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.
problem Improving classifier performance with limited labeled data.
method Theoretical analysis of GAN-SSL, proving equivalence of discriminator optimization and supervised learning, and exploring conditions for perfect discriminator.
result GAN-SSL theoretically outputs a perfect discriminator on both labeled and unlabeled data.
We study investment strategy in different models of financial markets, where the investors cannot reach a perfect knowledge about available assets. The investor spends a certain effort to get information; this allows him to better choose the investment strategy, and puts a selective pressure upon assets. The best strat…
In this paper, we investigate Dimensionality reduction (DR) maps in an information retrieval setting from a quantitative topology point of view. In particular, we show that no DR maps can achieve perfect precision and perfect recall simultaneously. Thus a continuous DR map must have imperfect precision. We further prov…
We give an algorithmic computation for the height of Kauffman's clock lattice obtained from a knot diagram with two adjacent regions starred and without crossing information specified. We show that this lattice is more familiarly the graph of perfect matchings of a bipartite graph obtained from the knot diagram by over…
In his seminal 1951 paper "Extreme forms" Coxeter \cite{cox51} observed that for n≥9 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 paper explores grokking in various models, revealing it's not limited to neural networks.
problem Understanding grokking in different models and its mechanism.
method Empirical exploration of grokking in neural networks, Gaussian processes, linear regression, and Bayesian neural networks. Inducing grokking through spurious dimensions.
result Grokking occurs in non-neural architectures, indicating it's not model-specific.
Paper introduces ρ-Perfect to estimate model-human correlation in subjective datasets.
problem Inherent noise in subjective ratings limits model-human correlation quantification.
method Defines ρ-Perfect as highest achievable correlation between perfect predictor and human ratings. Estimates based on heteroscedastic noise scenarios.
result Demonstrates ρ-Perfect can distinguish model limitations from data quality issues.
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…
We seek to deepen understanding of the micro-foundations of institutionalization while contributing to a sociological theory of markets by investigating the puzzle of price bubbles in financial markets. We find that such markets, despite textbook conditions of high efficiency -- perfect information, atomistic agents, n…
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…
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…
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…
Our goal in this paper is to study the market impact in a market in which the order flow is autocorrelated. We build a model which explains qualitatively and quantitatively the empirical facts observed so far concerning market impact. We define different notions of market impact, and show how they lead to the different…
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…
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.
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…
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. …
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…
Geometrical aspects of a perfect fluid spacetime are described in terms of different curvature tensors and η-Ricci and η-Einstein solitons in a perfect fluid spacetime are determined. Conditions for the Ricci soliton to be steady, expanding or shrinking are also given. In a particular case when the potential vector…
The paper refines 2-factor homology to a stable homotopy type for planar trivalent graphs with perfect matchings.
problem Developing a stable homotopy type for planar trivalent graphs with perfect matchings.
method Defining a cover functor from the 2-factor flow category to the cube flow category, realizing the 2-factor spectrum, and showing it's an invariant.
result The stable homotopy type of the 2-factor spectrum is an invariant of planar trivalent graphs with perfect matchings.