Correlation emergence and the Epps effect in two coupled limit order books - 惯性聚合

推荐订阅源

Netflix TechBlog - Medium

Blog — PlanetScale

freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More

CTFtime.org: upcoming CTF events

博客园 - 聂微东

Engineering at Meta

WordPress大学

Proofpoint News Feed

MIT News - Artificial intelligence

The Cloudflare Blog

Hackread – Cybersecurity News, Data Breaches, AI and More

Hugging Face - Blog

The Register - Security

Microsoft Security Blog

博客园_首页

Fortinet All Blogs

博客园 - 三生石上(FineUI控件)

Y Combinator Blog

Visual Studio Blog

酷壳 – CoolShell

Last Week in AI

博客园 - 叶小钗

DataBreaches.Net

大猫的无限游戏

aimingoo的专栏

让小产品的独立变现更简单 - ezindie.com

The GitHub Blog

Recent Announcements

阮一峰的网络日志

Threat Research - Cisco Blogs

Cisco Talos Blog

宝玉的分享

math updates on arXiv.org

Coupling-Robust Accuracy in Multiphysics Physics Informed Neural Networks via Kronecker-Preconditioned Optimization Non-normal spectral signatures of instability in neural network training dynamics Optimization of randomized neural networks for transfer operator approximation Selective Ambulance Dispatch Under Contextual Travel-Time Uncertainty LLAMA LIMA: A Living Meta-Analysis on the Effects of Generative AI on Learning Mathematics Learning Decision-Sufficient Representations for Linear Optimization Parameterized Complexity of Stationarity Testing for Piecewise-Affine Functions and Shallow CNN Losses Prabhakar function and unified fractional kinetic equation in bicomplex space Computing Gamma(p/q) with Beta function values Flows on Graded Manifolds Optimal embedding dimension in the Nash--Tognoli theorem An optimal first-order method for smooth and strongly convex composite optimization and its stationary limit Sharp Bohr-Type inequalities for certain classes of close-to-convex functions Invariants of real affine varieties based on their complexifications Topological symmetric and braid homologies A Formal Graph-Theoretic Framework for Pitch Class Set Analysis Finite groups with high commuting probability for Sylow subgroups Performance Bounds for Rollout Policies in Stochastic Shortest Path Problems Real 2-blocks in quasi-simple groups Maximal subalgebras of the Lie algebra $W_n(\mathbb{K})$ Cohomogeneity-One Ruled Hypersurfaces in $\mathbb{CP}^2$ and $\mathbb{C}H^2$ Global analysis of the Kuramoto flow Neural Flow Operators can Approximate any Operator: Abstract Frameworks and Universal Approximations LLMs as Noisy Channels: A Shannon Perspective on Model Capacity and Scaling Laws On the Stability of Spherical Hellinger-Kantorovich Flows and Their Implications for Differential Privacy Training-Free Looped Transformers Move on Muon : A Hamiltonian probability gradient flow perspective of Muon optimizer Entrywise Error Bounds for Spectral Ranking with Semi-Random Adversaries Asymmetric Scaling Laws from Sparse Features Is Dimensionality a Barrier for Retrieval Models? RA-DCA: A Randomized Active-Set DCA for Directional Stationarity in Max-Structured DC Programs Commutator-Induced Uncertainty in VAEs Weisfeiler-Leman Is Incomplete on Simple Spectrum Graphs, so Canonicalize Them Sparse In-Network Learning via Shortest-Path Backpropagation and Finite-Rate Gating Generalized Stochastic Approximation of the Log-Likelihood Ratio for Robust Sequential Change-Point Detection Instance-Optimal Estimation with Multiple LLM Judges on a Budget Entropy Equivalence Testing Expand More, Shrink Less: Shaping Effective-Rank Dynamics for Dense Scaling in Recommendation Any-Dimensional Invariant Universality Operationalizing Individual Fairness via Gradient Descent and Bradley-Terry Models Anytime Training with Schedule-Free Spectral Optimization Concise and elegant proofs of three formulas for complete Bell polynomials On Reed-Muller subcodes, Grassmannian partitions and sum-free functions Diffusion-based Denoising Beats Vanilla Score Matching in Parameter Estimation: A Theoretical Explanation Resilience Characterization of AI-Native Wireless Receivers via Persistent Homology The General Theory of Localization Methods A Comprehensive Study of Clique Graphs and Clique Regular Graphs Every signed planar graph is $5$-choosable: A short proof and refinements General Lower Bounds for Differentially Private Federated