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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.

169,181 papers · 148 categories

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14294357 · Jun 202019922001200920182026
48 results for phase segregation

Bayesian MS-VAR model for pricing equity-linked life insurance products.

problem Pricing and hedging equity-linked life insurance products on maximum of several assets.
method Introduces Bayesian Markov-Switching Vector Autoregressive (MS-VAR) process to model economic variables and insured's lifetime.
result Obtains net single premiums and hedging formulas for equity-linked life insurance products.

Study explores how wealth dynamics change with preferential interactions in kinetic exchange models.

problem Investigate how preferential interactions affect wealth dynamics and distributions in kinetic exchange models.
method Conducted Monte Carlo simulations to explore two types of preferential interactions: one with random selection and another with wealth difference constraint.
result Emergence of quasi-oligarchic societies and segregation into economic classes observed in preferential interactions.

Cash collateral is perfect in that it provides simultaneous counterparty credit risk protection and derivatives funding. Securities are imperfect collateral, because of collateral segregation or differences in CSA haircuts and repo haircuts. Moreover, the collateral rate term structure is not observable in the repo mar…

2017-02-14abs ↗pdf ↗

Bayesian optimization has recently attracted the attention of the automatic machine learning community for its excellent results in hyperparameter tuning. BO is characterized by the sample efficiency with which it can optimize expensive black-box functions. The efficiency is achieved in a similar fashion to the learnin…

2017-07-18abs ↗pdf ↗

Solves Dirichlet problem for Lagrangian phase equation with critical and supercritical phase.

problem Solving Dirichlet problem for Lagrangian phase equation with critical and supercritical phase.
method Uses interior C2C^2 estimate.
result Result is sharp, showing existence of singular solutions in subcritical phase.

Proposes a novel SAM operator for separate item and relational memories.

problem Limited memory interactions in neural networks.
method Introduces a Self-attentive Associative Memory (SAM) operator to separate item and relational memories.
result Achieves competitive results in various tasks, including geometry, graph, reinforcement learning, and question answering.

Convolutional neural networks learn phase-dependent frequency representations.

problem Capturing phase dependence in frequency representations for better signal analysis.
method Convolutional neural networks learn filters with different phases, which rectify to phase-dependent descriptors.
result Phase harmonics correlations can compressively represent signals with sparse wavelet coefficients.

Study on stable partitions in convex domains with three phases, finding disconnected phase stability.

problem Stability of partitions in convex domains with multiple phases.
method Careful derivation of the second variation of area, proving existence of stable partitions involving disconnected phases.
result Existence of stable partitions involving a disconnected phase in three phase problem.

New algorithms handle phase retrieval with rank d measurements, revealing phase transitions.

problem Phase retrieval with rank d measurements.
method Random duality theory (RDT) and descending phase retrieval algorithms (dPR).
result Minimal sample complexity ratio for dPR's success exhibits phase transitions.

Machine learning predicts phase behavior in active matter suspensions.

problem Predicting phase behavior in active matter systems using machine learning.
method Used deep learning techniques, including fully connected networks and graph neural networks, to predict motility-induced phase separation (MIPS) in ABP suspensions.
result Strong agreement between machine learning predictions and MIPS binodal from simulations, suggesting machine learning as an effective method for phase behavior determination.

Study on optimal fees in hedge funds with first-loss compensation.

problem Determining the best fee structure for hedge funds with first-loss compensation.
method Solved the manager's non-concave utility maximization problem, calculated Pareto optimal first-loss schemes, and maximized a decision criterion on this set.
result Traditional fees are not Pareto optimal, and the preferred first-loss coverage guarantee varies with investor and market factors.

DeepPhase uses deep learning to recognize surgical phases in cataract surgery videos.

problem Automating surgical workflow analysis for better standardization and post-surgical assessment.
method Deep learning for instrument detection and phase classification in cataract surgery videos.
result DeepPhase models achieve 99% accuracy in instrument detection and 78% in phase recognition.

Model shows how confidence feedback can lead to different crisis outcomes.

problem Characterizing the impact of economic recessions on different social strata.
method A self-reflexive DSGE model with heterogeneous households, varying parameters to analyze crisis typologies.
result Crisis propagation can be confined to high or low income households, depending on social network structure and income inequality.

