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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.

169,051 papers · 148 categories

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87174261348 · May 202619922001200920182026
48 results for smooth pasting principle

The paper shows failure of smooth pasting principle in time-inconsistent stopping problems.

problem Time-inconsistent stopping problems with non-constant time preference rates.
method Analysis of the smooth pasting principle within the intra-personal game theoretic framework.
result The smooth pasting principle fails under time-inconsistency and does not guarantee equilibrium solutions.

Study optimal consumption for loss-averse agents considering past spending peaks.

problem Optimal consumption for loss-averse agents with reference to past spending maximum.
method Adopted S-shaped utility, concave envelope, HJB variational inequality, dual transform, and smooth-fit conditions.
result Obtained piecewise closed-form solutions for optimal consumption and investment control.

Investment decisions shift earlier as patience decreases, with implications for pasting conditions.

problem Investment timing under decreasing impatience.
method Game-theoretic framework with continuous-time capacity expansion problem.
result Decreasing impatience leads to earlier investment decisions, but can violate smooth pasting conditions.

This work improves policy evaluation and selection using logarithmic smoothing for pessimistic off-policy estimation.

problem Offline evaluation and selection of policies from past data.
method Develops novel concentration bounds and a logarithmically smoothed estimator (LS) for improved policy selection and learning.
result The logarithmically smoothed estimator (LS) provides tighter bounds and better policy selection and learning.

The paper analyzes optimal consumption with past spending maximum as a reference.

problem Optimal consumption with past spending maximum as a reference.
method Path-dependent exponential utility, Hamilton-Jacobi-Bellman (HJB) equation, dual transform, smooth-fit principle.
result Closed-form solutions for optimal investment and consumption strategies in each region.

In this paper, we shall be concerned with a relation between TQFTs and cut and paste invariants introduced by Karras, Kreck, Neumann and Ossa. Cut and paste invariants, or SK invariants, are functions on the set of smooth manifolds that are invariant under the cutting and pasting operation. Central to the work in this …

2018-03-08abs ↗pdf ↗

Study on RNNs' ability to approximate past-dependent Hölder functions and their application to regression.

problem Understanding and optimizing the approximation capacity of RNNs for regression tasks.
method Derivation of upper bounds on RNN approximation error for Hölder smooth functions and application to regression.
result Achievement of minimax optimal prediction error bounds for RNNs under various data assumptions.

Smooth Kahler-Einstein metrics have been studied for the past 80 years. More recently, singular Kahler-Einstein metrics have emerged as objects of intrinsic interest, both in differential and algebraic geometry, as well as a powerful tool in better understanding their smooth counterparts. This article is mostly a surve…

2014-04-29abs ↗pdf ↗

The Hawkes process is a simple point process, whose intensity function depends on the entire past history and is self-exciting and has the clustering property. The Hawkes process is in general non-Markovian. The linear Hawkes process has immigration-birth representation. Based on that, Fierro et al. recently introduced…

2014-03-05abs ↗pdf ↗

Generalizes Thurston's jiggling lemma for piecewise smooth solutions.

problem Creating piecewise smooth solutions of differential relations without homotopical assumptions.
method Jiggling arbitrary sections of EE to construct solutions of R\mathcal{R}.
result Generalization of Thurston's lemma for piecewise smooth solutions of differential relations.

Study on discrepancy principle for learning algorithms in nonparametric regression.

problem Determining optimal iteration number in nonparametric regression with unknown optimal iteration.
method Investigates discrepancy principle and modified principles for kernelized spectral filters, using deviation inequalities and change-of-norm arguments.
result Classical discrepancy principle is adaptive for slow rates, while modified principles are adaptive for faster rates.

The literature provides strong evidence that stock prices can be predicted from past price data. Principal component analysis (PCA) is a widely used mathematical technique for dimensionality reduction and analysis of data by identifying a small number of principal components to explain the variation found in a data set…

2018-03-13abs ↗pdf ↗

A new method backtracks through a few key past states to speed up credit assignment in long sequences.

problem Computational inefficiency of back-propagation through time for long sequences.
method Sparse attentive backtracking using learned attention mechanisms to skip connections.
result Matches or outperforms regular BPTT and truncated BPTT in tasks with long-term dependencies.

Extends Y.Eliashberg's h-principle to generic maps with prescribed Thom-Boardman singularities.

problem Homotoping maps with specific singularities.
method Proves a condition for continuous maps to be homotopic to generic maps with prescribed Thom-Boardman singularities.
result Necessary and sufficient condition for homotopy in dimension 3.

The formal principle holds for certain globally generated vector bundles on Fano manifolds and smooth rational curves.

problem Proving the formal principle for globally generated vector bundles on compact complex manifolds.
method Applying Cartan's equivalence method to a differential system on the universal family of the Douady space.
result The formal principle is true for Fano manifolds and smooth rational curves under specific conditions.

Logarithmic corrections to Price's law near black hole event horizon.

problem Failure of smooth null infinity in black hole spacetimes.
method Analyzing linear wave equation on Schwarzschild background with specific initial conditions.
result Leading-order asymptotics of solutions near future null infinity and event horizon are logarithmically modified.

After establishing the uniqueness of the continuation of local Cauchy data for harmonic maps between two Riemannian manifolds M and N, we prove (i) a reflection principle for a smooth minimal submanifold Y of a Riemannian manifold M that contains a reflective submanifold of M as a hypersurface and (ii) the reflection p…

2017-07-04abs ↗pdf ↗

Smooth structures on diffeological spaces and sheaves, resolving conjectures.

problem Model structures on diffeological spaces and sheaves of sets.
method Embedding diffeological spaces into sheaves of sets, studying combinatorial model structures, and proving equivalence to simplicial sets.
result Established a model structure on sheaves of sets that is Quillen equivalent to simplicial sets and has properties like cartesian and cofibrant smooth manifolds.

The h-principle helps solve complex geometric problems.

problem Solving complex geometric problems using the h-principle.
method Developed from the Oka-Grauert principle and Gromov's theory, the h-principle is applied to Oka manifolds and maps.
result Recent developments and applications of the h-principle in complex analysis and geometry.

Study curve flows with global forcing terms using a distance comparison principle.

problem Analyse the behavior of curves under curve flows with global forcing terms.
method Prove a distance comparison principle for curve shortening flow with arbitrary global forcing terms.
result Established a distance comparison principle for curve flows with global forcing terms.