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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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22446587 · Jun 202019922001200920172026
48 results for Dual Basis

Paper proposes a method to recover point configurations from noisy distance data.

problem Recovering point configurations from noisy distance data.
method Robust Euclidean Distance Geometry via Dual Basis (RoDEoDB) algorithm.
result Exact recovery guarantees for point configuration and Gram matrix under mild conditions.

The study explores various localized bases and their duals for scattered data approximation.

problem Scattered data approximation using radial basis functions.
method Examines different localized bases including Lagrange, Newton, and multiresolution versions, and their duals.
result Localized orthogonal bases, such as the Newton basis, offer symmetric preconditioners and are feasible for scattered data approximation.

We discuss bases of the space of holomorphic quadratic differentials that are dual to the differentials of Fenchel-Nielsen coordinates and hence appear naturally when considering functions on the set of hyperbolic metrics which are invariant under pull-back by diffeomorphisms, such as eigenvalues of the Laplacian. The …

2018-06-12abs ↗pdf ↗

In view of the result of Kontsevich, now often called ``the fundamental theorem of Vassiliev theory'', identifying the graded dual of the associated graded vector space to the space of Vassiliev invariants filtered by degree with the linear span of chord diagrams modulo the ``4T-relation'' (and in the unframed case, th…

2008-01-21abs ↗pdf ↗

We consider control-linear left-invariant time-optimal problems on step 2 Carnot groups with strictly convex set of control parameters (in particular, sub-Finsler problems). We describe all linear-in-momenta Casimirs on the dual of the Lie algebra. In the case of rank 3 Lie groups we describe the symplectic foliation o…

2019-10-10abs ↗pdf ↗

We study the rational permutation braids, that is the elements of an Artin-Tits group of spherical type which can be written x1yx^{-1} y where xx and yy are prefixes of the Garside element of the braid monoid. We give a geometric characterization of these braids in type AnA_n and BnB_n and then show that in spherical …

2015-08-27abs ↗pdf ↗

Study automates feature selection and clustering for HFT stock price forecasting.

problem Manual feature selection and clustering for high-frequency trading (HFT) stock price forecasting.
method Dual competitive feature importance mechanism and clustering via shallow neural network topology.
result Enhanced forecasting ability of the RBFNN regressor through automated feature selection and clustering.

New coordinates for SL3-web graphs on surfaces defined by Fock-Goncharov.

problem Characterizing functions on SL3-character varieties of surfaces.
method Introduced tropical Fock-Goncharov coordinates based on Knutson-Tao rhombus inequalities and congruence conditions.
result Tropical coordinates naturally index the commutative algebra of functions on SL3-character varieties.

We (1) characterize the Schubert varieties that arise as variations of Hodge structure (VHS); (2) show that the isotropy orbits of the infinitesimal Schubert VHS `span' the space of all infinitesimal VHS; and (3) show that the cohomology classes dual the Schubert VHS form a basis of the invariant characteristic cohomol…

2012-08-27abs ↗pdf ↗

We show that the Grothendieck group associated to integral polytopes in Rn\mathbb{R}^n is free-abelian by providing an explicit basis. Moreover, we identify the involution on this polytope group given by reflection about the origin as a sum of Euler characteristic type. We also compute the kernel of the norm map sendin…

2016-05-04abs ↗pdf ↗

The purpose of this paper is twofold. On one hand, we introduce a modification of the dual canonical basis for invariant tensors of the 3-dimensional irreducible representation of Uq(sl2)U_q(sl_2), given in terms of Jacobi diagrams, a central tool in quantum topology. On the other hand, we use this modified basis to study t…

2015-07-16abs ↗pdf ↗

Surgery triangles are an important computational tool in Floer homology. Given a connected oriented surface ΣΣ, we consider the abelian group K(Σ)K(Σ) generated by bordered 3-manifolds with boundary ΣΣ, modulo the relation that the three manifolds involved in any surgery triangle sum to zero. We show that K(Σ)K(Σ) is a f…

2014-10-14abs ↗pdf ↗

We prove that any regular Casimir in 3D magnetohydrodynamics is a function of the magnetic helicity and cross-helicity. In other words, these two helicities are the only independent regular integral invariants of the coadjoint action of the MHD group SDiff(M)X(M)\text{SDiff}(M)\ltimes\mathfrak X^*(M), which is the semidirect pro…

2019-01-14abs ↗pdf ↗

Study on hedging and valuation of basis risk in incomplete markets with partial information.

problem Hedging and valuation of European and American claims in an incomplete market with correlated assets and partial information.
method Stochastic control and partial information scenario, forward indifference valuation, dual representation, PDE approach.
result Derivation of optimal hedging strategy and forward indifference price representation for claims.

