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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.

168,695 papers · 148 categories

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36811 · Jun 202019922001200920172026
48 results for perfectly disconnectedness

The paper examines properties of self-affine Sierpiński sponges using metric invariants.

problem Investigating properties of self-affine Sierpiński sponges using metric invariants.
method Examined through maximal power law property and perfectly disconnectedness.
result Characterized self-affine Sierpiński sponges by their metric properties.

The intersection pattern of the translates of the limit set of a quasi-convex subgroup of a hyperbolic group can be coded in a natural incidence graph, which suggests connections with the splittings of the ambient group. A similar incidence graph exists for any subgroup of a group. We show that the disconnectedness of …

2009-06-05abs ↗pdf ↗

We study a regular closure operator in the category of quandles. We show that the regular closure operator and the pullback closure operator corresponding to the reflector from the category of quandles to its full subcategory of trivial quandles coincide, we give a simple description of this closure operator, and analy…

2014-12-30abs ↗pdf ↗

We present two families of knots which have straight number higher than crossing number. In the case of the second family, we have computed the straight number explicitly. We also give a general theorem about alternating knots that states adding an even number of crossings to a twist region will not change whether the …

2018-04-13abs ↗pdf ↗

This paper proposes a novel deep learning-based error correction coding scheme for AWGN channels under the constraint of one-bit quantization in the receivers. Specifically, it is first shown that the optimum error correction code that minimizes the probability of bit error can be obtained by perfectly training a speci…

2019-09-24abs ↗pdf ↗

Lazy, perfectly informed investors trade infrequently due to costs.

problem The paradox of an omniscient yet lazy investor trading infrequently.
method Formalized the paradox using geometric and fractional Brownian motion models, derived closed-form profit functions, and proved existence and uniqueness of the optimal trading frequency.
result The optimal trading frequency can be interpreted through the fractal dimension of the price path.

This paper raises an implicit manifold learning perspective in Generative Adversarial Networks (GANs), by studying how the support of the learned distribution, modelled as a submanifold Mθ\mathcal{M}_θ, perfectly match with Mr\mathcal{M}_{r}, the support of the real data distribution. We show that optimizing Jensen-Sha…

2017-10-30abs ↗pdf ↗

The study explores homeomorphism groups of self-similar 2-manifolds, including the 2-sphere and Cantor set.

problem Understanding the structure and properties of homeomorphism groups of self-similar 2-manifolds.
method Survey of recent results, exposition of classical results, treatment of stable sets, and proof of new theorems.
result Characterization of homeomorphisms of perfectly self-similar 2-manifolds and extensions of existing results.

OmniMatch algorithm perfectly matches graphs without edge correlation.

problem Graph matching in the absence of edge correlation.
method OmniMatch algorithm for seeded multiple graph matching.
result OmniMatch aligns O(sα)O(s^α) unseeded vertices across multiple networks efficiently and perfectly.

We present a non-parametric method to estimate the discount curve from market quotes based on the Moore-Penrose pseudoinverse. The discount curve reproduces the market quotes perfectly, has maximal smoothness, and is given in closed-form. The method is easy to implement and requires only basic linear algebra operations…

2016-06-13abs ↗pdf ↗

We correct a mistake in the published version of our paper. Our new conclusion is that the "implied leverage effect" for single stocks is underestimated by option markets for short maturities and overestimated for long maturities, while it is always overestimated for OEX options, except for the shortest maturities wher…

2011-05-25abs ↗pdf ↗

Deep learning models can generalize well even when they fit training data perfectly.

problem Generalization in over-parameterized deep learning models.
method Combining empirical risk minimization with capacity control, exploring inductive biases and smooth empirical risk minimizers.
result Double descent phenomenon: test error can decrease after interpolation point.

We apply a utility-based method to obtain the value of a finite-time investment opportunity when the underlying real asset is not perfectly correlated to a traded financial asset. Using a discrete-time algorithm to calculate the indifference price for this type of real option, we present numerical examples for the corr…

2006-04-13abs ↗pdf ↗

Cubic complexes appear in the theory of finite type invariants so often that one can ascribe them to basic notions of the theory. In this paper we begin the exposition of finite type invariants from the `cubic' point of view. Finite type invariants of knots and homology 3-spheres fit perfectly into this conception. In …

2002-04-08abs ↗pdf ↗

We prove that an open manifold MM of dimension at least 55 which admits a complete CAT(0) polyhedral metric is pseudo-collarable, its fundamental group at infinity is strongly perfectly semistable and has vanishing Chapman-Siebenmann obstruction τ(M)τ_{\infty}(M). Moreover, this implies that MM is topologically collap…

2015-12-20abs ↗pdf ↗

The paper examines how small positive dependence can lead to correlated tail risks.

problem Understanding the impact of dependence uncertainty on tail risk measures.
method Introducing a regular dependence measure and analyzing the aggregation of risks.
result Small positive dependence can result in perfectly correlated tail risks.

