We refurbish our axiomatics of differential geometry introduced in [Mathematics for Applications,, 1 (2012), 171-182]. Then the notion of Euclideaness can naturally be formulated. The principal objective in this paper is to present an adaptation of our theory of differential forms developed in [International Journal of…
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.
168,695 papers · 148 categories
Trend · papers per month
48 results for “Axiomatic Framework”
In our previous paper entitled "Axiomatic differential geometry -towards model categories of differential geometry-, we have given a category-theoretic framework of differential geometry. As the first part of our series of papers concerned with differential-geometric developments within the above axiomatic scheme, this…
A framework for anonymized risk sharing without revealing identities or preferences.
problem Risk sharing without revealing individual identities or preferences.
method Axiomatic framework with four key axioms: actuarial fairness, risk fairness, risk anonymity, and operational anonymity.
result The conditional mean risk sharing rule is uniquely characterized by these axioms.
New framework explains neural network behavior through geometric postulates.
problem Understanding neural network mechanisms and making them more transparent.
method Introducing the Pursuit of Subspaces (PoS) hypothesis as an axiomatic framework.
result Unified geometric perspective on neural network representation, computation, and generalization.
New stability theorem for hyperbolic metrics without volume bounds.
problem Stability of finite volume hyperbolic metrics without upper volume bounds.
method Abstract axiomatic framework and bootstrap argument to extend stability result.
result Weaker exponential control of the metric allows for a broader application of the stability theorem.
We introduce an axiomatic framework for the parallel transport of connections on gerbes. It incorporates parallel transport along curves and along surfaces, and is formulated in terms of gluing axioms and smoothness conditions. The smoothness conditions are imposed with respect to a strict Lie 2-group, which plays the …
Paper proves impossibility of three desirable properties in node embedding.
problem Understanding limitations of node embedding methods.
method Axiomatic approach to node embedding, proving impossibility of three properties.
result No node embedding method can satisfy all three desirable properties simultaneously.
Extends rigidity and existence results for discrete conformal structures on surfaces with boundary.
problem Rigidity and existence of discrete conformal structures on surfaces with boundary.
method Axiomatic framework and classification of discrete conformal structures.
result Extends results by Guo-Luo and Guo to a general context.
A concise discussion of the axiomatic approach to the concept of parallel transport is presented. Attention is drawn to a bijective map between the sets of connections and (axiomatically defined) parallel transports. The transports along paths are pointed as a generalization of the (axiomatically defined) parallel tran…
We provide an axiomatic approach to the theory of local tangent cones of regular sub-Riemannian manifolds and the differentiability of mappings between such spaces. This axiomatic approach relies on a notion of a dilation structure which is introduced in the general framework of quasimetric spaces. Considering quasimet…
A new framework assesses financial and ESG risks for sustainable investing.
problem Measuring risk and reward in sustainable investing considering environmental, social, and governance factors.
method Proposes axiomatic definitions for ESG-coherent risk measures and reward-risk ratios based on bivariate random variables.
result Empirical analysis ranks stocks using the proposed measures.
Paper axiomatizes interventional probability distributions.
problem Causal inference and intervention.
method Axiomatization of interventional families.
result Markovian property of intervened distributions.
Unified framework for risk evaluation under uncertainty.
problem Risk assessment under multiple economic scenarios.
method Axiomatic framework for generalized risk measures.
result Characterization of worst-case, coherent, and robust risk measures.
Derived skein modulemath.QA
Propose a model-independent axiomatic framework for derived skein theory.
problem Derived skein theory of oriented 3-manifolds with coefficients in a ribbon tensor category.
method Design axioms for the 0th homology and gluing.
result Establishes relationships between derived and ordinary skein theory.
Defines hierarchical clustering axioms for various densities.
problem Defining hierarchical clustering for different types of densities.
method An axiomatic approach to piecewise constant densities, then extending to general densities.
result Our axiomatic definition results in Hartigan's cluster tree under certain conditions.
On the Correspondence and the Risk Contribution for Conditional Coherent and Deviation Risk Measuresq-fin.RM
The paper establishes a connection between different risk measures and their risk contributions.
problem Understanding the relationship between conditional coherent and deviation risk measures.
method Axiomatic framework and continuous-time risk contribution analysis.
result Risk contributions of time-consistent risk measures are also time-consistent.
