arXiv research

New bound improves on weighted majority vote risk estimation.

The paper analyzes stress shocks and their impact on historical data.

Proposes a method to improve pWCET estimation for heavy-tailed distributions.

Negative momentum accelerates convergence in minimax games but at a suboptimal rate.

Chebyshev Greedy Algorithm is a generalization of the well known Orthogonal Matching Pursuit defined in a Hilbert space to the case of Banach spaces. We apply this algorithm for constructing sparse approximate solutions (with respect to a given dictionary) to convex optimization problems. Rate of convergence results in…

A Chebyshev knot is a knot which admits a parametrization of the form $x(t)=T_a(t); \ y(t)=T_b(t) ; \ z(t)= T_c(t + φ),$ where $a,b,c$ are pairwise coprime, $T_n(t)$ is the Chebyshev polynomial of degree $n,$ and $φ\in \RR .$ Chebyshev knots are non compact analogues of the classical Lissajous knots. We show that the…

Chebyshev steps improve convergence in deep-unfolded gradient descent.

The paper connects Chebyshev polynomials and Gram determinants on Möbius bands.

A Chebyshev knot ${\cal C}(a,b,c,φ)$ is a knot which has a parametrization of the form $x(t)=T_a(t); y(t)=T_b(t) ; z(t)= T_c(t + φ),$ where $a,b,c$ are integers, $T_n(t)$ is the Chebyshev polynomial of degree $n$ and $φ\in \R.$ We show that any two-bridge knot is a Chebyshev knot with $a=3$ and also with $a=4$. For e…

We report on the works of Euler and Chebyshev on the drawing of geographical maps. We point out relations with questions about the fitting of garments that were studied by Chebyshev.

This paper studies the Riley polynomial of 2-bridge knots using Chebyshev polynomials.

The method constructs arbitrage-free option surfaces from noisy quotes using Chebyshev bases and a fog post-fit layer.

Efficiently calibrates volatility models using Chebyshev Tensors.

Study of Chebyshev-Frobenius homomorphism in 3-manifold skein modules.

New technique reduces FRTB IMA capital calculation burden by over 90%.

The study bounds positive bases of skein algebras using Chebyshev polynomials.

New CFNN architecture approximates functions with machine accuracy.

We solve for functions from their truncated Hilbert transforms using Chebyshev series.

Paper uses Chebyshev Tensors for accurate dynamic sensitivities and ISDA SIMM computation.

Some results on existence of global Chebyshev coordinates on a Riemannian manifold or, more generally, on Aleksandrov surface are proved. For instance, if the positive and the negative parts of integral curvature of a Riemannian manifold M are less than 2πeach, then there exist global Chebyshev coordinates on M. These …

Using Chebyshev polynomials, C. Frohman and R. Gelca introduce a basis of the Kauffman bracket skein module of the torus. This basis is especially useful because the Jones-Kauffman product can be described via a very simple Product-to-Sum formula. Presented in this work is a diagrammatic proof of this formula, which em…

We introduce a new activation function using Chebyshev-Lagrange polynomials for improved neural network performance.

A Chebyshev curve C(a,b,c,φ) has a parametrization of the form x(t)=Ta(t); y(t)=T_b(t) ; z(t)= Tc(t + φ), where a,b,c are integers, Tn(t) is the Chebyshev polynomial of degree n and φ\in \RR. When C(a,b,c,φ) has no double points, it defines a polynomial knot. We determine all possible knots when a, b and c are given.

The paper computes groups and modules for wheel graphs using Fibonacci and Chebyshev polynomials.

We show that every two-bridge knot $K$ of crossing number $N$ admits a polynomial parametrization $x=T_3(t), y = T_b(t), z =C(t)$ where $T_k(t)$ are the Chebyshev polynomials and $b+°C = 3N$. If $C (t)= T_c(t)$ is a Chebyshev polynomial, we call such a knot a harmonic knot. We give the classification of harmonic knots …

This paper examines how data affects risk measures in uncertain distributions.

