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arXiv preprints from January 1, 2026 through September 22, 2026 — 03:26:43 EST

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Posted in cs.CL · 2026-09-06 · Hang Zhang, Chaokun Wang, Yuzhi Pan, Ziyao Zhong, Shuo Cao, Yue Xue, Zeyu Huang, Xingwei Zhou, Fang Niu, Bofan Xie, Guanchen Ge, Leqi Zheng, Ziyang Liu, Xiannian Cao, Pengcheng Ge

ProcArena: A Multi-Scenario Benchmark for LLMs on Direct and Interactive PL/SQL Development from Natural Language

Large language models (LLMs) have shown strong potential for translating natural-language (NL) requirements into PL/SQL programs, attracting increasing attention from the database community. However, existing NL-to-PL/SQL efforts primarily focus on directly generating PL/SQL from complete NL requirements. In practice, PL/SQL...

💬 0 commentsarXiv:2609.06527v1PDF
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Posted in math.PR · 2026-09-06 · Hongru Zhao

Shifted Anticoncentration for Real Gram Hafnians and Symmetric Gaussian Hafnians

We prove a uniform shifted anticoncentration theorem for the hafnian of a real Gaussian Gram matrix under an explicit condition on the row dimension. After normalization by its root mean square, the law has a bounded continuous density, maximal at zero, and every interval has probability bounded by an explicit coefficient times its...

💬 0 commentsarXiv:2609.06526v1PDF
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Posted in math.FA · 2026-09-06 · Jian Wu

Universal Nonuniform Sampling of Positive Operator Orbits via Complete Stein--Pick Criteria and Density

We study nonuniform sampling for positive operator systems. Given a locally finite set \(T\subset[0,\infty)\), we determine when exact observability of \(\{CA^n\}_{n\in\mathbb N}\) implies exact observability of \(\{CA^t\}_{t\in T}\) for every positive operator \(A\) and every observation operator \(C\). Using the Stein identity and a...

💬 0 commentsarXiv:2609.06525v1PDF
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Posted in physics.comp-ph · 2026-09-06 · Lingqi Gao, Hakan Bagci

A Sparsity-Promoting Electromagnetic Inversion Method Regularized by $\ell_1 / \ell_2$-Norm of the Model Gradient

A nonlinear EM inversion method regularized by $\ell_1 / \ell_2$-norm of the model gradient is proposed. The $\ell_1 / \ell_2$-norm, defined as the ratio of $\ell_1$-norm to $\ell_2$-norm, exhibits a scale-invariant property that enables it to more accurately characterize sparsity in the solution compared with the conventional...

💬 0 commentsarXiv:2609.06524v1PDF
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Posted in cs.RO · 2026-09-06 · Binbin Lian, Xinyu Liu, Tao Sun

Knowledge-Guided Hierarchical Policy Learning for High-Precision Cylindrical Assembly under Tight Tolerances

A hybrid hierarchical learning framework is proposed to achieve high-precision assembly of 170mm cylindrical components with tolerance of 0.1mm. The lower-level network integrates expert experience through Behavior Cloning (BC), giving the robot human-like intuition, and incorporates the Twin Delayed Deep Deterministic Policy Gradient...

💬 0 commentsarXiv:2609.06522v1PDF
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Posted in cs.LG · 2026-09-06 · Asela Hevapathige, Ahad N. Zehmakan, Asiri Wijesinghe, Saman Halgamuge

Not Just Oversmoothing: Detecting the Echo Chamber Effect in Graph Neural Networks

Oversmoothing is a well-known failure mode of Graph Neural Networks (GNNs). However, most existing diagnostics rely on global aggregation measures that fail to capture the heterogeneous dynamics of message passing. Real-world graphs exhibit pronounced community structure, and message passing operates on two timescales, with...

💬 0 commentsarXiv:2609.06521v1PDF
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Posted in eess.SY · 2026-09-06 · Abdelhakim Amer, Andriy Sarabakha

Dynamic System Emulation: Fixed Wing Dynamics on a Multicopter

This work presents a control framework that enables a multicopter equipped with a two-axis gimbal to emulate the flight dynamics of a fixed-wing aircraft. The goal is to provide an operationally simple platform for training and simulation that avoids the aerodynamic constraints of fixed-wing vehicles, such as minimum airspeed and...

