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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.

169,291 papers · 148 categories

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221443664885 · Jun 202019922001200920182026
48 results for De Casteljau's algorithm

This paper presents practical methods for portfolio selection in investments.

problem Investment portfolio selection challenges.
method Mean-variance optimization, mean-semivariance model, genetic algorithms, transaction costs.
result More comprehensive risk and return analysis in portfolio selection.

The primitive cohomology of Calabi-Yau intersections is described using a twisted de Rham complex.

problem Describing the primitive cohomology of Calabi-Yau intersections.
method Using a twisted de Rham complex and formal flat F-manifold structures.
result Constructs formal flat F-manifold structures on the primitive cohomology of Calabi-Yau intersections.

This paper uses bandit theory and Thompson Sampling to optimize protein sequences.

problem Optimizing protein sequences using machine learning and directed evolution.
method Proposes a Thompson Sampling-guided Directed Evolution (TS-DE) framework.
result TS-DE achieves a nearly optimal Bayesian regret of order ildeO(d2MT) ilde O(d^{2}\sqrt{MT}).

A new method for calibrating American options is tested and found to be reliable in some scenarios but not in others.

problem Calibrating American options for model accuracy.
method De-Americanization method, based on simplifications.
result De-Americanization performs well in some scenarios but can lead to large errors in others.

Paper proposes a new model and methods for robustly de-interleaving HMP mixtures.

problem Lack of robustness to non-ideal situations in existing HMP mixtures de-interleaving methods.
method Designs a generative model, formulates de-interleaving as posterior inference, develops exact and approximate inference methods, derives error probability bounds.
result Proposed methods are highly effective and robust for non-ideal situations, outperforming baseline methods.

Dans les années 1940-1970, Alexandrov et l'"École de Leningrad" ont développé une théorie très riche des surfaces singulières. Il s'agit de surfaces topologiques, munie d'une métrique intrinsèque pour laquelle on peut définir une notion de courbure, qui est une mesure de Radon. Cette classe de surfaces a de bonnes prop…

2009-06-18abs ↗pdf ↗

This paper introduces derivative-free optimization methods for deep learning model training.

problem Training deep learning models using gradient descent can get stuck in local optima.
method Population based methods and random search approaches.
result Derivative-free methods can improve deep learning model training.

We show that contact homology distinguishes infinitely many tight contact structures on any orientable, toroidal, irreducible 3-manifold. As a consequence of the contact homology computations, on a very large class of toroidal manifolds, all known examples of universally tight contact structures with nonvanishing torsi…

2004-11-25abs ↗pdf ↗

Recursive KalmanNet generalizes well in noisy, out-of-distribution scenarios.

problem Generalization in noisy, out-of-distribution scenarios.
method Recurrent neural network guided by a Kalman filter.
result Recursive KalmanNet performs well in scenarios with different temporal dynamics from training data.

X-TFC solves parametric DEs with neural networks and physics constraints.

problem Solving parametric differential equations with physics constraints.
method Combines Theory of Functional Connections and Physics-Informed Neural Networks with a single-layer Extreme Learning Machine.
result Achieves high accuracy with low computational time.

On every compact, orientable, irreducible 3-manifold V which is toroidal or has torus boundary components we construct a contact 1-form whose Reeb vector field R does not have any contractible periodic orbits and is tangent to the boundary. Moreover, if bdry V is nonempty, then the Reeb vector field R is transverse to …

2004-11-29abs ↗pdf ↗

Two de Rham complexes in diffeology are compared using a factor map.

problem Comparing two de Rham complexes in diffeology.
method Using a factor map to connect the two de Rham complexes and Čech--de Rham spectral sequence.
result Singular de Rham cohomology of irrational torus is isomorphic to tensor product of original de Rham cohomology and exterior algebra.

Nous montrons que les équations du repère mobile des surfaces de Bonnet conduisent à une paire de Lax matricielle isomonodromique d'ordre deux pour la sixième équation de Painlevé. We show that the moving frame equations of Bonnet surfaces can be extrapolated to a second order, isomonodromic matrix Lax pair of the sixt…

2016-07-05abs ↗pdf ↗

Study geodesics on Kerr-Newman instantons with de Sitter or anti-de Sitter asymptotics.

problem Characterize geodesics on Kerr-Newman instantons with specific asymptotic geometries.
method Use first integrals for the Hamilton-Jacobi equation to characterize trajectories.
result Characterized geodesics, including stable equilibrium orbits, in Kerr-Newman instantons with de Sitter or anti-de Sitter asymptotics.

The so-called risk diversification principle is analyzed, showing that its convenience depends on individual characteristics of the risks involved and the dependence relationship among them. ----- Se analiza el principio de diversificación de riesgos y se demuestra que no siempre resulta mejor que no diversificar, pues…

2016-09-09abs ↗pdf ↗

CF-GPS learns policies from logged data by considering counterfactual outcomes.

problem Learning policies from limited real experience in complex environments.
method Assumes logged real experience and models counterfactual outcomes. Uses structural causal models for evaluation.
result Improves policy evaluation and search results on a grid-world task.

Enhances DES by removing noise and defining regions more accurately.

problem Incompetent classifier selection in noisy regions and true indecision regions.
method FIRE-DES++ uses equal number of samples from each class and removes noise to define regions more accurately.
result FIRE-DES++ outperforms FIRE-DES and state-of-the-art DES frameworks.

The theory of Vassiliev invariants deals with many modules of diagrams on which the algebra Lambda defined by Pierre Vogel acts. By specifying a quadratic simple Lie superalgebra, one obtains a character on Lambda. We show the coherence of these characters by building a map of graded algebras beetwen Lambda and a quoti…

2001-07-19abs ↗pdf ↗

Classification of specific pseudo-Riemannian manifolds.

problem Classifying conformally flat generalized Ricci recurrent pseudo-Riemannian manifolds.
method Complete classification through mathematical analysis.
result Conformally flat generalized Ricci recurrent pseudo-Riemannian manifolds are either de Sitter or anti-de Sitter spacetimes.

The paper explores de Rham theory for singular spaces and stacks.

problem Identifying de Rham theory for singular differentiable spaces.
method Identifying two potential answers and studying them, including the exterior algebra of the cotangent complex and de Rham stacks.
result There exists a version of the de Rham theorem for singular differentiable spaces with almost no restrictions.

Nous considérons un espace topologique qui est localement isomorphe au quotient de R^k par l'action d'un groupe discret et nous l'appelons quasi-variété de dimension k. Les quasi-variétés généralisent les variétés et les V-variétés et représentent le cadre naturel pour la réduction symplectique par rapport à l'action i…

1999-04-30abs ↗pdf ↗

Study examines solutions to Jang equation on anti-de Sitter spacetimes.

problem Existence and properties of solutions to the generalized Jang equation.
method Rigorous analysis in asymptotically anti-de Sitter setting.
result Provides solutions for a broad class of asymptotic conditions.