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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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19385776 · May 202619922001200920172026
48 results for Δ-Y exchanges

We say that a graph is intrinsically knotted or completely 3-linked if every embedding of the graph into the 3-sphere contains a nontrivial knot or a 3-component link any of whose 2-component sublink is nonsplittable. We show that a graph obtained from the complete graph on seven vertices by a finite sequence of $\tria…

2010-06-03abs ↗pdf ↗

Conway-Gordon proved that for every spatial complete graph on 6 vertices, the sum of the linking numbers over all of the constituent 2-component links is congruent to 1 modulo 2, and for every spatial complete graph on 7 vertices, the sum of the Arf invariants over all of the Hamiltonian knots is also congruent to 1 mo…

2011-04-05abs ↗pdf ↗

We introduce an infectious default and recovery model for N obligors. Obligors are assumed to be exchangeable and their states are described by N Bernoulli random variables S_{i} (i=1,...,N). They are expressed by multiplying independent Bernoulli variables X_{i},Y_{ij},Y'_{ij}, and default and recovery infections are …

2006-10-31abs ↗pdf ↗

This paper investigates a multi-terminal source coding problem under a logarithmic loss fidelity which does not necessarily lead to an additive distortion measure. The problem is motivated by an extension of the Information Bottleneck method to a multi-source scenario where several encoders have to build cooperatively …

2016-04-05abs ↗pdf ↗

We provide a rigorous numerical computation method to validate periodic, homoclinic and heteroclinic orbits as the continuation of singular limit orbits for the fast-slow system x=f(x,y,ε),y=εg(x,y,ε)x' = f(x,y,ε), y' = εg(x,y,ε) with one-dimensional slow variable yy. Our validation procedure is based on topological tools called isolatin…

2015-07-06abs ↗pdf ↗

An online framework optimizes efficiency in conformal prediction with a target miscoverage rate.

problem Achieving coverage and minimizing interval length in a sequential, online setting.
method Optimizes efficiency by directly optimizing the average length of intervals while maintaining coverage.
result Shows a gap between optimal performance for exchangeable and arbitrary sequences, and provides a matching algorithm for the Pareto-optimal settings.

This book, which is in Spanish, provides detailed descriptions, including over 550 mathematical formulas, for over 150 trading strategies across a host of asset classes (and trading styles). This includes stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured asse…

2019-11-14abs ↗pdf ↗

The paper studies symplectic operations on Stein fillings of Brieskorn singularities.

problem Symplectic operations on Stein fillings of Brieskorn singularities.
method Two interpretations: symplectic sum and monodromy substitution in a Lefschetz fibration.
result Generalized chain surgeries and their applications in symplectic geometry.

If a continuous map f: X->Q is approximable arbitrary closely by embeddings X->Q, can some embedding be taken onto f by a pseudo-isotopy? This question, called Isotopic Realization Problem, was raised by Shchepin and Akhmet'ev. We consider the case where X is a compact n-polyhedron, Q a PL m-manifold and show that the …

2001-01-05abs ↗pdf ↗

A framework infers causal direction from symbolic sequences using compression measures.

problem Inferring causal direction from two observed discrete symbolic sequences.
method Lossless compressors for inferring context-free grammars (CFGs) and quantifying compression extent.
result Grammar inferred from one sequence better compresses the other sequence, indicating causal direction.

We will give a new proof of the existence of non-compact homothetic solitons of the inverse mean curvature flow (cf. \cite{DLW}) in Rn×R\mathbb{R}^n\times \mathbb{R}, n2n\ge 2, of the form (r,y(r))(r,y(r)) or (r(y),y)(r(y),y) where r=xr=|x|, xRnx\in\mathbb{R}^n, is the radially symmetric coordinate and yRy\in \mathbb{R}. More precisel…

2020-01-18abs ↗pdf ↗

The paper solves the equivalence problem for a specific class of ODEs.

problem Solving the equivalence problem for a specific class of ordinary differential equations.
method Construction of the algebra of differential invariants for point transformations.
result The equivalence problem is solved for the given class of ODEs.

We will give a new proof of the existence of hypercylinder expander of the inverse mean curvature flow which is a radially symmetric homothetic soliton of the inverse mean curvature flow in Rn×R\mathbb{R}^n\times \mathbb{R}, n2n\ge 2, of the form (r,y(r))(r,y(r)) or (r(y),y)(r(y),y) where r=xr=|x|, xRnx\in\mathbb{R}^n, is the radially…

2018-03-19abs ↗pdf ↗

For the equations of the form y=P(x,y)+3Q(x,y)y+3R(x,y)y2+S(x,y)y3y''=P(x,y)+3 Q(x,y) y'+3 R(x,y) {y'}^2 +S(x,y) {y'}^3 the problem of equivalence in the class of point transformations is considered. Effective procedure for determining the class of point equivalence for the given equation is suggested. This procedure is based on explicit formulas for t…

1998-02-05abs ↗pdf ↗

The exchange algorithm is studied for its convergence and asymptotic variance.

problem Theoretical limitations of the exchange algorithm in sampling from doubly-intractable distributions.
method Theoretical analysis of the exchange algorithm's convergence speed and asymptotic variance.
result The exchange algorithm converges at a geometric rate and satisfies a Central Limit Theorem.

