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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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110221331441 · Jun 202019922001200920172026
48 results for Boundary Parameters

Machine learning identifies boundaries of real solutions in polynomial systems.

problem Locating boundaries in parameter space for real solutions of polynomial systems.
method Supervised machine learning approach using nearest neighbor and deep learning approximations.
result Efficiently approximates the real discriminant locus for multidimensional parameter spaces.

This study recovers electromagnetic parameters on boundaries from impedance and admittance data.

problem Recovering anisotropic electromagnetic parameters from boundary impedance and admittance data.
method Formulated inverse boundary value problem for time-harmonic Maxwell's equations on differential 1-forms.
result Knowledge of impedance and admittance maps determines tangential entries of induced metrics at the boundary.

Symplectic structures on Teichmüller spaces for surfaces with ideal boundary.

problem Understanding symplectic structures on Teichmüller spaces for surfaces with boundary.
method Defined natural symplectic structures and proved Hamiltonian properties.
result Explicit formula for Hill potential and global Darboux coordinates.

Estimates boundaries for acceptable bilateral gamma risk in financial markets.

problem Determining the compensation needed for risky future cash flows to be considered acceptable.
method Statistical inference from market prices and derivatives, using prospect theory.
result Upper and lower boundaries for bilateral gamma risk are estimated and tested against market data.

In this paper we provide the first examples of non-flat soap films proven to span tetrahedra. These are members of a continuous two parameter family of soap films with tetrahedral boundaries. Of particular interest is a two parameter subfamily where each spanning soap film has the property that two minimal surfaces mee…

2008-09-02abs ↗pdf ↗

We discuss the concept of the shadow boundary of a centrally symmetric convex ball KK (actually being the unit ball of a Minkowski normed space) with respect to a direction x{\bf x} of the Euclidean n-space RnR^n. We introduce the concept of general parameter spheres of KK corresponding to this direction and prove t…

2007-06-20abs ↗pdf ↗

The conformal infinity of a quaternionic-Kahler metric on a 4n-manifold with boundary is a codimension 3-distribution on the boundary called quaternionic contact. In dimensions 4n-1 greater than 7, a quaternionic contact structure is always the conformal infinity of a quaternionic-Kahler metric. On the contrary, in dim…

2003-11-25abs ↗pdf ↗

New tests for VaR and ES forecast encompassing using flexible link functions.

problem Testing forecast encompassing for Value at Risk and Expected Shortfall.
method Flexible link functions for testing convex forecast combinations and nonstandard asymptotic theory for boundary parameters.
result Tests based on new link functions outperform unrestricted linear link functions for one-step and multi-step forecasts.

A TT-Schottky group is a discrete group of Möbius transformations whose generators identify pairs of, possibly-tangent, Jordan curves on the complex sphere, ${\hat{\IC}}$. If the curves are Euclidean circles then the group is termed classical TT-Schottky. We describe the boundary of the space of classical TT-Schottk…

2007-01-20abs ↗pdf ↗

This work uses tropical geometry to understand neural network decision boundaries.

problem Characterizing neural network decision boundaries with piecewise linear activations.
method Tropical geometry applied to a simple neural network model.
result Decision boundaries are a subset of a tropical hypersurface related to a polytope formed by zonotopes.

We present three models of stock price with time-dependent interest rate, dividend yield, and volatility, respectively, that allow for explicit forms of the optimal exercise boundary of the finite maturity American put option. The optimal exercise boundary satisfies the nonlinear integral equation of Volterra type. We …

2019-12-11abs ↗pdf ↗

Existence of minimal annuli in 3-sphere with boundary on geodesic spheres.

problem Existence of free boundary minimal annuli in 3-sphere.
method One-parameter family of complete minimal immersions of R × S^1 into S^3, analysis of Otsuki tori.
result Existence of embedded free boundary minimal annuli contained in geodesic balls.

Study ancient solutions to free boundary mean curvature flow in convex manifolds.

problem Understanding ancient solutions to free boundary mean curvature flow in convex manifolds.
method Establish rigidity results and construct foliations to describe ancient solutions.
result Ancient solutions to free boundary mean curvature flow are rigid and exhaust all possibilities under certain conditions.

Study on solutions to spinorial Yamabe equation on manifolds with boundary.

problem Existence of solutions to the spinorial Yamabe equation on compact manifolds with boundary.
method Iterative scheme combined with bootstrapping methods to establish existence under smallness assumptions.
result Existence of solutions established under smallness assumptions on parameters.

