MP-DQN improves deep Q-learning for complex action spaces.
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.
Trend · papers per month
We show how to specify preferred parameterisations on a homogeneous curve in an arbitrary homogeneous space. We apply these results to limit the natural parameters on distinguished curves in parabolic geometries.
Wide neural networks with asymmetrical node scaling converge globally and learn features.
In this article we propose a generalisation of the recent work of Gatheral and Jacquier on explicit arbitrage-free parameterisations of implied volatility surfaces. We also discuss extensively the notion of arbitrage freeness and Roger Lee's moment formula using the recent analysis by Roper. We further exhibit an arbit…
We introduce Clique Matrices as an alternative representation of undirected graphs, being a generalisation of the incidence matrix representation. Here we use clique matrices to decompose a graph into a set of possibly overlapping clusters, de ned as well-connected subsets of vertices. The decomposition is based on a s…
The Industrial Internet of Things drastically increases connectivity of devices in industrial applications. In addition to the benefits in efficiency, scalability and ease of use, this creates novel attack surfaces. Historically, industrial networks and protocols do not contain means of security, such as authentication…
Just as an explicit parameterisation of system dynamics by state, i.e., a choice of coordinates, can impede the identification of general structure, so it is too with an explicit parameterisation of system dynamics by control. However, such explicit and fixed parameterisation by control is commonplace in control theory…
Extends hyperparameter transfer across model sizes and modules, improving training speed.
Automates reparameterization in probabilistic programs for better inference.
New approach improves linear-time attention for language models.
UWM-JEPA predicts future scenarios in belief space, improving accuracy in partially observed environments.
New statistical model improves protein alignment accuracy.
Robot learns multiple tasks hierarchically by transferring knowledge.
Wide stochastic networks show Gaussian behavior and improve training with PAC-Bayesian methods.
Study constant mean curvature tori in R^3 using spectral data and Whitham deformations.
Gaussian process model learns Hamiltonian systems from noisy data.
PRZI traders adapt their quote-prices based on a strategy parameter s, affecting market dynamics.
The paper introduces new topological obstructions for positive scalar curvature metrics on manifolds.
Linear generalisation error with network size in neural networks.
InfoNCE objective is equivalent to ELBO in RPM, linking to self-supervised learning.
Study solves sub-Laplacian equivalence on a specific Heisenberg group.
We use an elliptic differential equation of Tzitzeica type to construct a minimal Lagrangian surface in CH2 from the data of a compact hyperbolic Riemann surface and a small holomorphic cubic differential. The minimal Lagrangian surface is invariant under an SU(2,1) action of the fundamental group. We further parameter…
New kernel interprets 3D anisotropic data with rotations and improved predictions.
A new method for discrete data normalizing flows using latent transformations.
Meta-gradient RL learns to learn from experience.
Improves financial instrument pricing using neural networks.
Automatically learns flexible symmetry constraints in neural networks using gradients.
Using the parameterisation of the deformation space of GHMC anti-de Sitter structures on by the cotangent bundle of the Teichmüller space of , we study how some geometric quantities, such as the Lorentzian Hausdorff dimension of the limit set, the width of the convex core and the Hölder exponen…
Bayesian approach optimizes quantum circuits for noisy hardware.
Study on projective structures on a hyperbolic 3-orbifold using tetrahedra.
We study projective structures on a surface having poles of prescribed orders. We obtain a monodromy map from a complex manifold parameterising such structures to the stack of framed local systems on the associated marked bordered surface. We prove that the image of this map is contained in…
Let M be a cusped 3-manifold, and let T be an ideal triangulation of M. The deformation variety D(T), a subset of which parameterises (incomplete) hyperbolic structures obtained on M using T, is defined and compactified by adding certain projective classes of transversely measured singular codimension-one foliations of…
Let be a connected, oriented surface with punctures and negative Euler characteristic. We introduce regular globally hyperbolic anti-de Sitter structures on and provide two parameterisations of their deformation space: as an enhanced product of two copies of the Fricke space of and as the b…
Let be a connected, oriented surface with punctures and negative Euler characteristic. We introduce wild globally hyperbolic anti-de Sitter structures on and provide two parameterisations of their deformation space: as a quotient of the product of two copies of the Teichmüller space of crowned …
We study a networked version of the minority game in which agents can choose to follow the choices made by a neighbouring agent in a social network. We show that for a wide variety of networks a leadership structure always emerges, with most agents following the choice made by a few agents. We find a suitable parameter…
Let be a closed oriented surface of genus at least . Using the parameterisation of the deformation space of globally hyperbolic maximal anti-de Sitter structures on by the cotangent bundle over the Teichmüller space of , we study the behaviour of these geometric structures along pinching…
The surgery technique of Gromov and Lawson may be used to construct families of positive scalar curvature metrics which are parameterised by Morse functions. This has played an important role in the study of the space of metrics of positive scalar curvature on a smooth manifold and its corresponding moduli spaces. In t…
MDP Playground tests RL agents across various dimensions for better understanding and debugging.
Study on SGD dynamics in neural networks, revealing generalisation patterns.
We study here the large-time behaviour of all continuous affine stochastic volatility models (in the sense of Keller-Ressel) and deduce a closed-form formula for the large-maturity implied volatility smile. Based on refinements of the Gartner-Ellis theorem on the real line, our proof reveals pathological behaviours of …
Many polynomial invariants of knots and links, including the Jones and HOMFLY-PT polynomials, are widely used in practice but #P-hard to compute. It was shown by Makowsky in 2001 that computing the Jones polynomial is fixed-parameter tractable in the treewidth of the link diagram, but the parameterised complexity of th…
The study connects specific circle embeddings to 4-manifold diffeomorphisms.
Classifies complex structures on SL(2,C), finding new non-regular ones.
Study shows non-polyhedral structure in moduli spaces for n≥8.
Study of wild mapping class groups on complex reflection groups.
We generalise work of Young-Eun Choi to the setting of ideal triangulations with vertex links of arbitrary genus, showing that the set of all (possibly incomplete) hyperbolic cone-manifold structures realised by positively oriented hyperbolic ideal tetrahedra on a given topological ideal triangulation and with prescrib…
Directly estimates CQC, improving interpretability and accuracy.
Let be a finite group acting linearly on $\C^n$, freely outside the origin. In previous work a generalisation of Kronheimer's construction of moduli of Hermitian-Yang-Mills bundles with certain invariance properties was given. This produced varieties (parameterised by $ζ\in\Q^N$) which are partial resolutions…