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.

169,051 papers · 148 categories

Trend · papers per month

4079119158 · May 202619922001200920182026
48 results for Almost calibrated

An \emph{ωω-admissible almost complex structure} on a 2n2n-dimensional symplectic manifold (M,ω)(M,ω) is a ωω-calibrated almost complex structure JJ admitting a nowhere vanishing ˉJ\bar{\partial}_J-closed (n,0)(n,0)-form ψψ. After giving some examples we consider the moduli space of admissible almost complex structures a…

2006-06-29abs ↗pdf ↗

In this article, we determine the seven-dimensional almost Abelian Lie algebras which admit calibrated or parallel G_2-/G_2^*-structures. Along the way, we show that certain well-established curvature restrictions for calibrated and parallel G_2-structures are not valid in the G_2^* case. In more detail, we provide the…

2013-07-09abs ↗pdf ↗

Let $(M, \om)$ be a symplectic manifold, endowed with a compatible almost complex structure J and the associated metric g . For any p \in {1, 2, ... (dim M)/2} the form $\Om := \frac{\om^p}{p!}$ is a calibration. More generally, dropping the closedness assumption on $\om$, we get an almost hermitian manifold $(M, \om, …

2011-11-07abs ↗pdf ↗

Study of geometric properties of almost calibrated forms on Kähler manifolds.

problem Understanding the geometry of almost calibrated (1,1)(1,1) forms on compact Kähler manifolds.
method Investigates the infinite dimensional Riemannian manifold structure, CAT(0) geodesic metric space, and geodesics of the space of almost calibrated forms.
result The space of almost calibrated forms is an infinite dimensional Riemannian manifold with non-positive sectional curvature and CAT(0) geodesic metric space.

This paper improves Reifenberg's theorem for almost calibrated sets, ensuring rectifiability with volume bounds.

problem Improving the rectifiability of sets that are close to subspaces under certain calibrations.
method Using ε-calibrations and positivity conditions, the paper shows that almost calibrated sets are rectifiable with volume bounds.
result Almost calibrated sets are rectifiable with uniform volume bounds.

We prove that tangent cones to 2-dimensional calibrated cycles are unique. Using this result we prove a rate of convergence for the mass of the blow-up of a calibrated integral 2-cycle towards the limiting density. With the same techniques, we can also prove such a rate for J-holomorphic maps between almost complex man…

2005-01-29abs ↗pdf ↗

Smooth calibration improves forecast reliability even with leaked information.

problem Improving forecast reliability with leaked information.
method Combining nearby forecasts to ensure smooth calibration, which can be guaranteed by deterministic procedures.
result Smooth calibration can be guaranteed by deterministic procedures even with leaked forecasts, and it yields uncoupled finite-memory dynamics in games.

Ancient solutions and translators identified for Lagrangian flow.

problem Characterizing ancient solutions and translators of Lagrangian mean curvature flow.
method Analyzing almost calibrated, exact, ancient solutions with specific geometric properties.
result All ancient solutions with entropy less than 3 are special Lagrangian, planes, or translators in \(\mathbb{C}^2\).

New tan-concavity property for Lagrangian phase operators helps in studying dHYM metrics.

problem Lack of concavity in Lagrangian phase operator for dHYM metrics.
method Introduce tangent Lagrangian phase flow (TLPF) on almost calibrated (1,1)-forms.
result TLPF exists for all positive time and converges to dHYM metrics under certain conditions.

The twist construction is a method to build new interesting examples of geometric structures with torus symmetry from well-known ones. In fact it can be used to construct arbitrary nilmanifolds from tori. In our previous paper, we presented a generalization of the twist, a shear construction of rank one, which allowed …

2017-02-17abs ↗pdf ↗

Exact distribution of split conformal prediction coverage found.

problem Determining the reliability of prediction sets in batch mode.
method Analysis of exchangeable data to find universal distribution of empirical coverage.
result Exact distribution of empirical coverage is universal and determined by nominal miscoverage level and calibration sample size.

Study validates ML-UQ calibration statistics using simulated reference values.

problem Validation of ML-UQ calibration statistics is lacking due to lack of predefined reference values.
method Proposed validation workflow using simulated reference values derived from synthetic datasets.
result Some statistics, like CC and ENCE, are overly sensitive to generative distribution choice.

The paper connects hyperbolicity in calibrated geometry to properties of Smith immersions.

problem Hyperbolicity in calibrated manifolds and its relation to Smith immersions.
method Establishes a theorem relating hyperbolicity to the equicontinuity of Smith immersions, proving a new Schwarz lemma.
result Calibrated hyperbolicity of compact φφ-replete manifolds is equivalent to the equicontinuity of Smith immersions.

