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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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154308462616 · Jun 202019922001200920172026
48 results for time loops

Rational loops played a central role in Uhlenbeck's construction of harmonic maps into U(n) (chiral model in physics), and they are generated by simple elements with one pole and one zero constructed from Hermitian projections. It has been believed for long time that nilpotent loops should be added to generate rational…

2018-12-03abs ↗pdf ↗

Training-free looped transformers improve model performance without additional training.

problem Improving model performance without additional training or fine-tuning.
method A lightweight inference-time wrapper loops a contiguous mid-stack block of layers of a frozen checkpoint without additional fine-tuning.
result Our method improves model performance across various model families.

New loops found in universe's timeline, challenging traditional time direction.

problem Signature changing spacetimes and time origins.
method Developed framework for signature changing manifolds, adapted Lorentzian tools.
result Pseudo-timelike loops exist in every point on the time origin hypersurface.

The space Ω(G)Ω(G) of all based loops in a compact semisimple simply connected Lie group GG has an action of the maximal torus TGT\subset G (by pointwise conjugation) and of the circle S1S^1 (by rotation of loops). Let $μ: Ω(G)\to (\t\times i\mathbb{R})^*$ be a moment map of the resulting T×S1T\times S^1 action. We show t…

2007-02-26abs ↗pdf ↗

Polynomial-time algorithm finds short non-orientable loops intersecting graph edges up to 30 times.

problem Finding short non-orientable loops intersecting graph edges efficiently.
method Combining computational biology techniques with recent graph theory results.
result Existence of short canonical non-orientable systems of loops.

Paper tackles stochastic control with mean and higher-order moments, finding Nash equilibria.

problem Time-inconsistent stochastic control problems with mean and higher-order moments.
method Developed closed-loop and open-loop Nash equilibrium controls using PDEs and maximum principles.
result Identical closed-loop and open-loop Nash equilibria controls, independent of state value and random path.

Investigates time-inconsistent portfolio selection under MMV preferences.

problem Time-inconsistent optimal strategies for MMV preferences.
method Nash equilibrium controls for MMV and MV preferences, solving FBSDE and HJB equations.
result MMV optimal strategies lead to higher investment amounts than MV strategies, narrowing over time.

This paper studies the question of when a loop φφ in the group Symp(M,ω)(M,ω) of symplectomorphisms of a symplectic manifold (M,ω)(M,ω) is isotopic to a loop that is generated by a time-dependent Hamiltonian function. (Loops with this property are said to be Hamiltonian.) Our main result is that Hamiltonian loops are rigid …

1997-10-17abs ↗pdf ↗

Program verification offers a framework for ensuring program correctness and therefore systematically eliminating different classes of bugs. Inferring loop invariants is one of the main challenges behind automated verification of real-world programs which often contain many loops. In this paper, we present Continuous L…

2019-09-25abs ↗pdf ↗

Novel algorithm reduces computational burden in IRL with finite-time guarantees.

problem Efficiently recover reward function and optimal policy from expert behavior.
method Single-loop algorithm that maximizes likelihood after each policy improvement step.
result Algorithm provably converges to a stationary solution with finite-time guarantees.

We study the small-time fluctuations for diffusion processes which are conditioned by their initial and final positions, under the assumptions that the diffusivity has a sub-Riemannian structure and that the drift vector field lies in the span of the sub-Riemannian structure. In the case where the endpoints agree and t…

2016-06-01abs ↗pdf ↗

We consider the problem of online planning in a Markov Decision Process when given only access to a generative model, restricted to open-loop policies - i.e. sequences of actions - and under budget constraint. In this setting, the Open-Loop Optimistic Planning (OLOP) algorithm enjoys good theoretical guarantees but is …

2019-04-09abs ↗pdf ↗

We derive the Do and Norbury recursion formula for the one-loop mean of an irregular spectral curve from a variant of replica method by Brezín and Hikami. We express this recursion in special times in which all terms W1(g)W_1^{(g)} of the genus expansion of the one-loop mean are polynomials. We find a generalization of th…

2015-12-31abs ↗pdf ↗

We review the caloron correspondence between GG-bundles on M×S1M \times S^1 and ΩGΩG-bundles on MM, where ΩGΩG is the space of smooth loops in the compact Lie group GG. We use the caloron correspondence to define characteristic classes for ΩGΩG-bundles, called string classes, by transgression of characteristic classes…

2009-11-18abs ↗pdf ↗

We consider various generalisations of the string class of a loop group bundle. The string class is the obstruction to lifting a bundle whose structure group is the loop group LGLG to one whose structure group is the Kac-Moody central extension of the loop group. We develop a notion of higher string classes for bundles…

2009-06-26abs ↗pdf ↗

The paper quantizes hybrid topological-holomorphic field theories on RmimesCn\mathbb{R}^m imes \mathbb{C}^n.

problem Quantizing hybrid topological-holomorphic field theories rigorously.
method Constructing perturbative, one-loop quantizations on RmimesCn\mathbb{R}^m imes \mathbb{C}^n.
result The one-loop obstruction to quantization vanishes when m1m \geq 1.

