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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.

168,657 papers · 148 categories

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204408612816 · Jun 202019922001200920172026
48 results for Affine Setting

An affine Cartan calculus is developed. The concepts of special affine bundles and special affine duality are introduced. The canonical isomorphisms, fundamental for Lagrangian and Hamiltonian formulations of the dynamics in the affine setting are proved.

2003-03-05abs ↗pdf ↗

Extend classical theory of affine processes to path-dependent setting

problem Path-dependent affine processes
method Introduce path-dependent coefficients and provide analytic formulas for their Fourier--Laplace transform
result Define path-dependent affine processes through their exponential-affine Fourier--Laplace transform and establish a characterization theorem

The envelope of straight lines affine normal to a plane curve C is its affine evolute; the envelope of the affine lines tangent to C is the original curve, together with the entire affine tangent line at each inflexion of C. In this paper, we consider plane curves without inflexions. We use some techniques of singulari…

2017-05-04abs ↗pdf ↗

In this paper we discuss some affine properties of convex equal-area polygons, which are convex polygons such that all triangles formed by three consecutive vertices have the same area. Besides being able to approximate closed convex smooth curves almost uniformly with respect to affine length, convex equal-area polygo…

2011-03-14abs ↗pdf ↗

The nonzero level sets of a homogeneous, logarithmically homogeneous, or translationally homogeneous function are affine spheres if and only if the Hessian determinant of the function is a multiple of a power or an exponential of the function. In particular, the nonzero level sets of a homogeneous polynomial are proper…

2013-07-20abs ↗pdf ↗

In this paper we study time-inhomogeneous affine processes beyond the common assumption of stochastic continuity. In this setting times of jumps can be both inaccessible and predictable. To this end we develop a general theory of finite dimensional affine semimartingales under very weak assumptions. We show that the co…

2018-04-20abs ↗pdf ↗

Correspondence found between exponential families and affine Grassmannians.

problem Understanding the relationship between exponential families and geometric structures.
method Established a one-to-one correspondence between exponential families and affine Grassmannians.
result Found a correspondence between minimal exponential families and affine Grassmannians.

The classical Fundamental Theorem of Affine Geometry states that for n2n\geq 2, any bijection of nn-dimensional Euclidean space that maps lines to lines (as sets) is given by an affine map. We consider an analogous characterization of affine automorphisms for compact quotients, and establish it for tori: A bijection o…

2016-12-17abs ↗pdf ↗

Let AA be an expanding d×dd\times d matrix with integer entries and DZd{\mathcal D}\subset {\mathbb Z}^d be a finite digit set. Then the pair (A,D)(A, {\mathcal D}) defines a unique integral self-affine set K=A1(K+D)K=A^{-1}(K+{\mathcal D}). In this paper, by replacing the Euclidean norm with a pseudo-norm ww in terms of AA, we…

2017-04-24abs ↗pdf ↗

The two main theorems of this paper provide a characterization of hyperbolic affine iterated function systems defined on Rm. Atsushi Kameyama (Distances on Topological Self-Similar Sets, Proceedings of Symposia in Pure Mathematics, Volume 72.1, 2004) asked the following fundamental question: given a topological self-si…

2009-08-10abs ↗pdf ↗

We consider non-degenerate centro-affine hypersurface immersions in R^n whose cubic form is parallel with respect to the Levi-Civita connection of the affine metric. There exists a bijective correspondence between homothetic families of proper affine hyperspheres with center in the origin and with parallel cubic form, …

2012-08-06abs ↗pdf ↗

Study equi-affine invariants for convex domains with asymptotes.

problem Understanding geometric properties of convex domains with specific asymptotes.
method Introducing equi-affine invariants by averaging tropical structures.
result Proving a limiting description of level sets for unbounded domains with two non-parallel asymptotes.

