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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.

168,742 papers · 148 categories

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3186359531,270 · Jun 202019922001200920172026
48 results for pseudo-random number generator

Pseudo-random number generators (PRNG) are a fundamental element of many security algorithms. We introduce a novel approach to their implementation, by proposing the use of generative adversarial networks (GAN) to train a neural network to behave as a PRNG. Furthermore, we showcase a number of interesting modifications…

2018-09-30abs ↗pdf ↗

Transformers can predict pseudo-random sequences from LCGs with unseen parameters and moduli.

problem Learning pseudo-random number sequences from linear congruential generators with unknown parameters and moduli.
method Investigated the ability of Transformers to learn LCG sequences with varying complexity and moduli. Analyzed embedding layers and attention patterns.
result Transformers can predict pseudo-random sequences from LCGs with unseen parameters and moduli, up to mexttest=216m_{ ext{test}} = 2^{16}, using a two-step strategy.

Quantum algorithm reduces qubit usage for Monte Carlo simulations.

problem High qubit requirements for Monte Carlo simulations on quantum computers.
method Use of pseudo-random number generator (PRNG) on a quantum circuit.
result Significant reduction in qubit usage without sacrificing quantum speed.

Measurements of cosmic microwave background (CMB) anisotropy are ideal experiments for discovering the non-trivial global topology of the universe. To evaluate the CMB anisotropy in multiply-connected compact cosmological models, one needs to compute the eigenmodes of the Laplace-Beltrami operator. Using the direct bou…

1998-10-02abs ↗pdf ↗

Study finds no significant difference in neural network weights with quantum random numbers.

problem Effects of biased quantum random numbers on neural network initialization.
method Empirical study using quantum hardware and classical pseudo-random numbers.
result No statistically significant difference found between quantum random numbers and other types.

Study reveals finite-size effects and sensitivity to random numbers in Levy-Levy-Solomon model.

problem Finite-size effects and sensitivity to random numbers in Levy-Levy-Solomon model.
method Simulations and analysis of Levy-Levy-Solomon model with different random number generators and stopping criteria.
result Low-quality pseudo random number generators significantly impact simulation results.

Paper presents quantum algorithms for pricing financial derivatives using complex models.

problem Implementing complex financial models like local volatility on quantum computers.
method Developed two quantum circuit implementations for local volatility model.
result Demonstrated reduced qubit requirements for local volatility model.

We formulate statistical watermarking as hypothesis testing and establish near-optimal bounds.

problem Statistical watermarking in the context of hypothesis testing.
method Formulated as a hypothesis testing problem, using coupling of output tokens and rejection regions.
result Established nearly matching upper and lower bounds on the number of i.i.d. tokens required for small Type I and Type II errors.

Statistical machine learning models should be evaluated and validated before putting to work. Conventional k-fold Monte Carlo Cross-Validation (MCCV) procedure uses a pseudo-random sequence to partition instances into k subsets, which usually causes subsampling bias, inflates generalization errors and jeopardizes the r…

2019-07-04abs ↗pdf ↗

Study tests financial market efficiency using random number generator tests.

problem Check for informational efficiencies in financial markets.
method Analysed binary daily returns as random number generators, split analysis by annual and company levels, investigated longer-term efficiency over Nasdaq-listed companies.
result Information efficiency varies across years and reflects large-scale market impacts.

Bayesian Neural Networks (BNNs) have been proposed to address the problem of model uncertainty in training and inference. By introducing weights associated with conditioned probability distributions, BNNs are capable of resolving the overfitting issue commonly seen in conventional neural networks and allow for small-da…

2018-02-02abs ↗pdf ↗

Energy-efficient sampling for machine learning using magnetic tunnel junctions.

problem Costly and inefficient random sampling in machine learning.
method Energy-efficient algorithm using stochastic magnetic tunnel junctions for uniform Float16 sampling.
result Higher energy efficiency than state-of-the-art algorithms, with a minimum factor of 9721.

Compressive Sensing (CS) theory asserts that sparse signal reconstruction is possible from a small number of linear measurements. Although CS enables low-cost linear sampling, it requires non-linear and costly reconstruction. Recent literature works show that compressive image classification is possible in CS domain wi…

2018-10-15abs ↗pdf ↗

AGMMNs improve learning of copula models by adaptively selecting kernels.

problem Learning dependence structures in copula models.
method Adaptive bandwidth selection for MMD in GMMNs, increasing kernels based on validation loss.
result AGMMNs significantly improve training performance over GMMNs and parametric models.

The paper develops methods to analyze sensitivity in stochastic models using surrogate models.

problem Quantifying the impact of input variability on stochastic simulators with randomness.
method The authors propose using generalized lambda models to emulate response distributions of stochastic simulators and estimate sensitivity indices.
result The proposed method can estimate sensitivity indices even with strong heteroskedasticity and small signal-to-noise ratio.

In our recent work (Bubeck, Price, Razenshteyn, arXiv:1805.10204) we argued that adversarial examples in machine learning might be due to an inherent computational hardness of the problem. More precisely, we constructed a binary classification task for which (i) a robust classifier exists; yet no non-trivial accuracy c…

2018-11-15abs ↗pdf ↗

Improved neural network training in low-dimensional random bases.

problem Inefficient optimization in large-scale neural networks.
method Re-draw random subspace at each training step, apply independent projections to different network parts.
result Significantly better optimization performance and efficiency.

