arXiv research

ERDMD discovers sparse, nonuniformly timed DMD models from chaotic attractors.

Hierarchical GANs reduce anomaly detection costs.

New property identifies arithmetic lattices from nonuniform lattices.

This paper studies the covolumes of nonuniform arithmetic lattices in PU(n, 1). We determine the smallest covolume nonuniform arithmetic lattices for each n, the number of minimal covolume lattices for each n, and study the growth of the minimal covolume as n varies. In particular, there is a unique lattice (up to conj…

New approach to nonuniform learnability using measure theory.

The Besson-Courtois-Gallot theorem is proven for noncompact finite volume Riemannian manifolds. In particular, no bounded geometry assumptions are made. This proves the minimal entropy conjecture for nonuniform rank one lattices.

Nonuniform tubular neighborhoods of curves in Euclidean n-space are studied by using weighted distance functions and generalizing the normal exponential map. Different notions of injectivity radii are introduced to investigate singular but injective exponential maps. A generalization of the thickness formula is obtaine…

New geometric theory explains nonuniform origami responses.

For any n>1 we determine the uniform and nonuniform lattices of the smallest covolume in the Lie group Sp(n,1). We explicitly describe them in terms of the ring of Hurwitz integers in the nonuniform case with n even, respectively, of the icosian ring in the uniform case for all n>1.

TSMB handles time delays in multivariate time series data.

New method shows Hessian estimator from random samples converges to true Hessian on complex manifolds.

Let $Γ$ be a nonuniform lattice acting on real hyperbolic n-space. We show that in dimension greater than or equal to 4, the volume of a representation is constant on each connected component of the representation variety of $Γ$ in SO(n,1). Furthermore, in dimensions 2 and 3, there is a semialgebraic subset of the repr…

BayTiDe discovers time-delayed differential equations from noisy data.

Study on synchronization in financial markets with time delays.

Neural Laplace Control tackles offline RL for continuous-time delayed systems with irregular observations.

New method estimates traffic congestion delays using statistical causality.

If Gamma is a nonuniform, irreducible lattice in a semisimple Lie group whose real rank is greater than 1, we show Gamma contains a subgroup that is isomorphic to a nonuniform, irreducible lattice in either SL(3,R), SL(3,C), or a direct product SL(2,R)^m x SL(2,C)^n$, with m + n > 1. (In geometric terms, this can be in…

Predicting conversion rates (CVRs) in display advertising (e.g., predicting the proportion of users who purchase an item (i.e., a conversion) after its corresponding ad is clicked) is important when measuring the effects of ads shown to users and to understanding the interests of the users. There is generally a time de…

In this paper we studied about the wavelet identification of the thresholds and time delay for more general case without the constraint that the time delay is smaller than the order of the model. Here we composed an empirical wavelet from the SETAR (Self-Exciting Threshold Autoregressive) model and identified the thres…

Develops a stochastic approach to financial market delays.

New algorithm handles delayed feedback robustly, reducing regret without knowing delay bounds.

The paper explores the dynamics of composite symplectic Dehn twists with nonuniform hyperbolicity.

Delay-SDE-net models time series with memory and uncertainty, outperforming other models.

Improved GRU model with weighted time-delay feedback for long-term dependencies.

Capacity-Constrained Online Convex Optimization with Delayed Feedback

Study a dual risk model with innovation delays, focusing on ruin probability and time.

We propose a model to study the effects of delayed information on option pricing. We first talk about the absence of arbitrage in our model, and then discuss super replication with delayed information in a binomial model, notably, we present a closed form formula for the price of convex contingent claims. Also, we addr…

Survey of RL methods for control systems with time delays.

The study analyzes how bonus-malus systems and delayed claims settlement affect insurance companies' financial stability.

Time-continuous dimensional descriptions of emotions (e.g., arousal, valence) allow researchers to characterize short-time changes and to capture long-term trends in emotion expression. However, continuous emotion labels are generally not synchronized with the input speech signal due to delays caused by reaction-time, …

We construct and analyze symmetrized delay correlation matrices for empirical data sets for atmopheric and financial data to derive information about correlation between different entities of the time series over time. The information about correlations is obtained by comparing the results for the eigenvalue distributi…

Stochastic delay differential equations (SDDE's) have been used for financial modeling. In this article, we study a SDDE obtained by the equation of a CIR process, with an additional fixed delay term in drift; in particular, we prove that there exists a unique strong solution (positive and integrable) which we call fix…

Study utility indifference pricing with delayed investment information in a Bachelier model.

Novel algorithm for decentralized optimization in time-varying networks with delays.

We investigate multiarmed bandits with delayed feedback, where the delays need neither be identical nor bounded. We first prove that "delayed" Exp3 achieves the $O(\sqrt{(KT + D)\ln K} )$ regret bound conjectured by Cesa-Bianchi et al. [2019] in the case of variable, but bounded delays. Here, $K$ is the number of actio…

Study improves risk evaluation timing with right-censored reporting delays.

In this paper we investigate novel applications of a new class of equations which we call time-delayed backward stochastic differential equations. Time-delayed BSDEs may arise in finance when we want to find an investment strategy and an investment portfolio which should replicate a liability or meet a target depending…

DASA speeds up SA with delayed agents, achieving N-fold speedup.

Time-delayed embeddings avoid self-intersections for high enough delay.

This paper provides a mathematical framework for time-delay reservoir computing.

Study utility maximization with delayed information in continuous time Gaussian markets.

Deep networks adapt to function regularity and data distribution.

Banker-OMD improves online learning with delayed feedback.

The paper develops methods for time-varying constrained online convex optimization.

In this paper, we consider the numerical pricing of financial derivatives using Radial Basis Function generated Finite Differences in space. Such discretization methods have the advantage of not requiring Cartesian grids. Instead, the nodes can be placed with higher density in areas where there is a need for higher acc…

In this paper we show that several dynamical systems with time delay can be described as vector fields associated to smooth functions via a bracket of Leibniz structure. Some examples illustrate the theoretical considerations.

We prove Zimmer's conjecture for $C^2$ actions by finite-index subgroups of $\mathrm{SL}(m,\mathbb{Z})$ provided $m>3$. The method utilizes many ingredients from our earlier proof of the conjecture for actions by cocompact lattices in $\mathrm{SL}(m,\mathbb{R})$ but new ideas are needed to overcome the lack of compactn…

Optimizes insurance processing capacity to minimize costs.