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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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12.5%25.0%37.5%50.0% · May 199419922001200920172026
48 results for 2nd variation

We prove some stability results for smooth H-minimal hypersurfaces immersed in a sub-Riemannian k-step Carnot group G. The main tools are the formulas for the 1st and 2nd variation of the H-perimeter measure.

2012-03-27abs ↗pdf ↗

We observe that the iterated tangent group of a Lie group may be realized as a double cross product of the 2nd order tangent group, with the Lie algebra of the base Lie group. Based on this observation, we derive the 2nd order Euler-Lagrange equations on the 2nd order tangent group from the 1st order Euler-Lagrange equ…

2019-09-23abs ↗pdf ↗

In this work we show that the systems of balance equations (balance systems) of continuum thermodynamics occupy a natural place in the variational bicomplex formalism. We apply the vertical homotopy decomposition to get a local splitting (in a convenient domain) of a general balance system as the sum of a Lagrangian pa…

2011-01-27abs ↗pdf ↗

The study examines how market trade randomness influences price and return volatility.

problem The accuracy of predicting market-based volatilities and macroeconomic variables is limited.
method Analyzes time series of trade values and volumes, and develops econometric methodologies for predicting volatilities.
result Current macroeconomic models underestimate the accuracy of predicting market-based volatilities and macroeconomic variables.

We describe a simple, low-level approach for embedding probabilistic programming in a deep learning ecosystem. In particular, we distill probabilistic programming down to a single abstraction---the random variable. Our lightweight implementation in TensorFlow enables numerous applications: a model-parallel variational …

2018-11-05abs ↗pdf ↗

We improve bounds for stochastic processes, especially those with heavy tails.

problem Bounding the concentration of sub-ψψ processes with heavy tails.
method Variational approach to concentration, focusing on sub-Gaussian and other tail conditions.
result First dimension-free self-normalized empirical Bernstein inequality.

We show that kk-means (Lloyd's algorithm) is obtained as a special case when truncated variational EM approximations are applied to Gaussian Mixture Models (GMM) with isotropic Gaussians. In contrast to the standard way to relate kk-means and GMMs, the provided derivation shows that it is not required to consider Gau…

2017-04-16abs ↗pdf ↗

Natural gradient descent is an optimization method traditionally motivated from the perspective of information geometry, and works well for many applications as an alternative to stochastic gradient descent. In this paper we critically analyze this method and its properties, and show how it can be viewed as a type of 2…

2014-12-03abs ↗pdf ↗

We prove that for some knot-like objects one can easily recognize non-equivalence w.r.t. all Reidemeister moves by studying some equivalence classes modulo only 2nd Reidemeister moves. There are applications to virtual knots, graph-links and looped graphs.

2009-01-15abs ↗pdf ↗

We solve the metrisability problem for the six Painlevé equations, and more generally for all 2nd order ODEs with Painlevé property, and determine for which of these equations their integral curves are geodesics of a (pseudo) Riemannian metric on a surface.

2016-04-12abs ↗pdf ↗

The paper bounds the handle number of sutured manifolds using Morse-Novikov numbers and tunnel numbers.

problem Bounding the handle number of sutured manifolds.
method Developed bounds on the Morse-Novikov number of a link in terms of its tunnel number, and used these to bound the handle number of Heegaard splittings.
result The handle number function is bounded, constant on rays from the origin, and locally maximal.

We prove new results on existence of solutions for the prescribed gaussian curvature problem on the euclidean sphere S^2. Those results are achieved by relating this problem with the holomorphic triples theory on Riemann surfaces. We think this approach might be applied to study some other semi-linear elliptic equation…

2015-03-19abs ↗pdf ↗

Constructs non-Kähler Calabi-Yau manifolds with large Betti numbers.

problem Finding non-Kähler Calabi-Yau manifolds with high Betti numbers.
method Smoothing normal crossing varieties to create K3 fibrations over smooth projective varieties.
result Examples of non-Kähler Calabi-Yau manifolds with arbitrarily large 2nd Betti numbers.

