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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.

168,657 papers · 148 categories

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94189283377 · Jun 202019922001200920172026
48 results for recurrence property

The aim of the present paper is to investigate new types of recurrence in Finsler geometry, namely, hyper-generalized recurrence and generalized conharmonic recurrence. The properties of such recurrences and their relations to other Finsler recurrences are studied.

2017-07-15abs ↗pdf ↗

To generalize the notion of recurrent manifold, there are various recurrent like conditions in the literature. In this paper we present a recurrent like structure, namely, \textit{super generalized recurrent manifold}, which generalizes both the hyper generalized recurrent manifold and weakly generalized recurrent mani…

2015-04-10abs ↗pdf ↗

Two special Finsler spaces have been introduced and investigated, namely RhR^h-recurrent Finsler space and consircularly recurrent Finsler space. The defining properties of these spaces are formulated in terms of the first curvature tensor of Cartan connection. The following three results constitute the main object of …

2012-05-20abs ↗pdf ↗

In this paper we adopt the pullback approach to global Finsler geometry. We investigate horizontally recurrent Finsler connections. We prove that for each scalar (ππ)1-form AA, there exists a unique horizontally recurrent Finsler connection whose hh-recurrence form is AA. This result generalizes the existence and u…

2017-06-19abs ↗pdf ↗

The present paper deals with the proper existence of a generalized class of recurrent manifolds, namely, hyper-generalized recurrent manifolds. We have established the proper existence of various generalized notions of recurrent manifolds. For this purpose we have presented a metric and computed its curvature propertie…

2015-04-10abs ↗pdf ↗

Lyons and Sullivan have shown how to discretize harmonic functions on a Riemannian manifold MM whose Brownian motion satisfies a certain recurrence property called \ast-recurrence. We study analogues of this discretization for tensor fields which are harmonic in the sense of the covariant Laplacian. We show that, un…

2016-03-28abs ↗pdf ↗

Stability is a fundamental property of dynamical systems, yet to this date it has had little bearing on the practice of recurrent neural networks. In this work, we conduct a thorough investigation of stable recurrent models. Theoretically, we prove stable recurrent neural networks are well approximated by feed-forward …

2018-05-25abs ↗pdf ↗

The paper explores properties of affine Szabó manifolds and their metrics.

problem Understanding the properties and metrics of affine Szabó manifolds.
method Analyzes the properties of affine Szabó manifolds and their metrics, proving necessary and sufficient conditions.
result Affine Szabó manifolds have specific properties regarding their Ricci tensor and recurrence covector.

Researchers study heavy-tail properties of SGD using stochastic recurrence equations.

problem Analyzing heavy-tail properties of Stochastic Gradient Descent (SGD).
method Modeling SGD iterations as multivariate affine stochastic recursions and applying the theory of irreducible-proximal (i-p) matrices.
result Extended results of Gürbüzbalaban et al. (2020) by using the theory of i-p matrices.

The average shadowing property is considered for set-valued dynamical systems, generated by parameterized IFS, which are uniformly contracting, or conjugacy, or products of such ones. We also prove that if a continuous surjective IFS F on a compact metric space X has the aver- age shadowing property, then every point x…

2015-05-25abs ↗pdf ↗

The pullback approach to global Finsler geometry is adopted. Some new types of special Finsler spaces are introduced and investigated, namely, Ricci, generalized Ricci, projectively recurrent and m-projectively recurrent Finsler spaces. The properties of these special Finsler spaces are studied and the relations betwee…

2016-10-10abs ↗pdf ↗

New surfaces with special geodesic and horocycle behaviors discovered.

problem Understanding geodesic and horocycle dynamics on hyperbolic surfaces.
method Constructing geometrically infinite hyperbolic surfaces with tailored recurrence properties.
result First examples of non-trivial minimal horocyclic orbit closures and infinite locally-finite conservative horocyclic invariant measures.

Study the boundary operator property on simplicial complexes, proving essential properties for Hodge theory.

problem Characterize the boundary operator property =0\partial\partial = 0 on simplicial complexes.
method Characterization in 2\ell^2 terms of recurrence of links, defining relative cohomology, and proving harmonic eigenforms.
result Essential properties for Hodge theory, including weak decomposition and existence of harmonic eigenforms.

Investigates geometric properties of Bardeen black hole spacetime.

problem Examines curvature properties of Bardeen black hole spacetime.
method Analyzes pseudosymmetry, pseudosymmetric Weyl curvature, and recurrent structures.
result Bardeen spacetime is a manifold of pseudosymmetry Weyl curvature and satisfies special recurrent like structure.

Study of recurrences in earthquakes, climate, financial time-series, etc. is crucial to better forecast disasters and limit their consequences. However, almost all the previous phenomenological studies involved only a long-ranged autocorrelation function, or disregarded the multi-scaling properties induced by potential…

2013-02-15abs ↗pdf ↗

We study the statistical properties of the recurrence intervals ττ between successive trading volumes exceeding a certain threshold qq. The recurrence interval analysis is carried out for the 20 liquid Chinese stocks covering a period from January 2000 to May 2009, and two Chinese indices from January 2003 to April 2…

2010-02-06abs ↗pdf ↗

Hexagon grid patterns emerge from conformal isometry in grid cell neural networks.

problem Understanding the algebraic, geometric, and topological properties of grid cells.
method Investigating recurrent neural network models of grid cells, focusing on Lie group and Lie algebra representations, conformal isometry, and hexagon periodic patterns.
result Conformal isometry leads to hexagon periodic patterns in grid cell responses and accurate path integration.