New method for interpreting financial model risks.
problem Fairly allocating risk in financial models.
method Extending Shapley value framework for axiomatic risk attribution.
result Risk can be well allocated in financial models.
In this paper we give an axiomatization of differential geometry comparable to model categories for homotopy theory. Weil functors play a predominant role.
The axiomatic approach to parallel transport theory is partially discussed. Bijective correspondences between the sets of connections, (axiomatically defined) parallel transports, and transports along paths satisfying some additional conditions, are constructed. In particular, the equivalence between the concepts "conn…
New framework improves cost-benefit analysis of policies.
problem Limitations of MVPF in welfare analysis.
method Developed an axiomatic framework to create RPV.
result RPV provides better equity-efficiency trade-off quantification.
We provide a suitable axiomatic framework for differential cohomology in the relative case and we deduce the corresponding long exact sequences. We also construct the relative version of the generalized Cheeger-Simons characters and we define the integration map when the fibre has a boundary.
An axiomatization of -quantilesq-fin.MF
Axiomatizes -quantiles, a generalization of quantiles.
problem Found an axiomatization for -quantiles.
method Characterized -quantiles using the locality property.
result Local changes in distribution do not affect -quantiles.
In this article we prove that any unitary, axiomatic topological quantum field theory in four-dimensions can not detect changes in the smooth structure of M, a simply connected, closed (compact without boundary), oriented smooth manifold. However, as Donaldson-Witten theory (a topological quantum field theory but not a…
Defines Learning Analytics' foundational structure and scope.
problem Lack of theoretical foundation in Learning Analytics.
method Proposes an axiomatic theory based on psychological learning and LA methodology.
result Clarifies the epistemological stance of Learning Analytics and its limitations.
Deep learning approximates geometric measures of planar curves.
problem Approximating differential invariants of planar curves.
method Utilizing deep neural networks to estimate geometric measures of planar curves.
result Deep neural networks can learn to overcome instabilities and sampling artifacts.
A new method to break down insurance costs into risk and uncertainty.
problem Understanding and quantifying insurance costs in uncertain environments.
method An axiomatic approach to decompose premium principles into risk and deviation measures.
result Maximal risk and minimal deviation measures can be uniquely identified in decompositions.
We formulate and prove an axiomatic characterization of conditional information geometry, for both the normalized and the nonnormalized cases. This characterization extends the axiomatic derivation of the Fisher geometry by Cencov and Campbell to the cone of positive conditional models, and as a special case to the man…
Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Financeq-fin.MF
The paper establishes axioms for AMMs to ensure fair pricing and fee structures.
problem Ensuring fair and efficient pricing in decentralized finance (DeFi) AMMs.
method Formulating axioms on utility functions to characterize swap sizes and pricing oracles.
result Most existing AMMs satisfy the proposed axioms, and a new AMM is proposed with desirable properties.
Axiomatic Market Makingq-fin.MF
Axiomatizes the bid-ask market maker's quoting rule
problem Axiomatizing the quoting rule of a market maker
method Eight natural axioms and six environmental assumptions
result A unique three-parameter family emerges
In our previous paper (Axiomatic Differential Geometry II-3) we have discussed the general Jacobi identity, from which the Jacobi identity of vector fields follows readily. In this paper we derive Jacobi-like identities of tangent-vector-valued forms from the general Jacobi identity.
Given a complete and (locally) cartesian closed category U, it is shown that the category of functors from the category of Weil algebras to the category U is (locally, resp.) cartesian closed. The corresponding axiomatization for differential geometry based upon Weil functors is then given.
As the fourth paper of our series of papers concerned with axiomatic differential geometry, this paper is devoted to the general Jacobi identity supporting the Jacobi identity of vector fields. The general Jacobi identity can be regarded as one of the few fundamental results belonging properly to smootheology.
The paper tackles fair sharing of exploration costs across groups in online learning.
problem Sharing the cost of exploration fairly across multiple groups in online learning.
method The paper introduces the 'grouped' bandit model and uses axiomatic bargaining theory, specifically the Nash bargaining solution, to formalize fairness.
result The paper derives policies that are optimally fair and regret-optimal, showing that regret-optimal policies can be unfair.
