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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.

169,051 papers · 148 categories

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48 results for quadratic potential

Proves non-positivity of Hirzebruch form on stable weights and connects to flat logarithmic connections.

problem Non-positivity of Hirzebruch form on stable weights
method Kempf--Ness and frame-potential inequality
result Zero locus of Hirzebruch form on stable weights corresponds to flat logarithmic connections

This research proves that quadratic regularized optimal transport can approximate the Laplace-Beltrami operator on smooth manifolds.

problem Approximating the Laplace-Beltrami operator using optimal transport with quadratic regularization.
method Deriving first-order optimal potentials and analyzing the convergence of discrete Laplace operators.
result The discrete Laplace operators converge to the Laplace-Beltrami operator on smooth manifolds.

New geometric Joyce structures on moduli spaces of quadratic differentials.

problem Constructing Joyce structures on moduli spaces of quadratic differentials.
method Isomonodromic deformations of second-order linear ODEs with rational potential.
result Construction of Joyce structures on moduli spaces of quadratic differentials.

PDHAMS improves sampling for discrete distributions with quadratic potential functions.

problem Sampling discrete distributions efficiently and accurately.
method Integrates a second-order approximation of the potential function and uses Gaussian integral trick.
result PDHAMS yields superior performance compared to other methods.

Inspired by complexity and diversity of biological neurons, our group proposed quadratic neurons by replacing the inner product in current artificial neurons with a quadratic operation on input data, thereby enhancing the capability of an individual neuron. Along this direction, we are motivated to evaluate the power o…

2019-01-17abs ↗pdf ↗

Eigen-decomposition simplifies quadratic programming with equality constraints.

problem Optimizing solutions under linear equality constraints in quadratic programming.
method Eigenvalue decomposition of the quadratic term matrix to project optimal solutions.
result Established a linear mapping between EQP formulations with and without diagonalized QQ.

We consider support recovery in the quadratic logistic regression setting - where the target depends on both p linear terms xix_i and up to p2p^2 quadratic terms xixjx_i x_j. Quadratic terms enable prediction/modeling of higher-order effects between features and the target, but when incorporated naively may involve solvi…

2017-03-08abs ↗pdf ↗

This study connects financial volatility to quantum mechanics on hyperbolic manifolds.

problem Deriving a geometric interpretation of financial volatility.
method Mapping financial pricing to quantum Hamiltonians via transformations.
result Financial volatility is a diffusion process on a hyperbolic manifold.

We derive a Bernstein type result for the special Lagrangian equation, namely, any global convex solution must be quadratic. In terms of minimal surfaces, the result says that any global minimal Lagrangian graph with convex potential must be a hyper-plane.

2002-01-20abs ↗pdf ↗

We consider self-similar solutions to mean curvature evolution of entire Lagrangian graphs. When the Hessian of the potential function uu has eigenvalues strictly uniformly between -1 and 1, we show that on the potential level all the shrinking solitons are quadratic polynomials while the expanding solitons are in one…

2009-05-24abs ↗pdf ↗

As a model of market price, we introduce a new type of random walk in a moving potential which is approximated by a quadratic function with its center given by the moving average of its own trace. The properties of resulting random walks are similar to those of ordinary random walks for large time scales; however, thei…

2005-09-02abs ↗pdf ↗

Based on the new type of random walk process called the Potentials of Unbalanced Complex Kinetics (PUCK) model, we theoretically show that the price diffusion in large scales is amplified 2/(2 + b) times, where b is the coefficient of quadratic term of the potential. In short time scales the price diffusion depends on …

2006-08-10abs ↗pdf ↗

We introduce a variant of (sparse) PCA in which the set of feasible support sets is determined by a graph. In particular, we consider the following setting: given a directed acyclic graph GG on pp vertices corresponding to variables, the non-zero entries of the extracted principal component must coincide with vertice…

2015-06-08abs ↗pdf ↗

Study on regularity of optimal transport maps on convex domains with quadratic cost.

problem Regularity of optimal transport maps between convex domains with quadratic cost.
method Analysis of CαC^α-densities and C1,αC^{1, α} boundary conditions, monotonicity formula for optimal transport maps.
result Proves C1,1εC^{1, 1-\varepsilon}-regularity for nondegenerate CαC^α-densities and C2,αC^{2, α}-regularity for C1,αC^{1, α} boundary.

