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.
CROQ optimizes LLM decision-making by narrowing down choices and improving accuracy.
Revised ct-SNE improves t-SNE for visualizing data beyond labels.
A method for selecting pseudo-labeled data in semi-supervised learning using generalized Bayes and soft revision.
Upper bounds on revised first Betti number and torus stability for RCD spaces.
SPLICE simulates incurred losses and their revisions.
Graph Convolutional Networks (GCNs) have received increasing attention in the machine learning community for effectively leveraging both the content features of nodes and the linkage patterns across graphs in various applications. As real-world graphs are often incomplete and noisy, treating them as ground-truth inform…
Trading strategies that were profitable in the past often degrade with time. Since unlucky streaks can also hit "healthy" strategies, how can one detect that something truly worrying is happening? It is intuitive that a drawdown that lasts too long or one that is too deep should lead to a downward revision of the assum…
TRESNET estimates exposure shifts with neural networks, improving causal inference.
A framework for cost of belief revision in uncertain agents.
In this paper we give the results of a computer search for biracks of small size and we give various interpretations of these findings. The list includes biquandles, racks and quandles together with new invariants of welded knots and examples of welded knots which are shown to be non-trivial by the new invariants. Thes…
Revised proof shows ribbonness of surface-links in 4-sphere.
Study on RCD(0,N) spaces with small linear diameter growth.
New method identifies uncertainty shocks in financial markets using revised VIX.
Two DRL policies collaborate to solve NP-hard routing problems.
This paper constructs symplectic surfaces in 4-manifolds with transversal intersections.
From SA-CCR to RSA-CCR: making SA-CCR self-consistent and appropriately risk-sensitive by cashflow decomposition in a 3-Factor Gaussian Market Model
Following Ghomi and Tabachnikov we study topological obstructions to totally skew embeddings of a smooth manifold M in Euclidean spaces. This problem is naturally related to the question of estimating the geometric dimension of the stable normal bundle of the configuration space F_2(M) of ordered pairs of distinct poin…
Bayesian logistic regression improves clinical risk prediction models over time.
We study a class of 3-dimensional paracontact metric manifolds and we revise some of the results obtain in \cite{SS}.
This paper has been withdrawn, because its material has been revised and became part of paper math.GT/0010184
Neural Networks (NN) have recently emerged as backbone of several sensitive applications like automobile, medical image, security, etc. NNs inherently offer Partial Fault Tolerance (PFT) in their architecture; however, the biased PFT of NNs can lead to severe consequences in applications like cryptography and security …
We analyze differences between two information-theoretically motivated approaches to statistical inference and model selection: the Minimum Description Length (MDL) principle, and the Minimum Message Length (MML) principle. Based on this analysis, we present two revised versions of MML: a pointwise estimator which give…
This is a survey article, to appear in the Proceedings of the 2018 International Congress of Mathematicians. (Revised, with added and updated references.)
The Jones polynomial of a knot in 3-space is a Laurent polynomial in , with integer coefficients. Many people have pondered why is this so, and what is a proper generalization of the Jones polynomial for knots in other closed 3-manifolds. Our paper centers around this question. After reviewing several existing defin…
RoGAT enhances GAT robustness against adversarial attacks.
New framework optimizes for 'value' rather than engagement.
We establish a surgery formula for 3-dimensional Seiberg-Witten monopoles under (+1) Dehn surgery on a knot in a homology 3-sphere. (substantial revision)
The study finds significant power-law cross correlations in Bitcoin's return-volatility dynamics.
This is an expanded version of the lecture course the second author gave at Winterbraids VI in Lille in February 2016. Version 2: revision incorporating referee remarks.
This paper has been withdrawn by the authors. Significantly revised versions of the results of this paper are now available in arXiv:0707.0487v2 and arXiv:0808.3169v1.
We use the maximum entropy principle for pricing the non-life insurance and recover the Bühlmann results for the economic premium principle. The concept of economic equilibrium is revised in this respect.
Constructs real algebraic functions with both compact and non-compact preimages.
This paper is a revised version of a previously posted paper in arxiv. The authors posted it as a new submission by mistake. The latest version of the paper can be found at arXiv:math-ph/0512003v2
This paper supplies two possible resolutions of Fortune's (2000) margin-loan pricing puzzle. Fortune (2000) noted that the margin loan interest rates charged by stock brokers are very high in relation to the actual (low) credit risk and the cost of funds. If we live in the Black-Scholes world, the brokers are presumabl…
We construct a new type of geometric knot theory, plumbers' knots, and solve the problems of distinguishing and enumerating such knots at a fixed level of complexity. (v2) Minor edits, added theorem 3.18. (v3) Substantial revisions, essentially completely rewritten in places.
This is the first of two articles in which we give a proof - for a broad class of four-manifolds - of Witten's conjecture that the Donaldson and Seiberg-Witten series coincide, at least through terms of degree less than or equal to c-2, where c is a linear combination of the Euler characteristic and signature of the fo…
We study canonical decompositions of postcritically finite branched coverings of the 2-sphere, as defined by K. Pilgrim. We show that every hyperbolic cycle in the decomposition does not have a Thurston obstruction. It is thus Thurston equivalent to a rational map.
We construct Bott-type and equivariant Seiberg-Witten Floer homology and cohomology for 3-manifolds, in particular rational homology spheres, and prove their diffeomorphism invariance. This paper is a revised version of math.DG/9701010. Some typos are removed.
We use sutured manifold theory, essential laminations and essential branched surfaces to establish the upper bounds of distances between certain types of nonsimple Dehn surgery slopes. This is the revised version of an earlier preprint {\it Dehn surgery and simple manifolds.}
New evidence refutes old conjectures about knot homology ranks, suggesting new congruences.
The aim of this paper is to show that Lawson's foliation on the 5-sphere admits a smooth leafwise symplectic structure. The main part of the construction is to show that the Fermat type cubic surface admits an end-periodic symplectic structure.
These revised lecture notes are an expository account of part of the proof of Thurston's Ending Lamination Conjecture for Kleinian surface groups, which states that such groups are uniquely determined by invariants that describe the asymptotic structure of the ends of their quotient manifolds.
Study finds economic data may not be as sparse as previously thought.
Revises Gauss's Lemma using metrical distortion and differential slip.
We prove generic regularity and Uhlenbeck-type compactification theorems for the moduli spaces of PU(2)-monopoles. Generic regularity is NOT obtained in the usual way (by applying Sard theorem to a smooth parameterized moduli space), since the parameterized moduli space can be a priori singular. We explain why, using t…
Connections between nodes of fully connected neural networks are usually represented by weight matrices. In this article, functional transfer matrices are introduced as alternatives to the weight matrices: Instead of using real weights, a functional transfer matrix uses real functions with trainable parameters to repre…
Inverse problems correspond to a certain type of optimization problems formulated over appropriate input distributions. Recently, there has been a growing interest in understanding the computational hardness of these optimization problems, not only in the worst case, but in an average-complexity sense under this same i…
The study revises GDPpc trends and redistributes economic power among countries.