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.
Model credit ratings using economic states with Markov chains.
The importance of Einstein's geometrization philosophy, as an alternative to the least action principle, in constructing general relativity (GR), is illuminated. The role of differential identities in this philosophy is clarified. The use of Bianchi identity to write the field equations of GR is shown. Another similar …
For gravitational collapse, we observe a correspondence between region close to past null infinity and region close to central singularity. In line with this philosophy, we construct a new ansatz, with which we first present a 40-page self-contained proof of trapped surface formation in a far-from-center region. A syst…
This is the introduction I wrote for the multi-authored book "From Riemann to differential geometry and relativity", edited by L. Ji, A. Papadopoulos and S. Yamada (Berlin, Springer verlag, 2017). The book consists of twenty chapters, written by various authors. This introduction, besides giving the information on the …
We develop a general term structure framework taking stochastic discontinuities explicitly into account. Stochastic discontinuities are a key feature in interest rate markets, as for example the jumps of the term structures in correspondence to monetary policy meetings of the ECB show. We provide a general analysis of …
Machine learning's data-centric philosophy conflicts with natural sciences' standards.
As part of Basel II's incremental risk charge (IRC) methodology, this paper summarizes our extensive investigations of constructing transition probability matrices (TPMs) for unsecuritized credit products in the trading book. The objective is to create monthly or quarterly TPMs with predefined sectors and ratings that …
This book presents a methodology and philosophy of empirical science based on large scale lossless data compression. In this view a theory is scientific if it can be used to build a data compression program, and it is valuable if it can compress a standard benchmark database to a small size, taking into account the len…
Eliashberg simplifies singularities in geometry.
Paper proposes a new AI design philosophy for distributed learning.
A new clustering algorithm inspired by Wittgenstein's philosophy.
We develop algorithms with low regret for learning episodic Markov decision processes based on kernel approximation techniques. The algorithms are based on both the Upper Confidence Bound (UCB) as well as Posterior or Thompson Sampling (PSRL) philosophies, and work in the general setting of continuous state and action …
The holonomic approximation lemma of Eliashberg and Mishachev is a powerful tool in the philosophy of the principle. By carefully keeping track of the quantitative geometry behind the holonomic approximation process, we establish several refinements of this lemma. Gromov's idea from convex integration of working on…
Formulates approach for guiding explanation types based on user specifications.
A distinction has been drawn in fair machine learning research between `group' and `individual' fairness measures. Many technical research papers assume that both are important, but conflicting, and propose ways to minimise the trade-offs between these measures. This paper argues that this apparent conflict is based on…
We make systematic developments on Lawson-Osserman constructions relating to the Dirichlet problem (over unit disks) for minimal surfaces of high codimension in their 1977 Acta paper. In particular, we show the existence of boundary functions for which infinitely many analytic solutions and at least one nonsmooth Lipsc…
In the present work, torsion energy is defined. Its law of conservation is given. It is shown that this type of energy gives rise to a repulsive force which can be used to interpret supernovae type Ia observations, and consequently the accelerating expansion of the Universe. This interpretation is a pure geometric one …
In the light of contemporary discussions of inter and transdisciplinarity, this paper approaches econophysics and sociophysics to seek a response to the question -- whether these interdisciplinary fields could contribute to physics and economics. Drawing upon the literature on history and philosophy of science, the pap…
The Frame Problem (FP) is a puzzle in philosophy of mind and epistemology, articulated by the Stanford Encyclopedia of Philosophy as follows: "How do we account for our apparent ability to make decisions on the basis only of what is relevant to an ongoing situation without having explicitly to consider all that is not …
Floer field theory is a construction principle for e.g. 3-manifold invariants via decomposition in a bordism category and a functor to the symplectic category, and is conjectured to have natural 4-dimensional extensions. This survey provides an introduction to the categorical language for the construction and extension…
This paper explores historical and philosophical aspects of angles and solid angles, inspired by Euler's work.
This paper presents the philosophy, design and feature-set of Neural Network Distiller, an open-source Python package for DNN compression research. Distiller is a library of DNN compression algorithms implementations, with tools, tutorials and sample applications for various learning tasks. Its target users are both en…
We say that a knot in the -sphere {\it -dominates} another if there is a proper degree 1 map between their exteriors, and write . When but we write . One expects in the latter eventuality that is more {\it complicated}. In t…
Pylearn2 is a machine learning research library. This does not just mean that it is a collection of machine learning algorithms that share a common API; it means that it has been designed for flexibility and extensibility in order to facilitate research projects that involve new or unusual use cases. In this paper we g…
Meta-learning reformulated as Bayesian risk minimization.
