Research
On-device research index

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

Trend · papers per month

223446669892 · Jun 202019922001200920172026
48 results for two-body problem

The two-body problem with a central interaction on simply connected constant curvature spaces of an arbitrary dimension is considered. The explicit expression for the quantum two-body Hamiltonian via a radial differential operator and generators of the isometry group is found. We construct a self-adjoint extension of t…

2005-01-07abs ↗pdf ↗

Exact solution found for two-body financial dealer model using kinetic theory.

problem Finding an exact solution for the two-body financial dealer model.
method Exact master-Liouville equations derived using kinetic theory and probability currents.
result Exact order-book profile and average transaction interval derived.

The study finds the best elliptical trajectory for planets using a variation of the hodograph theorem.

problem Finding the best elliptical trajectory for planets.
method Using a variation of the circular hodograph theorem, the study finds the best fitting ellipse for planetary trajectories by minimizing the sum of square distances from the points to the plane.
result The study finds that the best fitting ellipse for planetary trajectories minimizes the sum of square distances from the points to the plane.

I analyze the one-dimensional, cubic Schrödinger equation, with nonlinearity constructed from the current density, rather than, as is usual, from the charge density. A soliton solution is found, where the soliton moves only in one direction. Relation to higher-dimensional Chern--Simons theory is indicated. The theory i…

1996-11-22abs ↗pdf ↗

We build CSI-Net, a unified Deep Neural Network~(DNN), to learn the representation of WiFi signals. Using CSI-Net, we jointly solved two body characterization problems: biometrics estimation (including body fat, muscle, water, and bone rates) and person recognition. We also demonstrated the application of CSI-Net on tw…

2018-10-07abs ↗pdf ↗

We consider the class of short rate interest rate models for which the short rate is proportional to the exponential of a Gaussian Markov process x(t) in the terminal measure r(t) = a(t) exp(x(t)). These models include the Black, Derman, Toy and Black, Karasinski models in the terminal measure. We show that such intere…

2012-04-04abs ↗pdf ↗

We study the non-asymptotic behavior of a Coulomb gas on a compact Riemannian manifold. This gas is a symmetric n-particle Gibbs measure associated to the two-body interaction energy given by the Green function. We encode such a particle system by using an empirical measure. Our main result is a concentration inequalit…

2018-09-12abs ↗pdf ↗

We consider the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving (two-body) collision. Unlike in the ideal gas, we introduce saving propensity λλ of agents, such that each agent saves a fraction λλ of its money and trades with t…

2003-11-11abs ↗pdf ↗

We consider the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving (two-body) collision. Unlike in the ideal gas, we introduce saving propensity λλ of agents, such that each agent saves a fraction λλ of its money and trades with t…

2003-02-07abs ↗pdf ↗

On a natural circle bundle T(M) over a 4-dimensional manifold M equipped with a split signature metric g, whose fibers are real totally null selfdual 2-planes, we consider a tautological rank 2 distribution D obtained by lifting each totally null plane horizontally to its point in the fiber. Over the open set where g i…

2012-10-12abs ↗pdf ↗

We have numerically simulated the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving two-body collision. Unlike in the ideal gas, we introduce (quenched) saving propensity of the agents, distributed widely between the agents ($0 \le…

2003-01-16abs ↗pdf ↗

We propose a method for recovering the structure of a sparse undirected graphical model when very few samples are available. The method decides about the presence or absence of bonds between pairs of variable by considering one pair at a time and using a closed form formula, analytically derived by calculating the post…

2016-03-03abs ↗pdf ↗

New method disentangles high-order effects in feature importance.

problem Quantifying cooperative effects in feature importance.
method Adaptive Leave One Covariate Out (LOCO) method to decompose LOCO into two-body and higher-order components.
result Decomposes LOCO into two-body and higher-order components, highlighting synergistic and redundant effects.

MACE uses higher-order messages to create fast, accurate force fields.

problem Creating fast and accurate force fields in computational chemistry and materials science.
method Introducing MACE, an equivariant MPNN model that uses four-body messages.
result MACE reduces the required number of message passing iterations to just two, achieving state-of-the-art accuracy.

New black hole solutions with positive and negative masses in 4 and 5 dimensions.

problem Constructing static vacuum black hole solutions with signed masses.
method Axisymmetric and bi-axisymmetric solutions in 4 and 5 dimensions, using Weyl-Papapetrou coordinates.
result Signed mass black holes can be superposed, with specific topologies in 5 dimensions.

