DeepUnifiedMom uses deep learning to create better momentum portfolios.
problem Lack of unified momentum portfolios across different time frames.
method Multi-task learning with multi-gate mixture of experts.
result DeepUnifiedMom outperforms benchmark models in diverse asset classes.
The paper studies eigenvalues and Green functions for various domains.
problem Analyzing eigenvalues and Green functions for different domains.
method Using spectral identities, iteration of the Green operator, and explicit formulas.
result Explicit formulas for the first eigenvalue of bounded domains.
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.
In this paper, we extend the Hijazi type inequality, involving the Energy-Momentum tensor, to the eigenvalues of the Dirac operator on complete Riemannian Spinc manifolds without boundary and of finite volume. Under some additional assumptions, using the refined Kato inequality, we prove the Hijazi type inequality f…
We uniquely and explicitly reconstruct the instantaneous intrinsic metric of the Kerr-Newman Event Horizon from the spectrum of its Laplacian. In the process we find that the angular momentum parameter, radius, area; and in the uncharged case, mass, can be written in terms of these eigenvalues. In the uncharged case th…
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.
Memory affects the convergence of stochastic optimization methods.
problem The impact of memory on the convergence of stochastic optimization methods.
method Using stochastic differential equations (SDEs) to study the role of memory in gradient-based algorithms.
result A flexible discrete-time algorithm with better stability properties than classical momentum.
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.
Empirical study on SGD hyperparameters and adversarial robustness.
problem Effect of SGD hyperparameters on adversarial robustness and generalization.
method Empirical observation of learning rate, batch size, and momentum effects on adversarial robustness and generalization.
result Constant learning rate to batch size ratio leads to good generalization and almost constant adversarial robustness.
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 …
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.
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%.
This paper presents generalized momentum mappings for covariant Hamiltonian field theories. The new momentum mappings arise from a generalization of symplectic geometry to LVY, the bundle of vertically adapted linear frames over the bundle of field configurations Y. Specifically, the generalized field momentum obs…
Momentum ResNets improve ResNets' memory efficiency.
problem Memory inefficiency in deep residual neural networks (ResNets).
method Adding a momentum term to the forward rule of ResNets to make them invertible.
result Momentum ResNets can learn any linear mapping up to a multiplicative factor, improving memory efficiency.
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.
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…
We introduce various quantitative and mathematical definitions for price momentum of financial instruments. The price momentum is quantified with velocity and mass concepts originated from the momentum in physics. By using the physical momentum of price as a selection criterion, the weekly contrarian strategies are imp…
DEAM optimizes momentum weights dynamically to improve deep learning model training.
problem Errors in momentum weights propagate errors in optimization algorithms like ADAM.
method DEAM computes adaptive momentum weights based on discriminative angles, reducing hyperparameters and introducing a backtrack term.
result DEAM achieves faster convergence rates in both convex and non-convex deep learning model training.
Sparse learning speeds up neural network training without sacrificing accuracy.
problem Training deep neural networks efficiently while maintaining performance.
method Sparse momentum algorithm that redistributes and grows weights based on momentum magnitude.
result State-of-the-art sparse performance on various datasets with up to 5.61x faster training.
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.
New algorithm Momentum-QNG improves optimization of quantum circuits.
problem Optimizing variational quantum circuits to avoid local minima.
method Applied Langevin dynamics to QNG, introducing momentum term.
result Momentum-QNG outperforms basic QNG and other optimizers.
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.
Chinese stock market shows time series momentum and contrarian effects over different periods.
problem Analyzing momentum and contrarian effects in Chinese stock market performance.
method Examined time series momentum and contrarian strategies applied to major indices in China.
result Time series momentum effect in short run, contrarian effect in long run, performance dependent on look-back and holding periods.
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.
SMG combines shuffling and momentum for non-convex optimization.
problem Non-convex finite-sum optimization problems.
method Shuffling Gradient-based method with momentum.
result Established state-of-the-art convergence rates for SMG.
ADINE uses adaptive higher momentum to speed up convergence.
problem Optimization of deep neural networks.
method Adaptive higher momentum in stochastic gradient descent.
result ADINE helps converge faster without increasing generalization error.
Contact manifolds' momentum polytopes are convex.
problem Understanding the structure of contact manifolds.
method Using isomorphism to toric varieties.
result Momentum polytopes of contact manifolds are convex.
