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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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148296444592 · Jun 202019922001200920172026
48 results for quasi-linear time

New algorithm solves unbalanced optimal transport on trees in quasi-linear time.

problem Efficiently solving unbalanced optimal transport problems on trees.
method Proposed an algorithm that solves a more general unbalanced optimal transport problem exactly in quasi-linear time on a tree metric.
result Solves unbalanced optimal transport on trees in quasi-linear time (less than one second for a tree with one million nodes).

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…

2009-07-29abs ↗pdf ↗

Gradient bounds and Liouville theorems for quasi-linear equations on manifolds with nonnegative Ricci curvature.

problem Establishing bounds and theorems for solutions to quasi-linear elliptic equations on compact manifolds with nonnegative Ricci curvature.
method Gradient bounds, Liouville-type theorems, local splitting theorem, Harnack-type inequality, ABP estimate.
result Gradient bounds and Liouville-type theorems for solutions to quasi-linear equations on compact manifolds with nonnegative Ricci curvature.

New algorithms solve robust MDPs efficiently, significantly faster than existing methods.

problem Computing robust MDP solutions with uncertainty in transition probabilities is computationally expensive.
method Partial policy iteration and fast robust Bellman operator computation methods.
result The proposed methods are many orders of magnitude faster than state-of-the-art approaches.

The paper explores algorithms to transform 3-manifold triangulations while controlling sparsity.

problem Designing efficient algorithms for 3-manifold triangulations with controlled sparsity.
method Revisit and apply a linear-time algorithm for converting triangulations into Heegaard diagrams, and present a quasi-linear-time algorithm for retriangulation.
result Quasi-linear-time algorithm producing a Heegaard diagram with controlled sparsity.

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…

2019-02-19abs ↗pdf ↗

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…

2015-03-18abs ↗pdf ↗

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…

2014-07-12abs ↗pdf ↗

This paper mainly aims to establish the well-posedness on time interval [0,ε12T][0,\varepsilon^{-\frac{1}{2}}T] of the classical initial problem for the bosonic membrane in the light cone gauge. Here ε\varepsilon is the small parameter measures the nonlinear effects. In geometric, the bosonic membrane are timelike submanifo…

2013-06-09abs ↗pdf ↗

Using a quasi-linear version of Hodge theory, holomorphic vector bundles in a neighbourhood of a given polystable bundle on a compact Kaehler manifold are shown to be (poly)stable if and only if their corresponding classes are (poly)stable in the sense of geometric invariant theory with respect to the linear action of …

2020-02-10abs ↗pdf ↗

Model shows PoS networks can be captured by external finance, leading to centralization.

problem Long-term centralization of PoS networks under external finance pressures.
method Heterogeneous macroeconomic model with two actor classes: investors and consumers.
result External finance forces PoS networks to centralize, leading to zero internal staking yield.

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 …

2015-02-17abs ↗pdf ↗

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…

2003-08-11abs ↗pdf ↗

In this paper we present a new family of non-compact properly embedded, self-shrinking, asymptotically conical, positive mean curvature ends ΣnRn+1Σ^n\subseteq\mathbb{R}^{n+1} that are hypersurfaces of revolution with circular boundaries. These hypersurface families interpolate between the plane and half-cylinder in $\math…

2010-08-10abs ↗pdf ↗

Study integrable geodesic flows on 2-surfaces with high-degree polynomial first integrals.

problem Integrable geodesic flows on 2-surfaces with high-degree polynomial first integrals.
method Semi-Hamiltonian systems of PDEs and generalized hodograph method.
result Construction of many local explicit and implicit integrable examples with polynomial first integrals of degrees 3, 4, 5.

The nearest-centroid classifier is a simple linear-time classifier based on computing the centroids of the data classes in the training phase, and then assigning a new datum to the class corresponding to its nearest centroid. Thanks to its very low computational cost, the nearest-centroid classifier is still widely use…

2019-11-17abs ↗pdf ↗

The geometric intersection number of a curve on a surface is the minimal number of self-intersections of any homotopic curve, i.e. of any curve obtained by continuous deformation. Given a curve cc represented by a closed walk of length at most \ell on a combinatorial surface of complexity nn we describe simple algo…

2015-11-30abs ↗pdf ↗

Develops a new framework for analyzing MFVI algorithms.

problem Analyzes mean field variational inference (MFVI) formulations.
method Inspired by variational Bayesian formulations, represents MFVI problem in three ways: gradient flow, Fokker-Planck-like equations, and diffusion process.
result Establishes rigorous guarantees for convergence of time-discretized coordinate ascent variational inference algorithms.

Let MM be a Cartan-Hadamard manifold with sectional curvature satisfying b2Ka2<0-b^2\leq K\leq -a^2<0, ba>0.b\geq a>0. Denote by M\partial_{\infty}M the asymptotic boundary of MM and by Mˉ:=MM\bar M:= M\cup\partial_\infty M the geometric compactification of MM with the cone topology. We investigate here the following question:…

2016-01-04abs ↗pdf ↗

There is a natural filtration on the space of degree-kk homogeneous polynomials in nn independent variables with coefficients in the algebra of smooth functions on the Grassmannian Gr(n,s)\mathrm{Gr}(n,s), determined by the tautological bundle. In this paper we show that the space of ss-dimensional integral elements of a…

2012-08-29abs ↗pdf ↗

Classifies scalar second-order PDEs with low-dimensional symmetry groups.

problem Classifying differential equations with specific symmetry groups.
method Algebraic technique based on covariant form for constructing equations.
result Complete classification of quasi-linear scalar second-order PDEs with free symmetry groups of dimension ≤3.

This paper develops a new method for eliciting more flexible metrics, improving fairness and applicability.

problem Limited flexibility in existing metric elicitation strategies for reflecting user preferences.
method Develops a strategy for eliciting quadratic metrics based on predictive rates, requiring only relative preference feedback.
result Achieves near-optimal query complexity and broadens the use cases for metric elicitation.

Path-dependent PDEs model VIX and Realised Variance options.

problem Modeling volatility derivatives with path-dependence.
method Continuous stochastic volatility model with Gaussian Volterra process, proving well-posedness of PDEs.
result Formulae for greeks and implied volatility provided, finite-dimensional pricing PDEs obtained in Markovian models.

ie-HGCN addresses HIN challenges by efficiently learning node representations.

problem Lack of flexibility in exploring meta-paths and high computational complexity in HIN GCN methods.
method Hierarchical aggregation architecture that automatically extracts useful meta-paths and reduces computational cost.
result ie-HGCN outperforms state-of-the-art methods on real network datasets.

SVGP KAN integrates uncertainty quantification into Kolmogorov-Arnold networks.

problem Uncertainty quantification in scientific machine learning models.
method Sparse variational Gaussian process inference with Kolmogorov-Arnold topology.
result Demonstrated ability to distinguish aleatoric and epistemic uncertainty in various scientific applications.

Global stability bounds for matrix frames in phase retrieval problems.

problem Phase retrieval for matrix frames in various applications.
method Computable global stability bounds for the quasi-linear analysis map β, using Whitney stratification of positive semidefinite matrices of low rank.
result Novel conditions for a frame to be generalized phase retrievable.

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…

2018-11-23abs ↗pdf ↗