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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.

169,181 papers · 148 categories

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69139208277 · Jun 202019922001200920182026
48 results for solute dispersion

Physics-informed neural networks simulate solute dispersion in shear flows, validating complex transport mechanisms.

problem Simulating complex solute dispersion in asymmetric reactive environments.
method Physics-informed neural networks (PINNs) embedded with governing equations and boundary conditions.
result PINNs accurately predict solute dispersion, validating transport diagnostics.

Study global solutions for Boussinesq systems on curved manifolds.

problem Global existence and uniqueness of solutions to Boussinesq systems on non-compact Riemannian manifolds with gravitational fields.
method Used dispersive and smoothing estimates of a vectorial matrix semigroup to establish global existence and uniqueness of mild solutions for linear systems. Then, applied fixed point arguments to semilinear systems. Proved exponential stability using Gronwall's inequality.
result Established global existence, uniqueness, and exponential stability of mild solutions to the Boussinesq systems on non-compact Riemannian manifolds with gravitational fields.

Study on periodic solutions for Keller-Segel system in various spaces.

problem Existence and uniqueness of periodic solutions for Keller-Segel system.
method Dispersion and smoothing estimates of heat semigroup, fixed point arguments.
result Existence and uniqueness of periodic solutions for Keller-Segel system on Rn\mathbb{R}^n and Hn\mathbb{H}^n.

Proposes a new portfolio optimization method considering reward, dispersion, and asymmetry.

problem Capturing fat-tails and asymmetry in asset return distributions.
method Market model with tempered stable distribution; extended mean-variance optimization.
result Closed-form solutions for VaR and CVaR; efficient frontier extended to three dimensions.

Study fourth order Schrödinger equation on Cartan-Hadamard manifolds, proving existence, scattering, and blow-up results.

problem Fourth order Schrödinger equation with mixed dispersion on Cartan-Hadamard manifolds.
method Fourier transform for hyperbolic space, weighted Strichartz estimates for rotationally symmetric manifolds, localized virial argument.
result Existence, scattering, and blow-up results for the equation.

Study proves well-posedness and scattering for wave equations on hyperbolic spaces with singular data.

problem Proving well-posedness and scattering for wave equations on hyperbolic spaces with singular initial data.
method Using weak-LpL^{p} spaces and dispersive estimates on Lorentz spaces, the study establishes global well-posedness and exponential asymptotic stability.
result Developed a scattering theory and constructed wave operators in a singular framework.

Skewness dispersion predicts future stock market returns, especially in months with monetary policy announcements.

problem Predicting future stock market returns using skewness dispersion.
method Cross-sectional analysis of firm-level realized skewness and stock market returns.
result Skewness dispersion is a significant predictor of future stock market returns, robust to various estimation methods.

End-to-end deep learning boosts IM/DD fiber communication over dispersive channels.

problem Improving data transmission over dispersive IM/DD channels with memory.
method Bidirectional recurrent neural network (BRNN) for end-to-end deep learning of the communication system.
result End-to-end SBRNN achieves significant bit-error-rate reduction compared to FFNNs.

New dispersion indices based on inaccuracy and divergence introduced for information measures.

problem Measuring variability in uncertainty measures.
method Introducing new dispersion indices based on Kerridge inaccuracy and Kullback-Leibler divergence.
result Properties, bounds, and examples of new dispersion indices presented.

The paper proves extremal black holes form at a critical point of gravitational collapse.

problem Formation of extremal black holes in gravitational collapse.
method Constructing smooth families of spherically symmetric solutions to the Einstein-Maxwell-Vlasov system.
result Extremal Reissner-Nordström black holes form at the critical collapse threshold.

Paper predicts urban dispersal events using deep survival analysis on mobility data.

problem Predicting abnormal dispersal events in urban areas to mitigate congestion and safety risks.
method Formulated as a survival analysis problem, developed a two-stage deep learning framework (DILSA).
result DILSA predicts dispersal events with F1-score of 0.7 and average time error of 18 minutes.

Geometric focusing affects dispersive estimates for Schrödinger and wave equations.

problem Long-time decay rate in dispersive estimates for Schrödinger and wave equations on non-trapping asymptotically conic manifolds and exact metric cones.
method Classifying the long-time decay rate in dispersive estimates for the Schrödinger and wave equations on non-trapping asymptotically conic manifolds and exact metric cones in terms of the intensity of geometric focusing.
result Each multiplicity of conjugate points within distance π on Y = ∂X0 leads to a |t|1/2-loss in the long-time decay order and a half-order shift in the regularity index in the dispersive estimate for the Schrödinger equation.

Study on stock market volatility and return dispersion during COVID-19.

problem Impact of COVID-19 on stock market volatility and return dispersion.
method Used Google index to proxy epidemic impact, modeled volatility, and analyzed influencing factors of log-return.
result Volatility significantly affected by epidemic and cross-sectional return dispersion, with positive coefficients.

In the recent years, banks have sold structured products such as worst-of options, Everest and Himalayas, resulting in a short correlation exposure. They have hence become interested in offsetting part of this exposure, namely buying back correlation. Two ways have been proposed for such a strategy : either pure correl…

2010-04-01abs ↗pdf ↗

The study examines Hawkes processes and their long-term behavior.

problem Understanding the long-term behavior of Hawkes processes.
method Proving functional limit theorems under various conditions on the dispersion of child events.
result Functional limit theorems hold for Hawkes processes with different levels of child event dispersion.

Improved BER with reduced power in time-domain digital backpropagation.

problem Improving BER performance in time-domain digital backpropagation.
method Jointly optimized and quantized chromatic dispersion filters using machine learning.
result Improved BER performance and power dissipation reductions.

