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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 rational limits

The paper studies degenerations of rational maps and their limits as geometrically finite rational maps.

problem Understanding the limits of quasi post-critically finite degenerations of rational maps.
method Constructing limits as geometrically finite rational maps on a tree of Riemann spheres, proving boundedness, and giving convergence criteria.
result Progress towards Thurston's compactness theorem and double limit theorem in complex dynamics.

Study models human investors' sub-rational behavior in financial markets.

problem Lack of a comprehensive model for human sub-rationality in financial markets.
method Flexible reinforcement learning model incorporating five human sub-rational aspects.
result Model accurately reproduces human behavior and reveals insights into market dynamics.

Study spectral gaps in hyperbolic rational homology spheres.

problem Finding spectral gaps in hyperbolic rational homology spheres.
method Construction of families of hyperbolic rational homology spheres with coexact 1-form spectral gaps.
result Provided intervals containing limit points of spectral gaps, with the rightmost interval being [0.8196, 0.8277].

We study the group of rational concordance classes of codimension two knots in rational homology spheres. We give a full calculation of its algebraic theory by developing a complete set of new invariants. For computation, we relate these invariants with limiting behaviour of the Artin reciprocity over an infinite tower…

2006-09-14abs ↗pdf ↗

Subjective expected utility theory assumes that decision-makers possess unlimited computational resources to reason about their choices; however, virtually all decisions in everyday life are made under resource constraints - i.e. decision-makers are bounded in their rationality. Here we experimentally tested the predic…

2016-10-06abs ↗pdf ↗

A new approach to rationalization identifies true rationales by considering causal relationships.

problem Existing rationalization methods struggle with spuriousness, where snippets with similar contributions are hard to distinguish.
method The method leverages causal inference to identify non-spurious rationales, defining probabilities of causation based on a structural causal model.
result The proposed causal rationalization outperforms existing methods on real-world datasets.

Bounded rationality, that is, decision-making and planning under resource limitations, is widely regarded as an important open problem in artificial intelligence, reinforcement learning, computational neuroscience and economics. This paper offers a consolidated presentation of a theory of bounded rationality based on i…

2015-12-21abs ↗pdf ↗

We consider the problem of rational decision making in the presence of nonlinear constraints. By using tools borrowed from spin glass and random matrix theory, we focus on the portfolio optimisation problem. We show that the number of ``optimal'' solutions is generically exponentially large: rationality is thus de fact…

1998-01-21abs ↗pdf ↗

In this paper the theory of semi-bounded rationality is proposed as an extension of the theory of bounded rationality. In particular, it is proposed that a decision making process involves two components and these are the correlation machine, which estimates missing values, and the causal machine, which relates the cau…

2013-05-26abs ↗pdf ↗

Survey explores interactions between four conformal dynamics branches.

problem Understanding complex dynamics through different mathematical concepts.
method Examples and general results with technical tools.
result Dynamical relations between Schwarz reflection parameter spaces and anti-rational maps/ reflection groups.

Model captures decision-making under bounded rationality with prior beliefs and market feedback.

problem Bounded rationality in decision-making with limited processing abilities.
method Maximum entropy principle applied to Quantal Response Statistical Equilibrium framework.
result Prior beliefs influence decision-making, altering the outcome of market feedback.

The substantial turmoil created by both 2000 dot-com crash and 2008 subprime crisis has fueled the belief that the two classical paradigms of economics, which are the invisible hand and the rational agent, are not appropriate to describe market dynamics and should be abandoned at the benefit of alternative new theoreti…

2016-01-12abs ↗pdf ↗

A principle for specialized decision-making divides complex problems into manageable parts.

problem Complex decision-making problems beyond individual capabilities.
method An on-line learning rule that learns a partitioning of the problem space for specialized linear policies.
result The approach solves problems that exceed individual decision-makers' capabilities.

Given an nn-component link LL in any 3-manifold MM, the space L(Q{})n\mathcal{L} \subset (\mathbb{Q}\cup \mkern-1.5mu\{\infty\})^n of rational surgery slopes yielding L-spaces is already fully characterized (in joint work by the author) when n ⁣= ⁣1n\!=\!1 and L\mathcal{L} is nontrivial. For n> ⁣1n\mkern-2mu>\mkern-3mu1, howeve…

2017-03-20abs ↗pdf ↗

This paper uses linear rational splines for invertible modeling, offering a simpler inverse and similar costs.

problem Creating expressive invertible models with tractable Jacobian determinants.
method Replacing affine transformations with linear rational splines in coupling layers.
result Linear rational splines offer a simpler inverse and similar costs for inference and generation.

Introduces new limit spaces for degenerating Calabi-Yau families.

problem Understanding degenerating Calabi-Yau families and their limit structures.
method Introduces galaxy spaces as dense subspace of infinite open Calabi-Yau varieties.
result Galaxy spaces are projective limits of toroidal compactifications.