We establish multiparameter resolvent trace expansions for elliptic boundary value problems, polyhomogeneous both in the resolvent and the auxiliary parameter. The present analysis is rooted in the joint project with Matthias Lesch on multiparameter resolvent trace expansions on revolution surfaces with applications to…

2013-01-30abs ↗pdf ↗

The Abstract Boundary singularity theorem was first proven by Ashley and Scott. It links the existence of incomplete causal geodesics in strongly causal, maximally extended spacetimes to the existence of Abstract Boundary essential singularities, i.e., non-removable singular boundary points. We give two generalizations…

2015-08-19abs ↗pdf ↗

Maxout networks show similar complexity issues as ReLU networks.

problem Understanding the complexity of maxout networks and decision boundaries.
method Analyzing the parameter space and decision boundaries, obtaining lower bounds, and investigating initialization procedures.
result Maxout networks exhibit a wide range of complexity, similar to ReLU networks.

Study on elastic curves pinned at the boundary, focusing on minimizers and their interaction with obstacles.

problem Minimizing elastic bending energy for open planar curves with obstacles.
method Investigation of global minimizers and explicit solutions for different values of the penalization parameter.
result Explicit threshold for λλ above which minimizers touch the obstacle, regardless of obstacle shape.

New phases identified in neural scaling laws with compute limits.

problem Understanding neural scaling laws under compute constraints.
method Solved neural scaling model with stochastic gradient descent, derived loss curves, analyzed model-parameter-count phases.
result Identified 4 phases (+3 subphases) in data-complexity/target-complexity phase-plane, derived exponents.

One-Class Boundary Peeling detects outliers efficiently and robustly.

problem Unsupervised outlier detection in diverse data distributions.
method One-Class Boundary Peeling uses flexible boundaries generated by one-class SVMs and iteratively peels them.
result One-Class Boundary Peeling outperforms state-of-the-art methods in synthetic data simulations.

Physics-informed neural networks improve by measuring effective dimensionality of constraints.

problem Task interference in physics-informed neural networks due to shared parameter space.
method Introduce effective dimensionality (deffd_{eff}) as an operator invariant to quantify constraints.
result Effective dimensionality measures unconstrained parameter directions, independent of network architecture.

The aim of this paper is to study a possible "boundary phenomenon" for Spinc Dirac operators in a special case. If you parametrise Spinc Dirac operators by a family of connections on a Spinc 4-manifold with boundary, this boundary inherits also a family of Spinc Dirac operators which has a spectral section (in the sens…

2011-03-02abs ↗pdf ↗

We present the first adaptive strategy for active learning in the setting of classification with smooth decision boundary. The problem of adaptivity (to unknown distributional parameters) has remained opened since the seminal work of Castro and Nowak (2007), which first established (active learning) rates for this sett…

2017-11-25abs ↗pdf ↗

Study improves Poisson equation solutions on various manifolds.

problem Improving solutions to Poisson equation on different types of manifolds.
method Established L1L^1 estimates for mixed boundary conditions on manifolds with specific curvature properties.
result Generalized existing theorems to broader Riemannian settings.

We derive new formulas for the price of the European call and put options in the Black-Scholes model, under the form of uniformly convergent series generalizing previously known approximations. We also provide precise boundaries for the convergence speed and apply the results to the calculation of hedge parameters (Gre…

2018-09-17abs ↗pdf ↗

Given a geometrically finite hyperbolic cone-manifold, with the cone singularity sufficiently short, we construct a one parameter family of cone-manifolds decreasing the cone angle to zero. We also control the geometry of this one parameter family via the Schwarzian derivative of the projective boundary and the length …

2002-11-26abs ↗pdf ↗

We use two of the most fruitful methods for constructing isospectral manifolds, the Sunada method and the torus action method, to construct manifolds whose Dirichlet-to-Neumann operators are isospectral at all frequencies. The manifolds are also isospectral for the Robin boundary value problem for all choices of Robin …

2018-08-31abs ↗pdf ↗

A Neural Network (NN) based numerical method is formulated and implemented for solving Boundary Value Problems (BVPs) and numerical results are presented to validate this method by solving Laplace equation with Dirichlet boundary condition and Poisson's equation with mixed boundary conditions. The principal advantage o…

2019-09-24abs ↗pdf ↗

We develop a method for preserving pseudoholomorphic curves in contact 3-manifolds under surgery along transverse links. This makes use of a geometrically natural boundary value problem for holomorphic curves in a 3-manifold with stable Hamiltonian structure, where the boundary conditions are defined by 1-parameter fam…

2006-11-17abs ↗pdf ↗