Study on heat flow across two half-lines with special boundary conditions.

problem Low energy mode of heat flow transmission across a Grushin-type cylinder.
method Analysis of heat equation with inverse-square potential and bridging boundary conditions.
result First insight into qualitative features of the heat flow solution at later times.

New framework controls statistical dispersion for high-stakes applications.

problem Understanding and controlling the dispersion of loss distributions in high-stakes applications.
method Simple yet flexible framework for distribution-free control of statistical dispersion measures.
result Proposed methods control statistical dispersion measures with societal implications.

Bayesian model tackles spatial count data issues with flexible non-parametric techniques.

problem Challenges in traditional parametric models for spatial count data with unbalanced distributions and complex dependencies.
method Bayesian semi-parametric spatial dispersed count model combining non-parametric techniques and adapted count models.
result Demonstrates superior performance in managing dispersion and capturing intricate spatial patterns.

NBMF improves recommendation precision by modeling count data dispersion.

problem Predicting user preferences in recommender systems with over-dispersed data.
method NBMF extends PF with a multiplicative term to handle over-dispersion, skipping binarization.
result NBMF predicts user tastes more accurately than Poisson matrix factorization.

Decomposes portfolio returns into drift and asset price distribution changes.

problem Understanding efficient markets through portfolio returns and asset price distributions.
method Continuous semimartingale price representations and accounting identity.
result Existence of an asset pricing factor emerges from an accounting identity across various economic and financial environments.

The Hodge star mean curvature flow on a 3-dimension Riemannian or pseudo-Riemannian manifold, the geometric Airy flow on a Riemannian manifold, the Schrodingier flow on Hermitian manifolds, and the shape operator curve flow on submanifolds are natural non-linear dispersive curve flows in geometric analysis. A curve flo…

2014-11-08abs ↗pdf ↗

Bayesian Quadrature improves ensembling for neural networks with dispersed likelihood peaks.

problem Ensembling neural networks struggles with dispersed, narrow peaks in likelihood surfaces.
method Uses Bayesian Quadrature to construct weighted ensembles of architectures.
result Empirically outperforms state-of-the-art baselines in test likelihood, accuracy, and expected calibration error.

Paper transforms a complex equation into simpler forms for analysis.

problem Analyzing a fourth-order dispersive flow equation on Kähler manifolds.
method Developed the generalized Hasimoto transformation to simplify the equation.
result Explicit expressions derived for three examples of compact Kähler manifolds.

A new model relaxes constraints on exponential dispersion models.

problem Tight conditions on cumulant function limit the class of exponential dispersion models.
method Introduces K-LED model with Legendre cumulant function and Bregman divergence guidance.
result The model allows for easier computation of mean parameter and includes various distributions.

Probabilistic modeling is cyclical: we specify a model, infer its posterior, and evaluate its performance. Evaluation drives the cycle, as we revise our model based on how it performs. This requires a metric. Traditionally, predictive accuracy prevails. Yet, predictive accuracy does not tell the whole story. We propose…

2016-05-24abs ↗pdf ↗

Dropout improves regularization in flexible models for rare features.

problem Understanding theoretical properties of dropout in generalized linear models.
method Theoretical analysis and application to adaptive smoothing with B-splines.
result Dropout prefers rare features in mean and dispersion parameters.

The standard deviation and Gini mean difference order based on tail behavior.

problem Ordering between standard deviation and Gini mean difference for real-valued risks.
method Analysis of the mean excess function of the pairwise difference XX|X - X'|.
result Dominance regimes of SD and GMD are determined by tail behavior of the distribution.

Study dispersive estimates for Schrödinger and wave equations on a cone with specific metric.

problem Pointwise decay estimates for Schrödinger and wave equations on a product cone.
method Modified Hadamard parametrix on YY with ε>πε > π to prove dispersive estimates.
result Threshold of conjugate radius ε>πε > π for pointwise dispersive estimates.

Neural networks improve wave-equation simulation accuracy.

problem Inaccurate discretization of Laplacian in wave-equation simulation leads to numerical dispersion.
method Intersperse CNNs between low-fidelity timesteps to correct wavefield and limit numerical dispersion.
result Neural network augmentation reduces numerical dispersion artifacts in wave-equation simulation.

Method meta-classifies semantic segmentation predictions using dispersion measures.

problem Assessing the quality of semantic segmentation predictions.
method Aggregates dispersion measures (entropy) of predicted probabilities to derive metrics correlated with IoU.
result Metrics correlate well with IoU, providing reliable prediction quality ratings.

Bayesian geoacoustic inversion improved using MDN.

problem Efficiently solving Bayesian geoacoustic inversion problems.
method Deriving geoacoustic statistics from multidimensional posterior density using MDN, training the network on the whole parameter space.
result The network provides reliable predictions and good generalization performance, solving problems in seconds.

The paper examines stochastic ordering of Gini indexes for multivariate elliptical risks.

problem Stochastic ordering of Gini indexes for multivariate elliptical risks.
method Established conditions for monotonicity of Gini index in usual stochastic order.
result Suitable conditions for multivariate elliptical risks generalize those for multivariate normal risks.

We study productivity dispersions across workers, firms and industrial sectors. Empirical study of the Japanese data shows that they all obey the Pareto law, and also that the Pareto index decreases with the level of aggregation. In order to explain these two stylized facts, we propose a theoretical framework built upo…

2008-05-19abs ↗pdf ↗

Stability of Minkowski space-time in Einstein-Yang-Mills system proven.

problem Stability of Minkowski space-time in Einstein-Yang-Mills system.
method Null frame decomposition, wave coordinates, dispersive estimates.
result Solutions converge to zero Yang-Mills curvature and Minkowski space-time.