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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.

168,657 papers · 148 categories

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3876113151 · May 202619922001200920172026
48 results for stable stationary

Stable harmonic maps into certain Lie groups have singularities with specific codimensions.

problem Understanding the singularities of harmonic maps into compact Lie groups.
method Analyzing stable stationary harmonic maps and their singular sets using Hausdorff codimension.
result The singular set of stable stationary harmonic maps into certain Lie groups has a Hausdorff codimension of at least four.

In this paper, we study stability and instability problem for type-II partitioning problem. First, we make a complete classification of stable type-II stationary hypersurfaces in a ball in a space form as totally geodesic nn-balls. Second, for general ambient spaces and convex domains, we give some topological restric…

2019-02-25abs ↗pdf ↗

Stationary measures on hyperbolic surfaces with cusps are singular and stable under quasi-symmetries.

problem Understanding stationary measures on hyperbolic surfaces with cusps.
method Analyzing exponential decay of cusp excursions and proving quasi-symmetry stability.
result Stationary measures on hyperbolic surfaces with cusps are quasi-symmetrically stable and singular.

Characterizes Lévy-driven Ornstein-Uhlenbeck processes linked to tempered stable distributions.

problem Understanding Lévy-driven Ornstein-Uhlenbeck processes and their properties.
method Characterizes the Lévy triplet and deduces transition laws for finite variation Ornstein-Uhlenbeck processes associated with tempered stable distributions.
result Provides algorithms for generating skeleton of Ornstein-Uhlenbeck processes related to exponentially-modulated tempered stable laws.

ABO extends RLS for online learning in non-stationary time-series, improving accuracy and speed.

problem Online learning in non-stationary time-series with overparameterized models.
method QR-based exponentially weighted RLS algorithm with orthogonal-triangular updates.
result ABO maintains bounded residuals and stable condition numbers while achieving speed improvements.

Let (M,g)(M, g), (N,h)(N, h) be compact Riemannian manifolds without boundary, and let ff be a smooth map from MM into NN. We consider a covariant symmetric tensor TfT_f == fh1mdf2g{\displaystyle f^*h - \frac{1}{m} |df|^2 g}, where fhf^*h denotes the pull-back metric of hh by ff. The tensor TfT_f vanishes if and only if the …

2012-09-19abs ↗pdf ↗

SmoothFBO tackles non-stationary functional bilevel optimization.

problem Current FBO methods are limited to static offline settings and perform poorly in online, non-stationary scenarios.
method SmoothFBO introduces a time-smoothed stochastic hypergradient estimator with a window parameter to handle non-stationarity.
result SmoothFBO achieves sublinear regret and outperforms existing methods in non-stationary hyperparameter optimization and model-based reinforcement learning.

In this paper we study the r-stability of closed spacelike hypersurfaces with constant rr-th mean curvature in conformally stationary spacetimes of constant sectional curvature. In this setting, we obtain a characterization of rr-stability through the analysis of the first eigenvalue of an operator naturally attached…

2010-03-01abs ↗pdf ↗

Study K-theory of Etesi CC^*-algebras to understand smooth manifolds.

problem Understanding smooth manifolds through K-theory of Etesi CC^*-algebras.
method Calculate topological and smooth invariants of manifolds using K-theory of Etesi CC^*-algebras.
result Smoothings of a manifold form a torsion abelian group isomorphic to the Brauer group of a number field.

Gradient-based optimization methods are the most popular choice for finding local optima for classical minimization and saddle point problems. Here, we highlight a systemic issue of gradient dynamics that arise for saddle point problems, namely the presence of undesired stable stationary points that are no local optima…

2018-05-15abs ↗pdf ↗

In previous work, the authors studied the linear stability of algebraic Ricci solitons on simply connected solvable Lie groups (solvsolitons), which are stationary solutions of a certain normalization of Ricci flow. Many examples were shown to be linearly stable, leading to the conjecture that all solvsolitons are line…

2014-09-10abs ↗pdf ↗

In this note we show that the recent dynamical stability result for small C1C^1-perturbations of strongly stable minimal submanifolds of C.-J. Tsai and M.-T. Wang directly extends to the enhanced Brakke flows of Ilmanen. We illustrate applications of this result, including a local uniqueness statement for strongly stab…

2018-02-12abs ↗pdf ↗

Strong stability of ergodic iterations proven without ergodic driving sequence.

problem Ensuring strong stability of ergodic iterations under non-ergodic driving sequences.
method Revisiting processes driven by stationary ergodic sequences, proving strong stability under mild conditions on recursive maps.
result Strong stability of iterations proven without ergodic driving sequence.