The Hirzebruch signature formula provides an obstruction to the following realization question: given a rational Poincaré duality algebra A\mathcal{A}, does there exist a smooth manifold MM such that H(M;Q)=AH^*(M;\mathbb{Q})=\mathcal{A}? This problem is especially interesting for rational truncated polynomial algebras who…

2014-03-07abs ↗pdf ↗

Article explores non-freeness of groups generated by two specific matrices, providing counterexamples and sequences.

problem Tackles the non-freeness of groups generated by two parabolic matrices with rational parameters.
method Uses the orbit test and modulo homomorphisms to provide sufficient conditions and counterexamples.
result Constructs explicit counterexamples and sequences converging to 3, demonstrating non-freeness.

Paper formalizes Simon's satisficing through FFSD, proving its equivalence to expected utility theory.

problem Formalizing Herbert Simon's bounded rationality concept in economic decision-making.
method Developed FFSD framework using Lean 4 theorem prover, proving equivalence to expected utility theory.
result Equivalence theorem linking FFSD to expected utility maximization for approximate indicator functions.

We construct models for the pricing and risk management of inflation-linked derivatives. The models are rational in the sense that linear payoffs written on the consumer price index have prices that are rational functions of the state variables. The nominal pricing kernel is constructed in a multiplicative manner that …

2018-01-26abs ↗pdf ↗

Tax effects on consumer behavior are ambiguous due to irrationality and limited willpower.

problem Ambiguity in tax effects on consumer behavior due to irrationality and limited willpower.
method Examined through behavioral and neuroeconomics, analyzing consumer behavior in real life.
result Tax effects on consumer behavior are ambiguous due to irrationality and limited willpower.

We proved the convergence of a sequence of 2 dimensional comapct Kahler-Einstein orbifolds with rational quotient singularities and with some uniform bounds on the volumes and on the Euler characteristics of our orbifods to a Kahler-Einstein 2-dimensional orbifold. Our limit orbifold can have worse singularities than t…

2003-06-25abs ↗pdf ↗

Modeling alignment as resource-limited cognitive processes, researchers derive performance bounds.

problem Systematic deviations in feedback-based alignment of large language models.
method Modeling alignment as a two-stage cascade UoHoYU o H o Y given SS, with cognitive and total capacities.
result Capacity-coupled Alignment Performance Interval derived from Fano and PAC-Bayes bounds.

The paper constructs new rational homology 3-spheres bounding rational homology 4-balls.

problem Constructing rational homology 3-spheres that bound rational homology 4-balls.
method Exploring plumbed 3-manifolds and using rational homology circles.
result Infinite families of rational homology 3-spheres that bound rational homology 4-balls.

We investigate various limits of the twistor spaces associated to the self-dual metrics on n CP ^2, the connected sum of the complex projective planes, constructed by C. LeBrun. In particular, we explicitly present the following 3 kinds of degenerations whose limits of the metrics are: (a) LeBrun metrics on (n-1) CP ^2…

2010-01-20abs ↗pdf ↗

The present paper attempts to show an alternative approach with regards to rational Pythagorean-hodograph (PH) curves and especially more natural approach for rational PH helices (i.e. rational helices). It exploits geometric features of rational helices to obtain a simpler construction of these curves and apply this t…

2013-06-16abs ↗pdf ↗

Classifies real rational knots and curves in a specific quadric space.

problem Classifying real rational knots and curves in a quadric space of signature (3,2)(3,2).
method Classification through a study of real rational curves of low degree in the quadric.
result Provides representatives of all real rational knots of degree 5\leq 5 in the quadric.

Study families of flat connections with nilpotent Higgs fields, showing similar monodromy to regular Higgs bundles.

problem Investigate Cimes\mathbb{C}^ imes-families of flat connections with nilpotent Higgs fields.
method Analyze families of flat connections including real twistor lines and conformal limits, deducing monodromy similarities.
result Traces of holonomies are asymptotically exponential in rational powers of the parameter of the family.

We note that a rational 33-tangle diagram is obtained from a combination of four generators. There is an algorithm to distinguish two rational 33-tangle diagrams up to isotopy. However, there is no perfect classification about rational 33-tangle diagrams such as the classification of rational 22-tangle diagrams cor…

2015-02-19abs ↗pdf ↗

We study the modelling and valuation of surrender and other behavioural options in life insurance and pension. We place ourselves in between the two extremes of completely arbitrary intervention and optimal intervention by the policyholder. We present a method that is based on differential equations and that can be use…

2014-12-05abs ↗pdf ↗

The study limits the number of cosmetic surgeries for certain knots in specific 3-manifolds.

problem Limits the number of cosmetic surgeries for knots in specific 3-manifolds.
method Rational surgery formula for Casson--Walker--Lescop invariant, constraints for null-homologous knots.
result At most two pairs of integral purely cosmetic surgeries for null-homologous knots in rational homology spheres.

SINDy-PI robustly identifies implicit dynamics from noisy data.

problem Accurately modeling nonlinear dynamics from noisy data.
method Parallel, implicit SINDy algorithm with multiple optimization algorithms and model selection.
result Significantly more noise robust than previous SINDy approaches.

Lower bounds on rational slice genus using Heegaard Floer invariants.

problem Measuring complexity of homology classes in 4-manifolds.
method Introducing rational slice genus, bounding Heegaard Floer τ invariants, using satellite links and closed braids.
result Lower bounds on rational slice genus in terms of Heegaard Floer τ invariants.