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This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the…

Computational Finance · Quantitative Finance 2025-06-10 Hans Buehler , Blanka Horvath , Yannick Limmer , Thorsten Schmidt

We investigate models in which inflation is driven by an ultraviolet safe and interacting scalar sector stemming from a new class of nonsupersymmetric gauge field theories. These new theories, differently from generic scalar models, are…

High Energy Physics - Phenomenology · Physics 2015-05-22 Niklas Grønlund Nielsen , Francesco Sannino , Ole Svendsen

We try to establish a unified information theoretic approach to learning and to explore some of its applications. First, we define {\em predictive information} as the mutual information between the past and the future of a time series,…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Ilya Nemenman

During inflation, there is a preferred reference frame in which the expansion of the background spacetime is spatially isotropic. In contrast to Minkowski spacetime, observables can depend on the velocity of the system with respect to this…

General Relativity and Quantum Cosmology · Physics 2021-02-16 Tanguy Grall , Scott Melville

Chain inflation is an alternative to slow-roll inflation in which the inflaton tunnels along a large number of consecutive minima in its potential. In this work we perform the first comprehensive calculation of the gravitational wave…

Cosmology and Nongalactic Astrophysics · Physics 2023-11-09 Katherine Freese , Aliki Litsa , Martin Wolfgang Winkler

We introduce the Consensus-Bottleneck Asset Pricing Model (CB-APM), which embeds aggregate analyst consensus as a structural bottleneck, treating professional beliefs as a sufficient statistic for the market's high-dimensional information…

Pricing of Securities · Quantitative Finance 2026-04-27 Changeun Kim , Younwoo Jeong , Bong-Gyu Jang

The Information Bottleneck (IB) method frequently suffers from unstable optimization, characterized by abrupt representation shifts near critical points of the IB trade-off parameter, beta. In this paper, I introduce a novel approach to…

Machine Learning · Computer Science 2025-05-15 Faruk Alpay

Information Bottleneck (IB) is a technique to extract information about one target random variable through another relevant random variable. This technique has garnered significant interest due to its broad applications in information…

Information Theory · Computer Science 2024-04-09 Lingyi Chen , Shitong Wu , Jiachuan Ye , Huihui Wu , Wenyi Zhang , Hao Wu

An attractive candidate for the inflaton is an axion slowly rolling down a flat potential protected by a perturbative shift symmetry. Realisations of this idea within large field, natural and monomial inflation have been disfavoured by…

Cosmology and Nongalactic Astrophysics · Physics 2016-04-20 Susha Parameswaran , Gianmassimo Tasinato , Ivonne Zavala

The recent measurements of cosmological parameters by the Planck collaboration favors inflationary models with a redshifted spectrum and a very low tensor-to-scalar ratio. Two well-studied scenarios in the particle physics/string theory…

High Energy Physics - Phenomenology · Physics 2014-01-31 Sean Downes

We develop a technique to construct analytical solutions of the linear perturbations of inflation with a nonlinear dispersion relation, due to quantum effects of the early universe. Error bounds are given and studied in detail. The…

Cosmology and Nongalactic Astrophysics · Physics 2014-11-10 Tao Zhu , Anzhong Wang , Gerald Cleaver , Klaus Kirsten , Qin Sheng

Establishing unambiguously the existence of speculative bubbles is an on-going controversy complicated by the need of defining a model of fundamental prices. Here, we present a novel empirical method which bypasses all the difficulties of…

Statistical Mechanics · Physics 2015-06-24 B. M. Roehner , D. Sornette

Nonminimal coupling of the inflaton field to the Ricci curvature of spacetime is generally unavoidable, and the paradigm of inflation should be generalized by including the corresponding term in the Lagrangian of the inflationary theory.…

High Energy Physics - Theory · Physics 2014-11-18 Valerio Faraoni

The topic of this talk is a new inflationary model in the context of Type IIB string compactifications called Loop Blow-Up Inflation, presented in arXiv:2403.04831. The original Blow-Up Inflation model, whose potential was purely…

High Energy Physics - Theory · Physics 2025-02-24 Luca Brunelli

This paper represents an in-depth treatment of the chain inflation scenario. We fully determine the evolution of the universe in the model, the necessary conditions in order to have a successful inflationary period, and the matching with…

High Energy Physics - Theory · Physics 2014-11-18 Diego Chialva , Ulf H. Danielsson

An unresolved question in inflationary cosmology is the assignment of probabilities to different types of events that can occur in the eternally inflating multiverse. We explore the possibility that the resolution of this "measure problem"…

High Energy Physics - Theory · Physics 2015-06-11 Jaume Garriga , Alexander Vilenkin

Motivated by the prospect of testing inflation from precision cosmic microwave background observations, we present analytic results for scalar and tensor perturbations in single-field inflation models based on the application of uniform…

Astrophysics · Physics 2009-11-07 Salman Habib , Katrin Heitmann , Gerard Jungman , Carmen Molina-Paris

We show that inflation in type IIB string theory driven by the volume modulus can be realized in the context of the racetrack-based Kallosh-Linde model (KL) of moduli stabilization. Inflation here arises through the volume modulus…

High Energy Physics - Theory · Physics 2009-09-29 Andrei Linde , Alexander Westphal

In this paper, we present an information-theoretic method for clustering mixed-type data, that is, data consisting of both continuous and categorical variables. The proposed approach extends the Information Bottleneck principle to…

Methodology · Statistics 2026-02-02 Efthymios Costa , Ioanna Papatsouma , Angelos Markos

The hierarchical nature of corporate information processing is a topic of great interest in economic and management literature. Firms are characterised by a need to make complex decisions, often aggregating partial and uncertain…

Social and Information Networks · Computer Science 2022-10-27 Cameron Gordon
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