These are lecture notes of the Summer school on the geometry of differential equations held in Nordfjordeid, Norway in 1996. They cover geometric structures related to scalar second order ODEs, the construction of the associated Cartan connection, techniques for computing invariants of differential equations starting f…

2016-02-02abs ↗pdf ↗

These lecture notes, which were designed for the Summer School "Heegaard-Floer Homology and Khovanov Homology" in Marseilles, 29th May - 2nd June, 2006, provide an elementary introduction to Khovanov homology. The intended audience is graduate students with some minimal background in low-dimensional and algebraic topol…

2006-06-19abs ↗pdf ↗

We study transverse-tracefree (TT)-tensors on conformally flat 3-manifolds (M,g)(M,g). The Cotton-York tensor linearized at gg maps every symmetric tracefree tensor into one which is TT. The question as to whether this is the general solution to the TT-condition is viewed as a cohomological problem within an elliptic com…

1996-06-18abs ↗pdf ↗

Improved vehicle motion prediction with uncertainty estimation.

problem Robust motion prediction for autonomous vehicles, especially under distributional shift.
method Presented an approach significantly improving the benchmark and taking 2nd place on the leaderboard.
result Significantly improved motion prediction and uncertainty measurement.

Added examples of S^1-manifolds with finite 2nd homotopy group and non-zero A-genus.

problem Constructing examples of S^1-manifolds with finite 2nd homotopy group and non-zero A-genus.
method Explicit equivariant surgeries to construct examples.
result Construction of new examples with finite 2nd homotopy group and non-zero A-genus.

Kodaira embedding theorem provides an effective characterization of projectivity of a Kähler manifold in terms the second cohomology. Recently X. Yang [21] proved that any compact Kähler manifold with positive holomorphic sectional curvature must be projective. This gives a metric criterion of the projectivity in terms…

2018-04-25abs ↗pdf ↗

We introduce a class of dependence structures, that we call the Multiple Risk Factor (MRF) dependence structures. On the one hand, the new constructions extend the popular CreditRisk+ approach, and as such they formally describe default risk portfolios exposed to an arbitrary number of fatal risk factors with condition…

2016-07-16abs ↗pdf ↗

In this paper we consider the cohomology of a closed arithmetic hyperbolic 3-manifold with coefficients in the local system defined by the even symmetric powers of the standard representation of SL(2,C). The cohomology is defined over the integers and is a finite abelian group. We show that the order of the 2nd cohomol…

2011-03-11abs ↗pdf ↗

The paper estimates curvature for specific hypersurfaces in a special space.

problem Estimating curvature for spacelike graphic hypersurfaces in Lorentz-Minkowski space.
method Analyzing the geometry of spacelike admissible graphic hypersurfaces.
result Existence of specific hypersurfaces with prescribed curvature and boundary conditions.

The paper studies conformal and projective structures using 2-frame bundles.

problem Understanding connections between conformal and projective structures.
method Using the dressing field method to obtain local, gauge invariant connections.
result A projective tractor bundle can be defined using the same construction as for conformal structures.

Reconstructs supersymmetry and supergravity in complexified Z/2-graded Algebraic Geometry.

problem Lack of a precise mathematical framework for supersymmetry and supergravity.
method Complexified Z/2-graded C-infinity Algebraic Geometry, with minimal mathematical patches.
result A precise setting for supersymmetry and supergravity, including fermionic D-branes.

We establish new, optimal gradient continuity estimates for solutions to a class of 2nd order partial differential equations, L(X,u,D2u)=f\mathscr{L}(X, \nabla u, D^2 u) = f, whose diffusion properties (ellipticity) degenerate along the \textit{a priori} unknown singular set of an existing solution, $\mathscr{S}(u) := \{X : \nab…

2012-06-18abs ↗pdf ↗

Study shows frequent 'stock' mentions on Twitter correlate with stock market declines.

problem Understanding how social media impacts financial markets during pandemics.
method Collected over 26 million tweets about COVID-19, analyzed using natural language processing.
result More frequent use of 'stock' in tweets predicts substantial declines in stock market indices.