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.
The paper explores how sinks and diagonal patterns prevent attention oversmoothing.
Paper introduces metrics for evaluating multi-agent policies using best response dynamics.
This work explains the structural origins of attention sinks in LLMs.
Multinational corporations use highly complex structures of parents and subsidiaries to organize their operations and ownership. Offshore Financial Centers (OFCs) facilitate these structures through low taxation and lenient regulation, but are increasingly under scrutiny, for instance for enabling tax avoidance. Theref…
BSG learns dynamic network spillovers and uncertainty quantification.
New proof of injectivity for broken non-abelian X-ray transform in Minkowski space.
This paper surveys various methods for dimensionality reduction and nearest neighbor search.
A new method reduces the computational cost of Sinkhorn algorithm for OT and UOT problems.
Study of separatrix configurations in holomorphic flows with real time.
An efficient method to price bonds with optional sinking feature is presented. Such instruments equip their issuer with the option (but not the obligation) to redeem parts of the notional prior to maturity, therefore the future cash flows are random. In a one-factor model for the issuer's default intensity we show that…
We define a laminar branched surface to be a branched surface satisfying the following conditions: (1) Its horizontal boundary is incompressible; (2) there is no monogon; (3) there is no Reeb component; (4) there is no sink disk (after eliminating trivial bubbles in the branched surface). The first three conditions are…
Proves analyticity of quasinormal modes in Kerr and Kerr-de Sitter spacetimes.
Wealth redistribution through Fokker-Planck equation controls preserves Gini coefficient.
Randomly initialized transformers show extreme token preferences.
Gradient flow in softmax models tends to produce low-entropy outputs.
Graph Convolutional Networks (GCNs) have gained significant developments in representation learning on graphs. However, current GCNs suffer from two common challenges: 1) GCNs are only effective with shallow structures; stacking multiple GCN layers will lead to over-smoothing. 2) GCNs do not scale well with large, dens…
This study analyzes information flow networks in Chinese stock sectors using transfer entropy.
A graph (digraph) with a set of terminals is called inner Eulerian if each nonterminal node has even degree (resp. the numbers of edges entering and leaving are equal). Cherkassky and Lovász showed that the maximum number of pairwise edge-disjoint -paths in an inner Eulerian graph $G…
The Poincare-Hopf theorem tells us that given a smooth, structurally stable vector field on a surface of genus g, the number of saddles is 2-2g less than the number of sinks and sources. We generalize this result by introducing a more complex combinatorial invariant. Using this tool, we demonstrate that many such struc…
Despite their successes, what makes kernel methods difficult to use in many large scale problems is the fact that storing and computing the decision function is typically expensive, especially at prediction time. In this paper, we overcome this difficulty by proposing Fastfood, an approximation that accelerates such co…
New Alexander polynomial defined for transverse graphs.
A \emph{new} notion of equilibrium, which we call \emph{strong equilibrium}, is introduced for time-inconsistent stopping problems in continuous time. Compared to the existing notions introduced in ArXiv: 1502.03998 and ArXiv: 1709.05181, which in this paper are called \emph{mild equilibrium} and \emph{weak equilibrium…
The paper studies grid homology for spatial graphs and proves a Künneth formula for connected sums.
We present a scalable Gaussian process model for identifying and characterizing smooth multidimensional changepoints, and automatically learning changes in expressive covariance structure. We use Random Kitchen Sink features to flexibly define a change surface in combination with expressive spectral mixture kernels to …
Two-cycle GEILA equilibria are OLG equilibria and vice versa, with applications to indeterminacy and bubbles.
Irrespective of the fact that Machine learning has produced groundbreaking results, it demands an enormous amount of data in order to perform so. Even though data production has been in its all-time high, almost all the data is unlabelled, hence making them unsuitable for training the algorithms. This paper proposes a …
We prove the existence of a Radner equilibrium in a model with proportional transaction costs on an infinite time horizon and analyze the effect of transaction costs on the endogenously determined interest rate. Two agents receive exogenous, unspanned income and choose between consumption and investing into an annuity.…
A new method relaxes molecules without needing non-equilibrium data.
Existence of Radner equilibrium proven with growing population.
Study how transaction costs impact stock returns and holdings in equilibrium.
Equilibrium found for multi-agent trading with transaction costs.
A challenging problem in complex networks is the network reconstruction problem from data. This work deals with a class of networks denoted as conserved networks, in which a flow associated with every edge and the flows are conserved at all non-source and non-sink nodes. We propose a novel polynomial time algorithm to …
We define sink marks for branched complexes and find conditions for them to determine a branched surface structure. These will be used to construct branched surfaces in knot and tangle complements. We will extend Delman's theorem and prove that a Montesinos knot of length at least 3 has a persistently laminar branc…
The paper examines Nash equilibrium in GANs for stationary Gaussian processes.
Study on equilibrium with non-convex preferences.
We combine general equilibrium theory and theorie generale of stochastic processes to derive structural results about equilibrium state prices.
The theorems we proved describe the structure of economic equilibrium in the exchange economy model. We have studied the structure of property vectors under given structure of demand vectors at which given price vector is equilibrium one. On this ground, we describe the general structure of the equilibrium state and gi…
Study equilibrium consumption habits in a large population using mean field games.
By generalizing the measurements on the game experiments of mixed strategy Nash equilibrium, we study the dynamical pattern in a representative dynamic stochastic general equilibrium (DSGE). The DSGE model describes the entanglements of the three variables (output gap [], inflation [] and nominal interest rate [$…
We construct continuous-time equilibrium models based on a finite number of exponential utility investors. The investors' income rates as well as the stock's dividend rate are governed by discontinuous Levy processes. Our main result provides the equilibrium (i.e., bond and stock price dynamics) in closed-form. As an a…
Study analyzes market equilibrium returns with price impact and transaction costs.
DEQs converge to optimal solutions with mild over-parameterization.
Kyle's equilibrium model stability proven for 1-2 trading times, but not for 3 or more.
Geometric programming approach for traffic equilibrium problems.
The paper uses topological concepts to analyze neural networks, revealing complex structure and dynamics.
In this paper, we study dynamics of geodesic flows over closed surfaces of genus greater than or equal to 2 without focal points. Especially, we prove that there is a large class of potentials having unique equilibrium states, including scalar multiples of the geometric potential, provided the scalar is less than 1. Mo…
Quasitoric manifolds, introduced by M. Davis and T. Januskiewicz in 1991, are topological generalizations of smooth complex projective spaces. In 1992, Banchoff and Kühnel constructed a 10-vertex equilibrium triangulations of $\CP^2$. We generalize this construction for quasitoric manifolds and construct some equilibri…
A Systemic Optimal Risk Transfer Equilibrium (SORTE) was introduced in: "Systemic optimal risk transfer equilibrium", Mathematics and Financial Economics (2021), for the analysis of the equilibrium among financial institutions or in insurance-reinsurance markets. A SORTE conjugates the classical Bühlmann's notion of a …