💬 0 commentsarXiv:2609.06520v1PDF
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Posted in cs.LG · 2026-09-06 · Yanbo Chen, Anamitra Makur

Role-Specific Predictive Geometries for Nonstationary Multivariate Graph-Signal Forecasting

Forecasting multivariate graph signals is challenging when node-level trajectories are nonstationary but stable relations persist across nodes and features. In an error-correction representation, long-run equilibrium restoration and short-run transient propagation represent different predictive roles and need not share a common...

💬 0 commentsarXiv:2609.06519v1PDF
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Posted in math.AT · 2026-09-06 · Paul-Eugene Parent

Homotopical Nilpotency and Homology Nilpotency: A Dimension--Connectivity Bound

Let $X$ be a $(q-1)$-connected rational space of finite type, where $q\ge2$, with homotopical nilpotency $nil_h(X)=n\ge1$. If $H^{>N}(X;Q)=0$ and $N\le q(n+3)-3$, we prove that $Hnil(X)=n$. More precisely, the sufficient bound is $N\le a_n(M_X)+2q-3$, where $a_n(M_X)$ is the first nonzero internal cohomology degree of $(M_X^+)^{n+1}$...

💬 0 commentsarXiv:2609.06518v1PDF
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Posted in cs.GR · 2026-09-06 · Seokhyeon Hong, Chaelin Kim, Inseo Jang, Soojin Choi, Junyong Noh

Skinned Motion Retargeting via Artifact-driven Kinematic Prior Refinement

Motion retargeting aims to transfer a source motion to target characters with different skeletal structures, proportions, and body shapes. Although recent neural retargeting methods have improved flexibility across diverse skeletons, target-side geometric artifacts such as self-penetration remain difficult to resolve. Specifically,...

💬 0 commentsarXiv:2609.06517v1PDF
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Posted in math.GR · 2026-09-06 · Khyati Sharma

Group having 13 cyclic subgroups

In Finite groups with a small number of cyclic subgroups. Czechoslovak Mathematical Journal 75.3 (2025): 839-851. The authors classified all the groups having 13 cyclic subgroups. In this paper, we give a new proof for the classification of all finite groups having exactly 13 cyclic subgroups.

💬 0 commentsarXiv:2609.06516v1PDF
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Posted in cs.LG · 2026-09-06 · Yanbo Chen, Xinjing Zhou

Model-Adaptive and Risk-Constrained Frequency Hopping Against Predictive Jammers

Adaptive frequency hopping against predictive jamming must address both model uncertainty and policy exposure: the context-loss relationship may vary across operating regimes, while persistent hopping patterns may expose high-probability channels to attack. We propose D-PACT-AFH, a model-adaptive and risk-constrained adversarial...

💬 0 commentsarXiv:2609.06514v1PDF
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Posted in cond-mat.quant-gas · 2026-09-06 · Byjesh N. Radhakrishnan, Reyhaneh Khasseh, Thomas Schmidt, Markus Heyl

Superfluidity in active quantum flocks

Active quantum matter has very recently emerged at the intersection between bio- and quantum many-body physics, combining the self-organization of living systems with the coherence of the quantum world. Active quantum systems have been shown to exhibit flocking - a collective phenomenon with no precedent in equilibrium quantum...

💬 0 commentsarXiv:2609.06515v1PDF
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Posted in cond-mat.soft · 2026-09-06 · Weiguang Huang

Exact Analytic Solution for the Time-Fractional Hunter-Saxton Equation with Caputo derivative

A time fractional extension of the Hunter Saxton equation is examined, in which the temporal derivative of u_x is replaced by a Caputo derivative of order 0 < alpha <= 1. This modification introduces memory effects into a model traditionally associated with director field dynamics in nematic liquid crystals. By employing a fractional...

💬 0 commentsarXiv:2609.06513v1PDF
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Posted in cs.DS · 2026-09-06 · Zimo Sheng, Mingyu Xiao

A Near-Linear Element Kernel for \(d\)-Hitting Set

In \(d\)-\textsc{Hitting Set}, the input consists of a finite universe \(U\), a family \(\mathcal S\) of subsets of \(U\) with size at most \(d\), and an integer \(k\). The task is to decide whether at most \(k\) elements of \(U\) can intersect every set in \(\mathcal S\). For every fixed \(d\geq3\), we give a one-sided randomized...

