19 citations
- Centre de Recherche en Mathématiques de la DécisionFR6 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- Université Paris Sciences et LettresFR2 papers
- Aix-Marseille UniversitéFR1 paper
- California Southern UniversityUS1 paper
- Capital Fund Management (France)FR1 paper
- ETH ZurichCH1 paper
- Evangelische Hochschule BerlinDE1 paper
- Federico Santa María Technical UniversityCL1 paper
- GIPSA-LabFR1 paper
- Gran Sasso Science InstituteIT1 paper
- Institut de Mathématiques de Jussieu-Paris Rive GaucheFR1 paper
10 papers
Nonlinear PDEs with modulated dispersion II: Korteweg-de Vries equation
Khalil Chouk, Massimiliano Gubinelli, Guopeng Li +2
(Due to the limit on the number of characters for an abstract set by arXiv, the full abstract can not be displayed here. See the abstract in the paper.) We study dispersive equatio…
A Nested Factor Model for Equity Markets: Reconciling Multifractal Stock Returns and Rough Index Volatilities
Othmane Zarhali, Cecilia Aubrun, Emmanuel Bacry +2
The Nested factor model was introduced by Chicheportiche et al. to represent non-linear correlations between stocks. Stock returns are explained by a standard factor model, but the…
Exponential Tail Estimates for Multitype Poisson Branching Processes and Application to Hawkes Processes
Théo Leblanc
We establish exponential moment bounds for linear functionals of the total progeny of multitype Poisson Bienaymé-Galton-Watson trees. Our estimates are explicitly characterized in…
Robustness Cannot be Reduced to Regularization: Studying Adversarial Training Beyond the Linear Case
David A. R. Robin, Rafael Pinot, Yann Chevaleyre
The vulnerability of ML models to adversarial examples has recently emerged as a major concern. While adversarial training is one of the most effective countermeasures to this issu…
Exotic critical states as fractional Fermi seas in the one-dimensional Bose gas
Alvise Bastianello, Yi Zeng, Sudipta Dhar +7
Critical quantum field theories occupy a central position in modern theoretical physics for their inherent universality stemming from long-range correlations. As an example, the To…
First Order Logic on Pathwidth Revisited Again
Michael Lampis
Courcelle's celebrated theorem states that all MSO-expressible properties can be decided in linear time on graphs of bounded treewidth. Unfortunately, the hidden constant implied b…