arXiv research

Under what conditions is an edge present in a social network at time t likely to decay or persist by some future time t + Delta(t)? Previous research addressing this issue suggests that the network range of the people involved in the edge, the extent to which the edge is embedded in a surrounding structure, and the age…

Adaptive time decay functions improve financial product recommendation accuracy.

Model proposes neural network for continuous time dynamics with inductive biases.

Study shows decay of correlations on specific types of flows.

Sharp decay constant for positive scalar curvature metrics on manifolds.

Study on massless Vlasov equation on Reissner-Nordström spacetimes, showing decay rates and non-decay phenomena.

A new accelerated method with simpler momentum update rules.

Study examines wave equation decay and Strichartz estimates on conic manifolds.

We study the tick dynamical behavior of the bond futures in Korean Futures Exchange(KOFEX) market. Since the survival probability in the continuous-time random walk theory is applied to the bond futures transaction, the form of the decay function in our bond futures model is discussed from two kinds of Korean Treasury …

We prove that the Ricci flow that contracts a hyperbolic cusp has curvature decay like one over time squared. In order to do this, we prove a new Li-Yau type differential Harnack inequality for Ricci flow on surfaces.

The paper predicts and explains the decay of stock anomaly performance over time.

New method finds precise late-time behavior of wave equations.

One knows that the large time heat decay exponent on a nilpotent group is given by half the growing rate of the volume of its large balls. This work deals with the similar problem of trying to interpret geometrically the heat decay on (one) forms. We will show how it is (partially) related to the depth of the relations…

In this paper we introduce a novel method of gradient normalization and decay with respect to depth. Our method leverages the simple concept of normalizing all gradients in a deep neural network, and then decaying said gradients with respect to their depth in the network. Our proposed normalization and decay techniques…

The paper constructs Ricci-flat Kähler manifolds with specific decay properties.

The study proves manifolds with positive scalar curvature can be decomposed into spherical and toroidal pieces.

We found that factors decay over time, with momentum fitting best.

We consider a model for linear transient price impact for multiple assets that takes cross-asset impact into account. Our main goal is to single out properties that need to be imposed on the decay kernel so that the model admits well-behaved optimal trade execution strategies. We first show that the existence of such s…

We present an explicit example of a fast decaying solution to the modified Novikov--Veselov equation with a one-point singularity in the space-time. It is constructed by using the geometrical interpretation of the Moutard transformation of solutions to this equation and the Enneper minimal surface.

Improved online prediction with guaranteed coverage.

Minimax optimal convergence rates for classes of stochastic convex optimization problems are well characterized, where the majority of results utilize iterate averaged stochastic gradient descent (SGD) with polynomially decaying step sizes. In contrast, SGD's final iterate behavior has received much less attention desp…

We compare systematically several classes of stochastic volatility models of stock market fluctuations. We show that the long-time return distribution is either Gaussian or develops a power-law tail, while the short-time return distribution has generically a stretched-exponential form, but can assume also an algebraic …

We prove polynomial and exponential decay at infinity of eigen-vectors of partial differential operators related to radiation problems for time-harmonic generalized Maxwell systems in an exterior domain with non-smooth inhomogeneous, anisotropic coefficients converging near infinity with a certain rate towards the iden…

Estimate arrival times in random recursive trees using iterated Jordan centralities.

The goal of this paper is to investigate the topological structure of open simply-connected 3-manifolds whose scalar curvature has a slow decay at infinity. In particular, we show that the Whitehead manifold does not admit a complete metric, whose scalar curvature decays slowly, and in fact that any contractible comple…

Gradient shrinking solitons from Ricci flows terminating in cones.

We present an empirical study of price reversion after the executed metaorders. We use a data set with more than 8 million metaorders executed by institutional investors in the US equity market. We show that relaxation takes place as soon as the metaorder ends:{while at the end of the same day it is on average $\approx…

Stock prices are observed to be random walks in time despite a strong, long term memory in the signs of trades (buys or sells). Lillo and Farmer have recently suggested that these correlations are compensated by opposite long ranged fluctuations in liquidity, with an otherwise permanent market impact, challenging the s…

Riemannian stochastic gradient descent converges faster with increasing batch size.

The paper proves boundedness and decay of Teukolsky equations on Kerr backgrounds.

This paper is motivated by the non-linear stability problem for the expanding region of Kerr de Sitter cosmologies in the context of Einstein's equations with positive cosmological constant. We show that under dynamically realistic assumptions the conformal Weyl curvature of the spacetime decays towards future null inf…

We study stability of non-compact gradient Kaehler-Ricci flow solitons with positive holomorphic bisectional curvature. Our main result is that any compactly supported perturbation and appropriately decaying perturbations of the Kaehler potential of the soliton will converge to the original soliton under Kaehler-Ricci …

Share price returns on different time scales can be well modelled by a superstatistical dynamics. Here we provide an investigation which type of superstatistics is most suitable to properly describe share price dynamics on various time scales. It is shown that while chi-square superstatistics works well on a time scale…

WSD schedule improves model training efficiency by adapting learning rates dynamically.

Gradient flow with weight decay shows grokking effect in deep learning.

Uniform diffusion approximation for SGD in non-convex settings.

In this paper we study the asymptotic decay of finite time ruin probabilities for an insurance company that faces heavy-tailed claims, uses predictable investment strategies and makes investments in risky assets whose prices evolve according to quite general semimartingales. We show that the ruin problem corresponds to…

Second part of series studying charged scalar fields on Reissner--Nordström spacetimes.

The Lorentz force equations provide a partial description of the geodesic motion of a charged particle on a four-manifold. Under the hypothesis that Maxwell's equations express symmetry properties of the Ricci tensor, the full electromagnetic connection is determined. From this connection, the fourth equation of the ge…

Learning rate decay (lrDecay) is a \emph{de facto} technique for training modern neural networks. It starts with a large learning rate and then decays it multiple times. It is empirically observed to help both optimization and generalization. Common beliefs in how lrDecay works come from the optimization analysis of (S…

We show that axisymmetric extremal horizons are unstable under linear scalar perturbations. Specifically, we show that translation invariant derivatives of generic solutions to the wave equation do not decay along such horizons as advanced time tends to infinity, and in fact, higher order derivatives blow up. This resu…

We show that $H$-hypersurfaces of $\mathbb{H}^{n}\times \mathbb{R}$ contained in a vertical cylinder and with Ricci curvature with strong quadratic decay have mean curvature $| H| > (n-1)/n$.

We approach the continuous-time mean-variance (MV) portfolio selection with reinforcement learning (RL). The problem is to achieve the best tradeoff between exploration and exploitation, and is formulated as an entropy-regularized, relaxed stochastic control problem. We prove that the optimal feedback policy for this p…

Extends Minkowski stability proof to minimal decay assumptions.

The paper analyzes Teukolsky equations on Kerr backgrounds, proving boundedness and decay of solutions.

New method creates vacuum data at minimal and borderline decay thresholds.

Analyzed Bitcoin market index volatility changes over two distinct periods using anomalous diffusion and multifractal analysis.

We establish that finite-time singularities do not occur in four-dimensional Yang-Mills flow, confirming the conjecture of Schlatter, Struwe, and Tahvildar-Zadeh. The proof relies on a weighted energy identity and sharp decay estimates in the neck region.