Research
On-device research index

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.

168,657 papers · 148 categories

Trend · papers per month

156312467623 · Jun 202019922001200920172026
48 results for ATS

A new definition of umbilic points at infinity for polynomial surfaces.

problem Defining umbilic points at infinity for homogeneous polynomial graphs.
method Proposed a stronger definition than Toponogov's, proving all are isolated and pairs, with geometric interpretation.
result All umbilic points at infinity are isolated and occur in pairs, being zeroes of the projective extension of the third fundamental form.

We study connected sum at infinity on smooth, open manifolds. This operation requires a choice of proper ray in each manifold summand. In favorable circumstances, the connected sum at infinity operation is independent of ray choices. For each m at least 3, we construct an infinite family of pairs of m-manifolds on whic…

2013-04-30abs ↗pdf ↗

We look at complete minimal surfaces of finite total curvature in R4\mathbb{R}^4. Similarly to the case of complex curves in C2\mathbb{C}^2 we introduce their {\it link at infinity}; we derive the {\it writhe number at infinity} which gives a formula for the total normal curvature of the surface. The knowledge of the l…

2014-12-01abs ↗pdf ↗

The paper proves mapping class groups of closed surfaces are simply connected at infinity.

problem Understanding connectivity at infinity for mapping class groups of surfaces.
method Proved a general simply connected at infinity result for finitely presented groups.
result All mapping class groups of closed surfaces of genus ≥ 3 are simply connected at infinity.

We study the shapes of the implied volatility when the underlying distribution has an atom at zero and analyse the impact of a mass at zero on at-the-money implied volatility and the overall level of the smile. We further show that the behaviour at small strikes is uniquely determined by the mass of the atom up to high…

2013-10-03abs ↗pdf ↗

The metric jets, introduced in the first chapter, generalize the jets (at order one) of Charles Ehresmann. In short, for a "good" map ff (said to be "tangentiable" at aa), we define its metric jet tangent at aa (composed of all the maps which are locally lipschitzian at aa and tangent to ff at aa) called the "tan…

2009-12-05abs ↗pdf ↗

This research improves value-at-risk estimation during financial crises using non-extensive statistical methods.

problem Underestimation of value-at-risk during financial crises.
method Non-extensive value-at-risk model based on Tsallis entropy and q-Gaussian probability density function.
result The q-Gaussian model provides better value-at-risk estimation during financial crises.

In this paper, we are interested in short homologically and homotopically independent loops based at the same point on Riemannian surfaces and metric graphs. First, we show that for every closed Riemannian surface of genus g2g \geq 2 and area normalized to gg, there are at least $\ceil{\log(2g)+1}$ homotopically indep…

2013-10-04abs ↗pdf ↗

In this paper, we define a reduced distance function based at a point at the singular time T<T<\infty of a Ricci flow. We also show the monotonicity of the corresponding reduced volume based at time T, with equality iff the Ricci flow is a gradient shrinking soliton. Our curvature bound assumption is more general than …

2007-11-05abs ↗pdf ↗

This paper explains robust overfitting in wide DNNs using adversarial training and NTK theory.

problem Robust overfitting in adversarially trained wide DNNs.
method Theoretical analysis using neural tangent kernel (NTK) theory and adversarial training dynamics.
result Adversarial training can lead to robust overfitting in wide DNNs, which can be mitigated by the proposed Adv-NTK method.

We introduce a new tool for predicting the evolution of an option for the cases where at some specific time, there is a high-degree of uncertainty for identifying its price. We work over the special case where we can predict the evolution of the system by joining a single price for the Option, defined at some specific …

2019-05-14abs ↗pdf ↗

We study blow-ups around fixed points at Type I singularities of the Ricci flow on closed manifolds using Perelman's W-functional. First, we give an alternative proof of the result obtained by Naber and Enders-Müller-Topping that blow-up limits are non-flat gradient shrinking Ricci solitons. Our second and main result …

2012-05-18abs ↗pdf ↗

Study on scalar curvature decay on non-compact manifolds linked at infinity.

problem Understanding scalar curvature decay on non-compact manifolds with topological linking at infinity.
method Analyzing polynomial decay, developing obstruction theory, using μμ--bubble exhaustions, and index theory.
result Topological linking at infinity forces polynomial decay of scalar curvature on manifolds of weakly bounded geometry.

Let p be a puncture of a punctured sphere, and let Q be the set of all other punctures. We prove that the maximal cardinality of a set of arcs pairwise intersecting at most once, which start at p and end in Q, is |X|(|X| + 1). We deduce that the maximal cardinality of a set of arcs with arbitrary endpoints pairwise int…

2017-07-25abs ↗pdf ↗

Enhances robustness of AT frameworks to multiple perturbations without increasing training complexity.

problem Defending against the union of multiple perturbations in adversarial training.
method SNAP technique that augments a network with shaped noise to enhance robustness.
result 14%-to-20% improvement in adversarial accuracy for ResNet-18 on CIFAR-10.

Study examines uncertainty in adversarially trained models and proposes improved AT methods.

problem Uncertainty quantification in adversarially trained models for safety-critical applications.
method Investigates conformal prediction (CP) for adversarial attacks, proposes Beta-weighting loss with entropy minimization for improved prediction set size (PSS).
result Proposed AT-UR method improves CP efficiency and prediction set size.

