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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.

169,341 papers · 148 categories

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80160239319 · Jun 202019922001200920182026
48 results for trivialized dynamics

The paper explores connections between topological dynamics and groupoids.

problem Understanding connections between topological dynamics and groupoids.
method Investigates connections between Topological Dynamics, G-Principal Bundles, and Locally Trivial Groupoids.
result Connections between topological dynamics and groupoids are explored.

Framework for transforming manifold constraints into unconstrained problems.

problem Optimization on manifolds with constraints.
method Introducing 'trivializations' and 'dynamic trivializations' for gradient-based optimization.
result Dynamic trivializations improve performance on tasks involving long-term memory in neural networks.

Taking configuration space as a Lie group, the trivialized Euler-Lagrange and Hamilton's equations are obtained and presented as Lagrangian submanifolds of the trivialized Tulczyjew's symplectic space. Euler-Poincaré and Lie-Poisson equations are presented as Lagrangian submanifolds of the reduced Tulczyjew's symplecti…

2015-03-23abs ↗pdf ↗

We consider trivializations of second iterated bundles of a Lie group that preserve lifted group structures. With such a trivialization, we elaborate Hamiltonian dynamics on cotangent, Lagrangian dynamics on tangent bundles and, both Hamiltonian and Lagrangian dynamics on Tulczyjew's symplectic space which is tangent o…

2015-03-23abs ↗pdf ↗

Study on characteristic classes for codimension-one foliations, showing non-triviality under specific conditions.

problem Characterizing non-trivial characteristic classes for codimension-one foliations.
method Using Gelfand-Fuchs cohomology and dynamical properties of holonomy groups.
result Non-triviality of certain characteristic classes for Reeb foliations, contradicting classical theorems.

This paper is devoted to rigidity of smooth bundles which are equipped with fiberwise geometric or dynamical structure. We show that the fiberwise associated sphere bundle to a bundle whose leaves are equipped with (continuously varying) metrics of negative curvature is a topologically trivial bundle when either the ba…

2014-03-17abs ↗pdf ↗

In this communication, complex systems with a near trivial dynamics are addressed. First, under the hypothesis of equiprobability in the asymptotic equilibrium, it is shown that the (hyper) planar geometry of an NN-dimensional multi-agent economic system implies the exponential (Boltzmann-Gibss) wealth distribution an…

2012-10-24abs ↗pdf ↗

A (smooth) dynamical system with transformation group Tn\mathbb{T}^n is a triple (A,Tn,α)(A,\mathbb{T}^n,α), consisting of a unital locally convex algebra AA, the nn-torus Tn\mathbb{T}^n and a group homomorphism $α:\mathbb{T}^n\rightarrow\Aut(A)$, which induces a (smooth) continuous action of Tn\mathbb{T}^n on AA. In this…

2011-08-22abs ↗pdf ↗

We address the question of duality for the dynamical Poisson groupoids of Etingof and Varchenko over a contractible base. We also give an explicit description for the coboundary case associated with the solutions of the classical dynamical Yang-Baxter equation on simple Lie algebras as classified by the same authors. O…

2002-09-17abs ↗pdf ↗

Neural network learns to focus on slowly varying latent parameters in time series data.

problem Extracting slowly varying latent parameters from time series data.
method Transform raw data into a higher-level categorical representation, train predictor from new time series to future, introduce non-triviality measure.
result Creates a coarse-grained model focusing on latent parameters, capable of semi-supervised learning.

Many recent Markov chain Monte Carlo (MCMC) samplers leverage continuous dynamics to define a transition kernel that efficiently explores a target distribution. In tandem, a focus has been on devising scalable variants that subsample the data and use stochastic gradients in place of full-data gradients in the dynamic s…

2015-06-15abs ↗pdf ↗

Study ping-pong dynamics in hyperbolic-like groups with non-simple points.

problem Investigate the ping-pong dynamics of hyperbolic-like groups.
method Explicitly provide a proper ping-pong partition for any pair of non-cyclic point stabilizers.
result Existence of a proper ping-pong partition for any pair of non-cyclic point stabilizers.

New kernels from ELU and GELU networks reveal non-trivial fixed points.

problem Understanding fixed-point dynamics in deep neural networks with ELU and GELU activations.
method Deriving covariance functions and analyzing fixed-point dynamics of ELU and GELU networks.
result ELU and GELU networks exhibit non-trivial fixed-point dynamics, explaining implicit regularization in overparameterized models.

We show that financial correlations exhibit a non-trivial dynamic behavior. We introduce a simple phenomenological model of a multi-asset financial market, which takes into account the impact of portfolio investment on price dynamics. This captures the fact that correlations determine the optimal portfolio but are affe…

2005-08-22abs ↗pdf ↗

Study of volume dynamics at market spread in Bitcoin/USD.

problem Understanding the statistical properties of order volumes in financial markets.
method Examined the dynamical properties of volume available at the spread, focusing on mean reversion, asymmetry, and clustering.
result Evidence of mean reverting volume changes and strong asymmetries in sell and buy orders.

We study the dynamical behavior of high-frequency data from the Korean Stock Price Index (KOSPI) using the movement of returns in Korean financial markets. The dynamical behavior for a binarized series of our models is not completely random. The conditional probability is numerically estimated from a return series of K…

2005-12-23abs ↗pdf ↗

Chronological Causal Bandits (CCB) tackles dynamic causal decision-making.

problem Dynamic causal decision-making in a system where rewards depend on past interventions.
method Introduces a new MAB problem (Chronological Causal Bandit) where rewards are influenced by a dynamic causal model.
result Early findings show the CCB can transfer information between sequential MABs.

