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.
A new approach for learning from expert demonstrations using multiple perspectives.
Tool to estimate research impact for low-resource institutions.
New Langevin method achieves third order convergence for strongly log-concave distributions.
The paper analyzes the current state of the world economy and offers a short-term forecast of its development. Our analysis of log-periodic oscillations in the DJIA dynamics suggests that in the second half of 2017 the United States and other more developed countries could experience a new recession, due to the third p…
Among the proposed network models, the hidden variable (or good get richer) one is particularly interesting, even if an explicit empirical test of its hypotheses has not yet been performed on a real network. Here we provide the first empirical test of this mechanism on the world trade web, the network defined by the tr…
Unified model improves object-centric world modeling with new abilities.
The paper has 2 main goals: 1. We propose a variant of the CAPM based on coherent risk. 2. In addition to the real-world measure and the risk-neutral measure, we propose the third one: the extreme measure. The introduction of this measure provides a powerful tool for investigating the relation between the first two mea…
We compute the characteristic Cartan connection associated with a system of third order ODEs. Our connection is different from Tanaka normal one, but still is uniquely associated with the system of third order ODEs. This allows us to find all fundamental invariants of a system of third order ODEs and, in particular, de…
Based on our "finance-prediction-oriented" methodology which involves such elements as log-periodic self-similarity, the universal preferred scaling factor lambda=2, and allows a phenomenon of the "super-bubble" we analyze the 2009 world stock market (here represented by the SP500, Hang Seng and WIG) development. We id…
Paper calculates third coefficient in Kaehler-Einstein metric expansion.
Guarantees for third-person imitation learning from offline data.
This paper is devoted to a third order study of the end-point map in sub-Riemannian geometry. We first prove third order open mapping results for maps from a Banach space into a finite dimensional manifold. In a second step, we compute the third order term in the Taylor expansion of the end-point map and we specialize …
Third-order symmetric Lorentzian manifolds, i.e. Lorentzian manifold with zero third derivative of the curvature tensor, are classified. These manifolds are exhausted by a special type of pp-waves, they generalize Cahen-Wallach spaces and second-order symmetric Lorentzian spaces.
Paper proves Simon's third gap conjecture for minimal surfaces in spheres.
The third moment variation of a financial asset return process is defined by the quadratic covariation between the return and square return processes. The skew and fat tail risk of an underlying asset can be hedged using a third moment variation swap under which a predetermined fixed leg and the floating leg of the rea…
K. Orr defined a Milnor-type invariant of links that lies in the third homotopy group of a certain space The problem of non-triviality of this third homotopy group has been open. We show that it is an infinitely generated group. The question of realization of its elements as links remains open.
Myopic investors make suboptimal choices that benefit others, leading to market inefficiencies.
New approach improves stock policies for paper companies, reducing waste and costs.
A new method for filling in missing traffic data improves accuracy over existing techniques.
Study natural invariants for third order nonlinear operators on 2D manifolds.
Learning robust value functions given raw observations and rewards is now possible with model-free and model-based deep reinforcement learning algorithms. There is a third alternative, called Successor Representations (SR), which decomposes the value function into two components -- a reward predictor and a successor ma…
Recent studies show that Deep Reinforcement Learning (DRL) models are vulnerable to adversarial attacks, which attack DRL models by adding small perturbations to the observations. However, some attacks assume full availability of the victim model, and some require a huge amount of computation, making them less feasible…
The article proves Lie's third theorem for Lie algebroids via singular Lie groupoids.
We extend the analysis of investment strategies derived from penalized quantile regression models, introducing alternative approaches to improve state\textendash of\textendash art asset allocation rules. First, we use a post\textendash penalization procedure to deal with overshrinking and concentration issues. Second, …
Minimal surfaces in third-order ODEs identified for linear second-order ODEs.
We characterize Lorentzian three-dimensional hyper-CR Einstein-Weyl structures in terms of invariants of the associated third order ordinary differential equations.
Study properties of surfaces with nonvanishing third fundamental form.
Two geodesic balls maximize the third Neumann eigenvalue in hyperbolic space.
We construct a family of split signature Einstein metrics in four dimensions, corresponding to particular classes of third order ODEs considered modulo fiber preserving transformations of variables.
Performing controlled experiments on noisy data is essential in understanding deep learning across noise levels. Due to the lack of suitable datasets, previous research has only examined deep learning on controlled synthetic label noise, and real-world label noise has never been studied in a controlled setting. This pa…
Improves scalability and robustness of dynamic graph clustering.
The paper proves positivity of third Chern form for certain vector bundles.
This paper is devoted to apply the equivariant moving frame method to study the local equivalence problem of third order ordinarily differential equation under the pseudo-group of fiber preserving transformations.
In this paper, classical isometric helicoidal and rotational surfaces are studied, and generalized by Bour's theorem in three dimensional Euclidean space. Moreover, the third Laplace-Beltrami operators of two classical surfaces are obtained.
We classify radial scalar flat metrics with constant third coeffcient of its TYZ expansion. As a byproduct of our analysis we provide a characterization of Simanca's scalar flat metric.
We give an elementary (not cut just paste) proof of results of Bott and Shchepin: the space of non-empty subsets of a circle of cardinality at most 3, which is called the third symmetric potency of the circle, is homeomorphic to a 3-sphere and the inclusion of the space of one element subsets is a trefoil knot. Moreove…
New variational principles found for conformal geodesics.
In recent years, an increasing number of neural network models have included derivatives with respect to inputs in their loss functions, resulting in so-called double backpropagation for first-order optimization. However, so far no general description of the involved derivatives exists. Here, we cover a wide array of s…
This research finds three meta-indicators for university rankings.
Introducing inequality constraints in Gaussian process (GP) models can lead to more realistic uncertainties in learning a great variety of real-world problems. We consider the finite-dimensional Gaussian approach from Maatouk and Bay (2017) which can satisfy inequality conditions everywhere (either boundedness, monoton…
We study differential invariants of the third order linear differential operators and use them to find conditions for equivalence of differential operators acting in line bundles on two dimensional manifolds with respect to groups of authomorphisms.
A second order variational description of the autoparallel curves of some differential-geometric connection for the third order Mathisson's 'new mechanics' of a relativistic free spinning particle is suggested starting from general requirements of invariance and 'variationality'.
In this paper we provide a computation of the mod 2 cohomology groups of the third finite subset space of the sphere using known results about the cohomology of the symmetric product of spheres.
Sparse Tucker decomposition with graph regularization improves time series forecasting accuracy.
We studied rules of transformations of Christoffel symbols under third type almost geodesic mappings in this paper. From this research, we obtained some new invariants of these mappings. These invariants are analogies of Thomas projective parameter and Weyl projective tensor.
We prove an Hersch's type isoperimetric inequality for the third positive eigenvalue on . Our method builds on the theory we developped to construct extremal metrics on Riemannian surfaces in conformal classes for any eigenvalue.
We construct elements of the third quandle homology groups of knot quandles, which are called the shadow fundamental classes. They play the same roles for the shadow quandle cocycle invariants of knots as the fundamental classes of knot quandles does for the quandle cocycle invariants. As an application of the shadow f…
Bayesian Supervised Causal Clustering identifies patient subgroups for personalized decision-making.