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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.

168,742 papers · 148 categories

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70140210280 · Jun 202019922001200920172026
48 results for star formation rate

Method identifies galaxies with recent star formation variations.

problem Identify galaxies with recent star formation variations.
method Approximate Bayesian Computation (ABC) with machine learning.
result Flexible star formation histories are needed for accurate modeling.

New study finds environment significantly suppresses star formation in galaxies, contrary to previous beliefs.

problem Understanding the role of environment in galaxy formation and evolution.
method Applied causal inference framework to IllustrisTNG simulations.
result Environment suppresses star formation by a factor of ~100, contrary to previous beliefs.

Gradient descent with preconditioning finds global optima in overparameterized nonconvex factorization.

problem Finding global optima in nonconvex Burer-Monteiro factorization.
method Preconditioned gradient descent for overparameterized nonconvex function minimization.
result Gradient descent with preconditioning achieves linear convergence in the overparameterized case.

Sharp Lipschitz bounds for flow-matching and diffusion models with optimal sampling rates.

problem Establishing optimal Lipschitz regularity for flow-matching and diffusion models.
method Sharp Lipschitz regularity theory for flow-matching vector fields and diffusion-model scores.
result Achieves optimal sampling rate of d/N\sqrt{d}/N for Euler-type samplers in dimension dd.

We introduce the problem of model selection for contextual bandits, where a learner must adapt to the complexity of the optimal policy while balancing exploration and exploitation. Our main result is a new model selection guarantee for linear contextual bandits. We work in the stochastic realizable setting with a seque…

2019-06-03abs ↗pdf ↗

Optimal investment and consumption model with habit formation constraint.

problem Formulating an optimal investment and consumption model with habit formation constraint.
method Formulated an infinite-horizon optimal investment and consumption problem with habit formation model, derived explicit policies, and analyzed the system of differential equations.
result Optimal investment and consumption policies derived explicitly, showing different consumption and investment strategies based on habit formation level.

Subjective classification of galaxies can mislead us in the quest of the origin regarding formation and evolution of galaxies since this is necessarily limited to a few features. The human mind is not able to apprehend the complex correlations in a manyfold parameter space, and multivariate analyses are the best tools …

2018-02-08abs ↗pdf ↗

The study shows infinitely many Reeb orbits on star-shaped hypersurfaces with growth rate like prime numbers.

problem Growth rate of Reeb orbits on star-shaped hypersurfaces.
method Analyzing fiberwise star-shaped hypersurfaces in cotangent bundles with topological conditions.
result The number of Reeb orbits with period at most T grows at least like T/log(T).

The study identifies features making cross-impact relevant in explaining price variance of US assets.

problem Understanding the relevance of cross-impact in explaining price variance of US assets.
method Using tick-by-tick data spanning 5 years for 500 US assets, the study investigates the features making cross-impact relevant.
result Price formation is endogenous within highly liquid assets, influencing less liquid correlated products with a constrained impact velocity.

PrecGD restores linear convergence in over-parameterized nonconvex matrix factorization.

problem Slow convergence of local search algorithms in over-parameterized nonconvex matrix factorization.
method Preconditioned Gradient Descent (PrecGD) with an inexpensive 2\ell_2 regularization.
result PrecGD restores linear convergence rate even in the over-parameterized case.

The formation of price in a financial market is modelled as a chain of Ising spin with three fundamental figures of trading. We investigate the time behaviour of the model, and we compare the results with the real EURO/USD change rate. By using the test of local Poisson hypothesis, we show that this minimal model leads…

2006-01-09abs ↗pdf ↗

Tensors are becoming prevalent in modern applications such as medical imaging and digital marketing. In this paper, we propose a sparse tensor additive regression (STAR) that models a scalar response as a flexible nonparametric function of tensor covariates. The proposed model effectively exploits the sparse and low-ra…

2019-03-31abs ↗pdf ↗

Study on consensus formation in manifolds with curvature constraints.

problem Long-time behavior of solutions to nonlocal PDEs on Riemannian manifolds.
method Analytical and numerical methods applied to self-collective models.
result Sufficient conditions for consensus formation and convergence rates quantified.

