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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.

169,341 papers · 148 categories

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48 results for yield equivalence

This paper shows how forward rate interpolations are equivalent to discount factor interpolations in yield curve construction.

problem The challenge of choosing between different interpolation methods for yield curve construction.
method Demonstrates the equivalence between forward rate interpolations and discount factor interpolations.
result Some popular interpolation methods on forward rates are equivalent to classical interpolation methods on discount factors.

Horizontal surgery on pseudo-Anosov flows yields almost equivalent flows.

problem Understanding and manipulating pseudo-Anosov flows.
method Performing horizontal surgery on pseudo-Anosov flows by cutting along specific annuli and regluing with a Dehn twist.
result Horizontal Goodman surgery on transitive pseudo-Anosov flows yields an almost equivalent flow.

Local equivalence found between certain solitons and generalized Kähler-Ricci solitons.

problem Understanding and constructing generalized Kähler-Ricci solitons.
method Establishing local equivalence and extending to complete GKRS under natural conditions.
result Local classification and construction of new examples in all dimensions, especially in four dimensions.

Equivalent bicategories constructed from action Lie groupoids.

problem Equivalence of bicategories constructed from action Lie groupoids.
method Localizing at equivariant weak equivalences, surjective submersive equivariant weak equivalences, and all weak equivalences.
result Weak equivalences between action Lie groupoids are isomorphic to compositions of nice forms of equivariant weak equivalences.

We study gauge transformations of Dirac structures and the relationship between gauge and Morita equivalences of Poisson manifolds. We describe how the symplectic structure of a symplectic groupoid is affected by a gauge transformation of the Poisson structure on its identity section, and prove that gauge-equivalent in…

2002-02-12abs ↗pdf ↗

Cover's theorem extended to stochastic portfolio theory, showing yield equivalence.

problem Model-free yield comparison in stochastic portfolio theory.
method Extending Cover's theorem to variable rebalancing rules and comparing with numeraire portfolio.
result Optimal long run yield is equivalent across three approaches.

Parallelization technique for welded links preserves equivalence and yields specific decompositions.

problem Defining and proving equivalence of parallel welded link diagrams.
method Introduced a parallelization construction for welded link diagrams and showed its well-definedness.
result Parallel diagrams maintain equivalence under specific orientations and yield decompositions.

This paper shows the equivalence of the categories of NN-manifolds of degree 22 with the category of double vector bundles endowed with a linear metric. Split Poisson NN-manifolds of degree 22 are shown to be equivalent to self-dual representations up to homotopy. As a consequence, the equivalence above induces an …

2015-04-03abs ↗pdf ↗

Researchers discover all affinely homogeneous models for surfaces in 4D space.

problem Identifying all affinely homogeneous models for surfaces in 4D space.
method Improved power series method of equivalence, capturing invariants at the origin, creating branches, and infinitesimalizing calculations.
result Find several inequivalent terminal branches yielding each to some nonempty moduli space of homogeneous models.

Mapping class group subgroups yield quasi-isometric curve complex.

problem Understanding the curve complex through coset intersections.
method Proving quasi-isometry and combinatorial equivalence of curve complex and coset intersection complex.
result Automorphism group of coset intersection complex is the extended mapping class group.

In this paper we characterize compact extended Ptolemy metric spaces with many circles up to Möbius equivalence. This characterization yields a Möbius characterization of the nn-dimensional spheres SnS^n and hemispheres S+nS^n_+ when endowed with their chordal metrics. In particular, we show that every compact extended…

2010-08-19abs ↗pdf ↗

Paper proposes equivalent Lipschitz surrogates for zero-norm and rank optimization problems.

problem Optimization problems involving zero-norm and rank functions.
method Reformulate as MPECs, use global exact penalty, eliminate dual variable to get surrogates.
result Obtained equivalent Lipschitz surrogates for zero-norm and rank optimization problems.

Two new equivalences found between Lie supergroups and super Harish-Chandra pairs.

problem Establishing a new equivalence between Lie supergroups and super Harish-Chandra pairs.
method Two new functors Ψ^circ and Ψ^e that construct a Lie supergroup from a super Harish-Chandra pair.
result Both Ψ^circ and Ψ^e are quasi-inverse to the natural functor Φ from Lie supergroups to super Harish-Chandra pairs.

