1,344 research outputs found
A Look at Financial Dependencies by Means of Econophysics and Financial Economics
This is a review about financial dependencies which merges efforts in
econophysics and financial economics during the last few years. We focus on the
most relevant contributions to the analysis of asset markets' dependencies,
especially correlational studies, which in our opinion are beneficial for
researchers in both fields. In econophysics, these dependencies can be modeled
to describe financial markets as evolving complex networks. In particular we
show that a useful way to describe dependencies is by means of information
filtering networks that are able to retrieve relevant and meaningful
information in complex financial data sets. In financial economics these
dependencies can describe asset comovement and spill-overs. In particular,
several models are presented that show how network and factor model approaches
are related to modeling of multivariate volatility and asset returns
respectively. Finally, we sketch out how these studies can inspire future
research and how they contribute to support researchers in both fields to find
a better and a stronger common language
Zero-temperature stochastic Ising model on planar quasi-transitive graphs
We study the zero-temperature stochastic Ising model on some connected planar
quasi-transitive graphs, which are invariant under rotation and translation.
The initial spin configuration is distributed according to a Bernoulli product
measure with parameter . In particular, we prove that if
and the graph underlying the model satisfies the planar shrink property (which
causes each finite cluster to shrink to a site and then vanish with positive
probability) then all vertices flip infinitely often almost surely
Jake pozicione igre
In this thesis, we study 2-player combinatorial games on graphs. We devote a lot of attention to strong positional games, where both players have the same goal. First, we consider the so-called fixed graph strong Avoider-Avoider game in which two players called Red and Blue alternately claim edges of the complete graph Kn, and the player who first completes a copy of a fixed graph F loses the game. If neither of the players claimed a copy of F in his graph and all the elements of the board are claimed, the game is declared a draw. Even though these games have been studied for decades, there are very few known results. We make a step forward by proving that Blue has a winning strategy it two different games of this kind. Furthermore, we introduce strong CAvoiderCAvoider F games where the claimed edges of each player must form a connected graph throughout the game. This is a natural extension of the strong Avoider-Avoider games, with a connectedness constraint. We prove that Blue can win in three standard CAvoider-CAvoider F games. Next, we study strong Maker-Maker F games, where now, the player who first occupies a copy of F is the winner. It is well-known that the outcome of these games when both players play optimally can be either the first player's win or a draw. We are interested in finding the achievement number a(F) of a strong Maker-Maker F game, that is, the smallest n for which Red has a winning strategy. We can find the exact value a(F) for several graphs F, including paths, cycles, perfect matchings, and a subclass of trees on n vertices. We also give the upper and lower bounds for the achievement number of stars and trees. Finally, we introduce generalized saturation games as a natural extension of two different types of combinatorial games, saturation games and Constructor-Blocker games. In the generalized saturation game, two graphs H and F are given in advance. Two players called Max and Mini alternately claim unclaimed edges of the complete graph Kn and together gradually building the game graph G, the graph that consists of all edges claimed by both players. The graph G must never contain a copy of F, and the game ends when there are no more moves, i.e. when G is a saturated F-free graph. We are interested in the score of this game, that is, the number of copies of the graph H in G at the end of the game. Max wants to maximize this score, whereas Mini tries to minimize it. The game is played under the assumption that both players play optimally. We study several generalized saturation games for natural choices of F and H, in an effort to locate the score of the game as precisely as possible.