We propose a formulation for nonlinear recurrent models that includes simple parametric models of recurrent neural networks as a special case. The proposed formulation leads to a natural estimator in the form of a convex program. We provide a sample complexity for this estimator in the case of stable dynamics, where th…

2019-08-26abs ↗pdf ↗

A second-order differential identity for the Riemann tensor is obtained, on a manifold with symmetric connection. Several old and some new differential identities for the Riemann and Ricci tensors descend from it. Applications to manifolds with Recurrent or Symmetric structures are discussed. The new structure of K-rec…

2008-02-05abs ↗pdf ↗

Paper introduces RNTK for recurrent neural networks, improving performance across various datasets.

problem Understanding and optimizing overparametrized recurrent neural networks.
method Developed the Recurrent Neural Tangent Kernel (RNTK) to compare inputs of different lengths.
result RNTK offers significant performance gains over other kernels, including standard NTKs, across multiple datasets.

Neural processes (NPs) learn stochastic processes and predict the distribution of target output adaptively conditioned on a context set of observed input-output pairs. Furthermore, Attentive Neural Process (ANP) improved the prediction accuracy of NPs by incorporating attention mechanism among contexts and targets. In …

2019-10-17abs ↗pdf ↗

Recurrent neural networks have gained widespread use in modeling sequential data. Learning long-term dependencies using these models remains difficult though, due to exploding or vanishing gradients. In this paper, we draw connections between recurrent networks and ordinary differential equations. A special form of rec…

2019-02-26abs ↗pdf ↗

Reservoir Computing (RC) provides an efficient way for designing dynamical recurrent neural models. While training is restricted to a simple output component, the recurrent connections are left untrained after initialization, subject to stability constraints specified by the Echo State Property (ESP). Literature condit…

2018-11-27abs ↗pdf ↗

New algorithm guarantees optimal convergence rate for stochastic optimization.

problem Optimal convergence rate for stochastic optimization algorithms.
method Regularized versions of Minimization by Incremental Surrogate Optimization (MISO) with arbitrary recurrent data sampling.
result Expected optimality gap converges at O(n1/2)O(n^{-1/2}) under general recurrent sampling schemes.

The extension of deep learning towards temporal data processing is gaining an increasing research interest. In this paper we investigate the properties of state dynamics developed in successive levels of deep recurrent neural networks (RNNs) in terms of short-term memory abilities. Our results reveal interesting insigh…

2018-02-02abs ↗pdf ↗

Recurrent Neural Networks (RNNs) are very successful at solving challenging problems with sequential data. However, this observed efficiency is not yet entirely explained by theory. It is known that a certain class of multiplicative RNNs enjoys the property of depth efficiency --- a shallow network of exponentially lar…

2019-01-30abs ↗pdf ↗

Complex numbers have long been favoured for digital signal processing, yet complex representations rarely appear in deep learning architectures. RNNs, widely used to process time series and sequence information, could greatly benefit from complex representations. We present a novel complex gated recurrent cell, which i…

2018-06-21abs ↗pdf ↗

The aim of the present paper is to provide a global presentation of the theory of special Finsler manifolds. We introduce and investigate globally (or intrinsically, free from local coordinates) many of the most important and most commonly used special Finsler manifolds: locally Minkowskian, Berwald, Landesberg, genera…

2007-03-31abs ↗pdf ↗

Gradient descent optimally trains RNNs without overparameterization.

problem Training recurrent neural networks (RNNs) with gradient descent.
method Nonasymptotic analysis of gradient descent for RNNs with diagonal weight matrices.
result Gradient descent can achieve optimality in RNNs with a network size scaling logarithmically with the number of samples.

RFN models urban mobility demand by separating temporal and spatial variability.

problem Aligning supply and demand in MoD systems for efficient transportation.
method Recurrent flow networks with latent variables and normalizing flows.
result RFN models explicitly disentangle temporal and spatial variability in urban mobility.

Develops a tensor network framework to reduce RNN complexity for high-dimensional sequence modeling.

problem Exponential parameter growth in RNNs for large multidimensional data.
method Embeds a multi-linear graph filter in a tensor network architecture to approximate RNN hidden states.
result Demonstrates superior performance and reduced complexity compared to traditional RNNs.

This paper tackles data-efficient nonlinear control in Hamiltonian systems using symplectic geometry.

problem Data-efficient nonlinear control in Hamiltonian systems.
method Combines symplectic geometry, recurrence on energy level sets, and chain policies to solve target reachability problems.
result Data requirements depend on geometric and recurrence properties of the Hamiltonian, not the state dimension.

Many applications in speech, robotics, finance, and biology deal with sequential data, where ordering matters and recurrent structures are common. However, this structure cannot be easily captured by standard kernel functions. To model such structure, we propose expressive closed-form kernel functions for Gaussian proc…

2016-10-27abs ↗pdf ↗

Develop a variational framework for statistical inference on cyclic interactions.

problem Estimating and comparing large-scale recurrent organization in directed interactions.
method Represent directed interactions as edge flows on a simplicial complex and evolve under an energy-minimizing dynamical system.
result Separate transient interaction components from persistent harmonic flows, yielding a low-dimensional cycle space.

The study of deep recurrent neural networks (RNNs) and, in particular, of deep Reservoir Computing (RC) is gaining an increasing research attention in the neural networks community. The recently introduced Deep Echo State Network (DeepESN) model opened the way to an extremely efficient approach for designing deep neura…

2017-12-12abs ↗pdf ↗

The pullback approach to global Finsler geometry is adopted. Three classes of recurrence in Finsler geometry are introduced and investigated: simple recurrence, Ricci recurrence and concircular recurrence. Each of these classes consists of four types of recurrence. The interrelationships between the different types of …

2016-07-25abs ↗pdf ↗