Research
On-device research index

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

Trend · papers per month

3979118157 · Jun 202019922001200920172026
48 results for relative universality

Modified relative universality for unbiasedness and consistency in dimension reduction.

problem Gap in proof of unbiasedness and Fisher consistency in relative universality.
method Modified definition of relative universality using ǫ-measurability.
result Established unbiasedness and Fisher consistency rigorously.

The paper explores simple and relatively simple transformation groups and their universal coverings.

problem Understanding the structure of universal coverings of transformation groups.
method Study of relatively simple groups and generalization of Tsuboi's metric space.
result Tsuboi's metric space of Ham~(M,ω)\widetilde{\mathrm{Ham}}(M, ω) is not quasi-isometric to the half line.

We extend the theory of the universal eta-invariant to the case of relative bordism groups of manifolds with boundaries. This allows the construction of secondary descendants of the universal eta-invariant. We obtain an interpretation of Laures' f-invariant as an example of this general construction. As an aside we imp…

2014-03-09abs ↗pdf ↗

Relative Thom polynomials for maps around boundaries established.

problem Understanding singularities in maps around boundaries.
method Introducing and analyzing Thom polynomials relative to prescribed maps around boundaries, establishing structure theorems and correction terms.
result Unified framework for invariants of immersions and singularities of their extensions.

A universal LSTM model outperforms asset-specific models in forecasting stock volatilities.

problem Forecasting stock volatilities across different assets.
method Trained an LSTM network on a pooled dataset of liquid stocks to forecast daily realized volatilities.
result The LSTM model consistently outperforms other asset-specific parametric models in volatility forecasting.

Survey of universal portfolio techniques for minimizing investment regret.

problem Minimizing investment regret in algorithmic trading.
method Explains various universal portfolio techniques and their proofs.
result Coverage of fundamental concepts and algorithms in regret minimization.

New analysis shows RPE-based Transformers can't approximate all functions.

problem Understanding the limitations of RPE-based Transformers in approximating continuous functions.
method Mathematical analysis and development of a novel attention module (URPE) to overcome limitations.
result RPE-based Transformers can't approximate all continuous sequence-to-sequence functions, even with depth and width.

We define and give explicit construction of the universal tree-graded space with a given collection of pieces. We apply that to proving uniqueness of asymptotic cones of relatively hyperbolic groups whose peripheral subgroups have unique asymptotic cones. Modulo the Continuum Hypothesis, we show that if an asymptotic c…

2010-10-18abs ↗pdf ↗

We explore the complex associated to a link in the geometric formalism of Khovanov's (n=2) link homology theory, determine its exact underlying algebraic structure and find its precise universality properties for link homology functors. We present new methods of extracting all known link homology theories directly from…

2007-06-25abs ↗pdf ↗

A proof is given that the maximal Fermi coordinate chart for any comoving observer in a broad class of Robertson-Walker spacetimes consists of all events within the cosmological event horizon, if there is one, or is otherwise global. Exact formulas for the metric coefficients in Fermi coordinates are derived. Sharp uni…

2012-10-29abs ↗pdf ↗

Flatly Foliated Relativity (FFR) is a new theory which conceptually lies between Special Relativity (SR) and General Relativity (GR), in which spacetime is foliated by flat Euclidean spaces. While GR is based on the idea that "matter curves spacetime", FFR is based on the idea that "matter curves spacetime, but not spa…

2019-11-03abs ↗pdf ↗

We present a relatively detailed analysis of the persistence probability distributions in financial dynamics. Compared with the auto-correlation function, the persistence probability distributions describe dynamic correlations non-local in time. Universal and non-universal behaviors of the German DAX and Shanghai Index…

2005-11-23abs ↗pdf ↗

We prove a systolic inequality for the phi-relative 1-systole of a phi-essential 2-complex, where phi is a homomorphism from the fundamental group of the complex, to a finitely presented group G. Indeed we show that universally for any phi-essential Riemannian 2-complex, and any G, the area of X is bounded below by 1/8…