У овој тези проучавамо комбинаторне игре на графовима које играју 2 играча. Посебну пажњу посвећујемо јаким позиционим играма, у којима оба играча имају исти циљ. Прво, посматрамо такозвану јаку Авојдер-Авојдер игру са задатим фиксним графом у којој два играча, Црвени и Плави наизменично селектују гране комплетног графа Kn, а играч који први селектује копију фиксног графа F губи игру. Ако ниједан од играча не садржи копију од F у свом графу и сви елементи табле су селектовани, игра се проглашава нерешеном. Иако су ове игре проучаване деценијама, врло је мало познатих резултата. Ми смо направили корак напред доказавши да Плави има победничку стратегију у две различите игре ове врсте. Такође, уводимо јаке ЦАвојдер-ЦАвојдер F игре у којима граф сваког играча мора остати повезан током игре. Ово је природно проширење јаких Авојдер-Авојдер игара, са ограничењем повезаности. Доказујемо да Плави може да победи у три стандардне ЦАвојдер-ЦАвојдер F игре. Затим проучавамо јаке Мејкер-Мејкер F игре, у којима је играч који први селектује копију од F победник. Познато је да исход ових игара уколико оба играча играју оптимално може бити или победа првог играча или нерешено. Циљ нам је да пронађемо ачивмент број а(F) јаке Мејкер-Мејкер F игре, односно најмање n за које Црвени има победничку стратегију. Дајемо тачну вредност a(F) за неколико графова F, укључујући путеве, циклусе, савршене мечинге и поткласу стабала са n чворова. Такође, дајемо горње и доње ограничење ачивмент броја за звезде и стабла. Коначно, уводимо уопштене игре сатурације као природно проширење две различите врсте комбинаторних игара, игара сатурације и Конструктор-Блокер игара. У уопштеној игри сатурације унапред су дата два графа H и F. Два играча по имену Макс и Мини наизменично селектују слободне гране комплетног графа Kn и заједно постепено граде граф игре G, који се састоји од свих грана које су селектовала оба играча. Граф G не сме да садржи копију од F, а игра се завршава када више нема потеза, односно када је G сатуриран граф који не садржи F. Занима нас резултат ове игре, односно, број копија графа H у G на крају игре. Макс жели да максимизира овај резултат, док Мини покушава да га минимизира. Игра се под претпоставком да оба играча играју оптимално. Проучавамо неколико уопштених игара сатурације за природне изборе F и H, у настојању да што прецизније одредимо резултат игре.U ovoj tezi proučavamo kombinatorne igre na grafovima koje igraju 2 igrača. Posebnu pažnju posvećujemo jakim pozicionim igrama, u kojima oba igrača imaju isti cilj. Prvo, posmatramo takozvanu jaku Avojder-Avojder igru sa zadatim fiksnim grafom u kojoj dva igrača, Crveni i Plavi naizmenično selektuju grane kompletnog grafa Kn, a igrač koji prvi selektuje kopiju fiksnog grafa F gubi igru. Ako nijedan od igrača ne sadrži kopiju od F u svom grafu i svi elementi table su selektovani, igra se proglašava nerešenom. Iako su ove igre proučavane decenijama, vrlo je malo poznatih rezultata. Mi smo napravili korak napred dokazavši da Plavi ima pobedničku strategiju u dve različite igre ove vrste. Takođe, uvodimo jake CAvojder-CAvojder F igre u kojima graf svakog igrača mora ostati povezan tokom igre. Ovo je prirodno proširenje jakih Avojder-Avojder igara, sa ograničenjem povezanosti. Dokazujemo da Plavi može da pobedi u tri standardne CAvojder-CAvojder F igre. Zatim proučavamo jake Mejker-Mejker F igre, u kojima je igrač koji prvi selektuje kopiju od F pobednik. Poznato je da ishod ovih igara ukoliko oba igrača igraju optimalno može biti ili pobeda prvog igrača ili nerešeno. Cilj nam je da pronađemo ačivment broj a(F) jake Mejker-Mejker F igre, odnosno najmanje n za koje Crveni ima pobedničku strategiju. Dajemo tačnu vrednost a(F) za nekoliko grafova F, uključujući puteve, cikluse, savršene mečinge i potklasu stabala sa n čvorova. Takođe, dajemo gornje i donje ograničenje ačivment broja za zvezde i stabla. Konačno, uvodimo uopštene igre saturacije kao prirodno proširenje dve različite vrste kombinatornih igara, igara saturacije i Konstruktor-Bloker igara. U uopštenoj igri saturacije unapred su data dva grafa H i F. Dva igrača po imenu Maks i Mini naizmenično selektuju slobodne grane kompletnog grafa Kn i zajedno postepeno grade graf igre G, koji se sastoji od svih grana koje su selektovala oba igrača. Graf G ne sme da sadrži kopiju od F, a igra se završava kada više nema poteza, odnosno kada je G saturiran graf koji ne sadrži F. Zanima nas rezultat ove igre, odnosno, broj kopija grafa H u G na kraju igre. Maks želi da maksimizira ovaj rezultat, dok Mini pokušava da ga minimizira. Igra se pod pretpostavkom da oba igrača igraju optimalno. Proučavamo nekoliko uopštenih igara saturacije za prirodne izbore F i H, u nastojanju da što preciznije odredimo rezultat igre
The Distributed Complexity of Locally Checkable Labeling Problems Beyond Paths and Trees
We consider locally checkable labeling LCL problems in the LOCAL model of
distributed computing. Since 2016, there has been a substantial body of work
examining the possible complexities of LCL problems. For example, it has been
established that there are no LCL problems exhibiting deterministic
complexities falling between and . This line of
inquiry has yielded a wealth of algorithmic techniques and insights that are
useful for algorithm designers.