The paper explains how certain neural network models can still perform well even when they fit training data perfectly.

problem Understanding how overparametrized models can generalize well despite fitting training data perfectly.
method Develops a framework to upper bound regression and classification risk in a reproducing kernel Hilbert space, providing conditions for harmless interpolation.
result Shows that harmless interpolation can occur in more general settings like bounded orthonormal systems, not just independent features.

This research highlights the secrecy potential of nonlinear generative models and their all-or-nothing phase transition.

problem Secrecy potential of nonlinear generative models in statistical learning.
method Replica method to derive asymptotic normalized cross entropy and statistical decoupling of Bayesian estimator.
result Strictly nonlinear models exhibit an all-or-nothing phase transition, leading to perfect secrecy.

Proof confirms perfect representation in deep learning models.

problem Tackles the perfect Platonic Representation Hypothesis in deep learning models.
method Detailed proof using stochastic gradient descent (SGD) and analysis of global minima.
result SGD trains EDLNs to learn the same representation up to rotation, suggesting emergent entropic forces.

Conformal Test Martingales can be 'blind' to significant changes in data distribution.

problem The converse of exchangeability does not hold, leading to potential blindness of CTMs.
method Explicit construction of AA-cryptic change-point using bivariate Gaussian distributions.
result CTMs can be perfectly cryptic to a significant change in marginal means.

This paper improves the efficiency of generative models by optimizing the straightness of Rectified Flow.

problem Improving the efficiency of generative models by reducing discretization error.
method Introducing a novel Piecewise Straightness parameter, γ2,T, to optimize the straightness of Rectified Flow.
result Minimizing curvature in Rectified Flow models leads to high-fidelity, one-step sampling.

I unravel the basic long run dynamics of the broker call money market, which is the pile of cash that funds margin loans to retail clients (read: continuous time Kelly gamblers). Call money is assumed to supply itself perfectly inelastically, and to continuously reinvest all principal and interest. I show that the rela…

2019-06-24abs ↗pdf ↗

The Yamabe Invariant of a smooth compact manifold is by definition the supremum of the scalar curvatures of unit-volume Yamabe metrics on the manifold. For an explicit infinite class of 4-manifolds, we show that this invariant is positive but strictly less than that of the 4-sphere. This is done by using spin^c Dirac o…

1997-08-01abs ↗pdf ↗

Bandlimited random neural networks may not approximate all functions perfectly.

problem Expressive power of shallow neural networks with bandlimited random weights.
method Ridgelet analysis for deriving approximation error lower bounds.
result Bandlimited random weights can lead to non-zero approximation error.

Neural networks can overfit perfectly to noisy data and then grok near-optimal generalization.

problem Neural networks' ability to overfit perfectly to noisy data and then generalize near-optimally.
method Two-layer ReLU networks trained by gradient descent on XOR cluster data.
result Neural networks can achieve perfect fit to noisy training data and then grok near-optimal generalization.

The continuous-time version of Kyle's (1985) model is studied, in which market makers are not fiduciaries. They have some market power which they utilize to set the price to their advantage, resulting in positive expected profits. This has several implications for the equilibrium, the most important being that by setti…

2019-08-23abs ↗pdf ↗

Continuous epimorphisms between certain mapping class groups are induced by homeomorphisms.

problem Understanding continuous epimorphisms between specific mapping class groups.
method Analyzing subgroups of mapping class groups of infinite-genus 2-manifolds with no planar ends.
result Continuous epimorphisms are induced by homeomorphisms for the specified subgroups.

In an incomplete financial market, the axiomatic of Time Consistent Pricing Procedure (TCPP), recently introduced, is used to assign to any financial asset a dynamic limit order book, taking into account both the dynamics of basic assets and the limit order books for options. Kreps-Yan fundamental theorem is extended t…

2008-09-22abs ↗pdf ↗

The Bass model is calibrated to vanilla options using a fixed-point equation.

problem Calibration of the Bass local volatility model to vanilla options.
method Solving a fixed-point equation to achieve calibration.
result Existence and uniqueness of the solution to the fixed-point equation, and linear convergence of the fixed-point iteration scheme.