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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.

168,695 papers · 148 categories

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326395126 · May 202619922001200920172026
48 results for spectral kill switches

Detects corruption in agentic models during execution.

problem Inconsistent context, retrieval errors, or adversarial inputs corrupt intermediate steps of reasoning chains.
method Analyzes token graphs induced by attention and computes spectral statistics to emit accept/reject signals.
result A single threshold on the high frequency energy ratio optimally detects context inconsistency in agentic models.

Continuing the previous work, we propose a further extension of the structure equation for a truncated CMC hierarchy by the non-commuting, truncated Virasoro algebra of non-local symmetries. Via a canonical dressing transformation, we first define a wave function for the CMC hierarchy. This leads to a pair of additiona…

2014-08-14abs ↗pdf ↗

SCaLE tackles dynamic regret in noisy bandit feedback with switching costs.

problem Unbounded metric movement costs in bandit online convex optimization.
method SCaLE algorithm for high-dimensional dynamic quadratic hitting costs and 2\ell_2-norm switching costs, with spectral regret analysis.
result First algorithm achieving sub-linear dynamic regret without hitting cost knowledge.

We study minimal annuli in S2×R\mathbb{S}^2 \times \mathbb{R} of finite type by relating them to harmonic maps CS2\mathbb{C} \to \mathbb{S}^2 of finite type. We rephrase an iteration by Pinkall-Sterling in terms of polynomial Killing fields. We discuss spectral curves, spectral data and the geometry of the isospectral set…

2012-10-20abs ↗pdf ↗

In the present paper, we studied a Dynamic Stochastic Block Model (DSBM) under the assumptions that the connection probabilities, as functions of time, are smooth and that at most ss nodes can switch their class memberships between two consecutive time points. We estimate the edge probability tensor by a kernel-type p…

2017-05-02abs ↗pdf ↗

This paper is devoted to the study of properties of Killing vector fields of constant length on Riemannian manifolds. If g\mathfrak{g} is a Lie algebra of Killing vector fields on a given Riemannian manifold (M,g)(M,g), and XgX\in \mathfrak{g} has constant length on (M,g)(M,g), then we prove that the linear operator $\opera…

2019-02-07abs ↗pdf ↗

Optimizes dividend control in a bankruptcy process using a special Levy process.

problem Optimizing dividend payouts in a bankruptcy process.
method Using a non-standard spectrally negative Levy process with endogenous regime switching.
result Optimal dividend control is of the barrier type and the optimal barrier can be identified.

We consider a special family of occupation-time derivatives, namely proportional step options introduced by Linetsky in [Math. Finance, 9, 55--96 (1999)]. We develop new closed-form spectral expansions for pricing such options under a class of nonlinear volatility diffusion processes which includes the constant-elastic…

2013-02-15abs ↗pdf ↗

This paper analyzes how periodic and soft target updates stabilize linear Q-learning.

problem Theoretical explanation of stabilization mechanisms for linear Q-learning.
method Exact analysis using switched linear system dynamics and the joint spectral radius.
result Periodic and soft target updates can guarantee convergence to the exact projected Q-Bellman solution under specific conditions.

We propose an extension of the differential system for constant mean curvature (CMC) surfaces in a three dimensional space form to an associated hierarchy of evolution equations by the higher-order commuting symmetries. The infinite sequence of higher-order conservation laws of CMC surfaces admit the corresponding exte…

2013-12-27abs ↗pdf ↗

In cellular systems, the user equipment (UE) can request a change in the frequency band when its rate drops below a threshold on the current band. The UE is then instructed by the base station (BS) to measure the quality of candidate bands, which requires a measurement gap in the data transmission, thus lowering the da…

2019-10-02abs ↗pdf ↗

Study improves S&P 500 volatility forecasting through regime-switching methods.

problem Accurate prediction of S&P 500 volatility for risk management and investment.
method Regime-switching methods including soft Markov switching, spectral clustering, and coefficient-based clustering.
result Coefficient-based clustering algorithm outperformed other models during all time periods.

We study a multi-armed bandit problem where the rewards exhibit regime switching. Specifically, the distributions of the random rewards generated from all arms are modulated by a common underlying state modeled as a finite-state Markov chain. The agent does not observe the underlying state and has to learn the transiti…

2020-01-26abs ↗pdf ↗

We give a new upper bound for the smallest eigenvalues of the Dirac operator on a Riemannian flow carrying transversal Killing spinors. We derive an estimate on Sasakian and on 3-dimensional manifolds and partially classify those satisfying the limiting case. Finally, we compare our estimate with a lower bound in terms…

2010-10-06abs ↗pdf ↗

This is an expository article which describes one approach to the construction and classification of harmonic tori "of finite type", namely, via their ring of polynomial Killing fields. To keep the discussion focussed, the first section is devoted entirely to non-conformal harmonic tori in the 2-sphere. The second sect…

2004-07-14abs ↗pdf ↗

The paper classifies K-contact forms on 3-manifolds and connects their orbits to spectral invariants.

problem Classifying K-contact forms with specific properties on 3-manifolds.
method Analyzing the Reeb vector field and its orbits, proving diffeomorphism results, and relating to spectral invariants.
result Compact 3-manifolds carrying such K-contact forms are diffeomorphic to lens spaces with specific orbit properties.