While the complexity landscape of LCL problems on general graphs, trees, and
paths is now well understood, graph classes beyond these three cases remain
largely unexplored. Indeed, recent research trends have shifted towards a
fine-grained study of special instances within the domains of paths and trees.
In this paper, we generalize the line of research on characterizing the
complexity landscape of LCL problems to a much broader range of graph classes.
We propose a conjecture that characterizes the complexity landscape of LCL
problems for an arbitrary class of graphs that is closed under minors, and we
prove a part of the conjecture.
Some highlights of our findings are as follows.
1. We establish a simple characterization of the minor-closed graph classes
sharing the same deterministic complexity landscape as paths, where ,
, and are the only possible complexity classes.
2. It is natural to conjecture that any minor-closed graph class shares the
same complexity landscape as trees if and only if the graph class has bounded
treewidth and unbounded pathwidth. We prove the "only if" part of the
conjecture.
3. In addition to the well-known complexity landscapes for paths, trees, and
general graphs, there are infinitely many different complexity landscapes among
minor-closed graph classes
Pearcey universality at cusps of polygonal lozenge tiling
We study uniformly random lozenge tilings of general simply connected
polygons. Under a technical assumption that is presumably generic with respect
to polygon shapes, we show that the local statistics around a cusp point of the
arctic curve converge to the Pearcey process. This verifies the widely
predicted universality of edge statistics in the cusp case. Together with the
smooth and tangent cases proved in Aggarwal-Huang and Aggarwal-Gorin, these are
believed to be the three types of edge statistics that can arise in a generic
polygon. Our proof is via a local coupling of the random tiling with
non-intersecting Bernoulli random walks (NBRW). To leverage this coupling, we
establish an optimal concentration estimate for the tiling height function
around the cusp. As another step and also a result of potential independent
interest, we show that the local statistics of NBRW around a cusp converge to
the Pearcey process when the initial configuration consists of two parts with
proper density growth, via careful asymptotic analysis of the determinantal
formula.Comment: 59 pages, 9 figure
WL meet VC
Recently, many works studied the expressive power of graph neural networks
(GNNs) by linking it to the -dimensional Weisfeiler--Leman algorithm
(). Here, the is a well-studied
heuristic for the graph isomorphism problem, which iteratively colors or
partitions a graph's vertex set. While this connection has led to significant
advances in understanding and enhancing GNNs' expressive power, it does not
provide insights into their generalization performance, i.e., their ability to
make meaningful predictions beyond the training set. In this paper, we study
GNNs' generalization ability through the lens of Vapnik--Chervonenkis (VC)
dimension theory in two settings, focusing on graph-level predictions. First,
when no upper bound on the graphs' order is known, we show that the bitlength
of GNNs' weights tightly bounds their VC dimension. Further, we derive an upper
bound for GNNs' VC dimension using the number of colors produced by the
. Secondly, when an upper bound on the graphs' order is
known, we show a tight connection between the number of graphs distinguishable
by the and GNNs' VC dimension. Our empirical study
confirms the validity of our theoretical findings.Comment: arXiv admin note: text overlap with arXiv:2206.1116
Fast Algorithms for Separable Linear Programs
In numerical linear algebra, considerable effort has been devoted to
obtaining faster algorithms for linear systems whose underlying matrices
exhibit structural properties. A prominent success story is the method of
generalized nested dissection~[Lipton-Rose-Tarjan'79] for separable matrices.
