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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.

168,695 papers · 148 categories

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3469103137 · Jun 202019922001200920172026
48 results for negative entropy

We consider a smooth closed surface MM of fixed genus 2\geqslant 2 with a Riemannian metric gg of negative curvature with fixed total area. The second author has shown that the topological entropy of geodesic flow for gg is greater than or equal to the topological entropy for the metric of constant negative curvatu…

2017-09-29abs ↗pdf ↗

News novelty predicts negative stock market returns.

problem Negative stock market returns due to increased news novelty.
method Quantified news novelty using entropy measure from recurrent neural network applied to a large news corpus.
result Entropy exposure carries a negative risk premium, indicating that assets positively correlated with entropy hedge aggregate news risk.

Unified interpretation of softmax cross-entropy and negative sampling for knowledge graph embedding.

problem Lack of theoretical relationship between softmax cross-entropy and negative sampling loss functions in knowledge graph embedding.
method Used Bregman divergence to provide a unified interpretation of the two loss functions.
result Theoretical findings for fair comparison of softmax cross-entropy and negative sampling are derived.

Sharp inequality in spaces with non-negative Ricci curvature.

problem Proving a sharp isoperimetric inequality in metric measure spaces.
method Using volume entropy in non-compact metric measure spaces with non-negative synthetic Ricci curvature.
result Proved a sharp dimension-free isoperimetric inequality.

Sharp isoperimetric inequality on Finsler manifolds with non-negative Ricci curvature.

problem Proving an isoperimetric inequality on Finsler metric measure manifolds.
method Defining volume entropy and second Cheeger constant, proving sharp inequality.
result Sharp isoperimetric inequality involving volume entropy and weighted Ricci curvature.

Study on entropy stability in product spaces of negatively curved symmetric spaces.

problem Stability of minimal entropy rigidity in product spaces of negatively curved symmetric spaces.
method Analysis of minimal entropy sequences and proof of intrinsic uniqueness of spherical Plateau solutions.
result Entropy-minimizing sequences converge to the model space after removing subsets whose n-volume converges to zero.

Liouville entropy increases strictly along Ricci flow on surfaces.

problem Understanding the behavior of Liouville entropy under Ricci flow.
method New expression for Liouville entropy derivative, proof of positivity in specific directions.
result Liouville entropy is strictly increasing along normalized Ricci flow for 1/6-pinched metrics.

The paper proves a quantitative rigidity result for spaces with specific curvature bounds.

problem Understanding the rigidity of spaces with almost maximal volume entropy.
method Analyzing Riemannian manifolds and RCD\operatorname{RCD}-spaces with specific curvature conditions.
result Spaces with almost maximal volume entropy are closely related to hyperbolic space forms.

The study examines entropy and pressure at infinity in negatively curved manifolds, linking them to strong positive recurrence.

problem Investigating strong positive recurrence in negatively curved manifolds.
method Defining and comparing entropy and pressure at infinity through different measures.
result Strong positive recurrence potentials admit finite Gibbs measures.

Topological entropy decreases strictly along Ricci flow near hyperbolic metrics.

problem Understanding entropy changes in flows near hyperbolic metrics.
method Analysis of geodesic flow on Riemannian manifolds with variable negative curvature.
result Topological entropy strictly decreases along normalized Ricci flow near hyperbolic metrics.

Bayesian Markowitz portfolio problem shows entropy regularization is ineffective.

problem Entropy regularization in Bayesian Markowitz portfolio optimization.
method Combines continuous-time Bayesian filtering with stochastic policy optimization.
result Entropy regularization does not accelerate learning of unknown drift.

Alexandrov spaces with non-negative curvature are characterized by the matrix displacement convexity of an entropy tensor.

problem Characterizing non-negative curvature in Alexandrov spaces
method Constructing a parallel trivialization of the entropy tensor
result The entropy tensor is matrix displacement convex on Alexandrov spaces

Quantum machine learning uses quantum cross entropy to minimize loss, but measurement loss affects this process.

problem Quantum machine learning's loss minimization through cross entropy is affected by measurement outcomes.
method Defined quantum cross entropy, proved its lower bounds, and investigated its relation to quantum fidelity and likelihood.
result Quantum cross entropy is lower-bounded by negative log-likelihood when derived from quantum data, but measurement outcomes can cause loss.

We find obstructions to the existence of Einstein metrics of non-negative sectional curvature on a smooth closed simply connected manifold of any dimension. The results are achieved by combining the classical Morse theory of the loop space with a new upper bound for the topological entropy of the geodesic flow in terms…

2000-02-22abs ↗pdf ↗

Geodesics in curved spaces spread evenly over time.

problem Equidistribution of geodesics in negatively curved spaces.
method Proving equidistribution of geodesic flow orbits towards measures of maximal entropy and Bowen-Margulis measure.
result Equidistribution of divergent geodesics in negative curvature as their complexity increases.

We prove the following entropy-rigidity result in finite volume: if XX is a negatively curved manifold with curvature b2KX1-b^2\leq K_X \leq -1, then Enttop(X)=n1Ent_{top}(X) = n-1 if and only if XX is hyperbolic. In particular, if XX has the same length spectrum of a hyperbolic manifold X0X_0, the it is isometric to X0X_0 (we a…

2017-02-08abs ↗pdf ↗

Study proves uniqueness of corrugated negatively curved immersions in differential geometry.

problem Negatively curved immersions in differential geometry.
method Relative entropy method applied to Gauss-Codazzi system.
result Uniqueness of smooth isometric immersions within corrugated class.

