arXiv subjects

Joaquín Sánchez García

Publications and source records attributed to Joaquín Sánchez García.

3 recordsLinked to original sources

arXiv2024

On the Ollivier-Ricci curvature as fragility indicator of the stock markets

Recently, an indicator for stock market fragility and crash size in terms of the Ollivier-Ricci curvature has been proposed. We study analytical and empirical properties of such indicator, test its elasticity with respect to different parameters and provide heuristics for the parameters involved. We show when and how the indicator accurately describes a financial crisis. We also propose an alternate method for calculating the indicator using a specific sub-graph with special curvature properties.

econ.EM↗

arXiv2024

On the impact of measure pre-conditionings on general parametric ML models and transfer learning via domain adaptation

We study a new technique for understanding convergence of learning agents under small modifications of data. We show that such convergence can be understood via an analogue of Fatou's lemma which yields gamma-convergence. We show it's relevance and applications in general machine learning tasks and domain adaptation transfer learning.

stat.ML↗

arXiv2022

Minimizing movement scheme for intrinsic aggregation on compact Riemannian manifolds

Recently solutions to the aggregation equation on compact Riemannian Manifolds have been studied with different techniques. This work demonstrates the small time existence of measure-valued solutions for suitably regular intrinsic potentials. The main tool is the use of the minimizing movement scheme which together with the optimality conditions yield a finite speed of propagation. The main technical difficulty is non-differentiability of the potential in the cut locus which is resolved via the propagation properties of geodesic interpolations of the minimizing movement scheme and passes to the limit as the time step goes to zero.

math.AP↗