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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.

168,657 papers · 148 categories

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20405979 · Jun 202019922001200920172026
48 results for Chebyshev polynomials

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

problem Understanding the Riley polynomial of 2-bridge knots and its splitting property.
method Introducing ε-Chebyshev polynomials to express and split the Riley polynomial.
result Explicit formula for the splitting polynomial as ε-Chebyshev polynomials.

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

problem Exploring the relationship between Chebyshev polynomials and Gram determinants on Möbius bands.
method Analyzing Mersenne numbers and Chebyshev polynomials, proving conjectures, and developing algorithms.
result A factor of the Gram determinant supports a conjecture about its closed formula involving Chebyshev polynomials.

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…

2014-03-14abs ↗pdf ↗

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

2009-06-22abs ↗pdf ↗

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

problem Computing groups and modules for wheel graphs.
method Utilized Fibonacci and Chebyshev polynomials to compute the Reduced Fox Coloring Group and Alexander-Burau-Fox Module.
result Computed groups and modules for wheel graphs using Fibonacci and Chebyshev polynomials.

We show that every two-bridge knot KK of crossing number NN admits a polynomial parametrization x=T3(t),y=Tb(t),z=C(t)x=T_3(t), y = T_b(t), z =C(t) where Tk(t)T_k(t) are the Chebyshev polynomials and b+°C=3Nb+°C = 3N. If C(t)=Tc(t)C (t)= T_c(t) is a Chebyshev polynomial, we call such a knot a harmonic knot. We give the classification of harmonic knots …

2009-09-17abs ↗pdf ↗

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

2008-12-05abs ↗pdf ↗

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.

2010-01-28abs ↗pdf ↗

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 …

2015-10-13abs ↗pdf ↗

We show that the if a sequence of normalized polynomials gives rise to a positive basis of the skein algebra of a surface, then it is sandwiched between the two types of Chebyshev polynomials. For the closed torus, we show that the normalized sequence of Chebyshev polynomials of type one (T^n)(\hat{T}_n) is the only one w…

2019-08-15abs ↗pdf ↗

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

2009-11-03abs ↗pdf ↗

We seek to improve the data efficiency of neural networks and present novel implementations of parameterized piece-wise polynomial activation functions. The parameters are the y-coordinates of n+1 Chebyshev nodes per hidden unit and Lagrangian interpolation between the nodes produces the polynomial on [-1, 1]. We show …

2019-06-24abs ↗pdf ↗

Chebyshev steps improve convergence in deep-unfolded gradient descent.

problem Improving convergence speed in iterative algorithms.
method Introducing Chebyshev steps to bound convergence rate of gradient descent.
result Chebyshev steps lead to asymptotically optimal convergence rate.

Study Type CC skein modules using Sp(2n)Sp(2n) webs and construct transparent elements.

problem Understanding Type CC skein modules and constructing transparent elements.
method Diagrammatic approach using multivariable Chebyshev polynomials and explicit braiding formulas.
result Construction of transparent elements in the skein module at roots of unity.

We derive a factorization of the Alexander polynomial of the 4-strand Turk's head knot using hypergeometric representations.

problem Deriving a factorization of the Alexander polynomial of the 4-strand Turk's head knot
method Using the reduced Burau representation and multivariable resultant elimination over reciprocal constraints
result Deriving a factorization of the Alexander polynomial in terms of Chebyshev polynomials

Develops AMITE for analyzing neural network nonlinearities.

problem Addressing difficulties in verification, explainability, and security in neural network analysis.
method Analytically modified integral transform expansion (AMITE) for neural network nonlinearities.
result First to provide six mutually exclusive desired expansion properties.

Study links weaving knots with polynomial coefficients and lattice numbers.

problem Understanding polynomial coefficients of weaving knots and their lattice counterparts.
method Established relationships between Jones and Chebyshev polynomials, and derived explicit formulas for Alexander polynomials.
result Proved coefficients of Jones polynomial are Whitney numbers of Lucas lattices and satisfied Fox's trapezoidal conjecture.

Lower bounds on MALA and HMC for well-conditioned distributions.

problem Understanding the performance limits of Metropolized sampling methods.
method Analyzing the Metropolis-adjusted Langevin algorithm (MALA) and multi-step Hamiltonian Monte Carlo (HMC) with a leapfrog integrator.
result Nearly-tight lower bound of Ω~(κd)\widetildeΩ(κd) on the mixing time of MALA from an exponentially warm start.

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…

2015-05-18abs ↗pdf ↗

We introduce a new method for estimating the support size of an unknown distribution which provably matches the performance bounds of the state-of-the-art techniques in the area and outperforms them in practice. In particular, we present both theoretical and computer simulation results that illustrate the utility and p…

2019-01-22abs ↗pdf ↗

The implied volatility is a crucial element of any financial toolbox, since it is used for quoting and the hedging of options as well as for model calibration. In contrast to the Black-Scholes formula its inverse, the implied volatility, is not explicitly available and numerical approximation is required. We propose a …

2017-10-04abs ↗pdf ↗

In this paper we study the growth rates of Artin monoids and we show that 4 is a universal upper bound. We also show that the generating functions of the associated right-angled Artin monoids are given by families of Chebyshev polynomials. Applications to Artin groups and positive braids are given.

2008-05-17abs ↗pdf ↗

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

problem The convergence rate of negative momentum in minimax games is suboptimal.
method Extending variational inequality formulation, connecting momentum method with Chebyshev polynomials.
result Negative momentum accelerates convergence locally but at a suboptimal rate.

In this paper we use Bernstein and Chebyshev polynomials to approximate the price of some basket options under a bivariate Black-Scholes model. The method consists in expanding the price of a univariate related contract after conditioning on the remaining underlying assets and calculating the mixed exponential-power mo…

2014-04-11abs ↗pdf ↗

Study non-acyclic SL2-representations of twist knots and their L-functions.

problem Characterize SL2-representations of twist knots and their properties.
method Character variety, Reidemeister torsion, Chebyshev polynomials, and L-functions.
result Non-acyclic SL2-representations lie on the line x=y in character variety, and their orders are related to (-3)-Dehn surgery.

Anderson acceleration (or Anderson mixing) is an efficient acceleration method for fixed point iterations xt+1=G(xt)x_{t+1}=G(x_t), e.g., gradient descent can be viewed as iteratively applying the operation G(x)xαf(x)G(x) \triangleq x-α\nabla f(x). It is known that Anderson acceleration is quite efficient in practice and can be viewed…

2018-09-07abs ↗pdf ↗

In previous work, we have constructed diagrammatic idempotents in an affine extension of the Temperley-Lieb category, which describe extremal weight projectors for sl(2), and which categorify Chebyshev polynomials of the first kind. In this paper, we generalize the construction of extremal weight projectors to the case…

2018-03-27abs ↗pdf ↗