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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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48 results for rectangular pegs

This paper uses a mean-field game to model stablecoin market dynamics and recovery.

problem Understanding who restores the peg during de-pegging events of stablecoins.
method Dynamic, agent-based mean-field game framework for fiat-collateralized stablecoins.
result The equilibrium formulation endogenously maps market frictions into a price path and order flows, allowing for stress testing and attribution of peg-reverting pressure.

The paper analyzes liquidity in decentralized finance, deriving impact functions and de-pegging risks.

problem Understanding and quantifying market impact and de-pegging risk in decentralized finance.
method Derives market impact functions for optimal-growth liquidity providers, views Constant Product Market Maker as a Carnot engine, and links de-pegging risks to catastrophe bonds.
result New insights into liquidity models and de-pegging risks in decentralized finance.

Novel AMM model for pegged cryptoassets using nested OU processes.

problem Liquidity and risk management in markets for pegged cryptoassets.
method Multi-level nested Ornstein-Uhlenbeck (OU) processes for exchange rate dynamics, calibrated and filtered AMM model.
result Consistent efficient quotes and improved liquidity provision for pegged cryptoassets.

The square-peg problem is solved using configuration spaces and multijet transversality.

problem Proving that every simple closed curve in the plane has an odd number of inscribed squares.
method Using the multijet transversality theorem and configuration spaces, we find a dense set of smooth embeddings for which the configuration space of points is transverse to any submanifold.
result A dense family of smoothly embedded circles in the plane and in Rn\mathbb{R}^n have an odd number of inscribed square-like quadrilaterals.

Proves a generalized table theorem for odd Euler characteristic surfaces.

problem Proving a generalized table theorem for surfaces with odd Euler characteristic.
method Using the square peg problem for smooth curves, the result is generalized to real valued functions on Riemannian surfaces with odd Euler characteristic.
result Proves the table conjecture for even functions on the two sphere.

We consider a stochastic game between a trader and a central bank in a target zone market with a lower currency peg. This currency peg is maintained by the central bank through the generation of permanent price impact, thereby aggregating an ever increasing risky position in foreign reserves. We describe this situation…

2018-01-23abs ↗pdf ↗

If a rectangular diagram represents the trivial knot, then it can be deformed into the rectangular diagram with only two vertical edges by a finite sequence of merge operations and exchange operations, without increasing the number of vertical edges, which was shown by I. A. Dynnikov. We show in this paper that we need…

2013-03-27abs ↗pdf ↗

Optimal control of reserve assets for stablecoins to maintain peg stability.

problem Balancing immediate liquidity and yield on reserve assets for stablecoin peg maintenance.
method Developed a stochastic model predictive control framework with moment closure for event intensities, incorporating a soft-thresholding structure for rebalancing.
result Optimal policy shifts predictably toward cash as expected outflows intensify or windows lengthen, preserving most bill carry in calm markets and quickly building cash during stress.

In this paper Legendrian graphs in (R3,ξst)(\mathbb{R}^3,ξ_{\mathrm{st}}) are considered modulo Legendrian isotopy and edge contraction. To a Legendrian graph we associate a (generalized) rectangular diagram --- a purely combinatorial object. Moves of rectangular diagrams are introduced so that equivalence classes of Legendr…

2014-12-06abs ↗pdf ↗

Paper studies S-rectangular DR-RL models for robust reinforcement learning with near-optimal sample complexity.

problem Addressing distributional discrepancies in reinforcement learning environments.
method Empirical value iteration algorithm for divergence-based S-rectangular DR-RL models.
result Near-optimal sample complexity bound of O(SA(1γ)4ε2)O(|\mathcal{S}||\mathcal{A}|(1-γ)^{-4}\varepsilon^{-2}).

We introduce a simple combinatorial way, which we call a rectangular diagram of a surface, to represent a surface in the three-sphere. It has a particularly nice relation to the standard contact structure on S3\mathbb S^3 and to rectangular diagrams of links. By using rectangular diagrams of surfaces we are going, in p…

2016-06-10abs ↗pdf ↗

Study reveals 1/f1/f noise in signals made from nonoverlapping rectangular pulses.

problem Analyzing 1/f1/f noise in signals composed of nonoverlapping pulses.
method Derived a general formula for power spectral density, analyzed rectangular pulse case.
result Observed pure 1/f1/f noise until very low frequencies with long pulse durations.

