New method learns time-invariant rewards from demonstrations.
problem Learning robust rewards for tasks with varying execution times.
method Model-based inverse reinforcement learning with time-invariant costs.
result Approach enables learning from misaligned demonstrations and generalizes spatially.
This paper uses a mean-field game to model stablecoin market dynamics and recovery.
problem Understanding who restores the peg during de-pegging events of stablecoins.
method Dynamic, agent-based mean-field game framework for fiat-collateralized stablecoins.
result The equilibrium formulation endogenously maps market frictions into a price path and order flows, allowing for stress testing and attribution of peg-reverting pressure.
Rectangular peg problem solved for many curves.
problem Rectangular peg problem for continuous Jordan curves.
method Microlocal sheaf theory and recent work of Greene and Lobb.
result Affirmative answer for a large class of rectifiable curves.
The paper proves that any smooth curve can have two similar inscribed rectangles.
problem Finding two similar inscribed rectangles in a smooth Jordan curve.
method Lagrangian Floer homology and differential topological computation.
result Generic doubling of inscribed rectangles in smooth Jordan curves.
The paper analyzes liquidity in decentralized finance, deriving impact functions and de-pegging risks.
problem Understanding and quantifying market impact and de-pegging risk in decentralized finance.
method Derives market impact functions for optimal-growth liquidity providers, views Constant Product Market Maker as a Carnot engine, and links de-pegging risks to catastrophe bonds.
result New insights into liquidity models and de-pegging risks in decentralized finance.
Novel AMM model for pegged cryptoassets using nested OU processes.
problem Liquidity and risk management in markets for pegged cryptoassets.
method Multi-level nested Ornstein-Uhlenbeck (OU) processes for exchange rate dynamics, calibrated and filtered AMM model.
result Consistent efficient quotes and improved liquidity provision for pegged cryptoassets.
Optimal control of reserve assets for stablecoins to maintain peg stability.
problem Balancing immediate liquidity and yield on reserve assets for stablecoin peg maintenance.
method Developed a stochastic model predictive control framework with moment closure for event intensities, incorporating a soft-thresholding structure for rebalancing.
result Optimal policy shifts predictably toward cash as expected outflows intensify or windows lengthen, preserving most bill carry in calm markets and quickly building cash during stress.
The square-peg problem is solved using configuration spaces and multijet transversality.
problem Proving that every simple closed curve in the plane has an odd number of inscribed squares.
method Using the multijet transversality theorem and configuration spaces, we find a dense set of smooth embeddings for which the configuration space of points is transverse to any submanifold.
result A dense family of smoothly embedded circles in the plane and in Rn have an odd number of inscribed square-like quadrilaterals. Proves a generalized table theorem for odd Euler characteristic surfaces.
problem Proving a generalized table theorem for surfaces with odd Euler characteristic.
method Using the square peg problem for smooth curves, the result is generalized to real valued functions on Riemannian surfaces with odd Euler characteristic.
result Proves the table conjecture for even functions on the two sphere.
Rectangles can fit on smooth curves, proving a theorem about Klein bottles.
problem Fitting rectangles on smooth curves.
method Shevchishin's theorem about Klein bottle embeddings.
result Similar rectangles can be placed on smooth Jordan curves.
We consider a stochastic game between a trader and a central bank in a target zone market with a lower currency peg. This currency peg is maintained by the central bank through the generation of permanent price impact, thereby aggregating an ever increasing risky position in foreign reserves. We describe this situation…
Square-like quadrilaterals inscribed in space curves proven for finite total curvature.
problem Square-peg problem in space curves.
method Local curvature analysis and limiting argument on approximating curves.
result Every embedded curve with finite total curvature has an inscribed square-like quadrilateral.
Square can fit inside curves close to smooth ones.
problem Finding inscribed squares in nearly smooth curves.
method Using curvature and a map to relate curves, proving existence of inscribed squares.
result Curves close to smooth ones contain inscribed squares.
Silkswap models stablecoin trading with minimal price impact.
problem Efficient trading of fiat-pegged stablecoins with minimal price impact.
method Silkswap uses an invariant price impact curve for asymmetric trading, derived from a hybrid function.
result Silkswap outperforms Curve Finance in price impact for stablecoin trading.
HAL accelerates the generation of training sets for accurate interatomic potentials.
problem Generating accurate and transferable interatomic potentials is time-consuming and requires expert input.
method HAL framework using a physically motivated sampler with a biasing term to drive high uncertainty configurations.
result HAL-generated training databases for alloys and polymers predict macroscopic properties with high accuracy.
