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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.

168,694 papers · 148 categories

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22436586 · Jun 202019922001200920172026
48 results for unstable matrices

Study on estimating unstable open-loop matrices from state trajectories.

problem System identification for stochastic continuous-time dynamics.
method Employing randomized control inputs to estimate unstable open-loop matrix.
result Estimation error decays with trajectory length, signal-to-noise ratio, and excitability.

Eigendecomposition (ED) is widely used in deep networks. However, the backpropagation of its results tends to be numerically unstable, whether using ED directly or approximating it with the Power Iteration method, particularly when dealing with large matrices. While this can be mitigated by partitioning the data in sma…

2019-06-21abs ↗pdf ↗

Bayesian algorithm stabilizes unknown continuous-time systems from unstable data.

problem Learning and stabilizing unknown continuous-time systems with uncertain dynamics.
method Bayesian learning algorithm that learns from unstable data to stabilize the system in finite time.
result The algorithm stabilizes unknown continuous-time stochastic linear systems effectively after a short time period.

Unstable minimal surfaces are the unstable stationary points of the Dirichlet-Integral. In order to obtain unstable solutions, the method of the gradient flow together with the minimax-principle is generally used. The application of this method for minimal surfaces in the Euclidean spacce was presented in \cite{s3}. We…

2006-03-27abs ↗pdf ↗

Ricci flow simulations show unstable Fubini-Study metrics develop singularities.

problem Understanding the behavior of unstable perturbations in Ricci flow.
method Numerical simulations of Ricci flow starting from unstable Fubini-Study metrics.
result Ricci flow solutions from unstable Fubini-Study metrics develop local singularities.

Study finds limits for conical Kähler-Einstein metrics on unstable surfaces.

problem Optimal upper bounds for conical Kähler-Einstein metrics on K-unstable del Pezzo surfaces.
method Established optimal upper bounds for cone angles of Kähler-Einstein metrics with conical singularities.
result Optimal upper bounds for conical Kähler-Einstein metrics on K-unstable del Pezzo surfaces.

Improved stability for matrix recovery from rank-one measurements.

problem Phase retrieval problem of recovering rank-one positive semidefinite matrices.
method Developed a smoothing Newton method based on Bures-Wasserstein gradient descent.
result Superlinear convergence with rigorous guarantees and stable implementation.

Hybrid ResNet and RMT improve covariance matrix estimation for cryptocurrency portfolios.

problem Noisy, non-Gaussian financial data leads to unstable covariance matrices.
method Combines RMT regularization and ResNet learning for data-driven corrections.
result Hybrid estimator outperforms traditional methods in portfolio optimization.

Unstable minimal surfaces in n-space link to hyperbolic products.

problem Characterizing unstable minimal surfaces in Rn\mathbb{R}^n and their product counterparts.
method Lifting to R\mathbb{R}-trees, deforming to hyperbolic products, and proving instability equivalence.
result Unstable minimal surfaces in Rn\mathbb{R}^n imply unstable surfaces in product hyperbolic spaces.

Segre varieties' hyperplane sections are unstable under certain conditions.

problem Stability of hyperplane sections of Segre varieties under different conditions.
method Proving instability with respect to any polarization for non-smooth or meqnm eq n cases.
result Normal hyperplane sections of Segre varieties are K-unstable under specified conditions.

Algorithm identifies and transfers unstable features to create robust classifiers.

problem Developing unbiased classifiers from input-label pairs alone.
method Contrast different data environments in source tasks to encode unstable features, then cluster target task data and minimize worst-case risk.
result Our method maintains robustness across synthetic and real-world environments.

Survey of computations for Riemann surface moduli spaces, focusing on unstable homology.

problem Computing unstable homology of moduli spaces of Riemann surfaces.
method Integral, mod-2, and rational coefficient computations; use of homology operations.
result Explicit generators of unstable homology for most cases determined.

The paper stabilizes PD term structures under forecast uncertainty using a Kalman filter with an anchored observation model.

problem Stable estimation of lifetime PDs under forecast uncertainty.
method Reformulated in state-space framework, introduced an anchored observation model.
result Asymptotic stochastic stability of error dynamics, leading to smoother projections.

SFB uses stable features to adapt unstable ones for better performance.

problem Improving classifier performance on out-of-distribution data by leveraging stable features.
method SFB learns a predictor that separates stable and unstable features, then adapts unstable predictions using stable predictions.
result SFB can learn an asymptotically-optimal predictor without test-domain labels.