We derive lower bounds on the scalar curvature of complete non-compact gradient Yamabe solitons under some integral curvature conditions. Based on this, we prove that the corresponding potential functions have at most quadratic growth in distance. We also obtain a finite topological type property on complete shrinking …

2011-09-05abs ↗pdf ↗

Study cost-driven state representation learning for control from partial observations.

problem Learning state representation for control from partial and high-dimensional observations.
method Cost-driven state representation learning via predicting cumulative costs.
result Established finite-sample guarantees for near-optimal representation and controller.

Study confirms complex crypto market dynamics via non-linear potentials.

problem Linear models fail to capture complex financial market dynamics.
method Analyzed high-frequency crypto currency data to confirm non-linear drift and potential functions.
result Markets exhibit either single-well or double-well potentials, indicating varying levels of uncertainty or stress.

Study shows different training methods yield varying prediction risks for two-layers neural networks.

problem Understanding prediction risks in two-layers neural networks under different training regimes.
method Examined three training regimes: random features, neural tangent, and fully trained neural network.
result There is a significant gap in prediction risk between the random features and neural tangent regimes when the number of neurons is smaller than the ambient dimension.

We introduce the cluster exchange groupoid associated to a non-degenerate quiver with potential, as an enhancement of the cluster exchange graph. In the case that arises from an (unpunctured) marked surface, where the exchange graph is modelled on the graph of triangulations of the marked surface, we show that the univ…

2018-04-30abs ↗pdf ↗

We show that (a) any entire graphic self-shrinking solution to the Lagrangian mean curvature flow in Cm{\mathbb C}^{m} with the Euclidean metric is flat; (b) any space-like entire graphic self-shrinking solution to the Lagrangian mean curvature flow in Cm{\mathbb C}^{m} with the pseudo-Euclidean metric is flat if the H…

2010-03-16abs ↗pdf ↗

New method learns particle system potentials from unlabeled data.

problem Learning potentials of interacting particle systems from unlabeled data with trajectory information missing.
method Introduces a self-test loss function based on stochastic evolution equation.
result Method outperforms baseline methods in robust estimation of large, high-dimensional systems.

In many compressive sensing problems today, the relationship between the measurements and the unknowns could be nonlinear. Traditional treatment of such nonlinear relationships have been to approximate the nonlinearity via a linear model and the subsequent un-modeled dynamics as noise. The ability to more accurately ch…

2013-01-29abs ↗pdf ↗

Analyticity of heat equation extended to Bakry-Émery Ricci curvature manifolds.

problem Analyticity of solutions to heat equation under specific curvature conditions.
method Analyzes analyticity in time for smooth solutions on Riemannian manifolds with Bakry-Émery Ricci curvature.
result Analyticity extended to all gradient Ricci solitons and certain LpL^p spaces.

Piecewise Linear-Quadratic (PLQ) penalties are widely used to develop models in statistical inference, signal processing, and machine learning. Common examples of PLQ penalties include least squares, Huber, Vapnik, 1-norm, and their asymmetric generalizations. Properties of these estimators depend on the choice of pena…

2017-06-06abs ↗pdf ↗

New bounds on optimal transport regularization show faster convergence rates than previously known.

problem Understanding the localization rate of Quadratically Regularized Optimal Transport (QOT) optimizers.
method Established lower bounds and derived mean-squared deviation controls for QOT optimizers.
result Lower bound of support concentration rate ε1d+2\varepsilon^{\frac{1}{d+2}} in directed Hausdorff distance.

New method solves stochastic optimization problems with random models.

problem Optimizing stochastic objectives with deterministic constraints.
method Trust-Region Sequential Quadratic Programming with random model.
result Global convergence guarantees for first- and second-order stationary points.

Efficient algorithms compute lambda quantiles for robust portfolio optimization.

problem Computing lambda quantiles efficiently and robustly.
method Λ-Newton-Bis algorithm combining Newton's method and bisection, interval analysis for multiple roots.
result Demonstrated computational efficiency and practical relevance in portfolio optimization.