GMC uses global momentum for sparse communication in distributed learning.
problem Latency and bandwidth limitations in network communication for large-scale deep learning models.
method GMC utilizes global momentum for sparse communication in DMSGD, improving convergence and accuracy.
result GMC and GMC+ achieve higher test accuracy and faster convergence compared to local momentum methods.
The paper analyzes momentum variants of various stochastic optimization methods.
problem Improving the convergence rates of stochastic optimization methods.
method Stochastic gradient descent, Newton, proximal point, and subspace ascent methods with momentum.
result Global linear convergence rates for various measures of success.
New method shows stochastic momentum can converge quickly on optimization problems.
problem Improving convergence of stochastic optimization methods.
method Stochastic heavy ball momentum with minibatching.
result Stochastic heavy ball momentum retains fast linear rate on quadratic problems.
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.
The paper investigates momentum and liquidity in crypto markets.
problem Exploring the relationship between momentum effects and liquidity in cryptocurrency markets.
method Formed and rebalanced portfolios based on momentum-liquidity bivariate sorts across various cryptocurrencies over time.
result Strong momentum effect in the most liquid cryptocurrencies supports herding behavior theories.
One has not any conventional energy-momentum conservation law in Lagrangian field theory, but relations involving different stress-energy-momentum tensors associated with different connections. It is not obvious how to choose the true energy-momentum tensor. This problem is solved in the framework of the multimomentum …
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.
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.
Momentum improves deep learning generalization by stabilizing noise and learning features.
problem Improving generalization in deep learning models.
method Empirical and theoretical analysis of gradient descent with momentum (GD+M) vs. gradient descent (GD) in binary classification tasks.
result GD+M outperforms GD in generalization, especially in datasets with shared features and varying margins.
Generalizes momentum sections to higher-dimensional gauged sigma models.
problem Understanding momentum sections in Hamiltonian mechanics and sigma models.
method Introduces a generalization of momentum sections on pre-multisymplectic manifolds.
result Shows a connection between constrained Hamiltonian systems and gauged sigma models.
Generalizes momentum map to Courant algebroid for constrained mechanics.
problem Generalizing momentum map to new geometric structures.
method Generalized momentum section on Lie algebroid to Courant algebroid, constructed cohomological formulations.
result Identified momentum section in constrained Hamiltonian mechanics with Courant algebroid symmetry.
Momentum SGD fails to track nonstationary optima due to drift amplification.
problem Tracking nonstationary optima in stochastic optimization.
method Theoretical analysis of SGD and momentum variants under strong convexity and smoothness.
result Momentum incurs a drift-amplification penalty that diverges as the momentum parameter approaches 1, leading to systematic lag.
A new accelerated method with simpler momentum update rules.
problem Optimizing parameters in machine learning models.
method Proposes a novel accelerated stochastic gradient method with simpler momentum update rules.
result The method outperforms Sgdm and Adam in practical problems.
New method uses momentum to converge in DC optimization with small batches.
problem Lack of convergence properties for stochastic difference-of-convex optimization with small batch sizes.
method Introduces momentum to enable convergence under standard assumptions for any batch size.
result Proves convergence of the algorithm under smoothness and bounded variance assumptions.
Dynamic econometric models improve trading signals in momentum strategies.
problem Static momentum strategies are inefficient; dynamic models enhance accuracy.
method Dynamic binary classifier model to learn time-varying momentum importance.
result Dynamic classifier outperforms traditional naive time series momentum strategy.
Stochastic proximal point algorithm with momentum converges faster and is more stable than standard methods.
problem Improving convergence and stability of stochastic optimization methods.
method Developed and analyzed the convergence and stability of the stochastic proximal point algorithm with momentum (SPPAM).
result SPPAM converges faster and is more stable than standard stochastic proximal point algorithm (SPPA) and stochastic gradient descent with momentum (SGDM).
Formulae for mass and angular momentum transformations under BMS transformations derived from curvature and metric.
problem Deriving transformation formulae for mass and angular momentum under BMS transformations.
method Two approaches: from curvature tensor and metric coefficients.
result Exact expressions for Drey-Streubel angular momentum of a general section.
Negative momentum accelerates convergence in minimax games but at a suboptimal rate.
problem The convergence rate of negative momentum in minimax games is suboptimal.
method Extending variational inequality formulation, connecting momentum method with Chebyshev polynomials.
result Negative momentum accelerates convergence locally but at a suboptimal rate.
Unified framework for optimizing faster using momentum and Nesterov's method.
problem Optimizing faster in gradient-based methods.
method Regularized Gradient Descent as a new algorithm.
result Regularized Gradient Descent converges faster than Nesterov's and classical momentum.