We prove an optimal control on the time-dependent measure of a measurable set under a reparametrized Lagrangian mean curvature flow of almost calibrated submanifolds in a Calabi-Yau manifold. Moreover we give a classification of those Lagrangian translating solitons in Cm\mathbb{C}^m that evolve by this reparametrized …

2018-01-22abs ↗pdf ↗

We enhance short-rate models to control implied volatility analytically.

problem Controlling implied volatility in short-rate models.
method Randomized Affine Diffusion (RAnD) method applied to Heath-Jarrow-Morton framework.
result Randomized short-rate models improve calibration and control implied volatility shapes.

We study the G2G_2 analogue of the Goldberg conjecture on non-compact solvmanifolds. In contrast to the almost-Kähler case we prove that a 7-dimensional solvmanifold cannot admit any left-invariant calibrated G2G_2-structure φ\varphi such that the induced metric gφg_{\varphi} is Einstein, unless gφg_{\varphi} is flat.…

2012-07-16abs ↗pdf ↗

Improved pricing of vanilla options using modified Adams method and sinh-acceleration.

problem Calibration of rough Heston model leads to incorrect implied volatility surfaces.
method Modified Adams method and sinh-acceleration for Fourier inversion.
result Corrected implied volatility surface is significantly flatter and fits data poorly.

We prove some non-existence theorems for translating solutions to Lagrangian mean curvature flow. More precisely, we show that translating solutions with an L2L^2 bound on the mean curvature are planes and that almost-calibrated translating solutions which are static are also planes. Recent work of D. Joyce, Y.-I. Lee,…

2007-11-27abs ↗pdf ↗

This paper improves neural network predictions with early stopping using conformal calibration.

problem Lack of precise statistical guarantees for neural networks trained with early stopping.
method Conformalized early stopping that combines early stopping with conformal calibration.
result Models provide both accuracy and precise inferences without additional data splits.

New research shows calibration error is flawed when dealing with model uncertainty.

problem Current model evaluation techniques conflate model uncertainty with aleatoric uncertainty.
method Posterior predictive checks to evaluate deep learning models.
result Calibration error and variants are incorrect when model uncertainty is present.

New findings show that not all area-minimizing surfaces are calibrated, even on complex manifolds.

problem Understanding when area-minimizing surfaces cannot be calibrated.
method Analyzing homology classes and metrics on manifolds to determine if area-minimizers are calibrated.
result Calibrated area-minimizers are non-generic, challenging the common assumption that they are typical.

Noise titration benchmarks time series forecasting models rigorously.

problem Evaluation of time series forecasting models is often flawed due to lack of interventionist methods.
method Interventionist benchmarking using Gaussian noise titration of dynamical systems.
result Fern model outperforms state-of-the-art models in non-stationary conditions.

Study on a deformed Hermitian-Yang-Mills equation on compact Kähler manifolds.

problem Existence of solutions to the hypercritical deformed Hermitian-Yang-Mills equation.
method Introduce coerciveness and properness of the J-functional on almost calibrated (1,1)-forms.
result Equivalence of coerciveness and properness to the existence of solutions.

We study the out-of-sample properties of robust empirical optimization problems with smooth φφ-divergence penalties and smooth concave objective functions, and develop a theory for data-driven calibration of the non-negative "robustness parameter" δδ that controls the size of the deviations from the nominal model. Bu…

2017-11-17abs ↗pdf ↗

The paper proves rigidity theorems for Type II singularities in Lagrangian flows.

problem Understanding Type II singularities in Lagrangian flows with zero Maslov class.
method Rigidity theorems for blow-up limits of Type II singularities.
result Generalized previous results from 2D to arbitrary dimensions.

New method gives provable error bounds for neural nets under distribution shift.

problem Proving reliable error bounds for neural networks under distribution shift.
method Optimizing a classifier to disagree with another, using a new 'disagreement loss'.
result Valid error bounds with comparable accuracy to competitive methods.

Self-poisoning in adaptive OOD detectors is explained with a sharp threshold theory and certified calibration.

problem Self-poisoning in adaptive OOD detectors.
method Modeling bank impurity as a generalized Pólya urn, proving almost-sure convergence to a mean-field equilibrium.
result A certified admission gate removes the transition at every contamination rate, controlling false positives label-free.

This paper gives a leisurely introduction to Calabi-Yau manifolds and special Lagrangian submanifolds from the differential geometric point of view, followed by a survey of recent results on singularities of special Lagrangian submanifolds, and their application to the SYZ Conjecture. It is aimed at graduate students i…

2001-08-13abs ↗pdf ↗

In this article we study the tangent cones at first time singularity of a Lagrangian mean curvature flow. If the initial compact submanifold is Lagrangian and almost calibrated by ReΩin a Calabi-Yau n-fold (M,Ω), and T>0 is the first blow-up time of the mean curvature flow, then the tangent cone of the mean curvature f…

2003-01-24abs ↗pdf ↗