Study neural architectures on learned latent graphs using Schrödinger dynamics.

problem Understanding neural architectures on learned latent graphs.
method Optimizes over stratified moduli space of weighted graphs with Kähler-Hessian metric.
result Multilayer stationary networks are equivalent to global stationary problems on supra-graphs.

Safe-FinRL uses DRL for high-frequency stock trading, reducing bias and variance.

problem Challenges in applying DRL to high-frequency stock trading, especially bias and variance issues.
method Safe-FinRL separates financial time series into near-stationary short environments and uses Trace-SAC with a general retrace operator.
result Safe-FinRL reduces bias and variance significantly in near-stationary financial environments.

We study how resetting affects geometric Brownian motion, showing it becomes stationary but remains non-ergodic.

problem Effects of stochastic resetting on geometric Brownian motion.
method Analysis of geometric Brownian motion under stochastic resetting.
result Resetting makes geometric Brownian motion stationary but non-ergodic.

Decentralized learning for matching markets with time-varying preferences.

problem Matching between competing agents and supply arms with time-varying preferences.
method Linear contextual bandit framework, learning algorithms to identify latent environment and stable matchings.
result Achieve instance-dependent logarithmic regret, applicable for large markets.

A TTA framework improves forecasting accuracy in non-stationary time series.

problem Improving forecasting accuracy in non-stationary time series.
method Normalization-based test-time adaptation for causal timeseries forecasting and direction classification.
result Normalization-based TTA improves forecasting error in synthetic gradual drift and can even hurt in aggressive norm-only adaptation in financial markets.

SAMoSSA combines mSSA and AR for accurate time series analysis.

problem Accurately estimating both deterministic and stationary components in time series data.
method Two-stage algorithm: first mSSA for non-stationary components, then AR for stationary residual.
result SAMoSSA provides forecasting consistency and outperforms existing methods.

Adaptive beamforming collapses in highly non-stationary environments, but the Universal Switching Beamformer resolves this by dynamically adjusting memory length.

problem Adaptive beamforming performance degrades in highly non-stationary environments.
method Integrating sequential prediction into the beamforming architecture.
result The USB achieves agility and precision in tracking highly non-stationary scenes.

Study fractional Allen-Cahn equation and nonlocal minimal surfaces, improving energy and perimeter estimates.

problem Properties of solutions to fractional Allen-Cahn equation and stationary nonlocal minimal surfaces.
method Quantitative stratification principle applied to fractional Allen-Cahn equation, leading to optimal estimates.
result Sharp potential energy and perimeter estimates for fractional Allen-Cahn equation and nonlocal minimal surfaces.

We survey - by means of 20 examples - the concept of varifold, as generalised submanifold, with emphasis on regularity of integral varifolds with mean curvature, while keeping prerequisites to a minimum. Integral varifolds are the natural language for studying the variational theory of the area integrand if one conside…

2017-05-15abs ↗pdf ↗

We construct one-parameter families of solutions to the Einstein--Klein--Gordon equations bifurcating off the Kerr solution such that the underlying family of spacetimes are each an asymptotically flat, stationary, axisymmetric, black hole spacetime, and such that the corresponding scalar fields are non-zero and time-p…

2015-10-27abs ↗pdf ↗

New findings allow infinite mean intensity Hawkes processes to be stable.

problem Stability condition for Hawkes processes with infinite mean intensity.
method Analysis of Quadratic Hawkes processes with infinite mean intensity.
result Quadratic Hawkes processes are always stationary with infinite mean intensity when total endogeneity ratio exceeds unity.

An explicit expression is obtained for the sectional curvature in the plane spanned by two stationary flows, cos(k, x) and cos(l, x). It is shown that for certain values of the wave vectors k and l the curvature becomes positive for alpha > alpha_0, where 0 < alpha_0 < 1 is of the order 1/k. This suggests that the flow…

2000-07-09abs ↗pdf ↗

Let NN be a Riemannian manifold and consider a stationary union of three or more C1,μC^{1,μ} hypersurfaces-with-boundary MkM_k in NN with a common boundary ΓΓ. We show that if NN is smooth, then ΓΓ is smooth and each MkM_k is smooth up to ΓΓ (real analytic in the case NN is real analytic). Consequently we strength…

2013-09-24abs ↗pdf ↗

Novel neural GP kernels learn stable, flexible covariance structures.

problem Scalable and flexible covariance kernels for Gaussian processes.
method Directly learn kriging coefficients and conditional standard deviations using deep neural architectures exploiting permutation-equivariant structure.
result Improved training stability and data efficiency with expressive, non-stationary kernels.

We give a necessary and sufficient geometric structural condition for a stable codimension 1 integral varifold on a smooth Riemannian manifold to correspond to an embedded smooth hypersurface away from a small set of generally unavoidable singularities; when this condition is satisfied, the singular set is empty if the…

2009-11-25abs ↗pdf ↗