The big phase space, the geometric setting for the study of quantum cohomology with gravitational descendents, is a complex manifold and consists of an infinite number of copies of the small phase space. The aim of this paper is to define a Hermitian geometry on the big phase space. Using the approach of Dijkgraaf and …

2012-11-23abs ↗pdf ↗

Diffusion maps help learn complex quantum phase transitions from data.

problem Learning quantum phase transitions from experimental data is challenging.
method Diffusion maps for nonlinear dimensionality reduction and spectral clustering.
result Diffusion maps can learn complex phase transitions unsupervised.

The paper models market crashes as phase transitions, finding dynamic transitions offer better predictions.

problem Understanding and predicting extreme financial events like market crashes.
method Employing phase transition theory, focusing on endogenous crashes, and comparing DPT, CPT, and SPT.
result Dynamic phase transitions provide more accurate predictions of market crashes compared to critical and stochastic models.

Paper uses smart meter data to accurately estimate multi-phase topology and identify bus phases in unbalanced distribution grids.

problem Accurate topology knowledge is needed for monitoring and controlling uncertainties in unbalanced distribution grids.
method Converts multi-phase unbalanced systems into symmetrical components and uses information theory, power flow equations, and conditional independence relationships to estimate topology and identify bus phases.
result The algorithm accurately estimates multi-phase topology and identifies bus phases in unbalanced distribution grids, even with strong load unbalancing and DERs.

Unsupervised learning is a discipline of machine learning which aims at discovering patterns in big data sets or classifying the data into several categories without being trained explicitly. We show that unsupervised learning techniques can be readily used to identify phases and phases transitions of many body systems…

2016-06-01abs ↗pdf ↗

Artificial neural networks map quantum phases of disordered topological superconductors.

problem Classifying quantum phases of disordered topological superconductors.
method Supervised artificial neural network trained on ensemble averages of quasiparticle distributions.
result Artificial neural networks can classify quantum phases with high confidence, identifying unknown phases.

Novel M-theory approach classifies topological phases of matter.

problem Classifying and understanding topological phases of matter.
method Establishing a correspondence between (2+1)d topological field theories and non-hyperbolic 3-manifolds, identifying topological phases from internal wrapped 3-manifolds.
result Paves a new route toward the classification of topological phases of matter, including fermionic and non-unitary phases.

Common models for two-phase lipid bilayer membranes are based on an energy that consists of an elastic term for each lipid phase and a line energy at interfaces. Although such an energy controls only the length of interfaces, the membrane surface is usually assumed to be at least C1C^1 across phase boundaries. We consi…

2016-03-01abs ↗pdf ↗

Study oscillatory integrals with degenerate singular points in multivariable phase functions.

problem Analyzing oscillatory integrals with degenerate singular points in phase functions.
method Using asymptotic expansions and results from one variable, the study examines multivariable phase functions.
result Asymptotic expansions of oscillatory integrals for multivariable phase functions with degenerate singular points.

The stability of money value is an important requisite for a functioning economy, yet it critically depends on the actions of participants in the market themselves. Here we model the value of money as a dynamical variable that results from trading between agents. The basic trading scenario can be recast into an Ising t…

2001-10-10abs ↗pdf ↗

The Allen-Cahn system on manifolds yields multiple phase distributions.

problem Finding the number of solutions to the Allen-Cahn system on manifolds.
method Volume-fixing variations approach to classify isoperimetric clusters.
result The number of solutions is bounded by topological invariants for parallelizable manifolds.

This paper shows how learning the phase-amplitude coupling improves bio-signal classification.

problem Discarding phase component in bio-signal feature extraction leads to poor generalization.
method Introducing a novel self-supervised learning task called Phase-Swap to detect phase-amplitude coupling.
result Neural networks trained on Phase-Swap task generalize better across subjects and recording sessions.

New approach connects quantum phases to VQA trainability, enabling better scaling.

problem Scalability issues in VQAs, especially barren plateaus.
method Analog VQA ansätze composed of quenches of a disordered Ising chain, tuning disorder strength.
result Thermalized and MBL phases reach maximal expressivity at large MM, but barren plateaus emerge at smaller MM in the thermalized phase.

Descending phase retrieval algorithms show a phase transition with increasing sample complexity.

problem Theoretical limits of descending phase retrieval algorithms.
method Utilizing Random duality theory (RDT), the study develops a generic program to characterize algorithm performance.
result As sample complexity increases, the parametric manifold transitions from multi to single funneling points, leading to a phase transition in algorithm success.

Study shows reverberant phase is not essential for weakly-supervised dereverberation.

problem Evaluating the role of reverberant phase in weakly-supervised dereverberation.
method Statistical Wave Field Theory and recent weak supervision framework.
result Wet phase carries limited useful information and is not essential for weakly supervised dereverberation.