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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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18375573 · May 202619922001200920172026
48 results for momentum decay

We found that factors decay over time, with momentum fitting best.

problem Understanding how factors decay over time and their impact on performance.
method Derived a hyperbolic decay model for factors, tested against linear and exponential alternatives.
result Momentum exhibits hyperbolic decay, outperforming linear and exponential models.

Demon improves neural network training with a decaying momentum approach.

problem Improving neural network training efficiency and robustness.
method Proposes a decaying momentum ( extsc{Demon}) rule for neural network optimization.
result Demon achieves the highest number of Top-1 and Top-3 finishes across various settings and architectures.

Polyak-Ruppert CLT for SA-Adam with momentum and non-convergent adaptive preconditioning

problem Adaptive optimizers combining momentum and non-convergent preconditioning
method Proving positive drift stability and a non-autonomous Polyak-Ruppert CLT for SA-Adam
result The iterate-marginal covariance is exactly the plain stochastic gradient descent (SGD) sandwich

Stochastic momentum methods trade compute efficiency for serial runtime.

problem Stochastic momentum methods trade compute efficiency for serial runtime.
method Stochastic HB and ASGD for consistent linear regression with Gaussian covariates.
result HB preserves SGD-level CE over a larger batch-size window, allowing larger batches to reduce serial runtime until HB reaches its deterministic accelerated scale.

It is common practice to decay the learning rate. Here we show one can usually obtain the same learning curve on both training and test sets by instead increasing the batch size during training. This procedure is successful for stochastic gradient descent (SGD), SGD with momentum, Nesterov momentum, and Adam. It reache…

2017-11-01abs ↗pdf ↗

AdamNX improves Adam's stability by adjusting its learning rate.

problem Adam's tendency to converge to non-flat minima in large-scale models.
method Proposes a novel exponential decay mechanism for Adam's second-order moment estimate.
result AdamNX outperforms Adam and its variants in stability and performance.

The paper analyzes dynamics of momentum in high dimensions with sparse updates.

problem Theoretical analysis of momentum dynamics in high-dimensional sparse settings.
method Theoretical analysis of two models: least squares with sparse inputs and logistic regression with a rare class.
result Characterization of high-dimensional limits of momentum dynamics and phase structure.

Study shows momentum-based optimizers like Muon and MomentumGD bias towards KKT points in smooth homogeneous models.

problem Understanding the implicit bias of momentum-based optimizers on smooth homogeneous models.
method Analysis of Muon, MomentumGD, Signum, and Adam optimizers under decaying learning rate schedules.
result Momentum-based optimizers approximate steepest descent trajectories and bias towards KKT points of margin maximization problems.

Study on massless Vlasov equation on Reissner-Nordström spacetimes, showing decay rates and non-decay phenomena.

problem Analyzing decay and non-decay rates of solutions to the massless Vlasov equation on Reissner-Nordström spacetimes.
method Quantitative analysis of geodesic flow and comparison to wave equation instability results.
result Exponential decay rates in subextremal cases and polynomial rates in extremal cases, with non-decay of transversal derivatives in extremal cases.

AdamP optimizes momentum-based optimizers for scale-invariant weights, improving model performance.

problem Premature decay of effective step sizes in momentum-based optimizers for scale-invariant weights.
method Proposes SGDP and AdamP to eliminate the radial component at each optimizer step, preserving convergence properties.
result Uniform gains across multiple benchmarks, improving model performance.

New proof removes decay assumptions for spacetime positive mass theorem.

problem Proving the rigidity of the spacetime positive mass theorem without additional decay assumptions.
method Uses spacetime harmonic functions and Liouville's theorem, and an alternative proof based on Killing development.
result Removes additional decay assumptions for the spacetime positive mass theorem.

The momentum ray transform IkI^k integrates a rank mm symmetric tensor field ff over lines of Rn{\R}^n with the weight tkt^k: $ (I^k\!f)(x,ξ)=\int_{-\infty}^\infty t^kłf(x+tξ),ξ^m\r\,dt. $ We give the range characterization for the operator f(I0 ⁣f,I1 ⁣f,,Im ⁣f)f\mapsto(I^0\!f,I^1\!f,\dots, I^m\!f) on the Schwartz space of rank mm smo…

2019-09-17abs ↗pdf ↗

Future stability of FLRW solutions in expanding 3D space is shown for compact perturbations.

problem Future stability of expanding FLRW solutions with spatial topology R^3.
method Nonlinear stability analysis of spherically symmetric perturbations.
result Decay rates of energy momentum tensor components compared to Minkowski space.

Polyak's momentum accelerates training of neural networks.

problem Understanding and explaining the acceleration effect of Polyak's momentum in neural network training.
method Modular analysis of Polyak's momentum for training wide ReLU networks and deep linear networks.
result Polyak's momentum achieves an accelerated linear rate of (1Θ(1κ))t(1-Θ(\frac{1}{\sqrt{κ'}}))^t for training wide ReLU networks and deep linear networks.

Study reveals dynamics of neural networks with normalization, weight decay, and SGD.

problem Understanding the equilibrium condition in Spherical Motion Dynamics (SMD).
method Investigates SMD by exploring the cause of equilibrium condition, introducing assumptions, proposing angular update, and verifying theoretical results.
result Proves weight norm and angular update can converge at linear rate under given assumptions.

