arXiv preprints from January 1, 2026 through September 23, 2026 — 18:01:50 EST
Security-agent evaluations commonly measure peak offensive capability under generous inference budgets, emphasizing vulnerability discovery, exploit development, penetration testing, and CTF completion. Such measurements are useful but incomplete: in operational security, every reasoning step, tool call, telemetry query, and...
Dynamic entanglement distribution is a key requirement for scalable, multi-user and multi-protocol quantum networks. We demonstrate a metropolitan-scale entanglement-based quantum communication network enabled by a quantum reconfigurable optical add-drop multiplexer (q-ROADM), which dynamically distributes polarisation-entangled...
In the last decades, spacetime noncommutativity and the associated deformations of relativistic symmetries have attracted a lot of interest, as several phenomenological windows into quantum gravity are approaching genuine Planck-scale sensitivity. However, the physical significance of the mathematical structures introduced to deal...
What problems can one solve on a tournament if only its score sequence is known? Tournaments are oriented complete graphs that form an extensively-studied class of directed graphs (digraphs), both from combinatorial and algorithmic perspectives. Over the years, researchers have identified multiple classical digraph problems that can...
The search for optimal schemes and dissipative environments for mediating long-range entanglement between two distant nitrogen-vacancy centers (NVCs) in diamond is the subject of ongoing vigorous efforts due to potential applications of such microscopic solid-state qubits in quantum sensing and quantum computing. However, stabilizing...
The growing use of Bitcoin as a decentralized digital asset and investment tool has sparked strong interest in understanding its market behavior. This study presents a new approach to analyze Bitcoin market sentiment by combining on-chain and financial data with social media posts. Unlike models that aim to predict prices, this work...
Recent advances in Tool-Integrated Large Language Models have made web search a core capability of information-seeking agents. However, as interaction histories grow, agents increasingly struggle to track task progress. When search attempts fail to yield useful evidence, current single- and multi-agent systems can become trapped in...
Computer-assisted proofs of self-similar singularity formation for fluid equations often rely on numerically constructed approximate profiles. One effective approach to establishing stability of perturbations around a numerically constructed profile is to perform weighted energy estimates with singular weights near the singularity....
Recent advances in Vision-Language Models (VLMs) have significantly improved image geo-localization, yet existing models remain susceptible to landmark bias, causing them to overlook geographical cues or form spurious correlations, ultimately resulting in inaccurate localization. To systematically investigate this issue, we first...
Parameterized quantum circuits (PQCs) are increasingly used as policies and value functions in quantum reinforcement learning, yet it remains unclear when and why quantum policies generalize. We give a PAC-Bayesian account in which generalization is governed not by the raw number of circuit parameters, but by the effective dimension...
Nonlinear kinetic plasma simulation is high-dimensional and classically demanding, while quantum algorithms face different bottlenecks: embedding nonlinear dynamics into a linear computation, loading dense field-interaction data, and efficiently extracting information. We present an end-to-end quantum algorithm, with rigorous...
This paper introduces a dynamic portfolio optimization framework for large institutional investors using Scientific Physics-Informed Reinforcement Learning (SciPhyRL). Formulated in continuous time over an extended state space that includes explicit cumulative costs, the approach leverages offline historical data to learn optimal,...
We introduce a thermodynamic theory of voting and show that it provides a good description of distribution of party votes in EU elections. The theory traces parallels between system energies of coupled nonlinear oscillators and party vote fractions. Such a classical system evolution is characterized by the conservation of total energy...
We extend the limited participation model in Basak and Cuoco (1998) to allow for traders with different time-preference coefficients but identical constant relative risk-aversion coefficients. Our main result gives parameter restrictions which ensure the existence of a Radner equilibrium. As an application, we give further parameter...
Basket option pricing often relies on Monte Carlo estimation, for which quantum amplitude estimation (QAE) provides a quadratic speed-up. However, the practical benefit of QAE can be limited by the depth of the state-preparation circuit. We propose a structure-aware quantum state-preparation framework for QAE-based basket option...
We propose a noise-robust elicit-to-optimize framework that integrates inverse reinforcement learning (IRL) and reinforcement learning (RL) for eliciting agents' risk preferences and optimizing policies under a broad class of risk objectives characterized by distortion riskmetrics. On the elicitation side, we propose an adaptive...
We address fundamental challenges in representing and computing $\mathbb{R}^{d}$-valued predictable square-integrable processes over $[0,T]$, collected in the space $\mathcal{H}^2_T(\mathbb{R}^{d})$. These processes are central to continuous-time stochastic control, reinforcement learning, and mathematical finance. Although...
Measuring sentiment from financial news is a central task in economics and finance, yet most existing indicators rely on dictionary-based approaches that infer sentiment from word counts and only partially capture context, negation, and semantic structure. This paper proposes a framework for constructing daily news mood indices using...
Financial observations are continuous, heterogeneous, and noisy, whereas decoder-only next-token models are usually built around discrete symbolic inputs. We introduce Vector-Input Autoregressive Inference for Ordinal-Return Modeling (VAIOM), a decoder-only Transformer for probabilistic next-return modeling on one-hour...
Artificial transaction generation remains an important source of potential market manipulation on cryptocurrency exchanges, as it may distort reported liquidity and reduce market transparency. This study proposes a diagnostic framework for detecting unusual trading patterns based on complexity and statistical-structure measures...
Financial sentiment extraction has largely relied on news text and supervised extraction against return labels alone, leaving 10-K filings -- and volatility, the target risk disclosure is arguably best suited to informing -- comparatively unexplored. We extend a supervised lexicon-learning approach to 10-K filings and their Item 1A...
The deep hedging framework of Buehler et al. (2019) trains a neural network policy, via Monte Carlo simulation of price paths and stochastic gradient descent, to minimize a risk measure applied to the terminal hedging error. In a recent stream of papers, my coauthors and I have referred to this technique as reinforcement learning...
Credit Valuation Adjustment (CVA) requires repeated risk-neutral expectation estimation, making it a natural test bed for quantum amplitude estimation, whose coherent amplification can in principle reduce Monte Carlo sampling cost. Whether this advantage survives realistic financial encoding and noisy hardware remains open. We develop...
Extremal dependence is naturally described by the angular law of large multivariate observations. We introduce anchored geodesic component analysis (AGCA), a dimension-reduction method for extremal angular laws on the positive unit sphere. AGCA approximates angular variation by great subspheres constrained to pass through a chosen...
Starting from the classic result of Wentzell, we derive a conditional forward equation and an associated stochastic Dupire PDE for a local-stochastic-volatility model (LSV). As an application, we obtain a density-weighted Rao--Blackwell estimator for the leverage function in LSV. We also derive an SPDE for a rolling expiry vanilla...