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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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136272407543 · Jun 202019922001200920172026
48 results for systemic nature

The paper analyzes global inflation's systemic nature and its impact on equity markets.

problem Understanding the systemic nature of global inflation and its financial market implications.
method Data-driven study using eigenvalue analysis, inner-product optimization, and time-varying portfolio optimization.
result Countries with high centrality in global inflation are identified, and the robustness of equity indices and sectors during inflationary periods are explored.

This paper provides a geometric description for Lie--Hamilton systems on R2\mathbb{R}^2 with locally transitive Vessiot--Guldberg Lie algebras through two types of geometric models. The first one is the restriction of a class of Lie--Hamilton systems on the dual of a Lie algebra to even-dimensional symplectic leaves re…

2019-11-04abs ↗pdf ↗

Natural gradient simplification for deep learning networks.

problem Efficiency in training deep Bayesian networks.
method Analysis of two geometries of Fisher information matrix and development of a method to simplify natural gradient for the second geometry.
result A method to simplify natural gradient for deep networks using an auxiliary recognition model.

We consider a generalization of the notion of a natural mechanical system to the case of additional forces of gyroscopic type. Such forces appear, for example, as a result of global reduction of a natural system with symmetry. We study symmetries in the systems with gyroscopic forces to find out when these systems admi…

2014-02-04abs ↗pdf ↗

In this work we show that the systems of balance equations (balance systems) of continuum thermodynamics occupy a natural place in the variational bicomplex formalism. We apply the vertical homotopy decomposition to get a local splitting (in a convenient domain) of a general balance system as the sum of a Lagrangian pa…

2011-01-27abs ↗pdf ↗

Automates translating natural language to Verilog for digital design.

problem Manual translation of natural language specifications to Verilog is time-consuming and error-prone.
method Fine-tuned GPT-2 to derive Verilog from English, using a dataset of design tasks.
result GPT-2 achieved 94.8% correct translation across simple and abstract design tasks.

Study reveals geometric context of second-order superintegrable systems.

problem Understanding second-order superintegrable systems and their Weylian geometry.
method Re-examined second-order maximally conformally superintegrable Hamiltonian systems, revealing their Weyl structure.
result Extended conformal superintegrability to Weyl structures, interpreting systems as semi-Weyl structures.

The paper proved that every C2C^2-solution of a given first order PDEs system, regarded on the jet fibre bundle of order one J1(T,M)J^1(T,M), may be viewed as a "generalized harmonic map", via the least squares variational method. Our ideas are structured in the following way: 1) we find a suitable geometrical structure on …

2001-01-25abs ↗pdf ↗

The paper studies connections in superintegrable systems, revealing geometric insights.

problem Understanding non- and semi-degenerate superintegrable systems.
method Analyzes two torsion-free connections associated with superintegrable systems.
result Semi-degenerate secondary structure tensor is the Ricci curvature of a natural torsion-free connection.

Researchers propose a non-monotone quantum natural gradient for quantum systems.

problem Applying natural gradient methods to quantum systems without monotonicity.
method Introducing a non-monotone quantum natural gradient (QNG) and demonstrating its superiority over conventional QNG.
result Non-monotone QNG outperforms conventional QNG in terms of convergence speed.

Deep learning improves conversational recommender systems.

problem Creating effective goal-oriented dialogue systems through natural language interactions.
method Apply deep learning techniques to conversational recommender systems.
result Deep learning models enhance user preference learning in CRS.

In this paper we construct some natural geometrical objects on the 1-jet space J^1(R,R^3), like a nonlinear connection, a Cartan linear connection (together with its d-torsions and d-curvatures), a jet "electromagnetic" d-field and its geometric "electromagnetic" Yang-Mills energy, starting from a given dynamical syste…

2011-11-17abs ↗pdf ↗

New approach measures systemic risk by absorbing shocks before financial systems deteriorate.

problem Systemic risk evaluation without considering initial shocks.
method Linearized DebtRank and spectral graph theory for localized and uniform shocks; Monte Carlo simulations for heterogeneous shocks.
result Explicit computation and clear visualization of financial distress onset.

We consider few-body bound state systems and provide precise definitions of Borromean and Brunnian systems. The initial concepts are more than a hundred years old and originated in mathematical knot-theory as purely geometric considerations. About thirty years ago they were generalized and applied to the binding of sys…

2012-05-03abs ↗pdf ↗

Unified geometric framework for integrability of conservative and dissipative systems.

problem Unified definition of integrability for both conservative and dissipative systems.
method Introducing Jacobi-Haantjes manifolds and contact-Haantjes manifolds to unify definitions.
result Equivalence of integrability in contact Hamiltonian systems and existence of Abelian extended Haantjes algebra.

Recurrent iterated function systems (RIFSs) are improvements of iterated function systems (IFSs) using elements of the theory of Marcovian stochastic processes which can produce more natural looking images. We construct new RIFSs consisting substantially of a vertical contraction factor function and nonlinear transform…

2013-04-07abs ↗pdf ↗

We prove a categorified version of the Poincaré lemma. The natural setting for our result is that of \infty-local systems. More precisely, we show that any smooth homotopy between maps ff and gg induces an A\mathsf{A}_\infty-natural transformation between the corresponding pullback functors. This transformation is…

2018-08-20abs ↗pdf ↗

Teaching machines to accomplish tasks by conversing naturally with humans is challenging. Currently, developing task-oriented dialogue systems requires creating multiple components and typically this involves either a large amount of handcrafting, or acquiring costly labelled datasets to solve a statistical learning pr…

2016-04-15abs ↗pdf ↗

Consider a Riemannian metric on two-torus. We prove that the question of existence of polynomial first integrals leads naturally to a remarkable system of quasi-linear equations which turns out to be a Rich system of conservation laws. This reduces the question of integrability to the question of existence of smooth (q…

2009-07-29abs ↗pdf ↗

Study finds Stäckel equivalence for superintegrable systems via invariant quadrics.

problem Understanding Stäckel equivalence in superintegrable systems.
method Using invariant quadrics to determine Stäckel classes of superintegrable systems.
result Stäckel classes of superintegrable systems can be derived from associated invariant quadrics.

We prove that an integrable system over a symplectic manifold, whose symplectic form is covariantly constant w.r.t. the Gauss-Manin connection, carries a natural hyper-symplectic structure. Moreover, a special Kaehler structure is induced on the base manifold.

2003-08-26abs ↗pdf ↗

On any timelike surface with zero mean curvature in the four-dimensional Minkowski space we introduce special geometric (canonical) parameters and prove that the Gauss curvature and the normal curvature of the surface satisfy a system of two natural partial differential equations. Conversely, any two solutions to this …

2011-11-18abs ↗pdf ↗

New algorithm for continuous-time switching systems using variational inference.

problem Inference in time-series data with continuous-time switching systems.
method Developed a variational inference algorithm combining Gaussian process approximation and posterior inference for Markov jump processes.
result Bayesian latent state estimates and point estimates of unknown parameters for arbitrary points on the real axis.