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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.

168,695 papers · 148 categories

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48 results for BMS transformations

Formulae for mass and angular momentum transformations under BMS transformations derived from curvature and metric.

problem Deriving transformation formulae for mass and angular momentum under BMS transformations.
method Two approaches: from curvature tensor and metric coefficients.
result Exact expressions for Drey-Streubel angular momentum of a general section.

Let $\M$ be a smooth connected non-compact manifold endowed with a smooth measure μμ and a smooth locally subelliptic diffusion operator LL satisfying L1=0L1=0, and which is symmetric with respect to μμ. We show that if LL satisfies, with a non negative curvature parameter ρ1ρ_1, the generalized curvature inequality …

2011-05-03abs ↗pdf ↗

Study proposes active learning method for estimating robust regions in uncertain function evaluations.

problem Estimating robust regions for uncertain function evaluations with unknown distributions.
method Distributionally robust level-set estimation (DRPTR) with active learning.
result The proposed method efficiently identifies reliable regions with theoretical guarantees.

Let M7M^7 be a smooth manifold equipped with a G2G_2-structure φφ, and Y3Y^3 be an closed compact φφ-associative submanifold. In \cite{McL}, R. McLean proved that the moduli space $\bm_{Y,φ}$ of the φφ-associative deformations of YY has vanishing virtual dimension. In this paper, we perturb φφ into a G2G_2-structu…

2010-11-08abs ↗pdf ↗

The purpose of the present work is to study (marginally) trapped submanifolds lying in a null hypersurface. Let $(M,g,N)\to\Bm(c)$ be a null hypersurface of a space-time with constant sectional curvature cc, endowed with a Screen Integrable and Conformal rigging NN. The (Marginally) Trapped Submanifolds we are intere…

2017-06-12abs ↗pdf ↗

AFS-BM improves model accuracy by dynamically selecting features.

problem Feature selection challenges in ML, especially scalability and adaptability.
method Joint optimization for feature selection and model training with binary masking.
result AFS-BM achieves significant improvements in model accuracy and computational efficiency.

We present a layered Boltzmann machine (BM) that can better exploit the advantages of a distributed representation. It is widely believed that deep BMs (DBMs) have far greater representational power than its shallow counterpart, restricted Boltzmann machines (RBMs). However, this expectation on the supremacy of DBMs ov…

2015-05-11abs ↗pdf ↗

We consider the large-scale query-document retrieval problem: given a query (e.g., a question), return the set of relevant documents (e.g., paragraphs containing the answer) from a large document corpus. This problem is often solved in two steps. The retrieval phase first reduces the solution space, returning a subset …

2020-02-10abs ↗pdf ↗

Statistical analysis of financial data most focused on testing the validity of Brownian motion (Bm). Analysis performed on several time series have shown deviation from the Bm hypothesis, that is at the base of the evaluation of many financial derivatives. We inquiry in the behavior of measures of performance based on …

2007-09-15abs ↗pdf ↗

This paper presents a new algorithm, termed \emph{truncated amplitude flow} (TAF), to recover an unknown vector x\bm{x} from a system of quadratic equations of the form yi=ai,x2y_i=|\langle\bm{a}_i,\bm{x}\rangle|^2, where ai\bm{a}_i's are given random measurement vectors. This problem is known to be \emph{NP-hard} in genera…

2016-05-26abs ↗pdf ↗

Boltzmann machines (BMs) are appealing candidates for powerful priors in variational autoencoders (VAEs), as they are capable of capturing nontrivial and multi-modal distributions over discrete variables. However, non-differentiability of the discrete units prohibits using the reparameterization trick, essential for lo…

2018-05-18abs ↗pdf ↗

I explain an open conjecture by Braverman/Milatovic/Shubin (BMS) on the positivity of square integrable solutions ff of (Δ+1)f0(-Δ+1)f\geq 0 on a geodescially complete Riemannian manifold, and its connection to essential self-adjointness problems of covariant Schrödinger operators. The latter conjecture has remained open f…

2017-09-21abs ↗pdf ↗

New findings show independent subordination is not relevant for accurate option pricing.

problem Determining if independent subordination improves option pricing accuracy.
method Utilized a class of additive processes (ATS) to demonstrate that independent subordination is incompatible with market data and shows worse calibration performances.
result Independent subordination is not relevant for accurate option pricing, as shown by the ATS class of processes.

Paper analyzes strategic underreporting in competitive insurance markets.

problem Strategic underreporting by insureds in competitive insurance markets.
method Develops a dynamic insurance market model with two competing companies and a continuum of insureds, examines the interaction between strategic underreporting and competitive pricing under a Bonus-Malus System framework.
result Establishes the existence and uniqueness of the insureds' optimal reporting barrier and its dependence on BMS premiums; proves the existence of Nash equilibrium premium strategies.

