arXiv research

Designing deterministic denominators for SGLD stabilizes large drifts.

The paper proves a free product decomposition for congruence subgroups with constraints.

This paper explores BTC-denominated prediction markets to avoid stablecoin opportunity costs.

Paper proposes a new method to stabilize noisy gradient algorithms.

The integrality of the Kontsevich integral and perturbative invariants is discussed. We show that the denominator of the degree $n$ part of the Kontsevich integral of any knot or link is a divisor of $(2!3!... n!)^4(n+1)!$. We also show that the denominator of of the degree $n$ part of the universal perturbative invari…

A continuous-path semimartingale market model with wealth processes discounted by a riskless asset is considered. The numeraire portfolio is the unique strictly positive wealth process that, when used as a benchmark to denominate all other wealth, makes all wealth processes local martingales. It is assumed that the num…

It is known that Garside groups are strongly translation discrete. In this paper, we show that the translation numbers in a Garside group are rational with uniformly bounded denominators and can be computed in finite time. As an application, we give solutions to some group-theoretic problems.

Option written on several foreign exchange rates (FXRs) depends on correlation between the rates. To evaluate the option, historical estimates for correlations can be used but usually they are not stable. More significantly, pricing of the option using these estimates is usually inconsistent to the traded vanilla contr…

We reprove and extend a result of David Krebes (J. Knot Theory Ramif. 8 (1999), 321-352) giving an obstruction to embedding a tangle T into a link L. Closing the tangle up in the two obvious ways gives rise to two links, the numerator and denominator links n(T) and d(T). Applying a homological argument to the 2-fold br…

We give an explicit formula for the Jones polynomial of any rational link in terms of the denominators of the canonical continued fraction of the slope of the given rational link.

A rational link may be represented by any of the (infinitely) many link diagrams corresponding to various continued fraction expansions of the same rational number. The continued fraction expansion of the rational number in which all signs are the same is called a {\em nonalternating form} and the diagram corresponding…

We give (1) an upper bound on the denominators of numerical boundary slopes and (2) an upper bound on the differences between two numerical boundary slopes, for Montesinos knot exteriors.

We refine a Le and Murakami uniqueness theorem for the Kontsevich Integral in order to specify the relationship between the two (possibly equal) main universal link invariants: the Kontsevich Integral and the perturbative expression of the Chern-Simons theory. As a corollary, we prove that the Altschuler and Freidel an…

GradaGrad adapts learning rate non-monotonically, overcoming AdaGrad's step size decrease.

For common people, in contrast to brokers, bankers, and those who play on rising and falling prices of stocks, the stock market law is based on the simple fact that the depositors aim for financial profit at any given concrete stage. The common depositor cannot cause any significant variations in prices. This concept s…

Let $q\in\mathbb{C}$, let \[a=\begin{pmatrix} 1&0\\1&1\end{pmatrix},\quad b_q=\begin{pmatrix} 1&q\\0&1\end{pmatrix},\] and let $G_q<\mathrm{SL}_2(\mathbb{C})$ be the group generated by $a$ and $b_q$. In this paper, we study the problem of determining when the group $G_q$ is not free for $|q|<4$ rational. We give a robu…

We show that every nonzero integer occurs in the denominator of a boundary slope for infinitely many (1,1)-knots and that infinitely many (1,1)-knots have boundary slopes of arbitrarily small difference. Specifically, we prove that for any integers m, n > 1 with n odd the exterior of the Montesinos knot K(-1/2, m/(2m \…

Study shows demonetization strengthened Indian currency and stock market.

Computes Kauffman bracket polynomial for specific 2-tangle shadows.

Study on finiteness property of right-angled Artin groups actions on extension graphs.

The quotient of random variables with normal distributions is examined and proven to have have power law decay, with density $f\left( x\right) \simeq f_{0}x^{-2}$, with the coefficient depending on the means and variances of the numerator and denominator and their correlation. We also obtain the conditional probability…

New financial ratios using compositional data improve analysis of firm health.

RELTA-SGLD stabilizes nonconvex SGLD updates with a lighter taming scheme.

Abstract framework for cross-currency interest rate contracts.

Develops a new theory of localization in algebraic geometry.

New knots found with specific slope properties.

The perturbative Chern-Simons theory for knots in Euclidean space is a linear combination of integrals on configuration spaces. This has been successively studied by Bott and Taubes, Altschuler and Freidel, and Yang. We study it again in terms of degree theory, with a new choice of compactification. This paper is self-…

AdamS uses momentum as a denominator to optimize LLMs efficiently.

Study slopes in 3-manifolds, proving conjectures about knots.

Formula derived for Bott-Chern classes in complex blow-ups.

The paper finds new metrics for geodesic flows with rational integrals.

Study on collateral currency impact in differential swaps valuation.

For node level graph encoding, a recent important state-of-art method is the graph convolutional networks (GCN), which nicely integrate local vertex features and graph topology in the spectral domain. However, current studies suffer from several drawbacks: (1) graph CNNs relies on Chebyshev polynomial approximation whi…

Siegel's paradox is a fundamental question in international finance about exchange rates for futures contracts and has puzzled many scholars for over forty years. The unorthodox approach presented in this article leads to an arbitrage-free solution which is invariant under currency re-denominations and is symmetric, as…

The paper predicts an Efficient Market Property for the equity market, where stocks, when denominated in units of the growth optimal portfolio (GP), have zero instantaneous expected returns. Well-diversified equity portfolios are shown to approximate the GP, which explains the well-observed good performance of equally …

In this paper, we try to uncover the second-order essence of several first-order optimization methods. For Nesterov Accelerated Gradient, we rigorously prove that the algorithm makes use of the difference between past and current gradients, thus approximates the Hessian and accelerates the training. For adaptive method…

In this paper, we consider the formal power series whose n-th coefficient is the number of copies of a given finite graph in the ball of radius n centred at the identity element in the Cayley graph of a finitely generated group and call it the growth function. Epstein, Iano-Fletcher and Uri Zwick proved that the growth…

In the forthcoming ISDA Standard Credit Support Annex (SCSA), the trades denominated in non-G5 currencies as well as those include multiple currencies are expected to be allocated to the USD silo, where the contracts are collateralized by USD cash, or a different currency with an appropriate interest rate overlay to ac…

Study of algebraic dynamics on Markov cubics in tropical geometry.

Intuitively, the default risk of a single borrower is higher when her or his assets and debt are denominated in different currencies. Additionally, the default dependence of borrowers with assets and debt in different currencies should be stronger than in the one-currency case. By combining well-known models by Merton …

Unified framework for estimating density ratios in causal inference.

Sparse Bayesian learning improves rational approximations for complex-valued models.

Simplified A-polynomial calculation for twisted knots.

Optimizes cryptocurrency trading pairs for efficiency and decentralization.

Zagier's conjecture on knot invariants is proven for irrationals, with applications to quantum modular forms.

The study uses CoDa to analyze family business financial ratios, highlighting methodological issues.

The paper studies magnetic geodesic flows on 2-surfaces with integrable structures.

The regulator is interested in proposing a capital adequacy test by specifying an acceptance set for firms' capital positions at the end of a given period. This set needs to be surplus-invariant, i.e., not to depend on the surplus of firms' shareholders, because the test means to protect firms' liability holders. We pr…