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.
Algorithm decides if pseudo-Anosov flows have perfect fits.
Finitely many pseudo-Anosov flows without perfect fits in a 3-manifold.
Paper proposes a perfect-fit model for CDO tranches.
Theoretical study explains why federated optimization fails to achieve perfect fitting.
Study shows universal circle isomorphic to flow space ideal boundary.
Rough volatility models are known to reproduce the behavior of historical volatility data while at the same time fitting the volatility surface remarkably well, with very few parameters. However, managing the risks of derivatives under rough volatility can be intricate since the dynamics involve fractional Brownian mot…
Neural networks can overfit perfectly to noisy data and then grok near-optimal generalization.
The phenomenon of benign overfitting is one of the key mysteries uncovered by deep learning methodology: deep neural networks seem to predict well, even with a perfect fit to noisy training data. Motivated by this phenomenon, we consider when a perfect fit to training data in linear regression is compatible with accura…
It seems that what has been said by now about market and competitiveness do not fit perfectly with competences of getting the best of profit. Sometimes, the classical methods of fundamentals of management do not apply to individual companies that face irregular accommodation on the market. It is high time to replace th…
The paper explores how over-parameterized linear regression models generalize without violating learning theory principles.
We analyze the data on personal income distribution from the Australian Bureau of Statistics. We compare fits of the data to the exponential, log-normal, and gamma distributions. The exponential function gives a good (albeit not perfect) description of 98% of the population in the lower part of the distribution. The lo…
This paper is the third in a sequence establishing a dictionary between the combinatorics of veering triangulations equipped with appropriate filling slopes, and the dynamics of pseudo-Anosov flows (without perfect fits) on closed three-manifolds. Our motivation comes from the work of Agol and Guéritaud. Agol introduce…
Deep neural networks can generalize well even with perfect fits to noisy data.
Given a general pseudo-Anosov flow in a three manifold, the orbit space of the lifted flow to the universal cover is homeomorphic to an open disk. We compactify this orbit space with an ideal circle boundary. If there are no perfect fits between stable and unstable leaves and the flow is not topologically conjugate to …
A novel model-selection method for dynamic networks using synthetic data.
A moment constraint that limits the number of dividends in the optimal dividend problem is suggested. This leads to a new type of time-inconsistent stochastic impulse control problem. First, the optimal solution in the precommitment sense is derived. Second, the problem is formulated as an intrapersonal sequential dyna…
The oriented area function is (generically) a Morse function on the space of planar configurations of a polygonal linkage. We are lucky to have an easy description of its critical points as cyclic polygons and a simple formula for the Morse index of a critical point. However, for planar polygons, the function i…
Accumulated stock returns exhibit tempered skew t-distribution.
The study examines perfect fluid spacetimes and their properties.
In his seminal 1951 paper "Extreme forms" Coxeter \cite{cox51} observed that for one can add vectors to the perfect lattice $\sfA_9$ so that the resulting perfect lattice, called $\sfA_9^2$ by Coxeter, has exactly the same set of minimal vectors. An inhomogeneous analog of the notion of perfect lattice is tha…
The study examines properties of perfect fluid spacetimes in Einstein's theory.
Proposes a new model for negative interest rates that fits market data closely.
Paper proves a rigidity result for static perfect fluids.
Paper introduces -Perfect to estimate model-human correlation in subjective datasets.
The notion of a locally continuously perfect group is introduced and studied. This notion generalizes locally smoothly perfect groups introduced by Haller and Teichmann. Next, we prove that the path connected identity component of the group of all homeomorphisms of a manifold is locally continuously perfect. The case o…
SGD converges to optimal solution in perfect data fitting problem.
Study on veering triangulations and their flow graphs, proving new applications.
Study on static perfect fluid space-time geometry and boundary estimates.
We introduce the concept of hereditarily non uniformly perfect sets, compact sets for which no compact subset is uniformly perfect, and compare them with the following: Hausdorff dimension zero sets, logarithmic capacity zero sets, Lebesgue 2-dimensional measure zero sets, and porous sets. In particular, we give an exa…
Uniformly perfect Morse boundaries characterize geometric properties of groups.
Study mapping class groups of infinite type surfaces with noncompact boundaries.
The Local Volatility model is a well-known extension of the Black-Scholes constant volatility model whereby the volatility is dependent on both time and the underlying asset. This model can be calibrated to provide a perfect fit to a wide range of implied volatility surfaces. The model is easy to calibrate and still ve…
The property of perfectness plays an important role in the theory of Bayesian networks. First, the existence of perfect distributions for arbitrary sets of variables and directed acyclic graphs implies that various methods for reading independence from the structure of the graph (e.g., Pearl, 1988; Lauritzen, Dawid, La…
The paper explores uniform perfectness and centers in Morse boundaries.
Knowing when a graphical model is perfect to a distribution is essential in order to relate separation in the graph to conditional independence in the distribution, and this is particularly important when performing inference from data. When the model is perfect, there is a one-to-one correspondence between conditional…
The paper finds conditions for pseudosymmetric spacetimes to be perfect fluids.
Completes preliminary structures in 3D flows to foliations.
Given a lattice L of R^n, a polytope D is called a Delaunay polytope in L if the set of its vertices is S\cap L where S is a sphere having no lattice points in its interior. D is called perfect if the only ellipsoid in R^n that contains S\cap L is exactly S. For a vector v of the Leech lattice Λ_{24} we define Λ_{24}(v…
The paper studies geometric structures in perfect fluid spacetimes with specific metrics.
In this paper geometrical aspects of perfect fluid spacetime with torse-forming vector field ξare discribed and Ricci soliton in perfect fluid spacetime with torse-forming vector field ξare determined. Conditions for the Ricci soliton to be expanding, steady or shrinking are also given.
Study of -almost Yamabe solitons in perfect fluid spacetimes.
We obtain expressions for the shear and the vorticity tensors of perfect-fluid spacetimes, in terms of the divergence of the Weyl tensor. For such spacetimes, we prove that if the gradient of the energy density is parallel to the velocity, then either the expansion rate is zero, or the vorticity vanishes. This statemen…
The Plebański complex is a differential operator that squares to the Laplacian and is composed of two Dirac operators.
We give new necessary and sufficient conditions on the Weyl tensor for generalized Robertson-Walker (GRW) space-times to be perfect-fluid space-times. For GRW space-times, we determine the form of the Ricci tensor in all the O(n)-invariant subspaces provided by Gray's decomposition of the gradient of the Ricci tensor. …
Perfect adaptation in systems is identified and tested using graphical tools.
Study shows instability of naked singularities in perfect fluid models.
We introduce a new cohomology theory for planar trivalent graphs with perfect matchings. The graded Euler characteristic of the cohomology is a one variable polynomial called the 2-factor polynomial that, if nonzero when evaluated at one, implies that the perfect matching is even and therefore the graph is 4-face color…
Solved Dudeney's 100-year-old puzzle about triangle to square dissection.