New graph kernel scales well with graph size and number, achieving state-of-the-art performance.
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.
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Consider a Riemannian metric on two-torus. We prove that the question of existence of polynomial first integrals leads naturally to a remarkable system of quasi-linear equations which turns out to be a Rich system of conservation laws. This reduces the question of integrability to the question of existence of smooth (q…
Gradient bounds and Liouville theorems for quasi-linear equations on manifolds with nonnegative Ricci curvature.
New algorithms solve robust MDPs efficiently, significantly faster than existing methods.
Algorithm solves word problem in mapping class group quickly.
The strong maximum principle is proved to hold for weak (in the sense of support functions) sub- and super-solutions to a class of quasi-linear elliptic equations that includes the mean curvature equation for spacelike hypersurfaces in a Lorentzian manifold. As one application a Lorentzian warped product splittin…
New algorithm solves unbalanced optimal transport on trees in quasi-linear time.
Paper tackles online facility location with user requests and provides a quasi-linear time algorithm.
We generalize Quasi-Linear Means by restricting to the tail of the risk distribution and show that this can be a useful quantity in risk management since it comprises in its general form the Value at Risk, the Tail Value at Risk and the Entropic Risk Measure in a unified way. We then investigate the fundamental propert…
Integrable flows on the Grassmannians Gr(N-1,N+1) are defined by the requirement of closedness of the differential N-1 forms of rank N-1 naturally associated with Gr(N-1,N+1). Gauge-invariant parts of these flows, given by the systems of the N-1 quasi-linear differential equations, describe coisotropic deform…
Using a proprietary dataset of meta-orders and prediction signals, and assuming a quasi-linear impact model, we deconvolve market impact from past correlated trades and a predictable return component to elicit the temporal dependence of the market impact of a single daily meta-order, over a ten day horizon in various e…
The performance of the Self-Organizing Map (SOM) algorithm is dependent on the initial weights of the map. The different initialization methods can broadly be classified into random and data analysis based initialization approach. In this paper, the performance of random initialization (RI) approach is compared to that…
In this paper we deal with the classical question of existence of polynomial in momenta integrals for geodesic flows on the 2-torus. For the quasi-linear system on coefficients of the polynomial integral we consider the region (so called elliptic regions) where there are complex-conjugate eigenvalues. We show that for …
SVGP KAN integrates uncertainty quantification into Kolmogorov-Arnold networks.
Geometric approach clusters intersecting manifolds with high probability.
HyperCR Einstein--Weyl equations in 2+1 dimensions reduce to a pair of quasi-linear PDEs of hydrodynamic type. All solutions to this hydrodynamic system can be in principle constructed from a twistor correspondence, thus establishing the integrability. Simple examples of solutions including the hydrodynamic reductions …
We consider a financial model with permanent price impact. Continuous time trading dynamics are derived as the limit of discrete rebalancing policies. We then study the problem of super-hedging a European option. Our main result is the derivation of a quasi-linear pricing equation. It holds in the sense of viscosity so…
The commuting vector fields approach, devised for strichartz estimates in [13], was developed for proving the local well-posedness in the Sobolev spaces with for general quasi-linear wave equation in by Klainerman and Rodnianski. Via this approach they obtained the l…
The paper explores algorithms to transform 3-manifold triangulations while controlling sparsity.
Model shows PoS networks can be captured by external finance, leading to centralization.
We prove an extension of a theorem of Barta then we make few geometric applications. We extend Cheng's lower eigenvalue estimates of normal geodesic balls. We generalize Cheng-Li-Yau eigenvalue estimates of minimal submanifolds of the space forms. We prove an stability theorem for minimal hypersurfaces of the Euclidean…
Polystable bundles on Kaehler manifolds are stable if their classes are stable.
