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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.

168,786 papers · 148 categories

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48 results for momentum space

The paper extends a theorem about momentum maps to singular symplectic spaces.

problem Extending a theorem about momentum maps to singular symplectic spaces.
method Using integral affine stratification and equivariant locally trivial fibrations, the paper extends the linear variation theorem to singular values of the momentum map.
result Cohomology classes of symplectic forms on reduced spaces vary linearly within strata.

The paper examines geometric curvatures in generalized Riemannian spaces.

problem Understanding the physical meaning of scalar curvatures in generalized Riemannian spaces.
method Developed Madsen's formulae for pressures and energy-densities, analyzed with different concepts of generalized Riemannian spaces.
result Linearities of energy-momentum tensor, pressure, energy-density, and state-parameter are examined.

This paper presents generalized momentum mappings for covariant Hamiltonian field theories. The new momentum mappings arise from a generalization of symplectic geometry to LVYL_VY, the bundle of vertically adapted linear frames over the bundle of field configurations YY. Specifically, the generalized field momentum obs…

2001-11-21abs ↗pdf ↗

The paper studies momentum-based minimization for Ginzburg-Landau on Euclidean spaces and graphs.

problem Minimizing the Ginzburg-Landau functional on Euclidean spaces and graphs.
method Momentum-based minimization using a convex-concave splitting-based FISTA-type time discretization.
result Momentum can lead to faster convergence if the time step size is large but not too large.

There exist three main approaches to reduction associated to canonical Lie group actions on a symplectic manifold, namely, foliation reduction, introduced by Cartan, Marsden-Weinstein reduction, and optimal reduction, introduced by the authors. When the action is free, proper, and admits a momentum map these three appr…

2005-01-07abs ↗pdf ↗

The paper examines properties of WW-curvature tensor in relativistic space-times.

problem Investigating the properties and implications of the WW-curvature tensor in relativistic space-times.
method Analyzing the semi-symmetry and divergence properties of the energy-momentum tensor in relation to the WW-curvature tensor.
result Space-times with specific properties of the WW-curvature tensor are classified as Einstein or Codazzi type.

A new method uses trivialized momentum to generate data on Lie groups.

problem Generating data on Lie groups with high fidelity and efficiency.
method Introducing an auxiliary momentum variable that stays in a fixed vector space, and using a manifold preserving integrator.
result Achieves state-of-the-art performance on protein and RNA torsion angle generation and high-dimensional Lie groups.

This paper analyzes momentum Q-learning with finite-sample guarantees.

problem Improving Q-learning performance with momentum schemes.
method Proposes MomentumQ algorithm integrating Nesterov and Polyak's momentum schemes, analyzes convergence for function approximations.
result Establishes finite-sample convergence rates for MomentumQ, demonstrating better performance than vanilla Q-learning.

In this paper we develope a theory of reduction for classical systems with Poisson Lie groups symmetries using the notion of momentum map introduced by Lu. The local description of Poisson manifolds and Poisson Lie groups and the properties of Lu's momentum map allow us to define a Poisson reduced space.

2011-06-20abs ↗pdf ↗

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.

New approach classifies rotational Weingarten surfaces in Lorentz-Minkowski space.

problem Classifying rotational Weingarten surfaces in Lorentz-Minkowski space.
method Using geometric linear momentum of generatrix curves with respect to axes of revolution.
result Unified framework for three causal types of rotation axes.

Characterizes the range of a tensor field transform in Schwartz space.

problem Range characterization of a tensor field transform in Schwartz space.
method Differential and integral equations for characterizing the range in different dimensions.
result Range characterization for the operator on Schwartz space of rank m tensor fields.

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.

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.

In this paper we prove rigidity theorems for Poisson Lie group actions on Poisson manifolds. In particular, we prove that close infinitesimal momentum maps associated to Poisson Lie group actions are equivalent using a normal form theorem for SCI spaces. When the Poisson structure of the acted manifold is integrable, t…

2014-10-20abs ↗pdf ↗

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%.