Study shows limitations and universality of equivariant QNNs with SnS_n-equivariant gates.

problem Understanding the expressiveness of SnS_n-equivariant QNNs with kk-body gates.
method Investigated the interplay between symmetry and kk-bodyness in SnS_n-equivariant QNN generators.
result QNNs are semi-universal but not universal with one- and two-body SnS_n-equivariant gates.

We survey the status of some decision problems for 3-manifolds and their fundamental groups. This includes the classical decision problems for finitely presented groups (Word Problem, Conjugacy Problem, Isomorphism Problem), and also the Homeomorphism Problem for 3-manifolds and the Membership Problem for 3-manifold gr…

2014-05-24abs ↗pdf ↗

Optimal transport reformulates multiple quantile hedging problem.

problem Multiple quantile hedging problem in incomplete markets.
method Reformulated as Monge optimal transport problem, introduced Kantorovitch version, proved no duality gap.
result Multiple quantile hedging problem can be seen as semi-discrete optimal transport problem.

This paper is a tutorial for eigenvalue and generalized eigenvalue problems. We first introduce eigenvalue problem, eigen-decomposition (spectral decomposition), and generalized eigenvalue problem. Then, we mention the optimization problems which yield to the eigenvalue and generalized eigenvalue problems. We also prov…

2019-03-25abs ↗pdf ↗

This paper solves the Christoffel problem in hyperbolic space and its equivalent on spheres.

problem Prescribing curvatures for convex hypersurfaces in hyperbolic space.
method Proving a full rank theorem to establish the existence of solutions.
result Existence of solutions to the Christoffel problem and its equivalent Nirenberg-Kazdan-Warner problem on spheres.

In the present paper, the primal-dual problem consisting of the investment risk minimization problem and the expected return maximization problem in the mean-variance model is discussed using replica analysis. As a natural extension of the investment risk minimization problem under only a budget constraint that we anal…

2016-09-18abs ↗pdf ↗

Study proves only origin-centered spheres solve certain curvature problems.

problem Proving uniqueness of solutions to curvature problems.
method Using the Heintze-Karcher inequality, the study proves the uniqueness of smooth, strictly convex solutions to a class of Minkowski type problems.
result Only origin-centered spheres solve isotropic and LpL_p-Gaussian-Minkowski problems.

MathChat uses LLM agents to solve challenging math problems through conversational problem-solving.

problem Solving math problems expressed in natural language.
method MathChat is a conversational framework combining an LLM agent and a user proxy agent for collaborative problem-solving.
result MathChat improves tool-using prompting methods by 6% on difficult math problems.

The paper solves a generalized Christoffel-Minkowski problem using a curvature flow.

problem Solving the (p,q)-Christoffel-Minkowski problem.
method Investigating the problem via an expanding curvature flow.
result Existence and uniqueness of smooth solutions to the (p,q)-Christoffel-Minkowski problem.

A new method solves complex control problems with random coefficients.

problem Solving LQ McKean-Vlasov control problems with random coefficients.
method Decomposes the problem into two decoupled stochastic optimal control problems.
result The sum of optimal controls of auxiliary problems equals the original problem's optimal control.

This is a survey of some problems in geometric group theory which I find interesting. The problems are from different areas of group theory. Each section is devoted to problems in one area. It contains an introduction where I give some necessary definitions and motivations, problems and some discussions of them. For ea…

2007-04-22abs ↗pdf ↗

We present updates to the problems on Hirzebruch's 1954 problem list focussing on open problems, and on those where substantial progress has been made in recent years. We discuss some purely topological problems, as well as geometric problems about (almost) complex structures, both algebraic and non-algebraic, about co…

2013-05-20abs ↗pdf ↗

We present 27 problems encountered in automating the translation of movie/TV show subtitles. We categorize each problem in one of the three categories viz. problems directly related to textual translation, problems related to subtitle creation guidelines, and problems due to adaptability of machine translation (MT) eng…

2019-09-04abs ↗pdf ↗

Ranking problems, also known as preference learning problems, define a widely spread class of statistical learning problems with many applications, including fraud detection, document ranking, medicine, credit risk screening, image ranking or media memorability. In this article, we systematically review different types…

2019-09-06abs ↗pdf ↗

Describes state variables in sequential decision problems, linking them to Markovian and non-Markovian models.

problem Sequential decision problems, especially in active learning and POMDPs, where decisions affect what is observed and learned.
method Canonical framework and novel two-agent perspective of POMDPs, defining state variables to claim Markovian or non-Markovian models.
result Properly modeled sequential decision problems are Markovian, while real decision problems are often non-Markovian.