We use standard physics techniques to model trading and price formation in a market under the assumption that order arrival and cancellations are Poisson random processes. This model makes testable predictions for the most basic properties of a market, such as the diffusion rate of prices, which is the standard measure…

2001-12-23abs ↗pdf ↗

The study compares uniform-price and discriminatory auctions in terms of learning difficulty.

problem Comparing the learning difficulty of uniform-price and discriminatory multi-unit auctions.
method Characterization of learning difficulty through regret minimization in both full-information and bandit feedback settings.
result Regret scales similarly for both auction formats under full-information, but uniform-price auctions can achieve faster learning rates.

Minimizing a convex, quadratic objective of the form fA,b(x):=12xAxb,xf_{\mathbf{A},\mathbf{b}}(x) := \frac{1}{2}x^\top \mathbf{A} x - \langle \mathbf{b}, x \rangle for A0\mathbf{A} \succ 0 is a fundamental problem in machine learning and optimization. In this work, we prove gradient-query complexity lower bounds for minimizing conv…

2018-07-24abs ↗pdf ↗

Study cash-subadditive risk measures without quasi-convexity.

problem Cash subadditivity without quasi-convexity.
method Represent cash-subadditive risk measures as lower envelopes of quasi-convex measures and introduce quasi-star-shapedness.
result General cash-subadditive risk measures can be represented as lower envelopes of quasi-convex measures.

Context. Generative models open up the possibility to interrogate scientific data in a more data-driven way. Aims: We propose a method that uses generative models to explore hypotheses in astrophysics and other areas. We use a neural network to show how we can independently manipulate physical attributes by encoding ob…

2018-12-03abs ↗pdf ↗

By introducing a shape manifold as a solution set to solve inverse obstacle scattering problems we allow the reconstruction of general, not necessarily star-shaped curves. The bending energy is used as a stabilizing term in Tikhonov regularization to gain independence of the parametrization. Moreover, we discuss how se…

2019-03-12abs ↗pdf ↗

APGD algorithm efficiently recovers over-parameterized matrices from noisy measurements.

problem Matrix sensing problem with over-parameterization and noisy measurements.
method Alternating preconditioned gradient descent (APGD) algorithm incorporating preconditioning terms.
result APGD converges to a near-optimal error at a linear rate.

Unified learning-rate scale for CNNs and ResNets, avoiding depth imbalance.

problem Challenges in choosing an appropriate learning rate for deep networks, especially as depth increases.
method Introduces Arithmetic-Mean μμP (AM-μμP), constraining network-wide average pre-activation second moment to a constant scale, combined with residual-aware He fan-in initialization.
result Demonstrates a 3/2-3/2 scaling law for learning rates across depths, enabling zero-shot learning-rate transfer.

Study calibrates high-dimensional binary classifiers using angle between estimator and true weights.

problem Calibrating high-dimensional binary classifiers with provable properties.
method Interpolates with a chance classifier to construct well-calibrated predictor based on angle between estimator and true weights.
result Angular calibration approach is provably well-calibrated in high dimensions, minimizing Bregman divergence.

Paper proves conjecture about star-shaped curves evolving under GAPF, but not always preserves star shape.

problem What conditions guarantee global existence of Gage's area-preserving flow for nonconvex initial curves?
method Using Dittberner's singularity analysis theory, constructed a ``flying wing'' curve to show limitations.
result Gage's area-preserving flow does not always preserve star-shapedness of evolving curves.

HYVINT generates hypergraphs with intensity-driven incidence formation and variational learning.

problem Challenges in generating hypergraphs with mechanistic interpretation and limited latent space.
method HYVINT uses intensity-driven incidence formation and a lower-bound variational estimator for latent representations.
result HYVINT achieves strong fidelity and novelty on synthetic and real-world hypergraphs.

In this article, we introduce the notion of star-Ricci tensors in the real hypersurfaces of complex quadric QmQ^m. It is proved that there exist no Hopf hypersurfaces in Qm,m3Q^m,m\geq3, with commuting star-Ricci tensor or parallel star-Ricci tensor. As a generalization of star-Einstein metric, star-Ricci solitons on MM

2017-10-29abs ↗pdf ↗

New set-valued star-shaped risk measures introduced for better risk assessment.

problem Improving risk assessment in financial contexts.
method Developed new set-valued star-shaped risk measures and proved their representation theorems.
result Set-valued star-shaped risk measures can be represented as unions of set-valued convex risk measures.

The paper studies dynamic star-shaped risk measures and their representation.

problem Representing dynamic star-shaped risk measures and their properties.
method Representation theorems for dynamic monetary and star-shaped risk measures.
result Dynamic star-shaped risk measures can be represented as the lower envelope of a family of dynamic convex risk measures.