In this paper, we introduce a non linear ODE method to construct CMC surfaces in Riemannian manifolds with symmetry. As an application we construct unstable CMC spheres and outlying CMC spheres in asymptotically Schwarzschild manifolds with metrics like gij=(1+1l)2δij+O(l2)g_{ij}=(1+\frac{1}{l})^{2}δ_{ij}+O(l^{-2}). The existence of uns…

2015-07-10abs ↗pdf ↗

Consider the problem of estimating a low-rank matrix when its entries are perturbed by Gaussian noise. If the empirical distribution of the entries of the spikes is known, optimal estimators that exploit this knowledge can substantially outperform simple spectral approaches. Recent work characterizes the asymptotic acc…

2017-11-06abs ↗pdf ↗

In banking practice, rating transition matrices have become the standard approach of deriving multi-year probabilities of default (PDs) from one-year PDs, the latter normally being available from Basel ratings. Rating transition matrices have gained in importance with the newly adopted IFRS 9 accounting standard. Here,…

2017-07-31abs ↗pdf ↗

New proof associates partitions to isotopic pseudo-Anosov homeomorphisms.

problem Stable and unstable foliations for pseudo-Anosov homeomorphisms.
method Geometric realization of Fathi's result for isotopic homeomorphisms.
result Associated stable and unstable partitions for isotopic pseudo-Anosov homeomorphisms.

This article deals with stability issues related to geodesic X-ray transforms, where an interplay between the (attenuation type) weight in the transform and the underlying geometry strongly impact whether the problem is stable or unstable. In the unstable case, we also explain what types of artifacts are expected in te…

2017-08-29abs ↗pdf ↗

The paper proves regularity of states on manifolds with unstable dynamics.

problem Propagation of regularity in dynamical systems with unstable manifolds.
method Leafwise semiclassical pseudodifferential calculus adapted to foliated spaces.
result Pollicott-Ruelle resonant states are smooth over entire manifolds if smooth on unstable leaves.

We give examples of smooth surfaces with negative first Chern class which are slope unstable with respect to certain polarisations, and so have Kahler classes that do not admit any constant scalar curvature Kahler metrics. We also compare this to the work of Song-Weinkove on the J-flow.

2005-06-22abs ↗pdf ↗

We construct Hodge filtered function spaces associated to infinite loop spaces. For Brown-Peterson cohomology, we show that the corresponding Hodge filtered spaces satisfy an analog of Wilson's unstable splitting. As a consequence, we obtain an analog of Quillen's theorem for Hodge filtered Brown-Peterson cohomology fo…

2016-10-25abs ↗pdf ↗

The paper shows measures equidistribute on affine submanifolds with a rate.

problem Understanding equidistribution of measures on affine invariant submanifolds.
method Analyzing unstable foliations and using results from homogeneous dynamics.
result Measures of large dimension equidistribute on affine invariant submanifolds with an effective rate.

The paper explores maximal destabilizers for both K-stability and Chow-stability in unstable situations.

problem Exploring maximal destabilizers for K-stability and Chow-stability in unstable situations.
method Using non-Archimedean pluripotential theory and idealistic assumptions, the paper provides a route to show that maximal K-destabilizers are quantized by maximal Chow-destabilizers.
result Maximal K-destabilizers are quantized by maximal Chow-destabilizers.

CV inference can be invalid for relatively unstable model comparisons.

problem The validity of cross-validation for model comparison is questioned when models are relatively unstable.
method The study proves that simple, individually stable models can generate relatively unstable comparisons, invalidating CV inference.
result The Lasso and soft-thresholding generate relatively unstable comparisons, invalidating CV inferences.

The Ricci flow on the 2-sphere with marked points is shown to converge in all three stable, semi-stable, and unstable cases. In the stable case, the flow was known to converge without any reparametrization, and a new proof of this fact is given. The semi-stable and unstable cases are new, and it is shown that the flow …

2014-07-04abs ↗pdf ↗

Because of their tractability and their natural interpretations in term of market quantities, Hawkes processes are nowadays widely used in high-frequency finance. However, in practice, the statistical estimation results seem to show that very often, only nearly unstable Hawkes processes are able to fit the data properl…

2013-10-08abs ↗pdf ↗

In this paper, we derive the second variation formula of pseudoharmonic maps into any pseudo-Hermitian manifolds. When the target manifold is an isometric embedded CR manifold in complex Euclidean space or a pseudo-Hermitian immersed submanifold in Heisenberg group, we give some conditions on Weingarten maps to obtain …

2014-02-27abs ↗pdf ↗