This study examines how financial tick data becomes more random with time aggregation.

problem Investigating the randomness of financial tick data over time.
method Applied statistical randomness tests from NIST and TestU01 batteries to ultra-high frequency financial data.
result Financial tick data becomes increasingly random as the aggregation level of transaction time increases.

Likelihood-free inference involves inferring parameter values given observed data and a simulator model. The simulator is computer code which takes parameters, performs stochastic calculations, and outputs simulated data. In this work, we view the simulator as a function whose inputs are (1) the parameters and (2) a ve…

2019-10-08abs ↗pdf ↗

New lower bounds show learning intersections of halfspaces is hard even for a few halfspaces.

problem Learning intersections of halfspaces in polynomial time under standard assumptions.
method Unified connection to parallel pancakes distribution for proving hardness.
result Learning ω(loglogN)ω(\log \log N) halfspaces in dimension NN requires super-polynomial time under standard assumptions.

Jablan and Radović originally defined two invariants called the Meander number and OGC number of knots for certain classes of knots. We generalize these definitions to all knots and name the straight number and contained straight number of a knot, respectively, and prove they are well defined. We answer two questions a…

2018-01-31abs ↗pdf ↗

Ascending numbers are determined for 64 knots with at most n=10 crossings. After proving the theorem about the signature of alternating knot families, we distinguished all families of knots obtained from generating alternating knots with at most 10 crossings, for which the unknotting number can be confirmed by using th…

2011-07-10abs ↗pdf ↗

We describe rational knots with any of the possible combinations of the properties (a)chirality, (non-)positivity, (non-)fiberedness, and unknotting number one (or higher), and determine exactly their number for a given number of crossings in terms of their generating functions. We show in particular how Fibonacci numb…

2002-10-11abs ↗pdf ↗

The paper introduces generalized Lelong numbers for currents and their applications in intersection theory.

problem Defining and studying generalized Lelong numbers for currents in intersection theory.
method Formulating generalized Lelong numbers for closed smooth (j,j)-forms, defining horizontal dimension, and establishing properties and formulas.
result Effective sufficient conditions for defining and continuity of intersections of positive closed currents.

Odd crossing numbers and even rotation numbers for cycles in plane immersions.

problem Analyzing crossing and rotation numbers of cycles in plane immersions of graphs.
method Generic immersions and Legendrian embeddings of graphs, focusing on cycles of specific lengths.
result Sum of rotation numbers of all 5-cycles is even, and sum of crossing numbers is odd.

Study Hodge-de Rham numbers for almost complex 4-manifolds, extending properties from complex surfaces.

problem Understanding Hodge-de Rham numbers for almost complex 4-manifolds.
method Introduced and studied Hodge-de Rham numbers, extending properties from complex surfaces.
result All Hodge-de Rham numbers for compact almost complex 4-manifolds are determined by the cohomology, except for one (the irregularity).

Study of generalized knots and links, proving inequality involving crossing number and braid index.

problem Proving an inequality involving the minimal crossing number and braid index for generalized knots and links.
method Introducing generalized crossings and moves, proving inequality for generalized knots and links.
result Proved inequality involving total crossing number and braid index for generalized knots and links.

We give a tropical interpretation of Hurwitz numbers extending the one discovered in \cite{CJM}. In addition we treat a generalization of Hurwitz numbers for surfaces with boundary which we call open Hurwitz numbers.

2010-05-25abs ↗pdf ↗

The paper generalizes Segre and Verlinde numbers for surfaces with holomorphic 2-forms.

problem Generalizing Segre and Verlinde numbers for surfaces with holomorphic 2-forms.
method Using Mochizuki's formula and Seiberg-Witten invariants, derive universal functions and prove topological invariants.
result Certain canonical virtual Segre and Verlinde numbers of general type surfaces are topological invariants.

Spatial embeddings of planar graphs can have higher unknotting numbers than crossing numbers.

problem Understanding the relationship between unknotting numbers and crossing numbers of spatial embeddings of planar graphs.
method Analyzing specific examples of planar graphs and their spatial embeddings to find counterexamples.
result There exist planar graphs and their spatial embeddings where the unknotting number is greater than half the crossing number.

In this paper, we denone the generalized bicomplex numbers and give some algebraic properties of them. Also, we show that some hyperquadrics in R4 and R42 are Lie groups by using generalized bicomplex number product and obtain Lie algebras of these Lie groups. Morever, by using tensor product surfaces, we determine som…

2014-02-27abs ↗pdf ↗

We expand Topological Field Theory on some special CW-complexes (brane complexes). This Brane Topological Field Theory one-to-one corresponds to infinite dimensional Frobenius Algebras, graduated by CW-complexes of lesser dimension. We define general and regular Hurwitz numbers of brane complexes and prove that they ge…

2009-04-01abs ↗pdf ↗

Agent-based models have demonstrated their power and flexibility in Econophysics. However their major challenge is still to devise more realistic simulation scenarios. The complexity of Economy makes appealing the idea of introducing chaotic number generators as simulation engines in these models. Chaos based number ge…

2011-10-20abs ↗pdf ↗

Transformer struggles with arithmetic length but improves with explicit structure encoding.

problem Transformers fail to generalize length in arithmetic tasks.
method Explicitly encoding structural symmetries via modified number formatting and custom positional encodings.
result Transformer can generalize up to 50-digit numbers without additional data.