💬 0 commentsarXiv:2609.06512v1PDF
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Posted in cs.LG · 2026-09-06 · Umberto Biccari, Jun Chen, Roberto Morales, Enrique Zuazua

Bi-HYCO: Bi-Objective Cooperative Learning for PDE Parameter Identification under Fragmented Observations

Physical and synthetic models may describe complementary aspects of the same PDE-governed system while receiving different, possibly fragmented, observations. We propose Bi-Objective HYCO (Bi-HYCO), a cooperative framework that retains both representations and their local observational objectives while coupling their predicted states...

💬 0 commentsarXiv:2609.06511v1PDF
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Posted in math.AT · 2026-09-06 · Shunsuke Tada

Central Limit Theorems for Persistent Betti Numbers

Various persistent invariants have been developed in recent years. In this paper, we develop a method based on homological algebra for deriving central limit theorems for persistent Betti numbers associated with $\mathbb{R}$-indexed chain complexes constructed from a homogeneous Poisson point process of unit intensity on...

💬 0 commentsarXiv:2609.06510v1PDF
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Posted in econ.EM · 2026-09-04 · Yong Cai, Agathe Pernoud, Boli Xu

Does p-Hacking Mitigate or Exacerbate the Effects of Publication Bias?

This paper studies the effects of p-hacking on the bias of published estimates when papers with statistically significant results are selectively published. We show that fast p-hacking---actions that lead to large changes in p-values---always exacerbates the bias from selective publication. On the other hand, slow p-hacking---actions...

💬 0 commentsarXiv:2609.05372v1PDF
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Posted in q-fin.GN · 2026-09-04 · Yu An, Yinan Su, Chen Wang

Quantity, Risk, and Return

We propose a new model of expected stock returns that incorporates quantity information from market trading activities into the factor pricing framework. We posit that the expected return of a stock is determined by not only its factor risk exposures (beta) but also the factor's quantity fluctuations (q) induced by trading flows, and...

💬 0 commentsarXiv:2609.05162v1PDF
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Posted in q-fin.MF · 2026-09-04 · Vladimir Lucic

Gatheral's Conjecture Revisited

We compare the Heston model with $ρ=-1$ to the one-dimensional local-volatility model calibrated to the same European option prices. We show that, for each fixed expiry $T>0$, their integrated variances satisfy \[ I_T^{\mathrm H}\prec_{\mathrm{cx}} I_T^{\mathrm{LV}}. \] This strict ordering gives a Heston-model counterexample to the...

💬 0 commentsarXiv:2609.05047v1PDF
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Posted in cs.AI · 2026-09-04 · Linsen Zhu, Mengqing Cai

Artificial Intelligence in Equity and Crypto Markets: Progress, Profitability Evidence, and the Limits of Automated Investing

Artificial intelligence (AI) now supports investment workflows from data and prediction through research, portfolios, execution, and tool use. Technical capability, however, is not evidence of investment profitability. This critical state-of-the-art review examines public research available through 31 August 2026 on listed equities,...

💬 0 commentsarXiv:2609.04917v1PDF
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Posted in math.OC · 2026-09-04 · Vincent Yinjun-Wang, Madeleine Udell

Convex Modeling of Price Cross-Impact over Time

Transaction costs can make or break a trading strategy, particularly in relative-value trading of commodity and macro markets, where edges are a few basis points. Price impact is a central component of transaction cost. Price impact models usually include self-impact (a trade in a contract moves that contract's price) but omit two...

💬 0 commentsarXiv:2609.04712v1PDF
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Posted in q-fin.CP · 2026-09-03 · Tetsuya Takaishi

Quantum Circuit Learning for Volatility Modeling: Multifractal Analysis of Realized Volatility Time Series

Herein, we propose a quantum circuit learning framework for modeling the realized volatility (RV) of Bitcoin and investigate the statistical properties of the predicted time series through multifractal analysis. Unlike conventional GARCH-type models, which require a pre-specified functional form for the volatility process, a...

💬 0 commentsarXiv:2609.04569v1PDF
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Posted in q-fin.PM · 2026-09-03 · Peng Liu, Yang Liu

Portfolio Diversification and Concentration under Dependence Uncertainty: A Majorization Approach

Modern portfolio theory identifies diversification as the primary tool for risk reduction. However, under model uncertainty, this cornerstone may no longer remain optimal. This paper investigates the tension between portfolio diversification and concentration under dependence uncertainty. In the absence of model uncertainty, we employ...

💬 0 commentsarXiv:2609.04496v1PDF