Study on pricing American Exchange options using Lévy processes.

problem Pricing American Exchange options driven by Lévy processes.
method Represented American Exchange options as European options plus early exercise premium; studied properties of free boundary and provided an approximative formula.
result Developed an approximative formula for American Exchange options.

This paper speeds up uncertainty quantification in inverse problems using conditional normalizing flows.

problem Uncertainty quantification in inverse problems with partial observations.
method Two-step scheme using normalizing flows and joint data to train conditional and inverse generators.
result Significant training speedup when reusing pretrained networks for new data.

In this paper, we investigate the action of pseudogroup of all point transformations on the natural bundle of equations y=a3(x,y)(y)3+a2(x,y)(y)2+a1(x,y)y+a0(x,y)y''=a^3(x,y)(y')^3+a^2(x,y)(y')^2+a^1(x,y)y'+a^0(x,y). We construct differential invariants of this action and solve the equivalence problem for some classes of these equations in particular for gen…

2008-04-04abs ↗pdf ↗

We prove that the presentations x,y[x,y],1\langle x,y | [x,y],1 \rangle and x,y[x,[x,y1]]2y[y1,x]y1,[x,[[y1,x],x]]\langle x,y | [x,[x,y^{-1}]]^2y[y^{-1},x]y^{-1},[x,[[y^{-1},x],x]] \rangle are not QQ^*-equivalent even though their standard complexes have the same simple homotopy type.

2018-06-29abs ↗pdf ↗

In this note we prove that every metric space (X,d)(X, d) of asymptotic dimmension at most nn is coarsely equivalent to a metric space (Y,D)(Y, D) that satisfies the following property of Nagata: For every n+2n+2 points y1,...,yn+2y_1,..., y_{n+2} in YY and for every xx in YY there exist two different i,ji,j such that $D(y_i,y_j)\l…

2008-12-09abs ↗pdf ↗

For each integral homology sphere YY, a function ΓYΓ_Y on the set of integers is constructed. It is established that ΓYΓ_Y depends only on the homology cobordism of YY and it recovers the Frøyshov invariant. A relation between ΓYΓ_Y and Fintushel-Stern's RR-invariant is stated. It is shown that the value of ΓYΓ_Y at…

2018-10-18abs ↗pdf ↗

Let GG be a finite group and $\Y$ a GG-gerbe over an orbifold $\B$. A disconnected orbifold $\hat{\Y}$ and a flat U(1)-gerbe cc on $\hat{\Y}$ is canonically constructed from $\Y$. Motivated by a proposal in physics, we study a mathematical duality between the geometry of the GG-gerbe $\Y$ and the geometry of $\hat{…

2010-04-08abs ↗pdf ↗

We study here limit spaces (Mα,gα,pα)GH(Y,dY,p)(M_α,g_α,p_α)\stackrel{GH}{\rightarrow} (Y,d_Y,p), where the MαM_α have a lower Ricci curvature bound and are volume noncollapsed. Such limits YY may be quite singular, however it is known that there is a subset of full measure $\cR(Y)\subseteq Y$, called {\it regular} points, along with c…

2011-11-09abs ↗pdf ↗

Study on symmetry defects of complete intersections in complex space.

problem Characterizing symmetry defects of complete intersections.
method Analyzing midpoints of chords connecting points in complete intersections.
result Symmetry defect of complete intersections is an algebraic variety.

In this paper, we want to discuss the topology of the non-singular hypersurface YnY^{n} with complex dimension nn in a projective toric manifold Xn+1X^{n+1}. When nn is odd, our main results are a decomposition of YnY s(Sn×Sn)Y^{n}\cong Y'\sharp \ s(S^n \times S^n) as a connected sum of ss copies of Sn×SnS^n \times S^n with a dif…

2011-12-07abs ↗pdf ↗

New models reduce regional inequality by adjusting exchange range and asset distribution bias.

problem Reduction of regional inequality in economic systems.
method Proposed new asset exchange models with spatial exchange range and local support bias to adjust asset distribution and circulation rates.
result Achieved asset distribution from over-concentration to exponential and eventually normal, reducing Gini coefficient.