The main goal of this paper is presentation a modern axiomatic approach to financial arithmetic. At the first, the axiomatic financial arithmetic theory was proposed by Peccati who has introduced the axiomatic definition of the future value. This theory has been extensively developed in past years. Proposed approach to…
Study systemic risk measures and capital allocation rules, showing commonalities.
problem Systemic risk measures and capital allocation in financial systems.
method Developed a general framework to embed axiomatic and injective capital approaches, introduced Aumann-Shapley CAR.
result Aumann-Shapley CAR provides a universal method for capital allocation regardless of risk measurement.
Archipelago provides interpretable explanations of feature interactions in machine learning models.
problem Interpreting the impact of feature interactions on predictions in machine learning models.
method Archipelago is a novel framework for extracting and attributing feature interactions in a scalable and interpretable manner.
result Archipelago provides significantly more interpretable explanations of feature interactions than comparable methods.
In this paper is proposed a kind of model theory for our axiomatic differential geometry. It is claimed that smooth manifolds, which have occupied the center stage in differential geometry, should be replaced by functors on the category of Weil algebras. Our model theory is geometrically natural and conceptually motiva…
CAUSE learns Granger causality from event sequences, outperforming existing methods.
problem Learning Granger causality from complex, interdependent event sequences.
method CAUSE uses a neural point process to capture interdependency and an attribution method to extract Granger causality.
result CAUSE outperforms state-of-the-art methods in inferring inter-type Granger causality.
Paper introduces variance-based measures for second-order uncertainty quantification in classification problems.
problem Uncertainty in machine learning predictions and decision-making.
method Second-order uncertainty quantification using variance-based measures.
result Variance-based measures effectively quantify uncertainty on a class-based level and are competitive with entropy-based measures.
Framework for quantifying uncertainty in dynamic processes.
problem Quantifying uncertainty in dynamic stochastic processes.
method Define dynamic uncertainty sets and dynamic robust risk measures.
result Dynamic robust risk measures are time-consistent under specific uncertainty sets.
Diversification represents the idea of choosing variety over uniformity. Within the theory of choice, desirability of diversification is axiomatized as preference for a convex combination of choices that are equivalently ranked. This corresponds to the notion of risk aversion when one assumes the von-Neumann-Morgenster…
A new method matches similar regions in non-rigid shapes using spectra of differential operators.
problem Evaluating similarity of non-rigid shapes with partiality.
method Alignment of spectra of differential operators (SI-LBO and regular LBO) on a manifold with multiple metrics.
result Matching spectra outperforms competing methods on standard benchmarks.
A nice differential-geometric framework for (non-abelian) higher gauge theory is provided by principal 2-bundles, i.e. categorified principal bundles. Their total spaces are Lie groupoids, local trivializations are kinds of Morita equivalences, and connections are Lie-2-algebra-valued 1-forms. In this article, we const…
Defines globalness measure for explainers using optimal transport.
problem Challenges in evaluating and comparing explainability methods.
method Axiomatic definition and proof of Wasserstein Globalness measure.
result Wasserstein Globalness measure facilitates meaningful comparison and selection of explainers.
Geometric invariant theory introduces stability conditions mirroring abelian category theory.
problem Stability conditions in geometric invariant theory.
method Axiomatic notion of central charge and stability condition on schemes and stacks.
result Introduction of stability conditions for polarized schemes and smooth projective varieties.
From self-driving vehicles and back-flipping robots to virtual assistants who book our next appointment at the hair salon or at that restaurant for dinner - machine learning systems are becoming increasingly ubiquitous. The main reason for this is that these methods boast remarkable predictive capabilities. However, mo…
Develops a statistical framework for coherent risk estimation.
problem Constructing coherent risk estimators with sound financial and statistical properties.
method Inspired by axiomatic risk measure theory, defines coherent risk estimators through robust representations linked to -estimators.
result Demonstrates that coherence of a risk measure does not necessarily carry over to its estimators and shows alternative weight structures can lead to different outcomes.
Projection maps which appear in the theory of buildings and oriented matroids are closely related to the notion of shellability. This was first observed by Bj{ö}rner. In this paper, we give an axiomatic treatment of either concept and show their equivalence. We also axiomatize duality in this setting. As applications o…