Study homology products on loop spaces with orientation reversal.

problem Computing homology products on loop spaces with orientation reversal.
method Defined transfer product on loop space quotients using transfer maps and Chas-Sullivan loop product.
result Computed homology of loop spaces with orientation reversal and defined product.

Our purpose is to explore, in the context of loop ensembles on finite graphs, the relations between combinatorial group theory, loops topology, loop measures, and signatures of discrete paths. We determine the distributions of the loop homotopy class, and of the first and second homologies, defined by the lower central…

2019-08-14abs ↗pdf ↗

We produce skew loops -- loops having no pair of parallel tangent lines -- homotopic to any loop in a flat torus or other quotient of R^n. The interesting case here is n=3. More subtly for any n, we characterize the homotopy classes that will contain a skew loop having a specified loop in the unit sphere as tangent ind…

2007-01-31abs ↗pdf ↗

Study time-inconsistent portfolio optimization for competitive agents with relative performance criteria.

problem Time-inconsistent mean field and n-agent games under relative performance criteria.
method Construct open-loop equilibrium strategies for n-agent games and mean field games.
result Explicit solutions for n-agent games and mean field games, unique in a special class of equilibria.

Markov Chain Monte Carlo (MCMC) and Belief Propagation (BP) are the most popular algorithms for computational inference in Graphical Models (GM). In principle, MCMC is an exact probabilistic method which, however, often suffers from exponentially slow mixing. In contrast, BP is a deterministic method, which is typicall…

2016-05-29abs ↗pdf ↗

New example shows noncontractible fiberings for a 3-manifold.

problem Understanding fiberings of S1imesS2S^1 imes S^2.
method Examining specific 3-manifolds and their fiber spaces.
result Components of SF(S1imesS2)SF(S^1 imes S^2) are homotopy equivalent to ΩSO(3)ΩSO(3) and have noncontractible properties.

Using the relations between the theory of differentiable Bol loops and the theory of affine symmetric spaces we classify all connected differentiable Bol loops having an at most 99-dimensional semi-simple Lie group as the group topologically generated by their left translations. We show that all these Bol loops are is…

2015-07-01abs ↗pdf ↗

A skew loop is a closed curve without parallel tangent lines. We prove: The only complete surfaces in euclidean 3-space with a point of positive curvature and no skew loops are the quadrics. In particular, ellipsoids are the only closed surfaces without skew loops. We also prove results about skew loops on cylinders an…

2002-05-21abs ↗pdf ↗

Study shows looping a 6-manifold over a 4-manifold results in a product of loops on spheres.

problem Understanding the homotopy properties of 6-manifolds over 4-manifolds.
method Analyzes the homotopy equivalence and rational homotopy of the total space of a sphere bundle over a 4-manifold.
result Looping a 6-manifold over a 4-manifold is homotopy equivalent to a product of loops on spheres.

The 1-d Schrodinger flow on 2-sphere, the Gauss-Codazzi equation for flat Lagrangian submanifolds in C^n, and the space-time monopole equation are all examples of geometric soliton equations. The linear systems with a spectral parameter (Lax pair) associated to these equations satisfy the reality condition associated t…

2006-11-03abs ↗pdf ↗

New theory defines invariants for framed 3-manifolds using trivalent graphs with self-loops.

problem Defining invariants for framed 3-manifolds with semi-simple Lie groups.
method Constructing graph complexes and cocycles, including self-loops, to define invariants.
result Higher-loop invariants can be defined by graph cocycles with or without self-loops.

New definition of twisted 1-loop invariant using Ptolemy coordinates.

problem Defining and proving properties of twisted 1-loop invariants.
method Alternative definition via Jacobian of Ptolemy coordinates.
result Twisted 1-loop invariant equals adjoint twisted Alexander polynomial for hyperbolic once-punctured torus bundles.

We study symmetry properties of quaternionic Kähler manifolds obtained by the HK/QK correspondence. To any Lie algebra g\mathfrak{g} of infinitesimal automorphisms of the initial hyper-Kähler data we associate a central extension of g\mathfrak{g}, acting by infinitesimal automorphisms of the resulting quaternionic Kä…

2020-01-27abs ↗pdf ↗