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.
No fair and strategy-proof automated market maker exists for more than two assets.
Let M be the product of \C P^m and \C P^n, with the standard integral symplectic form. We prove that the inclusion map from the group of symplectic automorphisms of M to its diffeomorphism group is not surjective on homotopy groups. More precisely, it is not surjective on π_j for all odd j \leq \max\{2m-1,2n-1\}. This …
The paper presents the Einstein connection for nonsymmetric pseudo-Riemannian manifolds.
Torsion invariants for manifolds which are not simply connected were introduced by K. Reidemeister and generalized to higher dimensions by W. Franz. The Reidemeister torsion, was the first invariant of manifolds which was not a homotopy invariant. The analytic counterpart of the combinatorial Reidemeister torsion was i…
The paper explores generalized Riemannian manifolds with weak metric structures.
Capsules are the multidimensional analogue to scalar neurons in neural networks, and because they are multidimensional, much more complex routing schemes can be used to pass information forward through the network than what can be used in traditional neural networks. This work treats capsules as collections of neurons …
The paper presents the Einstein connection for nonsymmetric pseudo-Riemannian manifolds with specific torsion conditions.
Bayesian optimization (BO) is a powerful paradigm for derivative-free global optimization of a black-box objective function (BOF) that is expensive to evaluate. However, the overhead of BO can still be prohibitive for problems with highly expensive function evaluations. In this paper, we investigate how to reduce the r…
MDS selects assets by combining daily returns and intraday risk curves, improving portfolio performance.
A new method uses a product of experts with Dirichlet variables to approximate complex distributions.
The paper explores new connections in non-symmetrical gravitational theory using weak metric structures.