2009-11-22abs ↗pdf ↗

In "Rips complexes and covers in the uniform category" \cite{Rips} the authors define, following James \cite{J}, covering maps of uniform spaces and introduce the concept of generalized uniform covering maps. Conditions for the existence of universal uniform covering maps and generalized uniform covering maps are given…

2010-08-02abs ↗pdf ↗

In this paper we introduce the curvature of densely defined universal connections on Hilbert CC^{*}-modules relative to a spectral triple (or unbounded Kasparov module), obtaining a well-defined curvature operator. Fixing the spectral triple, we find that modulo junk forms, the curvature only depends on the represente…

2019-11-12abs ↗pdf ↗

New insights into the structure of blown-up corona of hyperbolic groups.

problem Understanding the structure of blown-up corona of relatively hyperbolic groups.
method Equivariant compactification and cohomological dimension analysis.
result Blown-up corona of a relatively hyperbolic group is contractible and homeomorphic to the Gromov boundary.

Paper relaxes symmetry conditions for universal feature selection in noisy data.

problem Feature selection in noisy data with weak symmetry.
method Developed a universal feature selection framework using singular value decomposition of canonical dependence matrix.
result Selected features achieve asymptotically optimal error exponents up to a residual term.

We determine the algebraic structure underlying the geometric complex associated to a link in Bar-Natan's geometric formalism of Khovanov's link homology theory (n=2). We find an isomorphism of complexes which reduces the complex to one in a simpler category. This reduction enables us to specify exactly the amount of i…

2006-03-14abs ↗pdf ↗

We prove some sharp systolic inequalities for compact 33-manifolds with boundary. They relate the (relative) homological systoles of the manifold to its scalar curvature and mean curvature of the boundary. In the equality case, the universal cover of the manifold is isometric to a cylinder over a disk of nonnegative c…

2019-12-18abs ↗pdf ↗

This is an account of the theory of JSJ decompositions of finitely generated groups, as developed in the last twenty years or so. We give a simple general definition of JSJ decompositions (or rather of their Bass-Serre trees), as maximal universally elliptic trees. In general, there is no preferred JSJ decomposition, a…

2016-02-16abs ↗pdf ↗

We make a few observations on the absence of geometric and topological rigidity for acylindrically hyperbolic and relatively hyperbolic groups. In particular, we demonstrate the lack of a well-defined limit set for acylindrical actions on hyperbolic spaces, even under the assumption of universality. We also prove a sta…

2018-03-27abs ↗pdf ↗

For ΓΓ a relatively hyperbolic group, we construct a model for the universal space among ΓΓ-spaces with isotropy on the family VC of virtually cyclic subgroups of ΓΓ. We provide a recipe for identifying the maximal infinite virtually cyclic subgroups of Coxeter groups which are lattices in $O^+(n,1)= \iso(\mathbb H^…

2006-06-19abs ↗pdf ↗

Study shows limitations and universality of equivariant QNNs with SnS_n-equivariant gates.

problem Understanding the expressiveness of SnS_n-equivariant QNNs with kk-body gates.
method Investigated the interplay between symmetry and kk-bodyness in SnS_n-equivariant QNN generators.
result QNNs are semi-universal but not universal with one- and two-body SnS_n-equivariant gates.

We present a geometric approach, in the spirit of the Chern-Weil theory, for constructing cocycles representing the classes of the Hopf cyclic cohomology of the Hopf algebra H(n) relative to GL(n, R). This provides an explicit description of the universal Hopf cyclic Chern classes, which complements our earlier geometr…

2014-09-06abs ↗pdf ↗

Learning rule consistency tied to non-existence of real-valued measurable cardinals.

problem Consistency of k-NN learning rule in metric spaces.
method Analyzing separable subspaces and density conditions.
result The k-NN classifier's consistency depends on the absence of real-valued measurable cardinals.