We find that for any n-dimensional, compact, convex subset K of R^{n+1} there is an affinely-spherical hypersurface M in R^{n+1} with center at the relative interior of K, such that the disjoint union of M and K is the boundary of an (n+1)-dimensional, compact, convex set. This so-called affine hemisphere M is uniquely…

2015-08-03abs ↗pdf ↗

Study on Hausdorff dimension of Anosov subgroup limit sets under specific affine complexity.

problem Investigating the Hausdorff dimension of Anosov subgroup limit sets with self-affine complexity.
method Analyzing the Hausdorff dimension of projective limit sets Λ1(Γ)Λ^1(Γ) of Anosov subgroups ΓΓ under specific assumptions about their affine complexity.
result The Hausdorff dimension of Λ1(Γ)Λ^1(Γ) is determined by the critical exponent of the first simple root under partial quasi-self-similarity.

Yau's Affine Normal Descent optimizes smooth unconstrained problems with geometrically adapted directions.

problem Optimizing smooth unconstrained problems with geometrically adapted directions.
method Yau's Affine Normal Descent (YAND) uses the equi-affine normal of level-set hypersurfaces as search directions.
result YAND converges globally under standard smoothness assumptions and locally quadratically near nondegenerate minimizers.

New theorem extends Hadamard's to transversely affine geometry.

problem Transversely affine foliations and their properties.
method Introduced and investigated novel transversely affine foliations, extending Hadamard's theorem.
result Transversely affine version of Hadamard's theorem for foliations.

Self-affine tiles homeomorphic to a ball proven for a specific digit set.

problem Topology of self-affine tiles with collinear digit sets.
method Proving homeomorphism to a ball using integral self-affine tiles with collinear digit sets.
result A large class of integral self-affine tiles with collinear digit sets is homeomorphic to a closed 3-dimensional ball.

Long term optimal investment problems are studied in a factor model with matrix valued state variables. Explicit parameter restrictions are obtained under which, for an isoelastic investor, the finite horizon value function and optimal strategy converge to their long-run counterparts as the investment horizon approache…

2014-08-29abs ↗pdf ↗

The paper studies a specific centro-affine invariant hypersurface flow in R^(n+1).

problem Existence and uniqueness of a centro-affine invariant hypersurface flow.
method Investigates the flow's existence and uniqueness, explores its properties in centro-affine and Euclidean settings, and investigates long-time behavior.
result The hypersurface converges asymptotically toward an ellipsoid via systematically investigating evolutions of centro-affine invariants.

The paper shows that energy futures yield curves have an affine geometry.

problem Estimating dynamic behavior of yield curves from data while avoiding arbitrage.
method Finite dimensional models for yield curves, diffusion coefficients, and compatibility conditions.
result The compatibility of yield curves with diffusion coefficients forces an affine geometry.

We develop tools to study the topology and geometry of self-affine fractals in dimension three and higher. We use the self-affine structure and obtain rather detailed information about the connectedness of interior and boundary sets, and on the dimensions and intersections of boundary sets. As an application, we descri…

2010-02-03abs ↗pdf ↗

First we provide a simple set of sufficient conditions for the weak convergence of scaled affine processes with state space R+×RdR_+ \times R^d. We specialize our result to one-dimensional continuous state branching processes with immigration. As an application, we study the asymptotic behavior of least squares estimators…

2012-10-05abs ↗pdf ↗

We develop a one-dimensional notion of affine processes under parameter uncertainty, which we call non-linear affine processes. This is done as follows: given a set of parameters for the process, we construct a corresponding non-linear expectation on the path space of continuous processes. By a general dynamic programm…

2018-06-07abs ↗pdf ↗

Affine manifolds linked to integrable equations and geometric structures.

problem Understanding the geometric and algebraic properties of affine manifolds.
method Analyzing the Kahlerian tangent bundle and multi-dimensional consistency of the TED equation.
result Affine manifolds are related to self-dual Einstein spaces and Hessian structures.

Extends model uncertainty framework to non-linear affine processes for longevity bonds and contingent claims.

problem Model uncertainty and non-linear affine processes in financial markets.
method Extended reduced-form setting with affine process intensities, introduced longevity bond, and priced contingent claims.
result Consistent valuation of longevity bonds and arbitrage-free market under sublinear operator.

We classify torsion-free real-analytic affine connections on compact oriented real-analytic surfaces which are locally homogeneous on a nontrivial open set, without being locally homogeneous on all of the surface. In particular, we prove that such connections exist. This classification relies in a local result that cla…

2013-04-19abs ↗pdf ↗