Data-driven methods link graphon limits to random walks and spectral clustering.

problem Clustering signals evolving over time with graphon limits.
method Transfer operators, Koopman and Perron-Frobenius, for estimating graphon from signal data.
result Spectral clustering can be extended to graphons, reconstructing transition densities and graphons.

In this paper, we study optimal switching problems under ambiguity. To characterize the optimal switching under ambiguity in the finite horizon, we use multidimensional reflected backward stochastic differential equations (multidimensional RBSDEs) and show that a value function of the optimal switching under ambiguity …

2016-08-22abs ↗pdf ↗

We provide a generalization of the Lie algebra of conformal Killing vector fields to conformal Killing-Yano forms. A new Lie bracket for conformal Killing-Yano forms that corresponds to slightly modified Schouten-Nijenhuis bracket of differential forms is proposed. We show that conformal Killing-Yano forms satisfy a gr…

2016-03-21abs ↗pdf ↗

Proves uniqueness of certain spacetime solutions with extremal horizons.

problem Proving uniqueness of extremal Schwarzschild de Sitter spacetime solutions.
method Analytic proof in four and higher dimensions, spectral problem for hyperbolic surfaces.
result Proves extremal Schwarzschild de Sitter solutions are unique up to identifications.

This work extends identifiability analysis to sequential latent variable models, focusing on Switching Dynamical Systems.

problem Identifying latent variables in sequential data models.
method Proved identifiability of Markov Switching Models and established conditions for Switching Dynamical Systems.
result Identifiability of latent variables and non-linear mappings in Switching Dynamical Systems up to affine transformations.

The problem of optimal switching between nonlinear autonomous subsystems is investigated in this study where the objective is not only bringing the states to close to the desired point, but also adjusting the switching pattern, in the sense of penalizing switching occurrences and assigning different preferences to util…

2014-11-17abs ↗pdf ↗

Code-switching, the alternation of languages within a conversation or utterance, is a common communicative phenomenon that occurs in multilingual communities across the world. This survey reviews computational approaches for code-switched Speech and Natural Language Processing. We motivate why processing code-switched …

2019-03-25abs ↗pdf ↗

Symmetry algebras of Killing vector fields and conformal Killing vectors fields can be extended to Killing-Yano and conformal Killing-Yano superalgebras in constant curvature manifolds. By defining Z\mathbb{Z}-gradations and filtrations of these superalgebras, we show that the second cohomology groups of them are triv…

2017-01-16abs ↗pdf ↗

Systematic prolongation for Killing two-tensors in symmetric spaces.

problem Understanding Killing two-tensors in symmetric spaces.
method Systematic prolongation procedure for Killing two-tensors, focusing on locally symmetric spaces.
result Natural quadratic mapping from Killing fields to Killing two-tensors on irreducible locally symmetric spaces of compact type.

We study generalized Killing spinors on round spheres Sn\mathbb{S}^n. We show that on the standard sphere S8\mathbb{S}^8 any generalized Killing spinor has to be an ordinary Killing spinor. Moreover we classify generalized Killing spinors on Sn\mathbb{S}^n whose associated symmetric endomorphism has at most two eigenva…

2013-10-01abs ↗pdf ↗

The paper classifies Killing tensor fields on Riemannian symmetric spaces.

problem Understanding Killing tensor fields on Riemannian symmetric spaces.
method Reduced study to compact irreducible spaces, introduced top slot Killing tensor fields, and classified quadratic fields.
result Quadratic Killing tensor fields on Riemannian symmetric spaces of rank one are spanned by top-slot and decomposable fields.

Study approximates financial market with discrete-time models.

problem Approximating continuous-time financial market models with discrete-time.
method Constructs discrete-time market models with Markov switching and proves convergence.
result Discrete-time models converge to continuous-time Black-Scholes model with Markov switching.

Study of higher spin Killing spinors on 3D manifolds, proving rigidity and providing explicit expressions.

problem Understanding higher spin Killing spinors on 3D manifolds.
method Definition and detailed study of higher spin Killing spinors in arbitrary dimension, focusing on 3D manifolds. Rigidity result and explicit expressions for 3-sphere and 3-hyperbolic space.
result Proved a rigidity result for 3D manifolds admitting higher spin Killing spinors and provided explicit expressions for these spinors.

Study on Riemannian Poisson warped product spaces and their properties.

problem Characterizing and understanding Riemannian Poisson warped product spaces.
method Formal treatment of Killing and 2-Killing 1-forms on Riemannian Poisson manifolds, including Bochner type results.
result Characterization of 2-Killing 1-form on (R2,g,Π)(\mathbb{R}^2,g,Π) and Bochner type results on compact spaces.