A fast spectral algorithm detects community structure in evolving graphs.

problem Detecting community structure in time-evolving sparse graphs.
method Extension of the Bethe-Hessian matrix for spectral community detection.
result The algorithm reaches the optimal detectability threshold and outperforms other methods.

Let F be a codimension-one, C^2-foliation on a manifold M without boundary. In this work we show that if the Godbillon--Vey class GV(F) \in H^3(M) is non-zero, then F has a hyperbolic resilient leaf. Our approach is based on methods of C^1-dynamical systems, and does not use the classification theory of C^2-foliations.…

2014-03-03abs ↗pdf ↗

This thesis optimizes neuromorphic systems by slowing down their dynamics, improving performance.

problem Timescale mismatch between analog neuromorphic circuits and real-time sensory inputs.
method Proposes and tests solutions to slow down the dynamics of spiking neural networks.
result Spiking neural networks on analog neuromorphic systems can achieve significant performance boosts.

We give a lower bound for the length of a non-trivial geodesic loop on a simply-connected and compact manifold of even dimension with a non-reversible Finsler metric of positive flag curvature. Harris and Paternain use this estimate in their recent paper [HP] to give a geometric characterization of dynamically convex F…

2007-05-31abs ↗pdf ↗

New obstruction found for embedding Riemannian manifolds into Euclidean spaces.

problem Embedding Riemannian manifolds into Euclidean spaces with specific conditions.
method Motivated by incompressible Euler equations, a dynamical-topological obstruction is derived.
result Nontrivial first real homology and trivial center of fundamental group imply embedding violation.

PenduMAV is a 6-input omnidirectional MAV without internal forces.

problem Designing a MAV without internal forces and structural costs.
method Multibody dynamics derivation, SE(3) control, Lyapunov analysis, Gazebo simulations.
result Asymptotic stabilization of the closed-loop system under parametric uncertainty and actuator noise.

The possibility that the collective dynamics of a set of stocks could lead to a specific basket violating the efficient market hypothesis is investigated. Precisely, we show that it is systematically possible to form a basket with a non-trivial autocorrelation structure when the examined time scales are at the order of…

2010-06-27abs ↗pdf ↗

Study on descent algorithms in spiked matrix-tensor models, revealing performance issues and solutions.

problem Analysis of descent algorithms in spiked matrix-tensor models.
method Quantitative analysis using Kac-Rice formula and PDEs for Langevin dynamics.
result Gradient flow dynamics slow down in regions with spurious local minima, while AMP performs well.

New method detects long-term structures with internal dynamics in time series data.

problem Identifying patterns across time in data growth.
method Adaptive identification of majority overlaps between groups at different time points.
result Detection of persistent structural elements with internal dynamics.

Neural networks improve predictions of complex network dynamics.

problem Improving neural network predictions for complex network dynamics.
method Extended neural network models to complex systems, ensuring they conform to dynamical model assumptions and using a statistical significance test.
result Achieved advanced generalization of neural network predictions for complex systems.

Study variational submanifolds in Euclidean spaces from dynamical systems.

problem Formulate and solve conditions for variationality of induced systems on submanifolds.
method Employ variational sequence theory on sheaves of differential forms to analyze local and global variationality.
result Solve the problem of existence of variational submanifolds for second-order systems.

New algorithms minimize dynamic regret in non-stationary online learning.

problem Universal dynamic regret minimization under exp-concave and smooth losses.
method Strongly Adaptive algorithms with a path variational based on second order differences of the comparator sequence.
result Achieve a dynamic regret of ildeO(d2n1/5Cn2/5d2) ilde O(d^2 n^{1/5} C_n^{2/5} \vee d^2), optimal modulo dependencies.

Study of flows on circle bundles over translation surfaces, showing decay of correlations.

problem Ergodic properties of flows on circle bundles over translation surfaces.
method Generalizing Heisenberg nilflows to more general base surfaces, showing relatively mixing.
result Showed that such flows exhibit decay of correlations in the orthogonal complement of functions constant along fibers.

Study on dynamics of non-linear autoencoders learning principal components.

problem Technical difficulty in studying non-linear autoencoders due to non-trivial correlations.
method Derive asymptotically exact equations for SGD training of shallow, non-linear autoencoders.
result Autoencoders learn principal components sequentially and tie weights are ineffective.

New surfaces with special geodesic and horocycle behaviors discovered.

problem Understanding geodesic and horocycle dynamics on hyperbolic surfaces.
method Constructing geometrically infinite hyperbolic surfaces with tailored recurrence properties.
result First examples of non-trivial minimal horocyclic orbit closures and infinite locally-finite conservative horocyclic invariant measures.

We study in details the skew of stock option smiles, which is induced by the so-called leverage effect on the underlying -- i.e. the correlation between past returns and future square returns. This naturally explains the anomalous dependence of the skew as a function of maturity of the option. The market cap dependence…

2008-09-19abs ↗pdf ↗

We started from computer experiments with simple one-dimensional ergodic dynamical systems called interval exchange transformations. Correlators in these systems decay as a power of time. In the simplest non-trivial case the exponent is equal to 1/3. We found a formula connecting characteristic exponents with explicit …

1997-01-28abs ↗pdf ↗

Doubly fair dynamic pricing ensures equal prices for different groups over time.

problem Achieving equal prices for different groups in online dynamic pricing.
method Online learning algorithm that balances procedural and substantive fairness.
result Achieves ildeO(T) ilde{O}(\sqrt{T}) regret, zero procedural unfairness, and ildeO(T) ilde{O}(\sqrt{T}) substantive unfairness.

In the jet-bundle description of first-order classical field theories there are some elements, such as the lagrangian energy and the construction of the hamiltonian formalism, which require the prior choice of a connection. Bearing these facts in mind, we analyze the situation in the jet-bundle description of time-depe…

1995-03-02abs ↗pdf ↗