Empirical evidence suggests that even the most competitive markets are not strictly efficient. Price histories can be used to predict near future returns with a probability better than random chance. Many markets can be considered as {\it favorable games}, in the sense that there is a small probabilistic edge that smar…

1999-01-22abs ↗pdf ↗

ELBO converges to a sum of entropies for many generative models.

problem Understanding the convergence of variational lower bounds in unsupervised learning.
method Analyzing the ELBO for a broad class of generative models, showing it equals a sum of entropies.
result The ELBO is equal to a sum of entropies at stationary points for many generative models.

Study on kk-surfaces in negatively curved 3-manifolds, focusing on energy and entropy.

problem Understanding the growth rate and asymptotic behavior of kk-surfaces in negatively curved 3-manifolds.
method Proved results on the asymptotic behavior of high energy kk-surfaces, including upper bounds and rigidity theorems.
result Determined a rigid upper bound for the growth rate of quasi-Fuchsian kk-surfaces in negatively curved 3-manifolds.

New scalable algorithm for non-negative linear regression with entropy-regularized OT loss.

problem Generalizing task-specific linear models to broader applications.
method Sinkhorn-like scaling iterations for convex penalty and datafit terms.
result Simple multiplicative updates for various penalty and datafit terms.

New approach to portfolio optimization shows entropy regularization is ineffective.

problem Entropy regularization in mean-variance portfolio optimization under drift uncertainty.
method Combining Bayesian filtering and stochastic policy optimization.
result Entropy regularization does not accelerate learning about unknown drift.

Let (M,g) be a compact Riemannian manifold of hyperbolic type, i.e M is a manifold admitting another metric of strictly negative curvature. In this paper we study the geodesic flow restricted to the set of geodesics which are minimal on the universal covering. In particular for surfaces we show that the topological ent…

2013-08-09abs ↗pdf ↗

We empirically investigate the (negative) expected accuracy as an alternative loss function to cross entropy (negative log likelihood) for classification tasks. Coupled with softmax activation, it has small derivatives over most of its domain, and is therefore hard to optimize. A modified, leaky version is evaluated on…

2019-05-01abs ↗pdf ↗

Study non-negative curvature Markov chains, proving entropy contraction.

problem Prove entropy contraction for Markov chains with non-negative curvature.
method Prove 1-step contraction in Wasserstein distance implies 1-step contraction in relative entropy.
result Prove MLSI with constant equal to minimal rate increment for mean-field zero-range process.

A new approach improves numerical tabular data imputation by addressing diffusion models' limitations.

problem Inaccurate and difficult training in numerical tabular data imputation.
method Kernelized Negative Entropy-regularized Wasserstein gradient flow Imputation (KnewImp) based on Wasserstein gradient flow (WGF) framework.
result KnewImp significantly outperforms existing methods in numerical tabular data imputation.

In this paper, we prove the concavity of the Shannon entropy power for the heat equation associated with the Laplacian or the Witten Laplacian on complete Riemannian manifolds with suitable curvature-dimension condition and on compact super Ricci flows. Under suitable curvature-dimension condition, we prove that the ri…

2020-01-02abs ↗pdf ↗

If pricing kernels are assumed non-negative then the inverse problem of finding the pricing kernel is well-posed. The constrained least squares method provides a consistent estimate of the pricing kernel. When the data are limited, a new method is suggested: relaxed maximization of the relative entropy. This estimator …

2003-10-15abs ↗pdf ↗

New method for comparing different mass measures on tree structures using entropy partial transport.

problem Comparing nonnegative measures with different masses on tree structures.
method Entropy Partial Transport (EPT) on extended trees, regularized for fast computation and negative definiteness.
result First closed-form solution for unbalanced OT on tree structures.

Study geodesic flows on hyperbolic manifolds without conjugate points, proving unique measure of maximal entropy.

problem Proving uniqueness of measure of maximal entropy for geodesic flows on specific manifolds.
method Analyzing geodesic flows on closed Riemannian manifolds without conjugate points, using properties of Gromov hyperbolic and residually finite groups.
result Proves geodesic flow has a unique measure of maximal entropy under appropriate assumptions.

We define a (mean curvature flow) entropy for Radon measures in Rn\mathbb{R}^n or in a compact manifold. Moreover, we prove a monotonicity formula of the entropy of the measures associated with the parabolic Allen-Cahn equations. If the ambient manifold is a compact manifold with non-negative sectional curvature and pa…

2018-12-20abs ↗pdf ↗

We show the flexibility of the metric entropy and obtain additional restrictions on the topological entropy of geodesic flow on closed surfaces of negative Euler characteristic with smooth non-positively curved Riemannian metrics with fixed total area in a fixed conformal class. Moreover, we obtain a collar lemma, a th…

2019-02-08abs ↗pdf ↗

The entropy-degree theorem applies to Alexandrov spaces with curvature constraints.

problem Geometric obstructions and volume bounds in singular spaces.
method Developed new degree theorem for Alexandrov spaces using integral currents.
result Entropy-volume minimization prevents metric singularities in Gromov-Hausdorff limits.

New method uses asymmetric Tsallis relative entropy for better risk assessment in financial portfolios.

problem Improving risk assessment for financial portfolios using asymmetric data.
method Generalized Tsallis relative entropy (ATRE) for asymmetric distributions of returns.
result ATRE shows better risk-return profiles, especially during market crashes.

FTRL algorithm with negative entropy regularizer achieves best-of-three-world results for linear bandits.

problem Designing an FTRL algorithm for linear bandits with optimal regret bounds.
method Follow-the-regularized-leader (FTRL) algorithm with negative entropy regularizer.
result Regret bounds achieve the same or nearly the same order as detect-switch type algorithm but with simpler design.