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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.

168,982 papers · 148 categories

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48 results for verse pairs

In this paper, we develop an alternating direction method of multipliers (ADMM) for deep neural networks training with sigmoid-type activation functions (called \textit{sigmoid-ADMM pair}), mainly motivated by the gradient-free nature of ADMM in avoiding the saturation of sigmoid-type activations and the advantages of …

2019-02-06abs ↗pdf ↗

Although conservative Hamiltonian systems with constraints can be formulated in terms of Dirac structures, a more general framework is necessary to cover also dissipative systems such as gradient and metriplectic systems with constraints. We define Leibniz-Dirac structures which lead to a natural generalization of Dira…

2012-10-03abs ↗pdf ↗

Simplified approach to portfolio risk management and hedging in practice.

problem Challenges in applying academic portfolio risk management and hedging in real-world business settings.
method A straightforward approach using convex optimization and quadratic programming.
result Demonstrates how to solve portfolio risk management and hedging problems with CVXOPT.

Researchers quantify the relationship between feature depth and performance in deep neural networks.

problem Understanding how depth affects feature extraction and generalization in deep neural networks.
method Adaptive analysis of feature-depth trade-offs in deep nets, proving optimal generalization performance.
result Optimal generalization performance achieved through empirical risk minimization on deep nets.

Machine learning and statistical modeling complement each other in healthcare analytics.

problem Choosing between machine learning and statistical modeling for analytics challenges.
method Choosing based on problem, data, and desired outcomes.
result Machine learning and statistical modeling are complementary, using similar principles but different tools.

The paper explores indeterminacy in latent factor projections and its implications for data representation.

problem Indeterminacy in latent factor projections and its implications for data representation.
method Analyzes the fundamental problem of indeterminacy in latent factor projections and discusses its implications for data representation.
result Latent factor determinacy across all facets is achieved when the feature-dimension grows to infinity.

KitcheNette predicts and recommends food ingredient pairings.

problem Limited study of food ingredient pairings despite many existing pairings.
method Siamese neural networks trained on a dataset of 300K scores.
result KitcheNette outperforms other models and discovers novel pairings.

In this paper, we introduce some notions on the pair consisting of a Chern connection and a Higgs field closely related to the first and second variation of Yang-Mills- Higgs functional, such as strong Yang-Mills-Higgs pair, degenerate Yang-Mills-Higgs pair, stable Yang-Mills-Higgs pair. We investigate some properties …

2015-02-06abs ↗pdf ↗

New method selects stock pairs for pairs trading considering lead-lag relationship.

problem Identifying best stock pairs for pairs trading considering lead-lag relationship.
method Proposes a new distance measure incorporating lead-lag relationship.
result Selected pairs consistently generate best profit compared to other measures.

This paper classifies and determines the length of the shortest filling pairs on a specific type of surface.

problem Classifying and determining the length of the shortest filling pairs on a specific type of surface.
method Classifying and determining the length of the shortest filling pairs on a specific type of surface.
result The paper classifies and determines the length of the shortest minimal filling pairs on a genus two surface.

The paper studies the moduli space of Higgs pairs and their geometric properties.

problem The moduli space of Higgs pairs and its geometric properties.
method Introduced ττ-stability of Higgs pairs and established the Kobayashi-Hitchin correspondence.
result Proved that the moduli space is a non-singular complex manifold for a suitable choice of ττ.

We introduce and study the notion of contact dual pair adopting a line bundle approach to contact and Jacobi geometry. A contact dual pair is a pair of Jacobi morphisms defined on the same contact manifold and satisfying a certain orthogonality condition. Contact groupoids and contact reduction are the main sources of …

2019-03-12abs ↗pdf ↗

Explicit matrix presentations of Blanchfield pairings and twisted pairings for torus knots.

problem Computing explicit matrix presentations of Blanchfield and twisted Blanchfield pairings for torus knots.
method Using a taut identity to construct a chain complex with few generators, and describing the twisted Alexander module.
result Explicit matrix presentations of the Blanchfield pairing and twisted pairings for (m,n)(m,n)-torus knots.

A novel graphical matching approach improves pairs trading by reducing portfolio variance and risk-adjusted returns.

problem Common pairs trading methods lead to high portfolio variance and low risk-adjusted returns due to focusing on highly cointegrated assets.
method Model all assets and their cointegration levels with a weighted graph. Select pairs as a maximum weighted matching to ensure no shared assets and lower portfolio variance.
result The matching-based strategy shows a significant improvement in risk-adjusted performance, with a gross Sharpe ratio of 1.23.

Weak dual pairs defined in Dirac-Jacobi geometry, proving equivalence and leaf correspondence theorems.

problem Defining and studying weak dual pairs in Dirac-Jacobi structures.
method Adopting omni-Lie algebroid approach, proving equivalence and leaf correspondence theorems.
result Existence of self-dual pairs and alternative proof of normal form theorem.

Given a matched pair of Lie groups, we show that the tangent bundle of the matched pair group is isomorphic to the matched pair of the tangent groups. We thus obtain the Euler-Lagrange equations on the trivialized matched pair of tangent groups, as well as the Euler-Poincaré equations on the matched pair of Lie algebra…

2015-12-21abs ↗pdf ↗

Defines height pairing for differential forms on Riemann surface degenerations.

problem Calculating heights for differential forms on degenerating Riemann surfaces.
method Defines Archimedean height pairing, uses Dai-Yoshikawa asymptotics, extends Filip-Tosatti construction.
result Relates new pairing to current-valued pairing, extends geometric settings.

We prove Gray--Moser stability theorems for complementary pairs of forms of constant class defining symplectic pairs, contact-symplectic pairs and contact pairs. We also consider the case of contact-symplectic and contact-contact structures, in which the constant class condition on a one-form is replaced by the conditi…

2004-07-26abs ↗pdf ↗

A dual pair is constructed for contact groups, linking submanifolds and orbits.

problem Understanding the geometry of contact manifolds and their diffeomorphisms.
method Constructing an infinite-dimensional non-linear Stiefel manifold with a symplectic structure, and using equivariant moment maps.
result An EPContact dual pair is established, providing a geometric description of coadjoint orbits and solutions to geodesic equations.

We study the geometry of manifolds carrying symplectic pairs consisting of two closed 2-forms of constant ranks, whose kernel foliations are complementary. Using a variation of the construction of Boothby and Wang we build contact-symplectic and contact pairs from symplectic pairs.

2004-07-26abs ↗pdf ↗

This paper uses cointegration to identify profitable pair-trading strategies for Indian stocks.

problem Finding profitable pair-trading opportunities in Indian stock market.
method Cointegration analysis to identify co-movement stocks, forming pairs, evaluating portfolios.
result Pairs from auto and realty sectors generally yielded the highest returns, while IT sector pairs had negative returns.

Let Sg S_g be a closed surface of genus g g and let (α,β) (α, β) be a filling pair on Sg S_g ; then i(α,β)2g1 i(α, β) \geq 2g-1 , where i i is the (geometric) intersection number. Aougab and Huang demonstrated that (exponentially many) minimally-intersecting filling pairs exist on Sg S_g when g>2 g > 2 by a construction w…

2016-03-10abs ↗pdf ↗