On the other hand, the majority of recent developments in the design of
efficient linear program (LP) solves do not leverage the ideas underlying these
faster linear system solvers nor consider the separable structure of the
constraint matrix.
We give a faster algorithm for separable linear programs. Specifically, we
consider LPs of the form , where the
graphical support of the constraint matrix is -separable. These include flow problems on planar graphs
and low treewidth matrices among others. We present an time algorithm for these LPs, where is
the relative accuracy of the solution.
Our new solver has two important implications: for the -multicommodity
flow problem on planar graphs, we obtain an algorithm running in
time in the high accuracy regime; and when the
support of is -separable with , our
algorithm runs in time, which is nearly optimal. The latter
significantly improves upon the natural approach of combining interior point
methods and nested dissection, whose time complexity is lower bounded by
, where is the
matrix multiplication constant. Lastly, in the setting of low-treewidth LPs, we
recover the results of [DLY,STOC21] and [GS,22] with significantly simpler data
structure machinery.Comment: 55 pages. To appear at SODA 202
A machine learning approach to constructing Ramsey graphs leads to the Trahtenbrot-Zykov problem.
Attempts at approaching the well-known and difficult problem of constructing Ramsey graphs via machine learning lead to another difficult problem posed by Zykov in 1963 (now commonly referred to as the Trahtenbrot-Zykov problem): For which graphs F does there exist some graph G such that the neighborhood of every vertex in G induces a subgraph isomorphic to F? Chapter 1 provides a brief introduction to graph theory. Chapter 2 introduces Ramsey theory for graphs. Chapter 3 details a reinforcement learning implementation for Ramsey graph construction. The implementation is based on board game software, specifically the AlphaZero program and its success learning to play games from scratch. The chapter ends with a description of how computing challenges naturally shifted the project towards the Trahtenbrot-Zykov problem. Chapter 3 also includes recommendations for continuing the project and attempting to overcome these challenges. Chapter 4 defines the Trahtenbrot-Zykov problem and outlines its history, including proofs of results omitted from their original papers. This chapter also contains a program for constructing graphs with all neighborhood-induced subgraphs isomorphic to a given graph F. The end of Chapter 4 presents constructions from the program when F is a Ramsey graph. Constructing such graphs is a non-trivial task, as Bulitko proved in 1973 that the Trahtenbrot-Zykov problem is undecidable. Chapter 5 is a translation from Russian to English of this famous result, a proof not previously available in English. Chapter 6 introduces Cayley graphs and their relationship to the Trahtenbrot-Zykov problem. The chapter ends with constructions of Cayley graphs Γ in which the neighborhood of every vertex of Γ induces a subgraph isomorphic to a given Ramsey graph, which leads to a conjecture regarding the unique extremal Ramsey(4, 4) graph
Two-sets cut-uncut on planar graphs
We study the following Two-Sets Cut-Uncut problem on planar graphs. Therein,
one is given an undirected planar graph and two sets of vertices and
. The question is, what is the minimum number of edges to remove from ,
such that we separate all of from all of , while maintaining that every
vertex in , and respectively in , stays in the same connected component.
We show that this problem can be solved in time with a
one-sided error randomized algorithm. Our algorithm implies a polynomial-time
algorithm for the network diversion problem on planar graphs, which resolves an
open question from the literature. More generally, we show that Two-Sets
Cut-Uncut remains fixed-parameter tractable even when parameterized by the
number of faces in the plane graph covering the terminals , by
providing an algorithm of running time .Comment: 22 pages, 5 figure
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