In this paper we apply Markovian approximation of the fractional Brownian motion (BM), known as the Dobric-Ojeda (DO) process, to the fractional stochastic volatility model where the instantaneous variance is modelled by a lognormal process with drift and fractional diffusion. Since the DO process is a semi-martingale,…

2019-04-19abs ↗pdf ↗

A common strategy for sparse linear regression is to introduce regularization, which eliminates irrelevant features by letting the corresponding weights be zeros. However, regularization often shrinks the estimator for relevant features, which leads to incorrect feature selection. Motivated by the above-mentioned issue…

2015-09-03abs ↗pdf ↗

Paper identifies problematic baselines in Shapley value explanations and proposes a reweighting mechanism.

problem Identifying and addressing the suboptimality of baselines in Shapley value feature importance analysis.
method Analyzed suboptimality of baselines, identified problematic baseline, generalized uninformativeness, and designed a reweighting mechanism.
result Proposed uncertainty-based reweighting mechanism effectively accelerates computation and improves explanation quality.

After fixing a marking (V, W) of a quasifuchsian punctured torus group G, the complex length l_V and the complex twist tau_V,W parameters define a holomorphic embedding of the quasifuchsian space QF of punctured tori into C^2. It is called the complex Fenchel-Nielsen coordinates of QF. For a complex number c, let Q_gam…

2011-11-15abs ↗pdf ↗

A new sampler and temperature estimation method enable efficient learning of Boltzmann Machines.

problem Efficient learning of Boltzmann Machines (BMs) is challenging due to high training costs and difficulty in parallelization.
method Proposed a new Boltzmann sampler (Langevin SB, LSB) and an efficient method (Conditional Expectation Matching, CEM) for estimating inverse temperature.
result Established an efficient learning framework (Sampler-Adaptive Learning, SAL) for BMs with greater expressive power than Restricted Boltzmann Machines (RBMs).

This paper provides a tutorial on Boltzmann Machines and Deep Belief Networks.

problem Understanding and applying Boltzmann Machines and Deep Belief Networks.
method Explains the structures, conditional distributions, Gibbs sampling, training methods, and deep belief networks of RBMs.
result Comprehensive overview of RBMs and DBNs, useful in various fields.

The compact simply connected Riemannian 4-symmetric spaces were classified by J.A. Jim{é}nez according to type of the Lie algebras. As homogeneous manifolds, these spaces are of the form G/HG/H, where GG is a connected compact simple Lie group with an automorphism γ~\tildeγ of order four on GG and HH is a fixed point…

2019-10-28abs ↗pdf ↗

Paper proves Brunn-Minkowski inequality and curvature dimension condition are equivalent in weighted Riemannian manifolds.

problem Proving equivalence between Brunn-Minkowski inequality and curvature dimension condition.
method Analyzes weighted Riemannian manifolds, proving equivalence without optimal transport or differential structure.
result Brunn-Minkowski inequality and curvature dimension condition are equivalent in weighted Riemannian manifolds.

The sub-fractional Brownian motion (sfBm) is a stochastic process, characterized by non-stationarity in their increments and long-range dependency, considered as an intermediate step between the standard Brownian motion (Bm) and the fractional Brownian motion (fBm). The mixed process, a linear combination between a Bm …

2020-01-17abs ↗pdf ↗

Study on Neural Tangent Kernel of Matrix Product States and their convergence.

problem Understanding the convergence of Neural Tangent Kernel of Matrix Product States.
method Analyzing the Neural Tangent Kernel of Matrix Product States and proving its convergence in the infinite bond dimensional limit.
result The Neural Tangent Kernel of Matrix Product States converges to a constant matrix during training.

New tractor geometry derived from asymptotically flat spacetimes.

problem Understanding the geometry of spacetimes near their boundaries.
method Derived null-tractor bundle from interior spacetime geometry, proved connections' uniqueness, and expressed results in BMS coordinates.
result Tractor connection encodes mass and angular momentum in 3D, and asymptotic shear in higher dimensions.

Study equidistribution for flows on geometrically finite convergence group actions.

problem Counting, mixing and equidistribution for flows on geometrically finite convergence group actions.
method Establishing results for finite BMS measures on flow spaces associated to geometrically finite convergence group actions.
result Results apply to flow spaces associated to relatively Anosov groups.

We use the correlation matrix of stocks returns in order to create maps of the São Paulo Stock Exchange (BM&F-Bovespa), Brazil's main stock exchange. The data reffer to the year 2010, and the correlations between stock returns lead to the construction of a minimum spanning tree and of asset graphs with a variety of thr…

2011-07-21abs ↗pdf ↗

The paper models US inflation and hyperinflation using monetary and GDP data.

problem Understanding and predicting inflation and hyperinflation.
method Developed economic models to predict US CPI growth based on BMS, GDP, and savings.
result An exact relationship between CPI growth and BMS growth minus GDP and savings growth was found, with a residual term.

Let $\M_*=\cup_{t\in [t_0, t_*)} Σ_t$ be a part of vacuum globally hyperbolic space-time $(\bM, \bg)$, foliated by constant mean curvature hypersurfaces ΣtΣ_t with t0<t<0t_0<t_*<0. We show that the foliation can be extended beyond tt_* if the second fundamental form kk and the lapse function nn satisfy $$ \int_{t_0}^{t_…

2010-04-17abs ↗pdf ↗