We study coordinate-invariance of some asymptotic invariants such as the ADM mass or the Chruściel-Herzlich momentum, given by an integral over a "boundary at infinity". When changing the coordinates at infinity, some terms in the change of integrand do not decay fast enough to have a vanishing integral at infinity; bu…

2010-12-16abs ↗pdf ↗

In several recently proposed stochastic optimization methods (e.g. RMSProp, Adam, Adadelta), parameter updates are scaled by the inverse square roots of exponential moving averages of squared past gradients. Maintaining these per-parameter second-moment estimators requires memory equal to the number of parameters. For …

2018-04-11abs ↗pdf ↗

A technique identifies memoryless algorithms approximating memory-dependent optimization methods.

problem Understanding how memory in optimization algorithms affects loss and generalization.
method Introducing a general technique to replace past iterates with the current one and adding a correction term.
result Lion does not have the same implicit anti-regularization as AdamW, explaining its better generalization performance.

SGDm with fixed step-size diverges under covariate shift, similar to a parametric oscillator.

problem SGDm with fixed step-size diverges under covariate shift.
method Approximated learning system as a time-varying system of ODEs and characterized divergence/convergence modes.
result SGDm with fixed step-size can diverge under covariate shift, similar to resonance in oscillators.

Closed and broken electromagnetic orbits in Kerr-Newman spacetime

problem Constructing closed and broken electromagnetic orbits in the Kerr-Newman spacetime
method Constructing smooth closed electromagnetic orbits tangent to the axial Killing field and proving the existence of spherical electromagnetic orbits
result Proving the existence of spherical electromagnetic orbits and constructing closed broken electromagnetic orbits

A new optimizer d-AmsGrad improves deep learning for robot learning in non-stationary problems.

problem Noise and outliers in real-world data make deep learning challenging for robot learning.
method Proposed an improved version of AmsGrad optimizer that slowly decays the maximum second momentum to adapt to non-stationary problems.
result The new optimizer outperformed baseline optimizers in robotics problems.

Deep Neural Network (DNN) is powerful but computationally expensive and memory intensive, thus impeding its practical usage on resource-constrained front-end devices. DNN pruning is an approach for deep model compression, which aims at eliminating some parameters with tolerable performance degradation. In this paper, w…

2019-09-27abs ↗pdf ↗

Paper solves Einstein vacuum equations gluing problem with applications.

problem Solving characteristic gluing problem for Einstein vacuum equations.
method Codimension-10 gluing construction, relating charges to ADM energy, and localized version.
result Asymptotically flat data can be glued to Kerr spacetime with 10 charges.

The study finds that factor momentum is significant only at short lags compared to stock momentum.

problem Investigating the relationship between factor momentum and stock momentum.
method Replicated earlier findings and conducted a spanning test controlling for stock momentum and factor exposure.
result Factor momentum is significant only at short lags after controlling for stock momentum and factor exposure.

Recent literature on deep neural networks for tagging of highly energetic jets resulting from top quark decays has focused on image based techniques or multivariate approaches using high-level jet substructure variables. Here, a sequential approach to this task is taken by using an ordered sequence of jet constituents …

2017-04-07abs ↗pdf ↗

We test the price momentum effect in the Korean stock markets under the momentum universe shrinkage to subuniverses of the KOSPI 200. Performance of the momentum strategy is not homogeneous with respect to change of the momentum universe. It is found that some submarkets generate the higher momentum returns than other …

2012-11-28abs ↗pdf ↗

Introduces homotopy momentum sections on multisymplectic manifolds.

problem No specific problem stated; focuses on introducing a new concept.
method Introduces a new concept of homotopy momentum sections on multisymplectic manifolds.
result Shows that a gauged nonlinear sigma model with Wess-Zumino term has homotopy momentum section structure.

MuonEq improves training of matrix-valued parameters by rebalancing momentum before orthogonalization.

problem Training matrix-valued parameters with orthogonalized-update optimizers like Muon.
method MuonEq introduces three lightweight pre-orthogonalization equilibration schemes: two-sided row/column normalization (RC), row normalization (R), and column normalization (C).
result Row/column normalization acts as a zeroth-order surrogate for whitening and improves the geometry seen by orthogonalization.

Customer momentum is a positive relationship between a firm's returns and past returns of its customers.

problem Understanding the relationship between a firm's returns and its customers' past returns.
method Examined customer momentum using a long-short equally-weighted decile portfolio and Fama-French factor models.
result Customer momentum generates significant monthly returns and is statistically significant.

Massless Majorana spinors cannot exist in Kerr spacetime under certain conditions.

problem Existence of massless Majorana spinors in Kerr spacetime.
method Analyzing Dirac equation and separating it into radial and angular equations; proving nonexistence under specific conditions.
result Massless Majorana spinors can only exist if angular momentum a=0a=0 and spacetime reduces to Schwarzschild spacetime.

The paper analyzes and improves a deep learning optimization technique using matrix gradient orthogonality.

problem Improving deep learning training through more effective optimization methods.
method Develops a stochastic non-Euclidean trust-region gradient method for deep learning optimization.
result Proves state-of-the-art convergence results for the proposed algorithm in various scenarios.

This paper examines momentum spillover across multiple asset classes using only pricing data.

problem Challenges in studying momentum spillover across diverse asset classes due to lack of common characteristics.
method Utilised a linear and interpretable graph learning model to reveal momentum spillover network.
result Network momentum strategy yields a Sharpe ratio of 1.5 and an annual return of 22%.

The paper analyzes how hyperparameters affect SGD with momentum's convergence rate.

problem The role of hyperparameters in SGD with momentum's convergence rate.
method Theoretical analysis using a hyperparameters-dependent stochastic differential equation (hp-dependent SDE).
result The optimal linear rate of convergence depends on both the learning rate and the momentum coefficient.