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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.

169,051 papers · 148 categories

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48 results for DPW approach

DPW method reconstructs minimal and symmetric CMC surfaces in 3-sphere.

problem Reconstructing minimal and symmetric CMC surfaces in S3\mathbb{S}^3.
method DPW method for reconstructing minimal surfaces and extending to symmetric CMC surfaces.
result DPW potential for Lawson surfaces reconstructs minimal immersions in S3\mathbb{S}^3.

We combine the DPW method and Opening Nodes to construct embedded surfaces of positive constant mean curvature with Delaunay ends in euclidean space, with no limitation to the genus or number of ends.

2018-08-03abs ↗pdf ↗

Global harmonic maps into SU(1,1) constructed from Smyth potentials using DPW method.

problem Globality of harmonic maps constructed from Smyth potentials in SU(1,1).
method Construct harmonic maps into SU(1,1) using the DPW method, solving a Riemann-Hilbert problem to achieve global Iwasawa factorization.
result Globality of the constructed harmonic maps proved using Bessel functions and asymptotic expansions.

In this paper we describe how the operation of adding a uniton arises via the DPW method of obtaining harmonic maps into compact Riemannian symmetric spaces out of certain holomorphic one forms. We exploit this point of view to investigate which unitons preserve finite type property of harmonic maps. In particular, we …

2007-12-10abs ↗pdf ↗

We consider constant mean curvature 1 surfaces in R3\mathbb{R}^3 arising via the DPW method from a holomorphic perturbation of the standard Delaunay potential on the punctured disk. Kilian, Rossman and Schmitt have proven that such a surface is asymptotic to a Delaunay surface. We consider families of such potentials p…

2017-10-02abs ↗pdf ↗

New method constructs translationally equivariant hyperbolic affine spheres.

problem Constructing translationally equivariant hyperbolic affine spheres.
method Noncompact Iwasawa factorization via DPW method and Weierstrass elliptic functions.
result Every translationally equivariant hyperbolic affine sphere is equiaffinely equivalent to one with a circle, hyperbola, or parabola slice curve.

Minimal Lagrangian surfaces in complex hyperbolic quadric via loop group method.

problem Characterizing and constructing minimal Lagrangian surfaces in complex hyperbolic quadric.
method Loop of flat connections, isometric deformations, DPW-type representation.
result Explicit examples of minimal Lagrangian surfaces, including catenoid-type examples.

We consider compact minimal surfaces f ⁣:MS3f\colon M\to S^3 of genus 2 which are homotopic to an embedding. We assume that the associated holomorphic bundle is stable. We prove that these surfaces can be constructed from a globally defined family of meromorphic connections by the DPW method. The poles of the meromorphic co…

2009-03-27abs ↗pdf ↗

Study Lorentz harmonic maps and spacelike surfaces in anti-de Sitter space.

problem Analyzing the relationship between Lorentz harmonic maps and spacelike surfaces.
method Using loop group techniques, develop DPW-type representations and solve Cauchy problems.
result Establish a correspondence between Lorentz harmonic maps and spacelike immersions, leading to families of surfaces of constant Gauss curvature.

The paper constructs families of high genus CMC surfaces in the 3-sphere.

problem Existence and construction of high genus constant mean curvature surfaces.
method Implicit function theorem and iterative algorithm to compute power series expansions.
result Construction of complete and smooth families of CMC surfaces with increasing Willmore energy.

We investigate the Lawson genus 22 surface by methods from integrable system theory. We prove that the associated family of flat connections comes from a family of flat connections on a 44-punctured sphere. We describe the symmetries of the holonomy and show that it is already determined by the holonomy around one of…

2010-09-28abs ↗pdf ↗

This paper concerns rigidity results to Serrin's overdetermined problem in an epigraph {Δu+f(u)=0,   in Ω={(x,xn):xn>φ(x)},u>0,   in Ω,u=0,   on Ω,u=const.onΩ.. \{\begin{aligned} &Δu+ f(u)=0,\ \ \ {in}\ Ω=\{(x^\prime,x_n): x_n>\varphi (x^\prime)\},\\ &u>0,\ \ \ {in}\ Ω,\\ &u=0,\ \ \ {on}\ \partialΩ,\\ &|\nabla u|=const. {on} \partialΩ. \end{aligned}. We prove that up to isometry the ep…

2015-02-16abs ↗pdf ↗

Skew parallelogram nets factorize, encompassing discrete differential geometry.

problem Factorization of polynomials in discrete differential geometry.
method Lax representation, Bäcklund transformations, factorization of polynomials.
result Skew parallelogram nets encompass all systems with polynomial representations.

In this article we obtain total masses of solutions to the Toda system associated to a general simple Lie algebra with singular sources at the origin. The determination of such total masses is one of the important steps towards establishing the a priori bound for solutions to the mean field type of Toda system on compa…

2016-05-25abs ↗pdf ↗

Geometric approach combines asset returns and investor views for better portfolio optimization.

problem Optimizing portfolios with investor-specific views.
method Generalized Wasserstein barycenter (GWB) to integrate statistical asset returns and investor views.
result The geometric approach offers more flexibility and rewards for correct investor views.

Paper proposes an alternative method to price American options using HJM approach.

problem Price American options efficiently and accurately.
method Utilizes HJM technique to model term structure of volatility for equity markets.
result Proposes a new value function, stopping criteria, and stopping time for American options.

We study inference and learning based on a sparse coding model with `spike-and-slab' prior. As in standard sparse coding, the model used assumes independent latent sources that linearly combine to generate data points. However, instead of using a standard sparse prior such as a Laplace distribution, we study the applic…

2012-11-15abs ↗pdf ↗

We develop a semi-analytic approach to the valuation of auto-callable structures with accrual features subject to barrier conditions. Our approach is based on recent studies of multi-assed binaries, present in the literature. We extend these studies to the case of time-dependent parameters. We compare numerically the s…

2016-08-18abs ↗pdf ↗

Two ML approaches learn local volatility surfaces from option prices, with GP being arbitrage-free.

problem Interpolating European vanilla option prices to create a local volatility surface.
method Gaussian process regression and neural net with arbitrage penalties.
result GP approach is arbitrage-free and yields best out-of-sample calibration error.

This paper critiques the Standardized Measurement Approach (SMA) for operational risk and recommends maintaining Advanced Measurement Approach (AMA).

problem Weaknesses and failures of the Standardized Measurement Approach (SMA) in operational risk.
method Critical review and analysis of SMA and AMA approaches.
result SMA is unstable, insensitive to risk, and implicitly related to systemic risk in the banking sector.

Two approaches extend knowledge distillation to Gaussian Processes, showing relationships to existing methods.

problem Applying knowledge distillation to Gaussian Processes for regression and classification.
method Data-centric and distribution-centric approaches to extend distillation to GPR and GPC.
result Distribution-centric approach for GPC approximately corresponds to data duplication and scaling.

We discuss the relative merits of optimistic and randomized approaches to exploration in reinforcement learning. Optimistic approaches presented in the literature apply an optimistic boost to the value estimate at each state-action pair and select actions that are greedy with respect to the resulting optimistic value f…

2017-06-13abs ↗pdf ↗