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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.

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48 results for Coherent

Coherent Multiplex analyzes real-time wavelet coherence among multiple signals.

problem Identifying and visualizing coherence among multiple time series.
method Fast spectral similarity based on cosine similarity metrics of Fourier-transformed signals and sparse time-frequency wavelet coherence.
result Scalable real-time system for low-latency inference and monitoring of inter-signal relationships.

The transition amplitudes between coherent states on a coherent state manifold are expressed in terms of the embedding of the coherent state manifold into a projective Hilbert space. Consequences for the dimension of projective Hilbert space and a simple geometric interpretation of Calabi's diastasis follows.

1997-07-31abs ↗pdf ↗

Sparse coding in learned dictionaries has been established as a successful approach for signal denoising, source separation and solving inverse problems in general. A dictionary learning method adapts an initial dictionary to a particular signal class by iteratively computing an approximate factorization of a training …

2012-05-28abs ↗pdf ↗

Develops equivariant Chern characters for coherent sheaves with group actions.

problem Computing Chern characters for coherent sheaves on manifolds with group actions.
method Introduces equivariant Chern characters and proves Riemann-Roch-Grothendieck theorem in Bott-Chern cohomology.
result Establishes a Riemann-Roch-Grothendieck theorem for coherent sheaves with finite group actions.

New metric mm-coherence measures gradient alignment during training, revealing surprising memorization patterns.

problem Measuring and understanding the alignment of per-example gradients during training.
method Introducing mm-coherence as a metric to study gradient alignment, showing its advantages over existing metrics.
result Training with random labels leads to high mm-coherence, indicating common patterns even when generalization is not possible.

Generates coherent storybooks from plain text using diffusion models.

problem Ensuring coherency in a sequence of images for storytelling applications.
method Combines pre-trained LLM and text-guided Latent Diffusion Model for zero-shot generation.
result Outperforms state-of-the-art image editing baselines in generating coherent storybooks.

Low-rank matrix approximations are often used to help scale standard machine learning algorithms to large-scale problems. Recently, matrix coherence has been used to characterize the ability to extract global information from a subset of matrix entries in the context of these low-rank approximations and other sampling-…

2010-09-04abs ↗pdf ↗

Develops non-standard analysis for coherent risk estimation.

problem Estimating coherent risk measures in financial contexts.
method Non-standard analysis, hyperfinite representations, discrete Kusuoka formulae, plug-in asymptotics.
result Uniform almost sure consistency and asymptotic normality of spectral plug-in estimators.

We propose a pricing technique based on coherent risk measures, which enables one to get finer price intervals than in the No Good Deals pricing. The main idea consists in splitting a liability into several parts and selling these parts to different agents. The technique is closely connected with the convolution of coh…

2006-05-02abs ↗pdf ↗

The coherent states are viewed as a powerful tool in differential geometry. It is shown that some objects in differential geometry can be expressed using quantities which appear in the construction of the coherent states. The following subjects are discussed via the coherent states: the geodesics, the conjugate locus a…

1998-07-14abs ↗pdf ↗

We emphasize some properties of coherent state groups, i.e. groups whose quotient with the stationary groups, are manifolds which admit a holomorphic embedding in a projective Hilbert space. We determine the differential action of the generators of the representation of coherent state groups on the symmetric Fock space…

2002-11-04abs ↗pdf ↗

For homogeneous simply connected Hodge manifolds it is proved that the set of coherent vectors orthogonal to a given one is the divisor responsible for the homogeneous holomorphic line bundle of the coherent vectors. In particular, for naturally reductive spaces, the divisor is the cut locus.

1998-07-14abs ↗pdf ↗

A group is coherent if all its finitely generated subgroups are finitely presented. In this article we provide a criterion for positively determining the coherence of a group. This criterion is based upon the notion of the perimeter of a map between two finite 2-complexes which is introduced here. In the groups to whic…

2002-12-31abs ↗pdf ↗

Recently, neural approaches to coherence modeling have achieved state-of-the-art results in several evaluation tasks. However, we show that most of these models often fail on harder tasks with more realistic application scenarios. In particular, the existing models underperform on tasks that require the model to be sen…

2019-09-01abs ↗pdf ↗

For arbitrary quantizable compact Kaehler manifolds, relations between the geometry given by the coherent states based on the manifold and the algebraic (projective) geometry realised via the coherent state mapping into projective space, are studied. Polar divisors, formulas relating the scalar products of coherent vec…

1999-03-17abs ↗pdf ↗

The study examines Kähler structures on coadjoint orbits of Lie groups using coherent and squeezed states.

problem Does the coadjoint orbits of Lie groups support a Kähler structure?
method Examined three Lie groups: Weyl-Heisenberg, SU(2), and SU(1,1). Used coherent and squeezed states to explore Kähler structures.
result Coherent states provide Kähler embeddings, while squeezed states only symplectic embeddings.

