Probabilistic programming is a powerful abstraction for statistical machine learning. Applying static analysis methods to probabilistic programs could serve to optimize the learning process, automatically verify properties of models, and improve the programming interface for users. This field of static analysis for pro…
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.
Trend · papers per month
Study classifies static potentials on 3-manifolds, proving one-dimensionality under specific conditions.
In this study, we investigate the limits of the current state of the art AI system for detecting buffer overflows and compare it with current static analysis tools. To do so, we developed a code generator, s-bAbI, capable of producing an arbitrarily large number of code samples of controlled complexity. We found that t…
The study finds static solutions in symplectic curvature flow in 4D.
In this paper we propose and discuss a notion of mass for compact static metrics with positive cosmological constant. As a consequence, we characterise the de Sitter solution as the only static vacuum metric with zero mass. Finally, we show how to adapt our analysis to the case of negative cosmological constant, leadin…
In this paper we propose a new robust algorithm to find the optimal static replicating portfolios for general nonlinear payoff functions and give the estimate of the rate of convergence that is absent in the literature. We choose the static replication by minimizing the error bound between the nonlinear payoff function…
Physics-informed methods infer spatial dynamics from static snapshots, but limits exist.
The paper uses machine learning to detect malicious executable files.
In this paper we present a new approach to the study of asymptotically flat static metrics arising in general relativity. In the case where the static potential is bounded, we introduce new quantities which are proven to be monotone along the level set flow of the potential function. We then show how to use these prope…
Paper presents a machine learning algorithm for hedging ETF options, outperforming static hedging methods.
The paper extends gluing theorems for linearized gravitational fields in static spacetimes with cosmological constant.
We propose algorithms for online principal component analysis (PCA) and variance minimization for adaptive settings. Previous literature has focused on upper bounding the static adversarial regret, whose comparator is the optimal fixed action in hindsight. However, static regret is not an appropriate metric when the un…
Adapts data analysis for growing data, improving generalization guarantees.
We address the problem of reverse engineering of stripped executables, which contain no debug information. This is a challenging problem because of the low amount of syntactic information available in stripped executables, and the diverse assembly code patterns arising from compiler optimizations. We present a novel ap…
Attack graphs provide compact representations of the attack paths that an attacker can follow to compromise network resources by analysing network vulnerabilities and topology. These representations are a powerful tool for security risk assessment. Bayesian inference on attack graphs enables the estimation of the risk …
We use methods of complex analysis to extend the bundle structure across a removable point-singularity in a Sasakian three-manifold.
Attack graphs are a powerful tool for security risk assessment by analysing network vulnerabilities and the paths attackers can use to compromise network resources. The uncertainty about the attacker's behaviour makes Bayesian networks suitable to model attack graphs to perform static and dynamic analysis. Previous app…
This is the second article of a series or two, proving a generalisation of the uniqueness theorem of the Schwarzschild solution. The theorem to be shown classifies all (metrically complete) solutions of the static vacuum Einstein equations with compact but non-necessarily connected horizon without any further assumptio…
The new field of adaptive data analysis seeks to provide algorithms and provable guarantees for models of machine learning that allow researchers to reuse their data, which normally falls outside of the usual statistical paradigm of static data analysis. In 2014, Dwork, Feldman, Hardt, Pitassi, Reingold and Roth introd…
The paper extends gluing theorems for gravitational fields in higher dimensions.
The Minkowski inequality is a classical inequality in differential geometry, giving a bound from below, on the total mean curvature of a convex surface in Euclidean space, in terms of its area. Recently there has been interest in proving versions of this inequality for manifolds other than R^n; for example, such an ine…
In this paper, we explore the effectiveness of dynamic analysis techniques for identifying malware, using Hidden Markov Models (HMMs) and Profile Hidden Markov Models (PHMMs), both trained on sequences of API calls. We contrast our results to static analysis using HMMs trained on sequences of opcodes, and show that dyn…
This paper is a continuation of Akahori-Barsotti-Imamura (2017) and where the authors i) showed that a payment at a random time, which we call timing risk, is decomposed into an integral of static positions of knock-in type barrier options, ii) proposed an iteration of static hedge of a timing risk by regarding the hed…
Local well-posedness proved for Bartnik static extension near Schwarzschild spheres.
New static vacuum metrics confirmed for near Euclidean boundary data.
Novel model for predicting event intensities from static and time series data.
A new method simulates implied volatility surfaces for multiple assets.
Extends static vacuum metrics with specific boundary conditions.
Network sampling is integral to the analysis of social, information, and biological networks. Since many real-world networks are massive in size, continuously evolving, and/or distributed in nature, the network structure is often sampled in order to facilitate study. For these reasons, a more thorough and complete unde…
We prove two theorems, announced in hep-th/0108170, for static spacetimes that solve Einstein's equation with negative cosmological constant. The first is a general structure theorem for spacetimes obeying a certain convexity condition near infinity, analogous to the structure theorems of Cheeger and Gromoll for manifo…
We classify static manifolds which admit more than one static decomposition whenever a condition on the curvature is fullfilled. For this, we take a standard static vector field and analyze its associated one parameter family of projections onto the base. We show that the base itself is a static manifold and the warpin…
Framework predicts implied volatility surface without arbitrage.
Study of 3D vacuum static spaces with specific curvature properties.
For large-scale industrial processes under closed-loop control, process dynamics directly resulting from control action are typical characteristics and may show different behaviors between real faults and normal changes of operating conditions. However, conventional distributed monitoring approaches do not consider the…
New rigidity theorem on static manifolds with boundary.
Geometric inequalities for static convex domains in hyperbolic space proved.
The paper classifies vacuum static spaces with harmonic curvature.
The paper investigates geometrical aspects of static spacetime with almost gradient Ricci solitons.
The study proves geometric inequalities for static convex domains in static rotationally symmetric spaces.
Proves equality in Minkowski inequality for static, flat manifolds.
We consider Killing vector fields on standard static space-times and obtain equations for a vector field on a standard static space-time to be Killing. We also provide a characterization of Killing vector fields on standard static space-times with compact Riemannian parts.
Proves existence of static vacuum metrics with specific boundary data.
Analyzing static solutions in Finsler gravity, extending known results.
Paper derives Riccati equation for static spaces and proves its applications.
We consider a continuous-time financial market that consists of securities available for dynamic trading, and securities only available for static trading. We work in a robust framework where a set of non-dominated models is given. The concept of semi-static completeness is introduced: it corresponds to having exact re…
We analyze (the harmonic map representation of) static solutions of the Einstein Equations in dimension three from the point of view of comparison geometry. We find simple monotonic quantities capturing sharply the influence of the Lapse function on the focussing of geodesics. This allows, in particular, a sharp estima…
In this paper, we study short-time existence of static flow on complete noncompact asymptotically static manifolds from the point of view that the stationary points of the evolution equations can be interpreted as static solutions of the Einstein vacuum equations with negative cosmological constant. For a static vacuum…
Study on stellar models' topology and mass using minimal surfaces.