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.
Geometric framework for signed multivariate tail-dependence compatibility at various thresholds.
problem Modeling and analyzing signed multivariate tail-dependence across different thresholds.
method Developed a geometric witness framework to represent and invert signed tail families, identifying nonnegative weights and normalized masses.
result Characterization and synthesis of signed multivariate tail-dependence at finite thresholds, preserving the complete signed tail family throughout.
In this paper we show that certain generalizations of the Cr-Whitney topology, which include the Hölder-Whitney and Sobolev-Whitney topologies on smooth manifolds, satisfy the Baire property, to wit, the countable intersection of open and dense sets is dense.
We present new, unified proofs for the cell-like, Z/p-, and Q-resolution theorems. Our arguments employ extensions that are much simpler then those used by our predecessors. The techniques allow us to solve problems involving cohomology groups by converting them into problems about homology groups…
We present new excess risk bounds for general unbounded loss functions including log loss and squared loss, where the distribution of the losses may be heavy-tailed. The bounds hold for general estimators, but they are optimized when applied to η-generalized Bayesian, MDL, and empirical risk minimization estimators. …
We study a continuous-time version of the intermediation model of Grossman and Miller (1988). To wit, we solve for the competitive equilibrium prices at which liquidity takers' demands are absorbed by dealers with quadratic inventory costs, who can in turn gradually transfer these positions to an exogenous open market …
This article constructs the moduli stack of torsionfree G-jet-structures in homotopy type theory with one monadic modality. This yields a construction of this moduli stack for any ∞-topos equipped with any stable factorization systems. In the intended applications of this theory, the factorization systems are …
Given a closed simply connected manifold M of dimension 2n≥6, we compare the ring of characteristic classes of smooth oriented bundles with fibre M to the analogous ring resulting from replacing M by the connected sum M♯Σ with an exotic sphere Σ. We show that, after inverting the order of Σ in the …
Oleg Viro studied in arXiv:math/0204290 two interpretations of the (multivariable) Alexander polynomial as a quantum link invariant: either by considering the quasi triangular Hopf algebra associated to Uqsl(2) at fourth roots of unity, or by considering the super Hopf algebra Uqgl(1∣1). In this paper, we show …
The study shows that several properties are not profinite invariants.
problem Determining which properties are profinite invariants.
method Combining Rips constructions and iterated group-theoretic Dehn filling on hyperbolic virtually special groups.
result Several properties (stable commutator length, quasimorphisms, property NL, property FW∞, property FA, and non-abelian free subgroups) are not profinite invariants.
In the recent years, we have witnessed the development of multi-label classification methods which utilize the structure of the label space in a divide and conquer approach to improve classification performance and allow large data sets to be classified efficiently. Yet most of the available data sets have been provide…
The ability to witness non-local correlations lies at the core of foundational aspects of quantum mechanics and its application in the processing of information. Commonly, this is achieved via the violation of Bell inequalities. Unfortunately, however, their systematic derivation quickly becomes unfeasible as the scena…
Gaussian processes (GPs) have been proven to be powerful tools in various areas of machine learning. However, there are very few applications of GPs in the scenario of multi-view learning. In this paper, we present a new GP model for multi-view learning. Unlike existing methods, it combines multiple views by regularizi…
Great successes of deep neural networks have been witnessed in various real applications. Many algorithmic and implementation techniques have been developed, however, theoretical understanding of many aspects of deep neural networks is far from clear. A particular interesting issue is the usefulness of dropout, which w…
The study of networks has witnessed an explosive growth over the past decades with several ground-breaking methods introduced. A particularly interesting -- and prevalent in several fields of study -- problem is that of inferring a function defined over the nodes of a network. This work presents a versatile kernel-base…
One of the most fundamental problems in causal inference is the estimation of a causal effect when variables are confounded. This is difficult in an observational study, because one has no direct evidence that all confounders have been adjusted for. We introduce a novel approach for estimating causal effects that explo…