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.
We analyze higher-dimensional sliding puzzles, finding solvability patterns.
A key feature of intelligent behavior is the ability to learn abstract strategies that transfer to unfamiliar problems. Therefore, we present a novel architecture, based on memory-augmented networks, that is inspired by the von Neumann and Harvard architectures of modern computers. This architecture enables the learnin…
New puzzles from geometry and topology.
Open geometry puzzles keep the author engaged.
In this article we prove the impossibility of some disentanglement puzzles, first building mathematical models that reflect the essential characteristics of these puzzles.
Proponents of behavioral finance have identified several "puzzles" in the market that are inconsistent with rational finance theory. One such puzzle is the "excess volatility puzzle". Changes in equity prices are too large given changes in the fundamentals that are expected to change equity prices. In this paper, we of…
This paper introduces the first deep neural network-based estimation metric for the jigsaw puzzle problem. Given two puzzle piece edges, the neural network predicts whether or not they should be adjacent in the correct assembly of the puzzle, using nothing but the pixels of each piece. The proposed metric exhibits an e…
We solve in closed-form an equilibrium model in which a finite number of exponential investors continuously consume and trade with price-impact. Compared to the analogous Pareto-efficient equilibrium model, price-impact has an amplification effect on risk-sharing distortions that helps resolve the interest rate puzzle …
We propose a sliding surface for systems on the Lie group . The sliding surface is shown to be a Lie subgroup. The reduced-order dynamics along the sliding subgroup have an almost globally asymptotically stable equilibrium. The sliding surface is used to design a sliding-mode controller for t…
New model solves equity premium puzzle with risk aversion coefficient.
We introduce Quintessence: a family of burr puzzles based on the geometry and combinatorics of the 120-cell. We discuss the regular polytopes, their symmetries, the dodecahedron as an important special case, the three-sphere, and the quaternions. We then construct the 120-cell, giving an illustrated survey of its geome…
New model solves equity premium puzzle.
In his stimulating article on the reasons for two puzzling observations about the behaviour of interest rates, exchange rates and the rate of inflation, Charles Engel (2016) puts forward an explanation that rests on the concept of a non-pecuniary liquidity return on assets. Albeit intriguing the analysis struggles to a…
Algorithm finds characteristic maps over complex shapes.
Solves equity premium puzzle with time-varying variables.
The paper analyzes the sliding regret of stochastic bandit algorithms.
Solved Dudeney's 100-year-old puzzle about triangle to square dissection.
The paper explains a geometry puzzle from Plato's Meno.
Presentations for involutions on non-orientable surfaces up to genus 5.
Globalization is one of the central concepts of our age. The common perception of the process is that, due to declining communication and transport costs, distance becomes less and less important. However, the distance coefficient in the gravity model of trade, which grows in time, indicates that the role of distance i…
In this paper we address three main objections of behavioral finance to the theory of rational finance, considered as anomalies the theory of rational finance cannot explain: Predictability of asset returns, The Equity Premium, (The Volatility Puzzle. We offer resolutions of those objections within the rational finance…
We present a new operation to be performed on elements in a Garside group, called cyclic sliding, which is introduced to replace the well known cycling and decycling operations. Cyclic sliding appears to be a more natural choice, simplifying the algorithms concerning conjugacy in Garside groups and having nicer theoret…
Novel time series forecasting method using sliding window signatures.
Proposes a sliding window method for better portfolio trading.
Voluntary insurance contracts constitute a puzzle because they increase the expectation value of one party's wealth, whereas both parties must sign for such contracts to exist. Classically, the puzzle is resolved by introducing non-linear utility functions, which encode asymmetric risk preferences; or by assuming the p…
Paper simplifies proof of slide-equivalence in crown diagrams.
Understanding and reasoning about physics is an important ability of intelligent agents. We develop the PHYRE benchmark for physical reasoning that contains a set of simple classical mechanics puzzles in a 2D physical environment. The benchmark is designed to encourage the development of learning algorithms that are sa…
An edge tessellation is a tiling of the plane generated by reflecting a polygon in its edges. We prove that a polygon generating an edge tessellation is one the following eight types: a rectangle; an equilateral, 60-right, isosceles right, or 120-isosceles triangle; a 120-rhombus; a 60-90-120 kite; or a regular hexagon…
Optimizes sliding window approach for tracking Gaussian densities.
Puzzle Mix optimizes mixup by leveraging saliency and local statistics.
Let denote a closed nonorientable surface of genus . For the mapping class group is generated by Dehn twists and one crosscap slide (-homeomorphism) or by Dehn twists and a crosscap transposition. Margalit and Schleimer observed that Dehn twists have nontrivial roots. We gi…
Small bubbles sliding on a boundary maintain half-spherical shape.
We show that reducible braids which are, in a Garside-theoretical sense, as simple as possible within their conjugacy class, are also as simple as possible in a geometric sense. More precisely, if a braid belongs to a certain subset of its conjugacy class which we call the stabilized set of sliding circuits, and if it …
Archaeologists are in dire need of automated object reconstruction methods. Fragments reassembly is close to puzzle problems, which may be solved by computer vision algorithms. As they are often beaten on most image related tasks by deep learning algorithms, we study a classification method that can solve jigsaw puzzle…
Financial markets provide a natural quantitative lab for understanding some of the most advanced human behaviours. Among them is the use of mathematical tools known as financial instruments. Besides money, the two most fundamental financial instruments are bonds and equities. More than 30 years ago Mehra and Prescott f…
Solves the equity premium puzzle without calibrated values.
If a variational problem comes with no boundary conditions prescribed beforehand, and yet these arise as a consequence of the variation process itself, we speak of a free boundary values variational problem. Such is, for instance, the problem of finding the shortest curve whose endpoints can slide along two prescribed …
A theorem of Kirby states that two framed links in the 3-sphere produce orientation-preserving homeomorphic results of surgery if they are related by a sequence of stabilization and handle-slide moves. The purpose of the present paper is twofold: First, we give a sufficient condition for a sequence of handle-slides on …
Generating music medleys is about finding an optimal permutation of a given set of music clips. Toward this goal, we propose a self-supervised learning task, called the music puzzle game, to train neural network models to learn the sequential patterns in music. In essence, such a game requires machines to correctly sor…
Kirby color defined in Khovanov homology for 4D handlebodies.
A new method SLIDE ensures fairness in AI models.
Crosscap slide is a homeomorphism of a nonorientable surface of genus at least 2, which was introduced under the name Y-homeomorphism by Lickorish as an example of an element of the mapping class group which cannot be expressed as a product of Dehn twists. We prove that the subgroup of the mapping class group of a clos…
New method makes robust estimators work without knowing corruption levels.
New algorithms achieve optimal regret in sliding window model with limited memory.
We present a novel approach to train pixel resolution segmentation models on whole slide images in a weakly supervised setup. The model is trained to classify patches extracted from slides. This leads the training to be made under noisy labeled data. We solve the problem with two complementary strategies. First, the pa…
In many applications, monitoring area under the ROC curve (AUC) in a sliding window over a data stream is a natural way of detecting changes in the system. The drawback is that computing AUC in a sliding window is expensive, especially if the window size is large and the data flow is significant. In this paper we propo…
We propose a means by which some categorifications can be evaluated at a root of unity. This is implemented using a suitable localization in the context of prior work by the authors on categorification of the Jones-Wenzl projectors. Within this construction we define objects, invariant under handle slides, which decate…
TAKDE optimizes kernel density estimation for real-time dynamic processes.