This paper investigates the hedging performance of pegged foreign exchange market in a regime switching (RS) model introduced in a recent paper by Drapeau, Wang and Wang (2019). We compare two prices, an exact solution and first order approximation and provide the bounds for the error. We provide exact RS delta, approx…
Stablecoin system improves resilience to extreme market events.
problem Vulnerability of stablecoins to extreme volatility and adversarial attacks.
method MVF-Composer uses multi-agent simulations to stress-test and down-weight manipulative signals.
result Reduces peak peg deviation by 57% and mean recovery time by 3.1x under adversarial conditions.
Detects outliers in VAE latent space by identifying vacant holes.
problem Outliers detection in VAE latent space.
method Compactness enforced via Alexandroff extension and fixed Lipschitz continuity.
result Anomalous inputs land on latent holes, enabling successful identification.
Model simulates Perpetual Futures market with agent behavior.
problem Reproduce Perpetual Futures market dynamics.
method Agent-based model with heterogeneous agents trading via a central limit order book.
result Simulation accurately reproduces Perpetual Futures price pegging to Spot price.
Using black-hole inequalities and the increase of the horizon's areas, we show that there are arbitrarily small electro-vacuum perturbations of the standard initial data of the extreme Reissner-Nordstrom black-hole that, (by contradiction), cannot decay in time into any extreme Kerr-Newman black-hole. This proves the e…
Study develops hybrid model to mitigate stablecoin liquidity risk.
problem Increasing integration of stablecoins introduces liquidity risk during market stress.
method Hybrid monetary architecture with 100% reserve backing and liquidity facilities.
result Demonstrates significant reduction in peg deviations and stress persistence.
Over the past three decades, black holes have played an important role in quantum gravity, mathematical physics, numerical relativity and gravitational wave phenomenology. However, conceptual settings and mathematical models used to discuss them have varied considerably from one area to another. Over the last five year…
Uniqueness theorem for extremal charged black holes in de Sitter space.
problem Proving uniqueness of extremal charged black holes in de Sitter space.
method Analyzing Einstein-Maxwell theory with a positive cosmological constant.
result Local isometry to extremal Reissner-Nordström-de Sitter black hole or its near-horizon geometry.
We study some aspects of spherical symmetric dyonic non-supersymmetric black holes in 4dN=1 supergravity coupled to chiral and vector multiplets on Kähler-Ricci solitons. Then, we have a family of dyonic non-supersymmetric black holes deformed with respect to the flow parameter related to the Kähler-Ricci soliton…
Proof of reverse isoperimetric inequality for black holes.
problem Reverse isoperimetric inequality for black holes in Einstein gravity.
method Geometric-analytic approach.
result Reversal of the usual isoperimetric inequality is explained by curved backgrounds governed by Einstein's equations.
RLMM extends psychometric models to larger tasks.
problem Sequential process data from interactive assessments are not well handled by conventional models.
method RLMM decouples person-level choice sensitivity from task-level value representation through a shared parametric action-value function.
result RLMM achieves higher estimation accuracy and lower runtime than MDP-MM in peg-solitaire simulations and AQUALAB gameplay logs.
This paper describes the black hole threshold in a moduli space of spherically symmetric spacetimes.
problem Understanding the black hole threshold in a moduli space of spherically symmetric spacetimes.
method Complete description and analysis of the black hole threshold in the moduli space M. result The black hole threshold is the extremal leaf of a C1 foliation of the moduli space, separating black hole solutions from non-collapsing solutions. The geometry of five-dimensional Kerr black holes is discussed based on geodesics and Weyl curvatures. Kerr-Star space, Star-Kerr space and Kruskal space are naturally introduced by using special null geodesics. We show that the geodesics of AdS Kerr black hole are integrable, which generalizes the result of Frolov and…
New construction of self-dual black holes using quadrics.
problem Hidden features of self-dual black holes obscured by twistor theory.
method Holomorphic quadrics in dual twistor space.
result Directly encoded geometry of self-dual black holes in quadrics.
Introduces holed cone structures to generalize cone structures on 3-manifolds.
problem Generalizing cone structures to 3-manifolds with irreducible holonomy representations.
method Introduces holed cone structures and considers their deformation space.
result The deformation space of holed cone structures is a covering space of the character variety.
Researchers create black holes isometric to extremal Reissner-Nordström.
problem Third law of black hole thermodynamics.
method Novel Ck characteristic gluing procedure and scalar field pulses. result Definitive disproof of the third law of black hole thermodynamics.
Adds charged black holes to de Sitter space.
problem Gluing charged black holes into de Sitter space.
method Extends Hintz's result to Einstein-Maxwell system with positive cosmological constant, using Reissner-Nordström or Kerr--Newman--de Sitter black holes.
result Determines conditions for gluing black holes into de Sitter space.
