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.
Paper estimates area covered by a line-sweep sensor in robotics.
Two sweeps of the Brennan-Schwartz algorithm solve American options under negative rates.
Continuous Sweep improves binary quantifier performance.
New distances for comparing heterogeneous probability measures efficiently.
New algorithm learns efficiently in multi-agent settings.
Develops an algorithm to find the best subset of points for maximizing the coefficient of determination.
We prove the absence of a universal diameter bound on lengths of curves in a sweep-out of a Riemannian 2-sphere. If such bound existed it would yield a simple proof of existence of short geodesic segments and closed geodesics on a sphere of small diameter.
A Monge surface is a surface obtained by sweeping a generating plane curve along a trajectory that is orthogonal to the moving plane containing the curve. Locally, they are characterized as being foliated by a family of planar geodesic lines of curvature. We call surfaces with the latter property PGF surfaces, and inve…
Trading floors need to be twice as deep as electronic markets to compete.
It is known that the almost-Kaehler anti-self-dual metrics on a given 4-manifold sweep out an open subset in the moduli space of anti-self-dual metrics. However, we show here by example that this subset is not generally closed, and so need not sweep out entire connected components in the moduli space. Our construction …
The paper proves the existence of CMC surfaces with controlled topology in 3-manifolds.
Paper tackles non-uniform coverage planning for robots.
Study efficient power iteration for tensor models, proving convergence under specific conditions.
Particle Markov chain Monte Carlo (PMCMC) is a systematic way of combining the two main tools used for Monte Carlo statistical inference: sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC). We present a novel PMCMC algorithm that we refer to as particle Gibbs with ancestor sampling (PGAS). PGAS provides t…
Our goal is to generalize the Choe-Hoppe helicoid and Clifford cones in Euclidean space. By sweeping out indpendent Clifford cones in via the multi-screw motion, we construct minimal submanifolds in . Also, we sweep out the -rays Clifford cone (introduced in Sectio…
SMC analysis reveals key transient effects in macroeconomic ABM.
Study on 3D surfaces and tangles formed by Poncelet triangles.
We give a stereological version of the Gauss-Bonnet formula in order to compute the Euler characteristic of a domain with boundary in a smooth orientable surface in R^3, by looking at contacts with a "sweeping" plane.
Tool manipulation is vital for facilitating robots to complete challenging task goals. It requires reasoning about the desired effect of the task and thus properly grasping and manipulating the tool to achieve the task. Task-agnostic grasping optimizes for grasp robustness while ignoring crucial task-specific constrain…
We observe that the maximal open set of constant curvature k in a Riemannian manifold with curvature bounded below or above by k has a convexity type property, which we call "two-convexity". This statement is used to prove a number of rigidity statements in comparison geometry.
We present a novel method in the family of particle MCMC methods that we refer to as particle Gibbs with ancestor sampling (PG-AS). Similarly to the existing PG with backward simulation (PG-BS) procedure, we use backward sampling to (considerably) improve the mixing of the PG kernel. Instead of using separate forward a…
Proves local noncollapsing estimate for mean curvature flow.
We use Khovanov-Rozansky gl(N) link homology to define invariants of oriented smooth 4-manifolds, as skein modules constructed from certain 4-categories with well-behaved duals. The technical heart of this construction is a proof of the sweep-around property, which makes these link homologies well defined in the 3-sphe…
3D spheres can't be swept by short curves, complicating geodesic length estimates.
The present paper attempts to show an alternative approach with regards to rational Pythagorean-hodograph (PH) curves and especially more natural approach for rational PH helices (i.e. rational helices). It exploits geometric features of rational helices to obtain a simpler construction of these curves and apply this t…
The Kaczmarz algorithm is popular for iteratively solving an overdetermined system of linear equations. The traditional Kaczmarz algorithm can approximate the solution in few sweeps through the equations but a randomized version of the Kaczmarz algorithm was shown to converge exponentially and independent of number of …
We show that the sum of the Morse indices of the Willmore spheres realising the width of Willmore type sweep-outs is bounded by the number of the parameters of the min-max. As an application, we deduce that among the true Willmore spheres realising the min-max sphere eversion, at most one of them one has index 1, while…
We consider on-line density estimation with a parameterized density from the exponential family. The on-line algorithm receives one example at a time and maintains a parameter that is essentially an average of the past examples. After receiving an example the algorithm incurs a loss which is the negative log-likelihood…
15 Einstein 4-manifolds with positive conformal curvature are classified.
A new principle for optimizer selection improves training speed and performance.
