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.
New approach solves utility maximization problems using Delta family.
Delta Variances efficiently estimate epistemic uncertainty in neural networks.
KrigHedge uses Gaussian processes to approximate option Greeks efficiently.
The study connects knot crossing numbers to surface properties and tunnel numbers.
We show that uniform K-stability is a Zariski open condition in Q-Gorenstein families of Q-Fano varieties. To prove this result, we consider the behavior of the stability threshold in families. The stability threshold (also known as the delta-invariant) is a recently introduced invariant that is known to detect the K-s…
New methods for delta-moves on algebraically split links identified.
Delta-unlinking number measures how to unlink algebraically split links.
We develop techniques for studying fundamental groups and integral singular homology of symmetric Delta-complexes, and apply these techniques to study moduli spaces of stable tropical curves of unit volume, with and without marked points. As one application, we show that Delta_g and Delta_{g,n} are simply connected, fo…
The paper calculates delta invariants for specific geometric structures.
TWM doesn't reduce delta in PDLPs, proving impossibility.
A Delta-groupoid is an algebraic structure which axiomitizes the combinatorics of a truncated tetrahedron. It is shown that there are relations of Delta-groupoids to rings, group pairs, and (ideal) triangulations of three-manifolds. In particular, one can associate a Delta-groupoid to ideal triangulations of knot compl…
In the present paper we study locally semiflat (we also call them semiintegrable) almost Grassmann structures. We establish necessary and sufficient conditions for an almost Grassmann structure to be alpha- or beta-semiintegrable. These conditions are expressed in terms of the fundamental tensors of almost Grassmann st…
We refine the analysis of hedging strategies for options under the SABR model carried out in [2]. In particular, we provide a theoretical justification of the empirical observation made in [2] that the modified delta ("Bartlett's delta") introduced there provides a more accurate and robust hedging strategy than the con…
A Delta-groupoid is an algebraic structure which axiomatizes the combinatorics of a truncated tetrahedron. By considering two simplest examples coming from knot theory, we illustrate how can one associate a Delta-groupoid to an ideal triangulation of a three-manifold. We also describe in detail the rings associated wit…
Link-homotopy and self Delta-equivalence are equivalence relations on links. It was shown by J. Milnor (resp. the last author) that Milnor invariants determine whether or not a link is link-homotopic (resp. self Delta-equivalent) to a trivial link. We study link-homotopy and self Delta-equivalence on a certain componen…
Continuity of delta invariant leads to uniform Kähler-Einstein metrics.
Let G:=SO(n,1)^\circ and Γbe a geometrically finite Zariski dense subgroup with critical exponent delta bigger than (n-1)/2. Under a spectral gap hypothesis on L^2(Γ\ G), which is always satisfied for delta>(n-1)/2 for n=2,3 and for delta>n-2 for n>= 4, we obtain an {\it effective} archimedean counting result for a dis…
In this paper we construct some invariants of spatial graphs by disk-summing the constituent knots and show the delta edge-homotopy invariance of them. As an application, we show that there exist infinitely many slice spatial embeddings of a planar graph up to delta edge-homotopy, and there exist infinitely many bounda…
Delta method vs Bootstrap for deep learning classification shows strong linear relationship and faster computation.
Study delta invariant of curves on rational surfaces using topological methods.
Study shows singular set of distance functions is delta-convex.
Delta finite-type invariants are defined analogously to finite-type invariants, using delta moves instead of crossing changes. We show that they are closely related to the lower central series of the commutator subgroup of the pure braid group.
We call a Delta Diagram any diagram of a knot or link whose regions (including the unbounded one) have 3, 4, or 5 sides. We prove that any knot or link admits a delta diagram. We define and estimate combinatorial link invariants stemming from this definition.
Study virtualized Delta, Sharp, and Pass moves for oriented virtual knots and links.
The paper classifies pretzel links with 2 components and gives conditions for those with 3 or more.
In this paper we construct a family of complex structures on a complex flag manifold that converge to the real polarization coming from the Gelfand-Cetlin integrable system, in the sense that holomorphic sections of a prequantum line bundle converge to delta-function sections supported on the Bohr-Sommerfeld fibers. Ou…
We study generalizations of finite-type knot invariants obtained by replacing the crossing change in the Vassiliev skein relation by some other local move, analyzing in detail the band-pass and doubled-delta moves. Using braid-theoretic techniques, we show that, for a large class of local moves, generalized Goussarov's…
Lower bounds for delta invariant of weighted hypersurfaces proved for K-stability.
Study calculates liquidity costs for delta hedging of European options.
This paper uses Malliavin calculus to price and compute delta of financial derivatives in jump-diffusion models.
We prove that the crossing changes, Delta moves, and sharp moves are unknotting operations on welded knots.
The paper explores new translating solitons and their relation to -wings.
Modelling stock prices via jump processes is common in financial markets. In practice, to hedge a contingent claim one typically uses the so-called delta-hedging strategy. This strategy stems from the Black--Merton--Scholes model where it perfectly replicates contingent claims. From the theoretical viewpoint, there is …
We generalize the Manolescu-Owens smooth concordance invariant delta(K) of knots K in the 3-sphere to invariants delta_{p^n}(K) obtained by considering covers of order p^n, with p prime. Our main result shows that for any odd prime p, the direct sum of delta_{p^n} as n ranges through the natural numbers, yields a homom…
We consider a strictly pathwise setting for Delta hedging exotic options, based on Föllmer's pathwise Itō calculus. Price trajectories are -dimensional continuous functions whose pathwise quadratic variations and covariations are determined by a given local volatility matrix. The existence of Delta hedging strategie…
We discuss the difference between locally risk-minimizing and delta hedging strategies for exponential Lévy models, where delta hedging strategies in this paper are defined under the minimal martingale measure. We give firstly model-independent upper estimations for the difference. In addition we show numerical example…
Study pairs of subspaces with or without a common complement in Hilbert spaces.
Characterizes smiles in delta satisfying specific conditions.
The delta invariant of curves on rational surfaces is calculated using embedded topological and analytic methods.
Deep BSDE method for pricing and hedging complex financial portfolios.
Study delta invariant of minimal generic curves on rational surfaces.
We derive variance-optimal hedging strategies for SABR and rough Bergomi models.
Transfer learning through fine-tuning a pre-trained neural network with an extremely large dataset, such as ImageNet, can significantly accelerate training while the accuracy is frequently bottlenecked by the limited dataset size of the new target task. To solve the problem, some regularization methods, constraining th…
This paper improves bounds on how many Delta-moves are needed to trivialize a link.
The paper improves bounds on knot crossings and tabulates minimal diagrams.
We introduce a new method of delta hedging. In many cases, this method results in a lower cost than the Black-Scholes method. To calculate the cost of hedging, we develop a Mathematica program that include the two-dimensional Newton-Raphson method.
The paper introduces a measure to assess the relative value of a delta-Symmetric Strangle under the Black-Scholes model.
Let M be a non-elementary convex cocompact hyperbolic 3 manifold and delta the critical exponent of its fundamental group. We prove that a one-dimensional unipotent flow for the frame bundle of M is ergodic for the Burger-Roblin measure provided that delta>1.