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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.

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7 results for nonuniversality

There is convincing evidence showing that the probability distributions of stock returns in mature markets exhibit power-law tails and both the positive and negative tails conform to the inverse cubic law. It supports the possibility that the tail exponents are universal at least for mature markets in the sense that th…

2010-03-31abs ↗pdf ↗

Deep neural networks near edge of chaos show universal scaling laws.

problem Understanding the behavior of deep neural networks near critical points.
method Analogy to absorbing phase transitions in statistical mechanics, deterministic propagation dynamics, mean-field and directed percolation universality classes.
result Deep neural networks exhibit universal scaling laws near the edge of chaos.

Study confirms the square-root law in price impact across Tokyo stocks.

problem The debate on the strict universality of the square-root law in price impact.
method Comprehensive survey of all trading accounts on the Tokyo Stock Exchange over 8 years.
result The exponent δ is equal to 1/2 for all stocks within statistical errors.