Modern reinforcement learning algorithms reach super-human performance on many board and video games, but they are sample inefficient, i.e. they typically require significantly more playing experience than humans to reach an equal performance level. To improve sample efficiency, an agent may build a model of the enviro…
In this paper, we use several techniques with conventional vocal feature extraction (MFCC, STFT), along with deep-learning approaches such as CNN, and also context-level analysis, by providing the textual data, and combining different approaches for improved emotion-level classification. We explore models that have not…
We develop methods for efficient amortized approximate Bayesian inference over posterior distributions of probabilistic clustering models, such as Dirichlet process mixture models. The approach is based on mapping distributed, symmetry-invariant representations of cluster arrangements into conditional probabilities. Th…
We establish a min-max estimate on the volume width of a closed Riemannian manifold with nonnegative Ricci curvature. More precisely, we show that every closed Riemannian manifold with nonnegative Ricci curvature admits a PL Morse function whose level set volume is bounded in terms of the volume of the manifold. As a c…
New algorithm samples Bayesian neural networks for improved calibration.
Algorithm finds real line mapping from points under ordinal constraints.
We analyse all Mini Flash Crashes (or Flash Equity Failures) in the US equity markets in the four most volatile months during 2006-2011. In contrast to previous studies, we find that Mini Flash Crashes are the result of regulation framework and market fragmentation, in particular due to the aggressive use of Intermarke…
Ancient pancake solutions found for curvature flows.
In this paper, we propose a convergent parallel best-response algorithm with the exact line search for the nondifferentiable nonconvex sparsity-regularized rank minimization problem. On the one hand, it exhibits a faster convergence than subgradient algorithms and block coordinate descent algorithms. On the other hand,…
In this paper, we introduce a matrix-valued time series model for foreign exchange market. We then formulate trading matrices, foreign exchange options and return options (matrices), as well as on-line portfolio strategies. Moreover, we attempt to predict returns of portfolios by developing a cross rate method. This le…
Page's Einstein metric on CP_2 # (-CP_2) is conformally related to an extremal Kaehler metric. Here we construct a family of conformally Kähler solutions of the Einstein-Maxwell equations that deforms the Page metric, while sweeping out the entire Kaehler cone of CP_2 # (-CP_2).The same method also yields analogous sol…
A general theory of partial balayage on Riemannian manifolds is developed, with emphasis on compact manifolds. Partial balayage is an operation of sweeping measures, or charge distributions, to a prescribed density, and it is closely related to (construction of) quadrature domains for subharmonic functions, growth proc…
When a Dehn filled link manifold contains a geometrically incompressible one-sided surface, it is shown there is a unique boundary incompressible position that the surface can take in the link space. The proof uses a version of the sweep-out technique from two-sided Heegaard splitting theory. When applied to one-sided …
In this paper, we establish a robustification of an on-line algorithm for modelling asset prices within a hidden Markov model (HMM). In this HMM framework, parameters of the model are guided by a Markov chain in discrete time, parameters of the asset returns are therefore able to switch between different regimes. The p…
We investigate the combination of actor-critic reinforcement learning algorithms with uniform large-scale experience replay and propose solutions for two challenges: (a) efficient actor-critic learning with experience replay (b) stability of off-policy learning where agents learn from other agents behaviour. We employ …
The purpose of this paper is, first, to give an algorithm that enables to obtain the lines of curvature on parametric hypersurfaces in Euclidean 4-space, and then, to obtain the curvatures of such lines by using the extended Darboux frame along the curve.
GOLS-I automatically determines learning rates for various neural network training algorithms.
A new line search rule improves support recovery in high-dimensional data.