Trust-region methods and natural gradients are equivalent in certain policy search scenarios.

problem Improving policy search methods in continuous control tasks.
method Introducing compatible policy search (COPOS) that uses natural parameterization and compatible value function approximation to control entropy loss.
result COPOS yields state-of-the-art results in challenging tasks and reduces entropy loss.

Private classification and online prediction are shown to be equivalent.

problem Learning with differential privacy and online prediction equivalence.
method Introducing global stability and proving equivalence between online learnability and private PAC learnability.
result Every concept class with finite Littlestone dimension can be learned by a differentially-private algorithm.

Starting with some motivating examples (classical atlases for a manifold, space of leaves of a foliation, group orbits), we propose to view a Lie groupoid as a generalized atlas for the "virtual structure" of its orbit space, the equivalence between atlases being here the smooth Morita equivalence. This "structure" kee…

2007-11-13abs ↗pdf ↗

New method simplifies causal inference with tiered background knowledge.

problem Large equivalence classes of DAGs limit causal information.
method Integrates tiered background knowledge to create 'tiered MPDAGs' with simplified structure.
result Tiered MPDAGs are chain graphs with chordal components, simplifying causal effect estimation.

The neural tangent kernel equivalence theorem fails in practice.

problem Does the neural tangent kernel (NTK) equivalence theorem hold in practical neural network training?
method Rigorously derived NTK and conducted numerical experiments to evaluate the equivalence theorem.
result Adding a layer to a neural network and the corresponding updated NTK do not yield matching changes in predictor error.

In this paper we prove rigidity theorems for Poisson Lie group actions on Poisson manifolds. In particular, we prove that close infinitesimal momentum maps associated to Poisson Lie group actions are equivalent using a normal form theorem for SCI spaces. When the Poisson structure of the acted manifold is integrable, t…

2014-10-20abs ↗pdf ↗

For a real oriented hyperplane arrangement, we show that the corresponding Salvetti complex is homotopy equivalent to the complement of the complexified arrangement. This result was originally proved by M. Salvetti. Our proof follows the framework of a proof given by L. Paris and relies heavily on the notation of orien…

2009-05-27abs ↗pdf ↗

Deep clustering models are shown to be equivalent to K-means under certain conditions.

problem The challenge of unsupervised deep learning and clustering.
method The study proves the equivalence of recent discriminative models and K-means under specific conditions and parameters.
result Maximizing the L2 regularized mutual information is equivalent to a soft and regularized K-means loss.

We study (pre-)sheaves in bicategories on geometric categories: smooth manifolds, manifolds with a Lie group action and Lie groupoids. We present three main results: we describe equivariant descent, we generalize the plus construction to our setting and show that the plus construction yields a 2-stackification for 2-pr…

2010-04-26abs ↗pdf ↗

Pion optimizes LLMs by preserving weight matrix singular values.

problem Training large language models (LLMs) with standard optimizers leads to unstable weight matrices.
method Pion uses orthogonal transformations to update weight matrices, preserving their singular values.
result Pion offers a stable alternative to standard optimizers for LLM pretraining and finetuning.

The Adomian decomposition method is shown to be equivalent to the Taylor series approach.

problem Incorrectly perceived complexity of the Adomian decomposition method.
method Demonstrates the Adomian decomposition method as equivalent to the Taylor series approach.
result The Adomian decomposition method is simpler and more straightforward.

We prove that Fefferman spaces, associated to non--degenerate CR structures of hypersurface type, are characterised, up to local conformal isometry, by the existence of a parallel orthogonal complex structure on the standard tractor bundle. This condition can be equivalently expressed in terms of conformal holonomy. Ex…

2006-11-30abs ↗pdf ↗

Statistical query algorithms and low-degree tests are nearly equivalent in high-dimensional hypothesis testing.

problem High-dimensional hypothesis testing and information-computation gaps.
method Analysis of statistical query framework and low-degree polynomials.
result Statistical query algorithms and low-degree polynomials are almost equivalent in power under mild conditions.