maximum value to date. We assume that the portfolio is subject to a payout that…
The object of our investigation is a point that gives the maximum value of a potential with a strictly decreasing radially symmetric kernel. It defines a center of a body in Rm. When we choose the Riesz kernel or the Poisson kernel as the kernel, such centers are called a radial center or an illuminating center, respec…
D. Margalit and S. Schleimer found examples of roots of the Dehn twist about a nonseparating curve in a closed orientable surface, that is, homeomorphisms whose nth power is isotopic to the Dehn twist. Our main theorem gives elementary number-theoretic conditions that describe the values of n for which an nth root exis…
In this paper, we shall give a new upper diameter estimate for complete Riemannian manifolds in the case that the Bakry-Émery Ricci curvature has a positive lower bound and the norm of the potential function has an upper bound. Our diameter estimate improves previous ones obtained by Wei and Wylie (J. Differential Geom…
The paper identifies all link projections with isolate-region number one.
We find the maximum mutual information for neural networks and its key determinants.
New electromagnetic curvature defined via Jacobi-Maupertuis, showing positive curvature for non-zero magnetic force.
Parastatistic distribution of a total debt owed to a large number of creditors considered in relation to the duration of these debts. The process of debt calculation depends on the fractal dimension of economic system in which this process takes place. Two actual variants of these dimensions are investigated. Critical …
We investigate the statistical properties of the correlation matrix between individual stocks traded in the Korean stock market using the random matrix theory (RMT) and observe how these affect the portfolio weights in the Markowitz portfolio theory. We find that the distribution of the correlation matrix is positively…
In this paper, we propose a design of a model-free networked controller for a nonlinear plant whose mathematical model is unknown. In a networked control system, the controller and plant are located away from each other and exchange data over a network, which causes network delays that may fluctuate randomly due to net…
Upper bound on CRN reaction rates derived using information geometry.
The paper calculates the Δ-unknotting number for positive pretzel knots.
Many problems in finance are related to first passage times. Among all of them, we chose three on which we contributed personally. Our first example relates Kolmogorov-Smirnov like goodness-of-fit tests, modified in such a way that tail events and core events contribute equally to the test (in the standard Kolmogorov-S…
Deep neural networks were shown to be vulnerable to single pixel modifications. However, the reason behind such phenomena has never been elucidated. Here, we propose Propagation Maps which show the influence of the perturbation in each layer of the network. Propagation Maps reveal that even in extremely deep networks s…
Econophysics and econometrics agree that there is a correlation between volume and volatility in a time series. Using empirical data and their distributions, we further investigate this correlation and discover new ways that volatility and volume interact, particularly when the levels of both are high. We find that the…
This paper generalizes Moody's correlated binomial default distribution for homogeneous (exchangeable) credit portfolio, which is introduced by Witt, to the case of inhomogeneous portfolios. As inhomogeneous portfolios, we consider two cases. In the first case, we treat a portfolio whose assets have uniform default cor…
One of the popular measures of central tendency that provides better representation and interesting insights of the data compared to the other measures like mean and median is the metric mode. If the analytical form of the density function is known, mode is an argument of the maximum value of the density function and o…
We study the performance of various agent strategies in an artificial investment scenario. Agents are equipped with a budget, , and at each time step invest a particular fraction, , of their budget. The return on investment (RoI), , is characterized by a periodic function with different types and leve…
For a hyperbolic link complement with a triangulation, there are hyperbolicity equations of the triangulation, which guarantee the hyperbolic structure of the link complement. In this paper, we explain that the number of the essential solutions of the equations is equal to or bigger than the extension degree of the inv…
A new method selects inducing points to optimize high-throughput Bayesian optimisation.
Deep neural networks achieve optimal classification rates in high dimensions.
Study shows how much information can be learned from sparse signals with limited data.
The paper improves bounds on topological complexity for certain manifolds.
Study examines local extrema and crossing statistics in financial markets.
We advocate Laplacian K-modes for joint clustering and density mode finding, and propose a concave-convex relaxation of the problem, which yields a parallel algorithm that scales up to large datasets and high dimensions. We optimize a tight bound (auxiliary function) of our relaxation, which, at each iteration, amounts…
The study identifies assets with local balance deviating from global balance to mitigate financial risk.
Two key challenges in underlay dynamic spectrum access (DSA) are how to establish an interference limit from the primary network (PN) and how cognitive radios (CRs) in the secondary network (SN) become aware of the interference they create on the PN, especially when there is no exchange of information between the two n…
LIQSS method improves accuracy and efficiency for power system simulations.
We develop the theory of maximal representations of the fundamental group of a compact connected oriented surface with boundary, into a group of Hermitian type. For any such representation we define the Toledo invariant, for which we establish properties such as uniform boundedness on the representation variety, additi…
Max-convolution is an important problem closely resembling standard convolution; as such, max-convolution occurs frequently across many fields. Here we extend the method with fastest known worst-case runtime, which can be applied to nonnegative vectors by numerically approximating the Chebyshev norm $\| \cdot \|_\infty…
Decouples critic chunk length from policy to improve policy reactivity and performance.
Novel MOBO method for risk measures under input uncertainty.
EDD uses entropy of distance distributions to cluster unlabeled data.
Novel oracle-type inequality for logistic loss in DNNs achieves sharp convergence rates.