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.
Study spectral gaps and bass notes of random hyperbolic 3-orbifolds.
The Bass model is calibrated to vanilla options using a fixed-point equation.
Study finds limit points of bass notes on hyperbolic surfaces.
Geometric Bass martingales linked to Brownian motion and geometric Brownian motion.
New approach improves computational efficiency of Bass Local Volatility model.
Existence proved for -Bass martingales with specific marginals.
Gradient flow method solves for optimal transport starting distributions.
BASS efficiently learns time-varying graphs with low complexity and automatic tuning.
Unified framework for generating synthetic financial time series that accurately capture both marginal distributions and temporal dynamics.
LightSBB-M improves generative diffusion modeling with lower 2-Wasserstein distances.
The Bass trace conjectures are placed in the setting of homotopy idempotent selfmaps of manifolds. For the strong conjecture, this is achieved via a formulation of Geoghegan. The weaker form of the conjecture is reformulated as a comparison of ordinary and L^2-Lefschetz numbers.
The paper studies actions on Bass-Serre trees and identifies new -simple groups.
We study the problem of source separation for music using deep learning with four known sources: drums, bass, vocals and other accompaniments. State-of-the-art approaches predict soft masks over mixture spectrograms while methods working on the waveform are lagging behind as measured on the standard MusDB benchmark. Ou…
Proposes CE-BASS for robust Kalman filtering with innovative and additive outliers.
Fundamental frequency (f0) estimation from polyphonic music includes the tasks of multiple-f0, melody, vocal, and bass line estimation. Historically these problems have been approached separately, and only recently, using learning-based approaches. We present a multitask deep learning architecture that jointly estimate…
New groups prevent certain geometric actions on spaces.
This paper addresses questions of quasi-isometric rigidity and classification for fundamental groups of finite graphs of groups, under the assumption that the Bass-Serre tree of the graph of groups has finite depth. The main example of a finite depth graph of groups is one whose vertex and edge groups are coarse Poinca…
Study shows spectral gaps limit points on surfaces.
We completely describe the finitely generated pro- subgroups of the profinite completion of the fundamental group of an arbitrary -manifold. We also prove a pro- analogue of the main theorem of Bass--Serre theory for finitely generated pro- groups.
A dynamic model of the product lifecycle of (nearly) homogeneous durables in polypoly markets is established. It describes the concurrent evolution of the unit sales and price of durable goods. The theory is based on the idea that the sales dynamics is determined by a meeting process of demanded with supplied product u…
The paper extends group constructions to coset geometries, creating new ways to combine geometries.
We present examples of agent-based and stochastic models of competition and business processes in economics and finance. We start from as simple as possible models, which have microscopic, agent-based, versions and macroscopic treatment in behavior. Microscopic and macroscopic versions of herding model proposed by Kirm…
Source separation for music is the task of isolating contributions, or stems, from different instruments recorded individually and arranged together to form a song. Such components include voice, bass, drums and any other accompaniments.Contrarily to many audio synthesis tasks where the best performances are achieved b…
New method finds closest martingale to Brownian motion.
New formula refutes random CSPs with fewer constraints.
An analytic model is presented that considers the evolution of a market of durable goods. The model suggests that after introduction goods spread always according to a Bass diffusion. However, this phase will be followed by a diffusion process for durable consumer goods governed by a variation-selection-reproduction me…
New method calibrates local volatility models to marginal distributions.
Survey on spectral gaps of random hyperbolic surfaces.
Dynamic reinsurance aims to minimize surplus risk using martingale transport.
The paper describes the K-theory of -algebras of locally finite graphs.
In geometric group theory one uses group actions on spaces to gain information about groups. One natural space to use is the Cayley graph of a group. The Cayley graph arguments that one encounters tend to require local finiteness, and hence finite generation of the group. In this paper, I take the theory of intersectio…
Bayesian adaptive PCE method improves surrogate modeling and sensitivity analysis.
Model for assembly map of bordism-invariant functors.
We use controlled topology applied to the action of the infinite dihedral group on a partially compactified plane and deduce two consequences for algebraic K-theory. The first is that the family in the K-theoretic Farrell-Jones conjecture can be reduced to only those virtually cyclic groups which admit a surjection wit…
The author connects Poincaré embeddings to Reidemeister traces and diagonal maps.
We show that for groups acting acylindrically on simplicial trees the - and -theoretic Farrell-Jones Conjecture relative to the family of subgroups consisting of virtually cyclic subgroups and all subconjugates of vertex stabilisers holds. As an application, for amalgamated free products acting acylindrically on …
The paper defines and proves the existence of train track maps on graphs of groups.
We review the Burghelea conjecture, which constitutes a full computation of the periodic cyclic homology of complex group rings, and its relation to the algebraic Baum-Connes conjecture. The Burghelea conjecture implies the Bass conjecture. We state two conjectures about groups of finite asymptotic dimension, which tog…
Considering music as a sequence of events with multiple complex dependencies, the Long Short-Term Memory (LSTM) architecture has proven very efficient in learning and reproducing musical styles. However, the generation of rhythms requires additional information regarding musical structure and accompanying instruments. …
New topology shows Morse boundaries are topologically invariant.
Study non-vanishing -Betti numbers for specific groups.
We define a new notion of contracting element of a group and we show that contracting elements coincide with hyperbolic elements in relatively hyperbolic groups, pseudo-Anosovs in mapping class groups, rank one isometries in groups acting properly on proper CAT(0) spaces, elements acting hyperbolically on the Bass-Serr…
New algorithm reduces multi-agent bandit regret by sharing data.
Spectral method detects communities in sparse hypergraphs, achieving detection threshold.
We give an example of a subgroup of SL(2,C) which is a strictly ascending HNN extension of a non-abelian finitely generated free group F. In particular, we exhibit a free group F in SL(2,C) of rank 6 which is conjugate to a proper subgroup of itself. This answers positively a question of Drutu and Sapir. The main ingre…
The paper studies acylindrical actions on trees and proves acylindrical hyperbolicity of Baumslag-Solitar groups.
We study a notion of deformation for simplicial trees with group actions (G-trees). Here G is a fixed, arbitrary group. Two G-trees are related by a deformation if there is a finite sequence of collapse and expansion moves joining them. We show that this relation on the set of G-trees has several characterizations, in …
In classical optimal transport, the contributions of Benamou-Brenier and McCann regarding the time-dependent version of the problem are cornerstones of the field and form the basis for a variety of applications in other mathematical areas. We suggest a Benamou-Brenier type formulation of the martingale transport proble…