Tootfinder

This https://arxiv.org/abs/2411.13558 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_qfi…

Finding the nonnegative minimal solutions of Cauchy PDEs in a volatility-stabilized market
The strong relative arbitrage problem in Stochastic Portfolio Theory seeks an investment strategy that almost surely outperforms a benchmark portfolio at the end of a given time horizon. The highest relative return in relative arbitrage opportunities is characterized by the smallest nonnegative continuous solution of a Cauchy problem for a partial differential equation (PDE). However, solving this type of PDE poses analytical and numerical challenges, due to the high dimensionality and its non-…

This https://arxiv.org/abs/2504.18299 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_…

Dust-driven vortex cascades originating at water snow regions: A pathway to planetesimal formation
The origin of observed planetary systems, including our Solar System, as well as their diversity, is still an open question. Streaming instability (SI) is an important mechanism for the formation of gravitationally bound planetesimals, which can grow to form planetary embryos and eventually planets. Snow lines in a protoplanetary disk can assist this process, as they can form pressure maxima and promote both dust accumulation and growth. Since the sublimation of a volatile is gradual due to opa…

This https://arxiv.org/abs/2504.11116 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_qfi…

Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio
Solving large-scale, continuous-time portfolio optimization problems involving numerous assets and state-dependent dynamics has long been challenged by the curse of dimensionality. Traditional dynamic programming and PDE-based methods, while rigorous, typically become computationally intractable beyond a few state variables ($\sim$3-6 limit in prior studies). To overcome this critical barrier, we introduce the \emph{Pontryagin-Guided Direct Policy Optimization} (PG-DPO) framework. PG-DPO levera…