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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.

169,341 papers · 148 categories

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17 results for Cartier

This study connects ReLU neural networks to toric geometry to analyze function realization.

problem Determining which continuous piecewise linear functions can be realized by ReLU neural networks.
method Established a connection between toric geometry and ReLU neural networks, defining key structures like the ReLU fan, toric variety, and Cartier divisor.
result Proved a criterion for functions realizable by unbiased shallow ReLU networks using intersection numbers.

An elementary arbitrage principle and the existence of trends in financial time series, which is based on a theorem published in 1995 by P. Cartier and Y. Perrin, lead to a new understanding of option pricing and dynamic hedging. Intricate problems related to violent behaviors of the underlying, like the existence of j…

2012-06-07abs ↗pdf ↗

The Cartier-Perrin theorem, which was published in 1995 and is expressed in the language of nonstandard analysis, permits, for the first time perhaps, a clear-cut mathematical definition of the volatility of a financial asset. It yields as a byproduct a new understanding of the means of returns, of the beta coefficient…

2011-02-03abs ↗pdf ↗

A new standpoint on financial time series, without the use of any mathematical model and of probabilistic tools, yields not only a rigorous approach of trends and volatility, but also efficient calculations which were already successfully applied in automatic control and in signal processing. It is based on a theorem d…

2011-04-12abs ↗pdf ↗

New findings link K-semistability to volume minimization for Fano varieties.

problem K-semistability of Fano varieties and its relation to volume minimization.
method Equivariant volume minimization over Q\mathbb{Q}-Gorenstein klt singularities.
result K-semistability of (V,KV)(V, -K_V) is equivalent to normalized volume minimization at the canonical valuation mordV{ m ord}_V.

The paper proves volume minimization for Kähler-Einstein metrics and related structures.

problem Volume minimization for Kähler-Einstein metrics and related structures.
method Volume minimization using real valuations centered at the vertex of the affine cone.
result The normalized volume is globally minimized at the canonical valuation.

Solves differentiation for Lie ∞-groups using formal groupoids.

problem Differentiation of Lie ∞-groups.
method Develops homotopy theory of formal ∞-groupoids and analyzes Dold-Kan adjunction for cosimplicial algebras.
result Differentiation functor from finite-dimensional Lie ∞-groups to finite-type Lie ∞-algebras is homotopically well-behaved.

The paper calculates the dimension of the image of the Abel map for normal surface singularities.

problem Calculating the dimension of the image of the Abel map for normal surface singularities.
method Provides combinatorial formulae for the dimension of the image of the Abel map.
result Combinatorial formulae for the dimension of the image of the Abel map.

Researchers developed a rigorous mathematical formulation of functional integration for fields on paracompact manifolds.

problem Overcoming the problematic aspect of measures in the space of fields.
method Using Schwartz-Sobolev spaces, open coverings with subordinate partition-of-unity test functions, and convolution operations.
result Validated the basic assumption of differential geometry that fields live on differentiable manifolds.