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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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88175263350 · Jun 202019922001200920172026
48 results for polynomial dynamics

Develops polynomial diffusion models for multi-factor commodity futures dynamics.

problem Modeling futures prices using latent state variables for short and long-term stochastic factors.
method Polynomial diffusion models to incorporate non-linear effects, two filtering methods for estimation.
result Accurate estimation of futures prices despite parameter identification issues in polynomial diffusion models.

The paper studies random dynamical systems of polynomial automorphisms on C^2 and finds mean stability.

problem Random dynamical systems of polynomial automorphisms on C^2.
method Generic random dynamical systems of polynomial automorphisms are shown to have mean stability.
result A generic random dynamical system of polynomial automorphisms on C^2 has mean stability.

Study shows polynomial-width neural networks can closely approximate infinite-width networks in polynomial time.

problem Approximating dynamics of polynomial-width neural networks with infinite-width networks.
method Bounding approximation gap through a differential equation governed by mean-field dynamics, considering local Hessian.
result Polynomially many neurons are sufficient to closely approximate mean-field dynamics.

New connection found between complex polynomials and surface homeomorphisms.

problem Investigating the existence of generalized pseudo-Anosov maps from quadratic polynomials.
method Developed a new connection between dynamics of quadratic polynomials and surface homeomorphisms, focusing on Hubbard trees.
result Identified conditions for constructing generalized pseudo-Anosov maps from quadratic polynomials.

New method learns low-dimensional models for systems with non-polynomial terms.

problem Modeling systems with non-polynomial nonlinear terms that are spatially local and given in analytic form.
method Non-intrusive model reduction method that learns operators for linear and polynomially nonlinear dynamics via a least-squares problem incorporating given non-polynomial terms.
result Comparable accuracy to intrusive methods that require full knowledge of governing equations.

We investigate the random dynamics of polynomial maps on the Riemann sphere and the dynamics of semigroups of polynomial maps on the Riemann sphere. In particular, the dynamics of a semigroup GG of polynomials whose planar postcritical set is bounded and the associated random dynamics are studied. In general, the Juli…

2011-04-19abs ↗pdf ↗

New algorithm reduces dynamic regret for noisy gradient feedback with piecewise polynomial comparators.

problem Online estimation of piecewise polynomial trends with noisy feedback.
method Introduces variational constraint for piecewise polynomial comparators, designs adaptive algorithm.
result Achieves nearly optimal dynamic regret of $ ilde{O}(n^{ rac{1}{2k+3}}C_n^{ rac{2}{2k+3}})$.

Wide networks with polynomial activations have proven asymptotic behavior.

problem Understanding the behavior of neural networks in the large width limit.
method Proving a conjecture for deep networks with polynomial activation functions.
result Tight bounds on the behavior of wide networks during stochastic gradient descent and derivation of their finite-width dynamics.

Estimates hybrid dynamical systems with polynomial expansions and Markovian switching.

problem Identifying hybrid dynamical systems with nonlinear autoregressive exogenous (NARX) components and Markovian switching.
method Probabilistic framework using Expectation Maximization for parameter estimation, including submodel coefficients, hidden state values, and transition probabilities. Disentangles mode classification and NARX regression tasks. Uses soft-labels and coordinate descent approach for parameter fitting.
result Demonstrated on a SMNARX problem with three nonlinear sub-models, achieving parsimonious models through l1-norm bridge estimation and hard-thresholding.

The paper defines a path metric on a stable component of polynomial families.

problem Understanding the geometry of polynomial families with parabolic relations.
method Constructing a positive semi-definite pressure form on a bounded stable component of the moduli space.
result The pressure form defines a path metric on the stable component.

CODE learns ODE dynamics from sparse data, outperforming neural and kernel methods.

problem Learning ODE dynamics from sparse and noisy data.
method CODE uses Polynomial Chaos Expansion (aPCE) for the ODE's RHS, enabling global orthonormal polynomial representation.
result CODE exhibits remarkable extrapolation capabilities even under novel initial conditions and measurement noise.

New method uses higher-order Langevin dynamics for efficient parallel sampling.

problem Efficient parallel sampling from high-dimensional log-concave distributions.
method Combines higher-order Langevin dynamics with blockwise Lagrange polynomial interpolation.
result Reduces the number of parallel points required for a target accuracy.

Langevin dynamics fails to produce accurate samples even with small score function errors.

problem Robustness of Langevin dynamics to score function errors.
method Analysis of Langevin dynamics and score function errors.
result Langevin dynamics produces a distribution far from the target distribution in TV distance even with small L2L^2 errors in the score function.

