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.
A method for selecting pseudo-labeled data in semi-supervised learning using generalized Bayes and soft revision.
Upper bounds on revised first Betti number and torus stability for RCD spaces.
SPLICE simulates incurred losses and their revisions.
CROQ optimizes LLM decision-making by narrowing down choices and improving accuracy.
Graph Convolutional Networks (GCNs) have received increasing attention in the machine learning community for effectively leveraging both the content features of nodes and the linkage patterns across graphs in various applications. As real-world graphs are often incomplete and noisy, treating them as ground-truth inform…
Revised ct-SNE improves t-SNE for visualizing data beyond labels.
A framework for cost of belief revision in uncertain agents.
Revised proof shows ribbonness of surface-links in 4-sphere.
Study on RCD(0,N) spaces with small linear diameter growth.
New method identifies uncertainty shocks in financial markets using revised VIX.
Two DRL policies collaborate to solve NP-hard routing problems.
From SA-CCR to RSA-CCR: making SA-CCR self-consistent and appropriately risk-sensitive by cashflow decomposition in a 3-Factor Gaussian Market Model
Bayesian logistic regression improves clinical risk prediction models over time.
We study a class of 3-dimensional paracontact metric manifolds and we revise some of the results obtain in \cite{SS}.
This paper has been withdrawn, because its material has been revised and became part of paper math.GT/0010184
Neural Networks (NN) have recently emerged as backbone of several sensitive applications like automobile, medical image, security, etc. NNs inherently offer Partial Fault Tolerance (PFT) in their architecture; however, the biased PFT of NNs can lead to severe consequences in applications like cryptography and security …
We analyze differences between two information-theoretically motivated approaches to statistical inference and model selection: the Minimum Description Length (MDL) principle, and the Minimum Message Length (MML) principle. Based on this analysis, we present two revised versions of MML: a pointwise estimator which give…
This is a survey article, to appear in the Proceedings of the 2018 International Congress of Mathematicians. (Revised, with added and updated references.)
RoGAT enhances GAT robustness against adversarial attacks.
We establish a surgery formula for 3-dimensional Seiberg-Witten monopoles under (+1) Dehn surgery on a knot in a homology 3-sphere. (substantial revision)
The study finds significant power-law cross correlations in Bitcoin's return-volatility dynamics.
This is an expanded version of the lecture course the second author gave at Winterbraids VI in Lille in February 2016. Version 2: revision incorporating referee remarks.
This paper has been withdrawn by the authors. Significantly revised versions of the results of this paper are now available in arXiv:0707.0487v2 and arXiv:0808.3169v1.
We use the maximum entropy principle for pricing the non-life insurance and recover the Bühlmann results for the economic premium principle. The concept of economic equilibrium is revised in this respect.
This paper is a revised version of a previously posted paper in arxiv. The authors posted it as a new submission by mistake. The latest version of the paper can be found at arXiv:math-ph/0512003v2
This paper supplies two possible resolutions of Fortune's (2000) margin-loan pricing puzzle. Fortune (2000) noted that the margin loan interest rates charged by stock brokers are very high in relation to the actual (low) credit risk and the cost of funds. If we live in the Black-Scholes world, the brokers are presumabl…
We construct a new type of geometric knot theory, plumbers' knots, and solve the problems of distinguishing and enumerating such knots at a fixed level of complexity. (v2) Minor edits, added theorem 3.18. (v3) Substantial revisions, essentially completely rewritten in places.
This is the first of two articles in which we give a proof - for a broad class of four-manifolds - of Witten's conjecture that the Donaldson and Seiberg-Witten series coincide, at least through terms of degree less than or equal to c-2, where c is a linear combination of the Euler characteristic and signature of the fo…
We study canonical decompositions of postcritically finite branched coverings of the 2-sphere, as defined by K. Pilgrim. We show that every hyperbolic cycle in the decomposition does not have a Thurston obstruction. It is thus Thurston equivalent to a rational map.
We construct Bott-type and equivariant Seiberg-Witten Floer homology and cohomology for 3-manifolds, in particular rational homology spheres, and prove their diffeomorphism invariance. This paper is a revised version of math.DG/9701010. Some typos are removed.
We use sutured manifold theory, essential laminations and essential branched surfaces to establish the upper bounds of distances between certain types of nonsimple Dehn surgery slopes. This is the revised version of an earlier preprint {\it Dehn surgery and simple manifolds.}
New evidence refutes old conjectures about knot homology ranks, suggesting new congruences.
The aim of this paper is to show that Lawson's foliation on the 5-sphere admits a smooth leafwise symplectic structure. The main part of the construction is to show that the Fermat type cubic surface admits an end-periodic symplectic structure.
These revised lecture notes are an expository account of part of the proof of Thurston's Ending Lamination Conjecture for Kleinian surface groups, which states that such groups are uniquely determined by invariants that describe the asymptotic structure of the ends of their quotient manifolds.
Revises Gauss's Lemma using metrical distortion and differential slip.
We prove generic regularity and Uhlenbeck-type compactification theorems for the moduli spaces of PU(2)-monopoles. Generic regularity is NOT obtained in the usual way (by applying Sard theorem to a smooth parameterized moduli space), since the parameterized moduli space can be a priori singular. We explain why, using t…
Connections between nodes of fully connected neural networks are usually represented by weight matrices. In this article, functional transfer matrices are introduced as alternatives to the weight matrices: Instead of using real weights, a functional transfer matrix uses real functions with trainable parameters to repre…
Inverse problems correspond to a certain type of optimization problems formulated over appropriate input distributions. Recently, there has been a growing interest in understanding the computational hardness of these optimization problems, not only in the worst case, but in an average-complexity sense under this same i…
The study revises GDPpc trends and redistributes economic power among countries.
We propose a novel learning method for multilayered neural networks which uses feedforward supervisory signal and associates classification of a new input with that of pre-trained input. The proposed method effectively uses rich input information in the earlier layer for robust leaning and revising internal representat…
This is the revised version of the second paper in a series introducing a generalized Fredholm theory in a new class of smooth spaces called polyfolds. The theory will be illustrated in upcoming papers by applications to Floer Theory, Gromov-Witten Theory and Symplectic Field Theory. Some proofs have been improved and …
This manuscript contains a detailed proof of the Poincare Conjecture. The arguments we present here are expanded versions of the ones given by Perelman in his three preprints posted in 2002 and 2003. This is a revised version taking in account the comments of the referees and others. It has been reformatted in the AMS …
Proofs show finite subgroups of homeomorphism groups are almost nilpotent.
SRPO improves AI alignment with human preferences through self-improvement and task-independent optimization.
Despite alarm over the reliance of machine learning systems on so-called spurious patterns, the term lacks coherent meaning in standard statistical frameworks. However, the language of causality offers clarity: spurious associations are due to confounding (e.g., a common cause), but not direct or indirect causal effect…
Entropy-minimal measure calculated for a stochastic volatility model.
We correct a mistake in the published version of our paper. Our new conclusion is that the "implied leverage effect" for single stocks is underestimated by option markets for short maturities and overestimated for long maturities, while it is always overestimated for OEX options, except for the shortest maturities wher…
In this article we complete the proof---for a broad class of four-manifolds---of Witten's conjecture that the Donaldson and Seiberg-Witten series coincide, at least through terms of degree less than or equal to c-2, where c is a linear combination of the Euler characteristic and signature of the four-manifold. This art…