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.
In blind hyperspectral unmixing (HU), the pure-pixel assumption is well-known to be powerful in enabling simple and effective blind HU solutions. However, the pure-pixel assumption is not always satisfied in an exact sense, especially for scenarios where pixels are heavily mixed. In the no pure-pixel case, a good blind…
We define invariants of braids rather than invariants of conjugacy classes of braids. For any pure three-braid we give effective upper and lower bounds for these invariants. This is done in terms of a natural syllable decomposition of the word representing the image of the braid in the braid group modulo its center. Th…
In many healthcare settings, intuitive decision rules for risk stratification can help effective hospital resource allocation. This paper introduces a novel variant of decision tree algorithms that produces a chain of decisions, not a general tree. Our algorithm, α-Carving Decision Chain (ACDC), sequentially carves o…
This paper extends a Kyle model to include price-responsive traders, revealing new dynamics and equilibria.
problem Real-world market dynamics involve price-responsive traders, affecting market equilibrium and insider profits.
method Developed a continuous-time Kyle model with two types of price-responsive traders (momentum and contrarian), leading to a forward-backward Riccati system for equilibrium.
result The model shows that feedback effects can lead to multiple equilibria and amplify price informativeness.
The concept of pure spinor is generalized, giving rise to the notion of pure subspaces, spinorial subspaces associated to isotropic vector subspaces of non-maximal dimension. Several algebraic identities concerning the pure subspaces are proved here, as well as some differential results. Furthermore, the freedom in the…
In this study, we propose the leveraging of interpretability for tasks beyond purely the purpose of explainability. In particular, this study puts forward a novel strategy for leveraging gradient-based interpretability in the realm of adversarial examples, where we use insights gained to aid adversarial learning. More …
We develop a formalism to study linearized perturbations around the equilibria of a pure exchange economy. With the use of mean field theory techniques, we derive equations for the flow of products in an economy driven by heterogeneous preferences and probabilistic interaction between agents. We are able to show that i…
A spacetime denotes a pure radiation field if its energy momentum tensor represents a situation in which all the energy is transported in one direction with the speed of light. In 1989, Wils and later in 1997 Ludwig and Edgar studied the physical properties of pure radiation metrics, which are conformally related to a …
In this mostly survey paper, we investigate the resonance varieties, the lower central series ranks, and the Chen ranks, as well as the residual and formality properties of several families of braid-like groups: the pure braid groups Pn, the welded pure braid groups wPn, the virtual pure braid groups vPn, as w…
We find finite presentations for the automorphism group of the Artin pure braid group and the automorphism group of the pure braid group associated to the full monomial group.
In this paper we introduce the framed pure braid group on n strands of an oriented surface, a topological generalisation of the pure braid group Pn. We give different equivalents definitions for framed pure braid groups and we study exact sequences relating these groups with other generalisations of Pn, usually…
The question of whether a representation of Artin's pure braid group is faithful is translated to certain properties of the Lie algebra arising from the descending central series of the pure braid group, and thus the Vassiliev invariants of pure braids via work of T. Kohno \cite{kohno1,kohno2}. The main result is a Lie…
We show that the Artin pure braid group on at least four strands is not residually free. Our results also show that the pure braid group on at least three strands has corank two.
We prove that the pure braid groups on closed, orientable surfaces are bi-orderable, and that the pure braid groups on closed, non-orientable surfaces have generalized torsion, thus they are not bi-orderable.
In this paper we use game theory to model poisoning attack scenarios. We prove the non-existence of pure strategy Nash Equilibrium in the attacker and defender game. We then propose a mixed extension of our game model and an algorithm to approximate the Nash Equilibrium strategy for the defender. We then demonstrate th…
We demonstrate that the lowest possible price change (tick-size) has a large impact on the structure of financial return distributions. It induces a microstructure as well as it can alter the tail behavior. On small return intervals, the tick-size can distort the calculation of correlations. This especially occurs on s…
The paper tackles pure exploration in multi-armed bandits with low rank structure using oblivious sampling.
problem Pure exploration in multi-armed bandits with low rank reward sequences.
method The approach involves separating the exploration strategy from feedback, using oblivious sampling, and incorporating kernel information of reward vectors.
result Efficient algorithms with regret bound O(d(lnN)/n) for both time-varying and fixed cases, with a lower bound gap of O(lnN).
It is established that the existence of non-isotropic vector field which Jacobi operator of maximal rank is an obstacle for the existence of non-trivial second-order symmetric parallel tensor field. In turns out that presence of such obstacle follows that manifold as pseudo-Riemannian manifold is locally non-reducible.…