Study revisits Alexander-Conway and Kauffman bracket polynomials for pretzel links.

problem Understanding polynomial invariants of pretzel links.
method Revisits Alexander-Conway and Kauffman bracket polynomials for pretzel links P(1,1,n)P(1,1,n).
result Reveals properties of Alexander-Conway and Kauffman bracket polynomials for P(1,1,n)P(1,1,n).

We prove that stochastic gradient descent efficiently converges to the global optimizer of the maximum likelihood objective of an unknown linear time-invariant dynamical system from a sequence of noisy observations generated by the system. Even though the objective function is non-convex, we provide polynomial running …

2016-09-16abs ↗pdf ↗

The extragradient method accelerates convergence in complex game dynamics.

problem Complex interactions in game dynamics cause simple methods to diverge, necessitating more sophisticated approaches.
method A polynomial-based analysis to identify three scenarios for accelerated convergence of the momentum extragradient method.
result The momentum extragradient method achieves faster convergence under specific eigenvalue conditions.

Polynomial processes have the property that expectations of polynomial functions (of degree nn, say) of the future state of the process conditional on the current state are given by polynomials (of degree n\leq n) of the current state. Here we explore the application of polynomial processes in the context of structur…

2017-10-27abs ↗pdf ↗

The basin of infinity of a polynomial map $f : {\bf C} \arrow {\bf C}$ carries a natural foliation and a flat metric with singularities, making it into a metrized Riemann surface X(f)X(f). As ff diverges in the moduli space of polynomials, the surface X(f)X(f) collapses along its foliation to yield a metrized simplicial t…

2006-08-30abs ↗pdf ↗

As we have proved in [L], the geodesic flows associated with the flat metrics on T^2 minimize the polynomial entropy. In this paper, we show that, among the geodesic flows that are Bott integrable and dynamically coherent, the geodesic flows associated to flat metrics are local strict minima for the polynomial entropy.…

2012-07-20abs ↗pdf ↗

Develops analogs of character varieties for algebraic correspondences, proving boundedness and compactifications.

problem Characterizing algebraic correspondences and their degenerations.
method Introducing new character varieties and studying degeneration of algebraic correspondences on trees of Riemann spheres.
result Boundedness and natural homeomorphism of compactifications of Teichmüller spaces for the four times punctured sphere.

Polynomial inequalities lie at the heart of many mathematical disciplines. In this paper, we consider the fundamental computational task of automatically searching for proofs of polynomial inequalities. We adopt the framework of semi-algebraic proof systems that manipulate polynomial inequalities via elementary inferen…

2019-06-04abs ↗pdf ↗

Ehlers-Kundt conjecture is a physical assertion about the fundamental role of plane waves for the description of gravitational waves. Mathematically, it becomes equivalent to a problem on the Euclidean plane R2{\mathbb R}^2 with a very simple formulation in Classical Mechanics: given a non-necessarily autonomous potent…

2017-06-12abs ↗pdf ↗

We investigate the random dynamics of rational maps on the Riemann sphere and the dynamics of semigroups of rational maps on the Riemann sphere. We show that regarding random complex dynamics of polynomials, in most cases, the chaos of the averaged system disappears, due to the cooperation of the generators. We investi…

2008-12-24abs ↗pdf ↗

Improved RL algorithm stabilizes unknown linear systems with polynomial regret.

problem Learning and stabilizing unknown linear dynamical systems.
method Proposes an algorithm with an improved exploration strategy for fast stabilization.
result Achieves ildeO(T) ilde{\mathcal{O}}(\sqrt{T}) regret after TT time steps.

New method uses Hermite polynomials for American option valuation.

problem Valuation of American options with complex jump-diffusion dynamics.
method Hermite polynomial expansions of transition density and early exercise premium.
result Converging approximations to true option prices and exercise boundaries.

In the setting of polynomial jump-diffusion dynamics, we provide an explicit formula for computing correlators, namely, cross-moments of the process at different time points along its path. The formula appears as a linear combination of exponentials of the generator matrix, extending the well-known moment formula for p…

2019-06-26abs ↗pdf ↗

Bayesian optimization with RPCE reduces MAP estimation for structural dynamics models.

problem Estimating parameters of structural dynamic models efficiently.
method Bayesian optimization with RPCE surrogate model.
result Effective reduction in model evaluations for MAP estimation.

Bayesian method synthesizes barrier certificates for unknown systems with latent states.

problem Certifying safety in systems with unknown dynamics and latent states.
method Bayesian inference with Metropolis-Hastings sampler and sum-of-squares program.
result Probabilistic validity of barrier certificates for unknown systems.