It is the Hilbert's Fourth Problem to characterize the (not-necessarily-reversible) distance functions on a bounded convex domain in R^n such that straight lines are shortest paths. Distance functions induced by a Finsler metric are regarded as smooth ones. Finsler metrics with straight geodesics said to be projective.…

2001-09-23abs ↗pdf ↗

A known failing of many popular random graph models is that the Aldous-Hoover Theorem guarantees these graphs are dense with probability one; that is, the number of edges grows quadratically with the number of nodes. This behavior is considered unrealistic in observed graphs. We define a notion of edge exchangeability …

2016-03-22abs ↗pdf ↗

Let M7M^7 be a smooth manifold equipped with a G2G_2-structure φφ, and Y3Y^3 be an closed compact φφ-associative submanifold. In \cite{McL}, R. McLean proved that the moduli space $\bm_{Y,φ}$ of the φφ-associative deformations of YY has vanishing virtual dimension. In this paper, we perturb φφ into a G2G_2-structu…

2010-11-08abs ↗pdf ↗

We study several questions involving relative Ricci-flat Kähler metrics for families of log Calabi-Yau manifolds. Our main result states that if p:(X,B)Yp:(X,B)\to Y is a Kähler fiber space such that (Xy,BXy)\displaystyle (X_y, B|_{X_y}) is generically klt, KX/Y+BK_{X/Y}+B is relatively trivial and p(m(KX/Y+B))p_*(m(K_{X/Y}+B)) is Hermitian fla…

2019-08-19abs ↗pdf ↗

In this paper, we investigate the action of pseudogroup of all point transformations on the natural bundle of equations y=u0(x,y)+u1(x,y)y+u2(x,y)(y)2+u3(x,y)(y)3y'' = u^0(x,y) + u^1(x,y)y' + u^2(x,y)(y')^2 + u^3(x,y)(y')^3. We calculate the 1-st nontrivial differential invariant of this action. It is a horizontal differential 2-form with values in some alge…

2008-04-02abs ↗pdf ↗

Proposes a new Armijo's condition for general functions and provides an algorithm for its application.

problem Finding suitable step sizes for general functions in optimization.
method Introduces a coordinate-wise Armijo's condition and provides an algorithm to find suitable step sizes.
result Proves convergent results for various functions using the proposed algorithm.

On a 33D manifold, a Weyl geometry consists of pairs (g,A)=(g, A) = (metric, 11-form) modulo gauge g^=e2φg\widehat{g} = {\rm e}^{2\varphi} g, A^=A+dφ\widehat{A} = A + {\rm d}\varphi. In 1943, Cartan showed that every solution to the Einstein-Weyl equations R(μν)13Rgμν=0R_{(μν)} - \frac{1}{3} R g_{μν} = 0 comes from an appropriate 33D leaf s…

2019-06-26abs ↗pdf ↗

Infinite rank groups found in 3-manifolds with infinite fundamental groups.

problem Understanding the structure of diffeomorphism and homeomorphism groups of 3-manifolds with infinite fundamental groups.
method Analyzing actions of barbell diffeomorphisms on spaces of embedded arcs and configuration spaces.
result Groups of diffeomorphisms and homeomorphisms have infinite rank.

Let YY be a sublattice of a vector lattice XX. We consider the problem of identifying the smallest order closed sublattice of XX containing YY. It is known that the analogy with topological closure fails. Let Yo\overline{Y}^o be the order closure of YY consisting of all order limits of nets of elements from YY. T…

2017-03-28abs ↗pdf ↗

Let $f : X \lo Y$ be a map of compact metric spaces. A classical theorem of Hurewicz asserts that dimXdimY+dimf\dim X \leq \dim Y +\dim f where dimf=sup{dimf1(y):yY}\dim f =\sup \{\dim f^{-1}(y): y \in Y \}. The first author conjectured that {\em dimY+dimf\dim Y + \dim f in Hurewicz's theorem can be replaced by $\sup \{\dim (Y \times f^{-1}(y)): y \in Y \…

2011-12-08abs ↗pdf ↗

New denoisers improve signal recovery from noisy data without knowing noise distribution.

problem Denoising signals when only noise level is known, not distribution.
method Universal denoisers that shrink PYP_Y toward PXP_X with higher-order accuracy.
result Achieves O(σ4)O(σ^4) and O(σ6)O(σ^6) accuracy in matching generalized moments and densities.

Let $\Y$ be a smooth connected manifold, $Σ\subset\C$ an open set and $(σ,y)\to\scrP_y(σ)$ a family of unbounded Fredholm operators DH1H2D\subset H_1\to H_2 of index 0 depending smoothly on $(y,σ)\in \Y\times Σ$ and holomorphically on σσ. We show how to associate to $\scrP$, under mild hypotheses, a smooth vector bundle …

2013-01-24abs ↗pdf ↗

How do individuals accumulate wealth as they interact economically? We outline the consequences of a simple microscopic model in which repeated pairwise exchanges of assets between individuals build the wealth distribution of a population. This distribution is determined for generic exchange rules --- transactions that…

2010-06-23abs ↗pdf ↗

Derives a general derivative identity for conditional mean in Gaussian noise.

problem Understanding conditional mean in Gaussian noise channels.
method Derives a general derivative identity for the conditional mean of X{\bf X} given Y=y{\bf Y}={\bf y} in a Markov chain UXY{\bf U} \leftrightarrow {\bf X} \leftrightarrow {\bf Y}.
result Provides a unifying view of conditional mean identities and derives new ones.