We show that every rational knot $K$ of crossing number $N$ admits a polynomial parametrization $x=T_a(t), y = T_b(t), z = C(t)$ where $T_k(t)$ are the Chebyshev polynomials, $a=3$ and $b+ °C = 3N.$ We show that every rational knot also admits a polynomial parametrization with $a=4$. If $C (t)= T_c(t)$ is a Chebyshev p…

We study sparse approximation by greedy algorithms. We prove the Lebesgue-type inequalities for the Weak Chebyshev Greedy Algorithm (WCGA), a generalization of the Weak Orthogonal Matching Pursuit to the case of a Banach space. The main novelty of these results is a Banach space setting instead of a Hilbert space setti…

Fast risk assessment for autonomous vehicles using learned agent futures.

Chebyshev polynomials analyze Czech enterprises' stock dynamics.

In this paper we study the skein algebras of marked surfaces and the skein modules of marked 3-manifolds. Muller showed that skein algebras of totally marked surfaces may be embedded in easy to study algebras known as quantum tori. We first extend Muller's result to permit marked surfaces with unmarked boundary compone…

We show that the $A_2$ clasps in the Karoubi envelope of $A_2$ spider satisfy the recursive formula of the two-variable Chebyshev polynomials of the second kind associated with a root system of type $A_2$. The $A_2$ spider is a diagrammatic description of the representation category for $U_q(\mathfrak{sl}_3)$ and the $…

Closed formulas for η-corrections in the once-punctured torus identified.

Effective dimensionality reduction improves accuracy and reduces costs in estimating option Greeks.

Chebyshev technique reduces FRTB-IMA equity autocallables computation costs by 90%.

The paper interprets learned step sizes in deep-unfolded gradient descent.

Jones polynomials derived from K-theory of a cluster algebra.

The report analyzes infinite-dimensional output space regression.

The Alexander polynomials Δ_{n,3}(t) and Δ_{n,4}(t) are presented as a sum of the Alexander polynomials Δ_{k,2}(t). These polynomials are also expressed in the form of a sum of Chebyshev polynomials of the second kind. These expansions allow one to introduce the "coordinates" in corresponding bases, which are proposed …

Unbounded primitivity index in free groups linked to Chebyshev function.

Alexander invariant created for doodles, vanishes on unlinked doodles.

This work presents formulas for the Kauffman bracket and Jones polynomials of 3-bridge knots using the structure of Chebyshev knots and their billiard table diagrams. In particular, these give far fewer terms than in the Skein relation expansion. The subject is introduced by considering the easier case of 2-bridge knot…

Recurrent tasks such as pricing, calibration and risk assessment need to be executed accurately and in real-time. Simultaneously we observe an increase in model sophistication on the one hand and growing demands on the quality of risk management on the other. To address the resulting computational challenges, it is nat…

The classical Sturm-Hurwitz-Kellogg theorem asserts that a function, orthogonal to an n-dimensional Chebyshev system on a circle, has at least n+1 sign changes. We prove the converse: given an n-dimensional Chebyshev system on a circle and a function with at least n+1 sign changes, there exists an orientation preservin…

We introduce a new method to price American options based on Chebyshev interpolation. In each step of a dynamic programming time-stepping we approximate the value function with Chebyshev polynomials. The key advantage of this approach is that it allows to shift the model-dependent computations into an offline phase pri…

We prove local Lipschitz property of the map which puts in correspondence to each $N$--net different from $(N-1)$--net its Chebyshev center. If dimension of Eucledean or Lobachevskii space is greater than 1 and net consists of more than 2 points we show that this map is not Lipschits in a neighbourhood of the space of …

Lagrange's map construction ideas influenced later mathematicians.

We introduce a new method to calculate the credit exposure of Bermudan, discretely monitored barrier and European options. Core of the approach is the application of the dynamic Chebyshev method of Glau et al. (2019). The dynamic Chebyshev method delivers a closed form approximation of the option prices along the paths…