We claim that the recently discovered universal-matrix precursor for the FF functions, which define the differential expansion of colored polynomials for twist and double braid knots, can be extended from rectangular to non-rectangular representations. This case is far more interesting, because it involves multiplicit…

2019-03-01abs ↗pdf ↗

A correspondence is studied by H. Matsuda between front projections of Legendrian links in the standard contact structure for 3-space and rectangular diagrams. In this paper, we introduce braided rectangular diagrams, and study a relationship with Legendrian links in the standard contact structure for 3-space. We show …

2007-08-17abs ↗pdf ↗

New framework for higher-order singular-value derivatives of rectangular matrices.

problem Challenging to derive higher-order Fréchet derivatives of singular values in real rectangular matrices.
method Using Kato's analytic perturbation theory for self-adjoint operators and embedding rectangular matrices into block self-adjoint operators.
result Closed-form expressions for the nn-th order spectral variations of singular values.

Paper studies robust MDPs, improving sample complexity and asymptotic performance.

problem Optimal robust policy and value function in robust MDPs with generative models.
method Improves prior results on non-asymptotic and asymptotic performances of robust MDPs, considering various uncertainty sets.
result Improved sample complexity and asymptotic normality of optimal robust value function.

Factorization of the differential expansion coefficients for HOMFLY-PT polynomials of double braids, discovered in arXiv:1606.06015 in the case of rectangular representations RR, is extended to the first non-rectangular representations R=[2,1]R=[2,1] and R=[3,1]R=[3,1]. This increases chances that such factorization will take p…

2016-12-01abs ↗pdf ↗

We elaborate on the recent observation that evolution for twist knots simplifies when described in terms of triangular evolution matrix B{\cal B}, not just its eigenvalues ΛΛ, and provide a universal formula for B{\cal B}, applicable to arbitrary rectangular representation R=[rs]R=[r^s]. This expression is in terms of s…

2019-02-11abs ↗pdf ↗

Optimal unimodal fitting for linear loss functions in a sequential, efficient manner.

problem Optimal unimodal transformation of univariate model scores under linear loss functions.
method Proposes a sequential approach to estimate the optimal rectangular fit for observed samples with each new sample.
result Sequential approach achieves optimal efficiency with logarithmic time complexity per iteration.

Square Clifford torus uniquely determined by isoperimetric ratio, rectangular torus not.

problem Uniqueness of 3D shape of rectangular Clifford torus based on isoperimetric ratio.
method Closed-form formulas for isoperimetric ratio of stereographic projection, strict monotonicity.
result Isoperimetric ratio does not uniquely determine rectangular Clifford torus shape.

Stochastic partition models divide a multi-dimensional space into a number of rectangular regions, such that the data within each region exhibit certain types of homogeneity. Due to the nature of their partition strategy, existing partition models may create many unnecessary divisions in sparse regions when trying to d…

2019-03-10abs ↗pdf ↗

Stablecoin system improves resilience to extreme market events.

problem Vulnerability of stablecoins to extreme volatility and adversarial attacks.
method MVF-Composer uses multi-agent simulations to stress-test and down-weight manipulative signals.
result Reduces peak peg deviation by 57% and mean recovery time by 3.1x under adversarial conditions.

Simple rectilinear polygons (i.e. rectilinear polygons without holes or cutpoints) can be regarded as finite rectangular cell complexes coordinatized by two finite dendrons. The intrinsic l1l_1-metric is thus inherited from the product of the two finite dendrons via an isometric embedding. The rectangular cell complexe…

2010-05-11abs ↗pdf ↗

New method learns time-invariant rewards from demonstrations.

problem Learning robust rewards for tasks with varying execution times.
method Model-based inverse reinforcement learning with time-invariant costs.
result Approach enables learning from misaligned demonstrations and generalizes spatially.

We rewrite the recently proposed differential expansion formula for HOMFLY polynomials of the knot 414_1 in arbitrary rectangular representation R=[rs]R=[r^s] as a sum over all Young sub-diagrams λλ of RR with extraordinary simple coefficients Dλtr(r)Dλ(s)D_{λ^{tr}}(r)\cdot D_λ(s) in front of the ZZ-factors. Somewhat miraculously…

2016-09-01abs ↗pdf ↗

Various semigroups of noninvertible supermatrices of the special (antitriangle) shape having nilpotent Berezinian which appear in supersymmetric theories are defined and investigated. A subset of them continuously represents left and right zero semigroups and rectangular bands. The ideal properties of higher order rect…

1996-09-19abs ↗pdf ↗