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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.

168,742 papers · 148 categories

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65130194259 · May 202619922001200920172026
48 results for Axiomatic Theory

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…

2011-06-12abs ↗pdf ↗

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…

2012-07-21abs ↗pdf ↗

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…

2012-09-06abs ↗pdf ↗

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…

2013-02-03abs ↗pdf ↗

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.

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…

2015-07-08abs ↗pdf ↗

The paper axiomatizes strong emergence in parameterized field theories and proves existence theorems.

problem Formalizing and proving existence of strong emergence in parameterized field theories.
method Axiomatization and proof of existence theorems for strong emergence between Lagrangian field theories.
result Existence of strong emergence phenomena between parameterized Lagrangian field theories.

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…

2010-05-20abs ↗pdf ↗

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 theory extends rank-dependent utility for risk and ambiguity.

problem Modeling decision-making under risk and ambiguity.
method Axiomatizes a new preference relation with ambiguity index, probability weighting, and utility function.
result Extends rank-dependent utility to risk and ambiguity, reducing to existing models under specific conditions.

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…

2001-10-08abs ↗pdf ↗

Mathematical study of excess growth rate connects info theory with finance.

problem Understanding the excess growth rate in portfolio theory.
method Axiomatic characterization theorems of excess growth rate in terms of relative entropy, Jensen's inequality gap, and logarithmic divergence.
result Established rich connections between information theory and finance.

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.

Factorization homology theories of topological manifolds, after Beilinson, Drinfeld and Lurie, are homology-type theories for topological nn-manifolds whose coefficient systems are nn-disk algebras or nn-disk stacks. In this work we prove a precise formulation of this idea, giving an axiomatic characterization of fa…

2012-06-24abs ↗pdf ↗

We extend the holomorphic analytic torsion classes of Bismut and Köhler to arbitrary projective morphisms between smooth algebraic complex varieties. To this end, we propose an axiomatic definition and give a classification of the theories of generalized holomorphic analytic torsion classes for arbitrary projective mor…

2010-11-16abs ↗pdf ↗

An emerging problem in trustworthy machine learning is to train models that produce robust interpretations for their predictions. We take a step towards solving this problem through the lens of axiomatic attribution of neural networks. Our theory is grounded in the recent work, Integrated Gradients (IG), in axiomatical…

2019-05-23abs ↗pdf ↗

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.

We extend the unpublished work of M. Handel and R. Miller on the classification, up to isotopy, of endperiodic automorphisms of surfaces. We give the Handel-Miller construction of the geodesic laminations, give an axiomatic theory for pseudo-geodesic lamaniations, show the geodesic laminations satisfy the axioms, and p…

2010-06-23abs ↗pdf ↗

We present an axiomatic/synthetic account of the Huygens Principle of wave fronts. The primitive notions are "touching", and (a weak notion of ) metric. The paper simplifies some of the exposition of the author's "Metric spaces and SDG", Theory and Appl. of Categories 32 (2017), 803-822

2018-04-16abs ↗pdf ↗

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…

2012-04-23abs ↗pdf ↗

This paper examines allocation mechanisms in markets with transfer costs, showing how these costs affect economic efficiency.

problem Transfer costs in decentralized exchange markets reduce economic efficiency.
method An axiomatic study of allocation mechanisms in the presence of transfer costs, providing robust and conditional mean allocation mechanisms.
result Robust and conditional mean allocation mechanisms are identified, relating to risk sharing in agent pools.

A Delta-groupoid is an algebraic structure which axiomatizes the combinatorics of a truncated tetrahedron. By considering two simplest examples coming from knot theory, we illustrate how can one associate a Delta-groupoid to an ideal triangulation of a three-manifold. We also describe in detail the rings associated wit…

2010-01-18abs ↗pdf ↗

We develop an axiomatic theory of balance functions (future value functions) in the theory of interest that is derived from financial considerations and which applies to general regulated payment streams, including continuous payment streams. Balance functions exist and are unique up to an initial choice of deposit and…

2012-08-05abs ↗pdf ↗

The paper defines strong emergence in field theories and proves it exists between certain theories.

problem Defining and proving the existence of strong emergence phenomena between field theories.
method Formal definition and sufficient conditions for emergence, proving existence in Euclidean background.
result Strong emergence exists between certain parameterized Lagrangian field theories.

Generalized differential cohomology theories, in particular differential K-theory (often called "smooth K-theory"), are becoming an important tool in differential geometry and in mathematical physics. In this survey, we describe the developments of the recent decades in this area. In particular, we discuss axiomatic ch…

2010-11-30abs ↗pdf ↗

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.

2012-11-22abs ↗pdf ↗

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.

2012-09-27abs ↗pdf ↗

Using properties of the determinant line bundle for a family of elliptic boundary value problems, we explain how the Fock space functor defines an axiomatic quantum field theory which formally models the Fermionic path integral. The 'sewing axiom' of the theory arises as an algebraic pasting law for the determinant of …

1999-08-31abs ↗pdf ↗

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.

2012-08-09abs ↗pdf ↗

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.

Paper proposes a new method to evaluate joint risk under uncertainty.

problem Evaluating joint risk of multiple insurance risks under dependence uncertainty.
method Axiomatic approach to scalar and vector-valued distortion joint risk measures.
result Established a new scalar distortion joint risk measure with positive homogeneity.

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.

We propose a novel method for clustering data which is grounded in information-theoretic principles and requires no parametric assumptions. Previous attempts to use information theory to define clusters in an assumption-free way are based on maximizing mutual information between data and cluster labels. We demonstrate …

2013-10-15abs ↗pdf ↗

This paper proposes an axiomatic for Cyclic Foam Topological Field theories. That is Topological Field theories, corresponding to String theories, where particles are arbitrary graphs. World surfaces in this case are two-manifolds with one-dimensional singularities. We proved that Cyclic Foam Topological Field theories…

2007-12-20abs ↗pdf ↗

The (parallel) linear transports along paths in vector bundles are axiomatically described. Their general form and certain properties are found. It is shown that these transports are locally (i.e. along every fixed path) always Euclidean ones in a senses that there exist frames in which their matrices are unit. The inv…

2004-11-01abs ↗pdf ↗