We revisit three results due to Morita expressing certain natural integral cohomology classes on the universal family of Riemann surfaces C_g, coming from the parallel symplectic form on the universal jacobian, in terms of the Miller-Morita-Mumford classes e and e_1. Our discussion will be on the level of the natural 2…

2013-09-04abs ↗pdf ↗

FLASH-MAX predicts electromagnetic fields from sparse data in seconds.

problem Predicting homogeneous electromagnetic fields from sparse pointwise observations.
method Exact-by-construction neural network architecture that satisfies Maxwell's equations symbolically.
result FLASH-MAX achieves sub-1% relative validation error from 1K sparse observations in seconds.

The universe's shape and size are determined in general cosmological models.

problem Determining the shape and size of the universe in general cosmological models.
method Using differential geometry and extensions of the Bonnet-Myers theorem, the researchers derived conditions for a finite universe and provided a list of possible topologies.
result The spatial sections of the universe can be either S1imesS2S^1 imes S^2, S1ildeimesS2S^1 ilde{ imes}S^2, S1imesRP2S^1 imes\mathbb{RP}^2, RP3#RP3\mathbb{RP}^3 \# \mathbb{RP}^3, or covered by the sphere S3S^3 or torus T3T^3.

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 …

2007-05-15abs ↗pdf ↗

We explore a decomposition in which returns on a large class of portfolios relative to the market depend on a smooth non-negative drift and changes in the asset price distribution. This decomposition is obtained using general continuous semimartingale price representations, and is thus consistent with virtually any ass…

2018-10-30abs ↗pdf ↗

We show that the free-by-cyclic groups of the form F(2)-by-Z act properly cocompactly on CAT(0) square complexes. We also show using generalised Baumslag-Solitar groups that all known groups defined by a 2-generator 1-relator presentation are either SQ-universal or are cyclic or isomorphic to BS(1,j). Finally we consid…

2015-03-06abs ↗pdf ↗

Study ratio-limit boundaries for random walks on hyperbolic groups.

problem Computing ratio-limit boundaries for relatively hyperbolic groups.
method Adapting Woess's strategy to non-hyperbolic groups and analyzing degenerate cases.
result Closure of minimal points in RR-Martin boundary is the unique smallest invariant subspace in ratio-limit boundary.

New method uses scalars to approximate physics functions.

problem Designing neural networks that respect physical symmetries.
method Parameterizing polynomial functions equivariant to various symmetries using scalars.
result Universal approximation of polynomial functions under various symmetries using scalars.

We study the decades-old problem of online portfolio management and propose the first algorithm with logarithmic regret that is not based on Cover's Universal Portfolio algorithm and admits much faster implementation. Specifically Universal Portfolio enjoys optimal regret O(NlnT)\mathcal{O}(N\ln T) for NN financial instrum…

2018-05-18abs ↗pdf ↗

This paper fine-tunes LLMs for stock return prediction using financial news.

problem Improving stock return forecasting accuracy using LLMs.
method Fine-tuning LLMs with text and forecasting modules, comparing encoder-only and decoder-only models, and integrating token-level representations.
result LLMs' aggregated token-level embeddings enhance return predictions for long-only and long-short portfolios.

This paper shows universality in spectrum behavior for random inner-product kernel matrices in polynomial regime.

problem Understanding spectrum behavior of random inner-product kernel matrices in polynomial regime.
method Analyzing matrices formed by a nonlinear function applied entrywise to a sample-covariance matrix, considering i.i.d. entries with all finite moments.
result The spectrum of random inner-product kernel matrices is universally described by the free convolution of the semicircular and Marčenko-Pastur distributions, with relative weights given by expanding the nonlinear function in the Hermite basis.

In this thesis, we develop a comprehensive account of the expressive power, modelling efficiency, and performance advantages of so-called trading agents (i.e., Deep Soft Recurrent Q-Network (DSRQN) and Mixture of Score Machines (MSM)), based on both traditional system identification (model-based approach) as well as on…

2019-09-12abs ↗pdf ↗