This note is mostly an exposition of an unpublished result of Deligne, which introduces an analogue of perverse tt-structure on the derived category of coherent sheaves on a Noetherian scheme with a dualizing complex. Construction extends to the category of coherent sheaves equivariant under an action of an algebraic …

2000-05-16abs ↗pdf ↗

The intimate relationship between coherent states and geodesics is pointed out. For homogenous manifolds on which the exponential from the Lie algebra to the Lie group equals the geodesic exponential, and in particular for symmetric spaces, it is proved that the cut locus of the point 00 is equal to the set of coheren…

1995-02-22abs ↗pdf ↗

Develops a statistical framework for coherent risk estimation.

problem Constructing coherent risk estimators with sound financial and statistical properties.
method Inspired by axiomatic risk measure theory, defines coherent risk estimators through robust representations linked to LL-estimators.
result Demonstrates that coherence of a risk measure does not necessarily carry over to its estimators and shows alternative weight structures can lead to different outcomes.

Absolutely partially hyperbolic surface endomorphisms have a coherent center foliation.

problem Understanding the dynamics of absolutely partially hyperbolic surface endomorphisms.
method Showed the existence of a center foliation and leaf conjugacy to the linearization.
result Absolutely partially hyperbolic surface endomorphisms have a dynamically coherent center foliation.

End-to-end deep model for coherent probabilistic forecasts in hierarchical time series.

problem Hierarchical probabilistic forecasting for coherent predictions.
method Dirichlet proportions model for learning root and child distributions.
result Significant improvements over state-of-the-art baselines (up to 26%).

Financial markets have been extensively studied as highly complex evolving systems. In this paper, we quantify financial price fluctuations through a coupled dynamical system composed of phase oscillators. We find a Financial Coherence and Incoherence (FCI) coexistence collective behavior emerges as the system evolves …

2016-05-08abs ↗pdf ↗

The paper explores non-convex risk measures and their characterizations.

problem Characterizing non-convex risk measures without convexity or weak convexity.
method Characterizes monetary risk measures as lower envelopes of families of convex or coherent risk measures, considering law-invariance and SSD-consistency.
result Unified representation theorems for law-invariant risk measures, including VaR.

The Nystrom method is an efficient technique used to speed up large-scale learning applications by generating low-rank approximations. Crucial to the performance of this technique is the assumption that a matrix can be well approximated by working exclusively with a subset of its columns. In this work we relate this as…

2014-08-09abs ↗pdf ↗

Generates music with coherent rhythm, chords, and melody using LSTM models.

problem Lack of direction and coherence in generated music by neural networks.
method Two-stage LSTM model: first generates harmonic and rhythmic templates, then melodies conditioned on these.
result Subjective test shows improved musical coherence and coherence compared to baselines.

This paper generalizes L2 cohomology theory for complex manifolds.

problem Developing a L2 cohomology theory for Hodge modules on infinite covering spaces.
method Formulating a conjectural generalization of L2-Mixed Hodge structures using Saito's Mixed Hodge Modules.
result Partial results in the conjectural generalization of L2-Mixed Hodge structures.

We use the theory of coherent measures to look at the problem of surplus sharing in an insurance business. The surplus share of an insured is calculated by the surplus premium in the contract. The theory of coherent risk measures and the resulting capital allocation gives a way to divide the surplus between the insured…

2018-10-28abs ↗pdf ↗

Model criticism tool evaluates text coherence and structure in generated long-form text.

problem Evaluate the high-level structure of generated text for coherence, coreference, and topicality.
method Apply model criticism in latent space to compare real and generated data distributions.
result Transformer-based models struggle with maintaining structural coherence and coreference.

Let CC be an algebraic curve of genus gg. A coherent system on CC consists of a pair (E,V)(E,V), where EE is an algebraic vector bundle over CC of rank nn and degree dd and VV is a subspace of dimension kk of the space of sections of EE. The stability of the coherent system depends on a parameter αα. We study t…

2004-07-30abs ↗pdf ↗

In a model with no given probability measure, we consider asset pricing in the presence of frictions and other imperfections and characterize the property of coherent pricing, a notion related to (but much weaker than) the no arbitrage property. We show that prices are coherent if and only if the set of pricing measure…

2014-10-23abs ↗pdf ↗