This survey was written for the Current Developments in Mathematics conference, 2012, and is an updating of my article "The Strominger-Yau-Zaslow conjecture: From torus fibrations to degenerations," in the Seattle 2005 proceedings. We trace progress and thinking about the SYZ conjecture since its introduction in 1996. …
No free lunch theorems show all algorithms perform equally under uniform distribution.
When multiple agents learn in a decentralized manner, the environment appears non-stationary from the perspective of an individual agent due to the exploration and learning of the other agents. Recently proposed deep multi-agent reinforcement learning methods have tried to mitigate this non-stationarity by attempting t…
MuSiCNet tackles irregularly sampled multivariate time series by treating them as a hierarchy of relatively regular series.
This paper aims at transferring the philosophy behind Heath-Jarrow-Morton to the modelling of call options with all strikes and maturities. Contrary to the approach by Carmona and Nadtochiy (2009) and related to the recent contribution Carmona and Nadtochiy (2012) by the same authors, the key parametrisation of our app…
The Epicurean Philosophy is commonly thought as simplistic and hedonistic. Here I discuss how this is a misconception and explore its link to Reinforcement Learning. Based on the letters of Epicurus, I construct an objective function for hedonism which turns out to be equivalent of the Reinforcement Learning objective …
CRC improves multivariate forecasting accuracy without risking performance degradation.
This essay, an excerpt of the author's Ph.D. in Philosophy of mathematics (2012) thought of as being a companion to recent discoveries of new explicit Cartan geometry curvatures, analyzes how Gauss, after having devised the isometrically invariant character of curvature, struggled with elimination computations in order…
Frolicher spaces and smooth mappings form a cartesian closed category. It was shown in our previous paper [Far East Journal of Mathematical Sciences, 35 (2009), 211-233] that its full subcategory of Weil exponentiable Frolicher spaces is cartesian closed. By emancipating microlinearity from within a well-adapted model …
LAGE is a systematic framework developed in Java. The motivation of LAGE is to provide a scalable and parallel solution to reconstruct Gene Regulatory Networks (GRNs) from continuous gene expression data for very large amount of genes. The basic idea of our framework is motivated by the philosophy of divideand-conquer.…
This paper argues that the fundamental principle of contemporary financial economics is balanced reciprocity, not the principle of utility maximisation that is important in economics more generally. The argument is developed by analysing the mathematical Fundamental Theory of Asset Pricing with reference to the emergen…
New approach for large-scale distributed learning systems that improve generalization performance.
Inspired by recent breakthroughs in predictive modeling, practitioners in both industry and government have turned to machine learning with hopes of operationalizing predictions to drive automated decisions. Unfortunately, many social desiderata concerning consequential decisions, such as justice or fairness, have no n…
We study the Johansen-Ledoit-Sornette (JLS) model of financial market crashes (Johansen, Ledoit, and Sornette [2000] "Crashes as Critical Points." Int. J. Theor. Appl. Finan. 3(2) 219-255). On our view, the JLS model is a curious case from the perspective of the recent philosophy of science literature, as it is natural…
A new PCA method robust to outliers using Median of Means.
The central object of synthetic differential geometry is microlinear spaces. In our previous paper [Microlinearity in Frolicher spaces -beyond the regnant philosophy of manifolds-, International Journal of Pure and Applied Mathematics, 60 (2010), 15-24] we have emancipated microlinearity from within well-adapted models…
There has been extensive research on developing defense techniques against adversarial attacks; however, they have been mainly designed for specific model families or application domains, therefore, they cannot be easily extended. Based on the design philosophy of ensemble of diverse weak defenses, we propose ATHENA---…
FPPI selectively uses predictions to improve inference efficiency.
Interpretability is an elusive but highly sought-after characteristic of modern machine learning methods. Recent work has focused on interpretability via , which justify individual model predictions. In this work, we take a step towards reconciling machine explanations with those that humans prod…
The widespread use of neural networks across different scientific domains often involves constraining them to satisfy certain symmetries, conservation laws, or other domain knowledge. Such constraints are often imposed as soft penalties during model training and effectively act as domain-specific regularizers of the em…
Bayesian framework explains diverse explanatory values.
In [Topology 35 (1996) 1005--1023] J H Rubinstein and M Scharlemann, using Cerf Theory, developed tools for comparing Heegaard splittings of irreducible, non-Haken manifolds. As a corollary of their work they obtained a new proof of Waldhausen's uniqueness of Heegaard splittings of S^3. In this note we use Cerf Theory …
We explore a number of examples of special Lagrangian fibrations on non-compact Calabi-Yau manifolds invariant under torus actions. These include fibrations on crepant resolutions of canonical toric singularities (already found by Goldstein), proper versions of these fibrations, and fibrations on flat deformations of c…