Generalizes energy-momentum method for non-autonomous Hamiltonian systems.

problem Stability analysis of non-autonomous Hamiltonian systems with symmetries.
method Develops a new approach to relative equilibrium points and stability conditions for non-autonomous systems.
result Conditions ensuring stability of relative equilibrium points in non-autonomous Hamiltonian systems.

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.

Study norm-squared of momentum map in infinite dimensions with applications to symplectic geometry.

problem Understanding the norm-squared of the momentum map in infinite-dimensional settings.
method Calculation of Hessian, decomposition of stabilizer, application to symplectic and complex structures.
result Positive semi-definiteness of Hessian along complexified orbit and new central extensions of symplectomorphism group.

We generalize various symplectic reduction techniques to the context of the optimal momentum map. Our approach allows the construction of symplectic point and orbit reduced spaces purely within the Poisson category under hypotheses that do not necessarily imply the existence of a momentum map. We construct an orbit red…

2002-06-28abs ↗pdf ↗

We give a detailed discussion about existence and uniqueness of Lu's momentum map. More precisely, we introduce the infinitesimal momentum map, and we study its properties. This allows us to describe the theory of reconstruction of the momentum map from the infinitesimal one. We provide the conditions for the uniquenes…

2012-08-07abs ↗pdf ↗

The paper analyzes how momentum affects convergence in stochastic gradient methods.

problem Lack of clear understanding of momentum's impact on convergence and performance.
method Unified analysis of several popular algorithms using the QHM formulation.
result Provides practical guidelines for setting learning rate and momentum parameters.

Adapting momentum from optimization to reinforcement learning.

problem Improving the convergence and stability of reinforcement learning algorithms.
method Introducing Momentum Value Iteration (MoVI) by incorporating an average of consecutive state-action value functions, inspired by the concept of momentum in optimization.
result MoVI improves the convergence and stability of reinforcement learning algorithms, as demonstrated by experiments on Atari games.

A HMM for intraday momentum trading reduces lagging and incorporates side information.

problem Time-lagging in existing momentum trading models leads to incorrect momentum signals.
method State space formulation with latent momentum states, cross-validation for state estimation, and Bayesian inference for prediction.
result The model reduces lagging and accurately predicts market changes.

Super-acceleration of gradient descent with momentum improves loss function minimization.

problem Minimizing loss functions in machine learning.
method Extending Nesterov acceleration by using gradients at multiple steps ahead.
result Super-acceleration of the momentum algorithm is beneficial for various loss landscapes and tasks.

Momentum speeds up evolutionary processes in machine learning.

problem Accelerating convergence in evolutionary dynamics.
method Combining momentum from machine learning with evolutionary dynamics using information divergences as Lyapunov functions.
result Momentum accelerates convergence of evolutionary dynamics, including the replicator equation and Euclidean gradient descent.

INO learns physical models with momentum conservation laws.

problem Learning physical models without preserving fundamental laws.
method Designing an invariant neural operator that automatically satisfies momentum conservation laws.
result The model learns complex material behaviors and achieves state-of-the-art accuracy and efficiency.

The paper explores symmetries and conserved charges on pre-symplectic manifolds.

problem Analyzing conserved charges on solutions of Hamiltonian field theories.
method Using pre-symplectic structures and Gotay's coisotropic embedding theorem, the paper deals with gauge theories and examples like Electrodynamics and Klein-Gordon theory.
result Emergence of the energy-momentum tensor algebra of conserved currents.

Unified model learns from both time-series and cross-sectional momentum features.

problem Separate time-series and cross-sectional momentum strategies do not consider concurrent relationships.
method Spatio-Temporal Momentum strategies using neural networks to combine both types of momentum.
result Simple neural network with single fully connected layer generates trading signals for all assets.