We study inverse scattering for Δg+VΔ_g+V on (X,g)(X,g) a conformally compact manifold with metric g,g, with variable sectional curvature $-\alf^2(y)$ at the boundary and VC(X)V\in C^\infty(X) not vanishing at the boundary. We prove that the scattering matrix at a fixed energies (λ1,(λ_1, λ2)λ_2) in a suitable subset of $\mc$, de…

2008-03-09abs ↗pdf ↗

In this paper we continue an earlier study of ends non-compact manifolds. The over-arching goal is to investigate and obtain generalizations of Siebenmann's famous collaring theorem that may be applied to manifolds having non-stable fundamental group systems at infinity. In this paper we show that, for manifolds with c…

2003-04-02abs ↗pdf ↗

Researchers extend CCVaR to multivariate data using Archimedean copulas.

problem No multivariate extension for CCVaR when dependence is given by Archimedean copulas.
method Derive an almost closed-form expression for CCVaR under an Archimedean copula, examine coherence conditions, and conduct numerical experiments.
result An almost closed-form expression for CCVaR under an Archimedean copula is derived.

For a polynomial ff in two complex variables, we prove that the multi-link at infinity of the 0-fiber f1(0)f^{-1}(0) is a fibred multi-link if and only if all the values different from 0 are regular at infinity.

2003-09-19abs ↗pdf ↗

New method for semi-supervised learning in federated learning with and without labels at clients.

problem Training federated learning models with partially or completely unlabeled data.
method Federated Matching (FedMatch) with inter-client consistency loss and disjoint learning.
result FedMatch outperforms local semi-supervised learning and naive federated learning combinations.

Adversarial training (AT) is one of the most effective defenses against adversarial attacks for deep learning models. In this work, we advocate incorporating the hypersphere embedding (HE) mechanism into the AT procedure by regularizing the features onto compact manifolds, which constitutes a lightweight yet effective …

2020-02-20abs ↗pdf ↗

We prove that on a punctured oriented surface with Euler characteristic chi < 0, the maximal cardinality of a set of essential simple arcs that are pairwise non-homotopic and intersecting at most once is 2|chi|(|chi|+1). This gives a cubic estimate in |chi| for a set of curves pairwise intersecting at most once on a cl…

2014-02-07abs ↗pdf ↗

We present proofs of classical results in Poisson geometry using techniques from Dirac geometry. This article is based on mini-courses at the Poisson summer school in Geneva, June 2016, and at the workshop "Quantum Groups and Gravity" at the University of Waterloo, April 2016.

2016-12-02abs ↗pdf ↗

Measuring foliations at infinity of quasi-Fuchsian manifolds, proving filling pairs and showing realisation.

problem Understanding foliations at the boundary of quasi-Fuchsian manifolds.
method Proving filling pairs and showing realisation of measured foliations.
result Proved that measured foliations at infinity of quasi-Fuchsian manifolds are filling when close to being Fuchsian.

We consider a family of compact manifolds which shrinks with respect to an appropriate parameter to a graph. The main result is that the spectrum of the Laplace-Beltrami operator converges to the spectrum of the (differential) Laplacian on the graph with Kirchhoff boundary conditions at the vertices. On the other hand,…

2003-12-10abs ↗pdf ↗

Improved multilevel scheme for value-at-risk computation.

problem Discontinuity in Heaviside function affects value-at-risk computation.
method Adaptive multilevel stochastic approximation to mitigate discontinuity.
result Best complexity improved to O(ε2lnε52\varepsilon^{-2}|\ln{\varepsilon}|^\frac52).

A finitely presented group is semistable at infinity if all proper rays in the Cayley 2-complex are properly homotopic. A long standing open question asks whether all finitely presented groups are semistable at infinity. This article provides a brief introduction to the notion of semistability at infinity in geometric …

2019-04-29abs ↗pdf ↗

The study examines entropy and pressure at infinity in negatively curved manifolds, linking them to strong positive recurrence.

problem Investigating strong positive recurrence in negatively curved manifolds.
method Defining and comparing entropy and pressure at infinity through different measures.
result Strong positive recurrence potentials admit finite Gibbs measures.

In order to efficiently transmit and store speech signals, speech codecs create a minimally redundant representation of the input signal which is then decoded at the receiver with the best possible perceptual quality. In this work we demonstrate that a neural network architecture based on VQ-VAE with a WaveNet decoder …

2019-10-14abs ↗pdf ↗

Study of tangent cones at infinity for algebraic sets.

problem Characterizing algebraic sets based on their tangent cones at infinity.
method Definition and analysis of tangent cones C4,(X)C_{4, \infty}(X) and C5,(X)C_{5,\infty}(X), proving properties and relations.
result Affine linear subspace characterization based on C5,(X)C_{5, \infty}(X)'s dimension.

Study steady gradient Ricci solitons with cylindrical tangent flows at infinity.

problem Characterize the geometry of steady gradient Ricci solitons at infinity.
method Analyze the rescaled limits of finite-time singular solutions of the Ricci flow.
result Classify the tangent flows at infinity of 4-dimensional steady soliton singularity models.

We show that an eternal solution to a complete, locally conformally flat Yamabe flow, tg=Rg\frac{\partial}{\partial t} g = -Rg, with uniformly bounded scalar curvature and positive Ricci curvature at t=0t = 0, where the scalar curvature assumes its maximum is a gradient steady soliton. As an application of that, we study t…

2007-05-24abs ↗pdf ↗