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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.

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48 results for Adjoint sensitivity

SNAPO optimizes policies for complex sequential decisions using differentiable simulation.

problem Optimizing policies for high-dimensional, sequential decisions under uncertainty.
method Embeds neural policy in a differentiable simulator, computes gradients efficiently.
result Produces sensitivities at a cost proportional to one reverse pass, regardless of sensitivity count.

Framework calculates positional influence in causal residual Transformers.

problem Understanding positional influence in causal residual Transformers.
method Adjoint-sensitivity framework for positional influence in causal residual Transformers.
result Exact evolution of adjoint-energy influence density and decomposition into residual transmission, nonlocal Volterra, and local channels.

New method reduces errors in pricing and sensitivities for discontinuous payoffs.

problem Errors in pricing and sensitivities for discontinuous payoffs in digital and barrier options.
method Alternative methods for estimating sensitivities, including likelihood ratio and hybrid methods.
result New methods substantially reduce test errors in prices and sensitivities.

NDDV estimates data point value from a single stochastic trajectory.

problem Estimating marginal contributions of data points over stochastic training paths.
method Introduces Neural Dynamic Data Valuation (NDDV) using stochastic state and adjoint equations.
result NDDV provides a one-run, trajectory-conditioned estimator of data point value.

Using Roelcke formula for the Green function, we explicitly construct a basis in the kernel of the adjoint Laplacian on a compact polyhedral surface XX and compute the SS-matrix of XX at the zero value of the spectral parameter. We apply these results to study various self-adjoint extensions of a symmetric Laplacian…

2019-02-08abs ↗pdf ↗

Framework for pricing waterfall structures using simulation and uncertainty modeling.

problem Pricing complex structured finance instruments under uncertainty.
method Simulation-based uncertainty modeling, calibrated probability distributions, PyTorch implementation, Adjoint Algorithmic Differentiation (AAD).
result Efficient gradient computation for risk sensitivity analysis and optimization.

SDE Matching eliminates simulation for training Latent SDEs, achieving similar performance.

problem Training Latent SDEs with adjoint sensitivity methods is computationally expensive and limited.
method SDE Matching, inspired by Score- and Flow Matching, eliminates simulation for training Latent SDEs.
result SDE Matching achieves performance comparable to adjoint sensitivity methods while reducing computational complexity.

Stable neural flows ensure robustness and efficiency in deep learning.

problem Ensuring robustness and stability in deep learning models.
method Introducing a stable variant of neural ODEs with a neural network parametrizing an energy functional, solving as an optimal control problem with adjoint sensitivity analysis.
result The proposed model provides robustness against input perturbations and low computational burden.

We show how Adjoint Algorithmic Differentiation (AAD) allows an extremely efficient calculation of correlation Risk of option prices computed with Monte Carlo simulations. A key point in the construction is the use of binning to simultaneously achieve computational efficiency and accurate confidence intervals. We illus…

2010-04-11abs ↗pdf ↗

New framework for higher-order singular-value derivatives of rectangular matrices.

problem Challenging to derive higher-order Fréchet derivatives of singular values in real rectangular matrices.
method Using Kato's analytic perturbation theory for self-adjoint operators and embedding rectangular matrices into block self-adjoint operators.
result Closed-form expressions for the nn-th order spectral variations of singular values.

Study cash-flow forecasting for derivatives, aligning with replication strategy and addressing timing frictions.

problem Inconsistencies in cash-flow forecasting under different measures and stochastic payment times.
method Use discounting sensitivities (funding-curve hedge ratios) for replication and propose a liquidity valuation adjustment.
result Aligns forecasting with replication strategy and avoids measure-mixing issues.

New method optimizes fairness in predictive models for continuous sensitive attributes.

problem Enforcing full statistical independence on continuous sensitive attributes is too restrictive.
method Functional bilevel optimization (FBO) and ITD algorithms.
result Achieves lowest or near-lowest fairness-accuracy regret on synthetic and real datasets.

Optimizes portfolios using neural network approximations of asset sensitivities to common drivers.

problem Optimizing portfolios with complex asset dynamics and common drivers.
method Model asset dynamics with PDEs, approximate sensitivities with neural networks, and use hierarchical clustering on sensitivity matrix for optimization.
result Achieves over-performance in portfolio optimization across various markets and datasets.

Proposes a method to improve surrogate models by incorporating sensitivity information.

problem Pruned neural networks often fail to capture sensitivities and uncertainties of original models.
method Combines Interval Adjoint Significance Analysis and Sobolev Training to accurately model sensitivities.
result Pruned models based on the proposed method better match original sensitivities.

The adjoint sensitivity method scalably computes gradients of solutions to ordinary differential equations. We generalize this method to stochastic differential equations, allowing time-efficient and constant-memory computation of gradients with high-order adaptive solvers. Specifically, we derive a stochastic differen…

2020-01-05abs ↗pdf ↗

Abstracts a construction of boundary triplets for self-adjoint elliptic problems.

problem Computing the index of families of self-adjoint elliptic boundary problems.
method Abstract axiomatic version of boundary triplets and their applications.
result Analytic proof of index theorem and computation of index differences.