We show the regularity of, and derive a-priori estimates for (weakly) harmonic maps from a Riemannian manifold into a Euclidean sphere under the assumption that the image avoids some neighborhood of a half-equator. The proofs combine constructions of strictly convex functions and the regularity theory of quasi-linear e…
In this paper, we prove the existence of classical solutions of the Dirichlet problem for a class of quasi-linear elliptic equations on unbounded domains like a cone or a U-type domain. This problem comes from the study of mean curvature flow and its generalization, the flow by powers of mean curvature. Our approach is…
This paper mainly aims to establish the well-posedness on time interval of the classical initial problem for the bosonic membrane in the light cone gauge. Here is the small parameter measures the nonlinear effects. In geometric, the bosonic membrane are timelike submanifo…
The paper contains a combinatorial theorem (the sequence of Newton polygons of a reccurent sequence of polynomials is quasi-linear) and two applications of it in classical and quantum topology, namely in the behavior of the -polynomial and a fixed quantum invariant (such as the Jones polynomial) under filling. Our c…
Study integrable geodesic flows on 2-surfaces with high-degree polynomial first integrals.
We consider the Cauchy problem for a second order quasi-linear partial differential equation with an admissible parabolic degeneration such that the given functions described the initial conditions are defined on a closed interval. We study also a variant of the inverse problem of the Cauchy problem and prove that the …
Proves a tree of shapes for n-D images in optimal time.
Let be a Cartan-Hadamard manifold with sectional curvature satisfying , Denote by the asymptotic boundary of and by the geometric compactification of with the cone topology. We investigate here the following question:…
There is a natural filtration on the space of degree- homogeneous polynomials in independent variables with coefficients in the algebra of smooth functions on the Grassmannian , determined by the tautological bundle. In this paper we show that the space of -dimensional integral elements of a…
Classifies scalar second-order PDEs with low-dimensional symmetry groups.
Study validates numerical method for singular FBSDEs convergence.
In this paper we study quasi-linear system of partial differential equations which describes the existence of the polynomial in momenta first integral of the integrable geodesic flow on 2-torus. We proved in [3] that this is a semi-Hamiltonian system and we show here that the metric associated with the system is a metr…
The extended constraint equations arise as a special case of the conformal constraint equations that are satisfied by an initial data hypersurface in an asymptotically simple spacetime satisfying the vacuum conformal Einstein equations developed by H. Friedrich. The extended constraint equations consist of a quasi-…
This paper develops a new method for eliciting more flexible metrics, improving fairness and applicability.
In this paper we investigate a dynamic stochastic portfolio optimization problem involving both the expected terminal utility and intertemporal utility maximization. We solve the problem by means of a solution to a fully nonlinear evolutionary Hamilton-Jacobi-Bellman (HJB) equation. We propose the so-called Riccati met…
In this paper we propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem. We show how the fully nonlinear Hamilton-Jacobi-Bellman equation can be transformed into a quasi-linear paraboli…
This paper studies the large time existence for the motion of closed hypersurfaces in a radially symmetric potential. In physical, this surface can be considered as an electrically charged membrane with a constant charge per area in a radially symmetric potential. The evolution of such surface has been investigated by …
Path-dependent PDEs model VIX and Realised Variance options.
Global stability bounds for matrix frames in phase retrieval problems.
State-of-the-art classifiers have been shown to be largely vulnerable to adversarial perturbations. One of the most effective strategies to improve robustness is adversarial training. In this paper, we investigate the effect of adversarial training on the geometry of the classification landscape and decision boundaries…
This study examines cores within superclusters, highlighting their transitional nature and dynamical state.
Study numerical methods for singular FBSDEs with degenerate forward component.
New algorithm for clustering data streams with no substitutions.
Three years ago we found a statistically reliable link between ConocoPhillips' (NYSE: COP) stock price and the difference between the core and headline CPI in the United States. In this article, the original relationship is revisited with new data available since 2009. The agreement between the observed monthly closing…
Develops a new framework for analyzing MFVI algorithms.
In this paper we present a new family of non-compact properly embedded, self-shrinking, asymptotically conical, positive mean curvature ends that are hypersurfaces of revolution with circular boundaries. These hypersurface families interpolate between the plane and half-cylinder in $\math…