Learning with Arbitrary Public-Transcript Interactions PilotWiMAE: Pilot-Native Representation Learning for Wireless Channels Proximal basin hopping: global optimization with guarantees Democratizing Large-Scale Re-Optimization with LLM-Guided Model Patches On Stability and Decomposition of Sample Quantiles under Heavy-Tailed Distributions Symmetry-Compatible Principle for Optimizer Design: Embeddings, LM Heads, SwiGLU MLPs, and MoE Routers Stochastic Non-Smooth Convex Optimization with Unbounded Gradients Dimension-Free Convergence of Discrete Diffusion Models: Adjoint Equations Induce the Right Space The Geometry of Cooperative Game Solutions: Stratified Egalitarian Shapley Values An Axiomatic Theory of Tie-Breaking: Impossibility, Characterization, and Decomposition PyCSP3-Scheduling: A Scheduling Extension for PyCSP3 Strategic PAC Learnability via Geometric Definability Proximal-Based Generative Modeling for Bayesian Inverse Problems Every Minimal Counterexample to the Erdős-Gyárfás Conjecture is Predominantly Cubic SPHERICAL KV: Angle-Domain Attention and Rate-Distortion Retention for Efficient Long-Context Inference NOVA: Fundamental Limits of Knowledge Discovery Through AI Model-based Bootstrap of Controlled Markov Chains TopoGeoScore: A Self-Supervised Source-Only Geometric Framework for OOD Checkpoint Selection Minimal Filling Architectures of Polynomial Neural Networks: Counterexamples, Frontier Search, and Defects Omni-scale Learning-based Sequential Decision Framework for Order Fulfillment of Tote-handling Robotic Systems Grokking or Glitching? How Low-Precision Drives Slingshot Loss Spikes Towards an Inferentialist Account of Information Through Proof-theoretic Semantics Random test functions, $H^{-1}$ norm equivalence, and stochastic variational physics-informed neural networks QUIVER: Cost-Aware Adaptive Preference Querying in Surrogate-Assisted Evolutionary Multi-Objective Optimization Robust and Fast Training via Per-Sample Clipping Beyond Continuity: Simulation-free Reconstruction of Discrete Branching Dynamics from Single-cell Snapshots Wasserstein Distributionally Robust Regret Optimization for Reinforcement Learning from Human Feedback Deep Learning of Solver-Aware Turbulence Closures from Nudged LES Dynamics Information bottleneck for learning the phase space of dynamics from high-dimensional experimental data QED: An Open-Source Multi-Agent System for Generating Mathematical Proofs on Open Problems Information-Theoretic Measures in AI: A Practical Decision Guide Inference of Online Newton Methods with Nesterov's Accelerated Sketching A Unified Fractional Regularization Framework for Sparse Recovery Mathematical Foundations for Peer-to-Peer Lattice Computation Geometric Layer-wise Approximation Rates for Deep Networks RateQuant: Optimal Mixed-Precision KV Cache Quantization via Rate-Distortion Theory ML-based approach to classification and generation of structured light propagation in turbulent media Zeroth-Order Optimization at the Edge of Stability Adaptive Learning via Off-Model Training and Importance Sampling for Fully Non-Markovian Optimal Stochastic Control. Complete version Beyond Fixed False Discovery Rates: Post-Hoc Conformal Selection with E-Variables Order-Optimal Sequential 1-Bit Mean Estimation in General Tail Regimes Training-Free Rate-Distortion-Perception Traversal With Diffusion Conformal Policy Control Linear Regression with Unknown Truncation Beyond Gaussian Features ArcMark: Distortion-Free Multi-Byte LLM Watermark via Optimal Transport Feature Learning Dynamics in Infinite-Depth Neural Networks ATHENA: Agentic Team for Hierarchical Evolutionary Numerical Algorithms Normalizing Flows on Quotient Manifolds via Boundary Quotients What Can Be Recovered Under Sparse Adversarial Corruption? Assumption-Free Theory for Linear Measurements TelecomTS: A Multi-Modal Observability Dataset for Time Series and Language Analysis Program Evaluation with Remotely Sensed Outcomes Efficient Gradient Estimation for Parameterized Quantum Systems with Lie Algebraic Symmetries

Correlation emergence and the Epps effect in two coupled limit order books

[Submitted on 12 Jun 2026] · 2026-06-15 · via math updates on arXiv.org

此内容由惯性聚合(RSS阅读器)自动聚合整理，仅供阅读参考。原文来自 — 版权归原作者所有。