Prove integrality of genus-gg indices with adjoint Reidemeister torsions for twist knots and meridians.

problem Prove integrality of genus-gg indices with adjoint Reidemeister torsions for twist knots and meridians.
method Consider the sum of the adjoint Reidemeister torsions and prove integrality for twist knots and meridians.
result Prove integrality of genus-gg indices with adjoint Reidemeister torsions for twist knots and meridians.

We give explicit descriptions of the adjoint group of the Coxeter quandle QWQ_W associated with an arbitrary Coxeter group WW. The adjoint group of QWQ_W turns out to be an intermediate group between WW and the corresponding Artin group AWA_W, and fits into a central extension of WW by a finitely generated free abel…

2017-02-23abs ↗pdf ↗

Paper analyzes double twist knots using adjoint hyperbolic torsion polynomial.

problem Determining the genus and fibering of double twist knots.
method Uses adjoint hyperbolic torsion polynomial to analyze double twist knots.
result The adjoint hyperbolic torsion polynomial determines the genus and fibering of double twist knots.

Derives adjoint formulas for matrix operations and applies them to specific cases.

problem Computing adjoints for matrix operations and specific matrix types.
method Derives adjoint formulas for matrix operations and applies them to specific cases.
result Closed-form expressions for adjoints in specific matrix types.

The paper explores self-adjointness of Laplace-Beltrami operator on special geometric manifolds.

problem Characterizing self-adjoint extensions of the Laplace-Beltrami operator on αα-Grushin manifolds.
method Introducing an exotic calculus of pseudodifferential operators adapted to the geometry of the singularity.
result Criterion for essential self-adjointness and determination of several self-adjoint extensions.

Study extends Vogel's universality to torus knots in adjoint representation.

problem Applying Vogel's universality to knot invariants in adjoint representation theory.
method Extending Vogel's parameters to include torus knots T[m,n]T[m,n] and focusing on T[4,n]T[4,n] with odd nn.
result Unified description of adjoint invariants for torus knots T[4,n]T[4,n] with odd nn.

QMC and GSA improve option pricing and risk measures efficiency.

problem Efficiently pricing and hedging complex financial instruments.
method Application of QMC and GSA techniques for financial instrument pricing and hedging, comparing MC vs QMC and analyzing greeks computation.
result QMC outperforms MC in most cases, especially in high-dimensional simulations, leading to faster and more stable convergence.

We consider magnetic geodesic flows of the normal metrics on a class of homogeneous spaces, in particular (co)adjoint orbits of compact Lie groups. We give the proof of the non-commutative integrability of flows and show, in addition, for the case of (co)adjoint orbits, the usual Liouville integrability by means of ana…

2006-09-02abs ↗pdf ↗

The study confirms essential self-adjointness for certain differential operators on manifolds.

problem Essential self-adjointness of differential operators on closed manifolds.
method Analyzing the Hamiltonian flow of the symbol of differential operators.
result The conjecture that certain differential operators are essentially self-adjoint if their Hamiltonian flow is complete.

Adjoint sampler targets infinite-dimensional function spaces for efficient sampling.

problem Limited theory and algorithms for sampling infinite-dimensional function spaces.
method Adjoint Sampler for infinite-dimensional function spaces based on stochastic maximum principle.
result FAS achieves superior performance in synthetic and real systems.

Let ΔΔ be a linear differential operator acting on the space of densities of a given weight $\lo$ on a manifold MM. One can consider a pencil of operators $\hPi(Δ)=\{Δ_ł\}$ passing through the operator ΔΔ such that any ΔłΔ_ł is a linear differential operator acting on densities of weight łł. This pencil can be iden…

2013-01-28abs ↗pdf ↗

We study the Gaffney Laplacian on a vector bundle equipped with a compatible metric and connection over a Riemannian manifold that is possibly geodesically incomplete. Under the hypothesis that the Cauchy boundary is polar, we demonstrate the self-adjointness of this Laplacian. Furthermore, we show that negligible boun…

2014-09-18abs ↗pdf ↗

The study finds Lagrangian submanifolds in adjoint semisimple orbits for real forms.

problem Characterizing Lagrangian submanifolds in adjoint semisimple orbits.
method Analyzing real flags and orbits of real forms with respect to symplectic forms.
result Classification of infinitesimally tight Lagrangian submanifolds in the compact case and Lagrangian submanifolds in the complex case.

Unified framework extends adjoint Schrödinger bridge sampler to discrete spaces.

problem Challenges in learning discrete neural samplers due to gradients and combinatorial complexity.
method Introduces discrete ASBS, a unified framework that extends adjoint Schrödinger bridge sampler to discrete spaces.
result Empirically, discrete ASBS achieves competitive sample quality with significant advantages in training efficiency and scalability.