Central bank strategy to maintain currency exchange rate within limits.
problem Maintaining a currency exchange rate within a target zone despite adverse economic trends.
method Modeling the problem with a continuous-time market impact model and solving it as a stochastic control problem.
result Optimal strategy minimizes accumulated inventory of foreign currency.
Achieved all-orders worldline action for Kerr black hole.
problem Calculating effective action for Kerr black hole.
method Twistor particle theory.
result All-orders worldline effective action for Kerr black hole.
Extreme black holes with $\SU(2)$ symmetry have a specific near horizon geometry.
problem Understanding the near horizon geometry of extreme black holes with $\SU(2)$ symmetry.
method Analyzing the near horizon geometry of 5D extreme black holes with $\SU(2)$ symmetry.
result The near horizon geometry of these black holes must be that of a Berger sphere.
Black holes offer insights into machine learning's loss landscapes.
problem Understanding the loss landscape in machine learning.
method Comparing machine learning loss landscapes to black hole entropy.
result Black holes provide an infinite family of potential landscapes with known minima.
New black hole models with both null and spacelike singularities.
problem Understanding singularities in black hole spacetimes.
method Developed a new spacelike-characteristic gluing method to construct black hole spacetimes.
result First examples of black holes with coexisting null and spacelike singularities.
Study proves inequality linking black hole properties and angular momentum.
problem Establishing a Penrose-type inequality for black holes with 3-sphere horizons.
method Analyzing biaxially symmetric, maximal, asymptotically flat initial data sets for the Einstein equations.
result Equality holds only for stationary Myers-Perry black holes.
A key result in four dimensional black hole physics, since the early 1970s, is Hawking's topology theorem asserting that the cross-sections of an "apparent horizon", separating the black hole region from the rest of the spacetime, are topologically two-spheres. Later, during the 1990s, by applying a variant of Hawking'…
New concept of k-holes in simple drawings and convex drawings.
problem Investigate holes in convex and simple drawings.
method Structural investigation of pseudolinear subdrawings in convex drawings.
result Existence of empty 4-cycles in every simple drawing of K_n.
Proves no-hair theorem for certain vacuum black holes.
problem No-hair theorem for stationary vacuum black holes.
method Proof of no-hair theorem, definition of surface gravity and angular velocity, analysis of near-horizon geometries.
result Completion of no-hair theorem proof for specified black holes.
Warped-product black hole spacetimes are C0-inextendible.
problem Future C0-inextendibility of warped-product black hole spacetimes method Adapting Sbierski's proof for a broad class of warped-product black hole spacetimes
result Future C0-inextendibility established for spacetimes with a static exterior region The paper proves extremal black holes form at a critical point of gravitational collapse.
problem Formation of extremal black holes in gravitational collapse.
method Constructing smooth families of spherically symmetric solutions to the Einstein-Maxwell-Vlasov system.
result Extremal Reissner-Nordström black holes form at the critical collapse threshold.
Constructs many black hole spacetimes in de Sitter space.
problem Creating well-controlled many black hole spacetimes in de Sitter space.
method Gluing Schwarzschild-de Sitter or Kerr-de Sitter black hole metrics into neighborhoods of points on the future conformal boundary of de Sitter space, under certain balance conditions.
result Solves the Einstein equation directly for the metric, given scattering data at the future conformal boundary.
This paper explores charged black holes in 3+1 dimensions, finding limitations on their existence.
problem Classifying charged electrostatic black holes in arbitrary topology.
method Comparison geometry techniques.
result Charged Schwarzschild black holes are possible, but not Boosts or Myers-Korotkin-Nicolai solutions.
Study shows formation of Kerr black holes with complete apparent horizons and proves Penrose inequalities.
problem Formation of Kerr black holes and Penrose inequalities.
method Combining gravitational-collapse and Kerr stability results with new coordinate changes and elliptic arguments.
result Proves dynamical and spacetime Penrose inequalities in black hole formation spacetimes.
In this paper a lower bound for the ADM mass is given in terms of the angular momenta and charges of black holes present in axisymmetric initial data sets for the Einstein-Maxwell equations. This generalizes the mass-angular momentum-charge inequality obtained by Chrusciel and Costa to the case of multiple black holes.…
Floer homology applied to inscribing rectangles into curves.
problem Determining if a Jordan curve can inscribe a square.
method Constructing Floer homology from inscribed rectangles and using spectral invariants.
result A Jordan curve inscribes a square if its enclosed area exceeds half a circle's area.