GPs with neural network dual kernels improve reinforcement learning performance.

problem Combining the strengths of DNNs and GPs for reinforcement learning.
method Apply GPs with neural network dual kernels to solve reinforcement learning tasks.
result GPs with neural network dual kernels perform at least as well as conventional methods on the mountain-car problem.

The paper constructs a Saito basis for a specific class of divisors and applies it to logarithmic Poisson geometry.

problem Investigating a class of non-quasi-homogeneous free divisors and their logarithmic vector fields.
method Explicitly constructing a Saito basis for the module of logarithmic vector fields and applying it to logarithmic Poisson geometry.
result The construction of the Saito basis and the Lie-Rinehart algebra structure on the sheaf of logarithmic 1-forms.

The paper derives Einstein tensors for a family of α-connections on quasi-statistical manifolds.

problem Deriving Einstein tensors for a new family of connections.
method Developed mathematical foundations of statistical and quasi-statistical manifolds, including dual and equiaffine connections.
result Explicit expressions for curvatures and Einstein tensors of the α-connections.

Let G be a simple algebraic group. Labelled trivalent graphs called webs can be used to product invariants in tensor products of minuscule representations. For each web, we construct a configuration space of points in the affine Grassmannian. Via the geometric Satake correspondence, we relate these configuration spaces…

2011-03-17abs ↗pdf ↗

The paper solves a new Minkowski problem involving convex bodies and curvature measures.

problem Finding convex bodies with specific curvature measures.
method Solving Monge-Ampère type equations using variational and Gaussian curvature flow methods.
result Existence and uniqueness of solutions for the LpL_p-Gauss dual Minkowski problem.

Dual-ISL improves implicit generative model training with convex optimization and explicit density approximation.

problem Training implicit generative models with robust and practical likelihood-free objectives.
method Introduces dual-ISL, a novel likelihood-free objective using a convex divergence derived from the invariant statistical loss (ISL) framework.
result Dual-ISL yields a convex optimization problem in the space of model densities, providing explicit density approximation and improved training stability.

We investigate different ways of generating approximate solutions to the pairwise Markov random field (MRF) selection problem. We focus mainly on the inverse Ising problem, but discuss also the somewhat related inverse Gaussian problem because both types of MRF are suitable for inference tasks with the belief propagati…

2012-10-19abs ↗pdf ↗

This article presents fast lower and upper estimates for a large class of options: the class of constrained multiple exercise American options. Typical options in this class are swing options with volume and timing constraints, and passport options with multiple lookback rights. The lower estimate algorithm uses the ar…

2020-02-26abs ↗pdf ↗

The paper develops robust risk measures for uncertain loss positions.

problem Risk assessment for loss positions with uncertain distributions.
method Robust optimized certainty equivalents and generalized quantiles are proposed and analyzed.
result Robust expectiles with specific penalization functions are coherent risk measures.

Recently S. Merkulov established a new link between differential geometry and homological algebra by giving descriptions of several differential geometric structures in terms of algebraic operads and props. In particular he described Nijenhuis structures as corresponding to representations of the cobar construction on …

2008-09-12abs ↗pdf ↗

In this study the Voronoi interpolation is used to interpolate a set of points drawn from a topological space with higher homology groups on its filtration. The technique is based on Voronoi tessellation, which induces a natural dual map to the Delaunay triangulation. Advantage is taken from this fact calculating the p…

2019-11-08abs ↗pdf ↗

The closure conditions of the inexact exterior differential form and dual form (an equality to zero of differentials of these forms) can be treated as a definition of some differential-geometrical structure. Such a connection discloses the properties and specific features of the differential-geometrical structures. The…

2004-04-12abs ↗pdf ↗

The paper introduces isotropy as a regularizer to enhance portfolio stability.

problem Model uncertainty and estimation errors in diversification strategies.
method Integrates isotropy as a geometric regularizer into mean-variance optimization.
result Isotropy constraint systematically induces negative average-signal exposure, providing a robust crash hedge.

DS2CF-Net learns hierarchical representations with deep coupled factorization and enriched prior.

problem Learning deep hierarchical representations from data.
method Dual-constrained Deep Semi-Supervised Coupled Factorization Network (DS2CF-Net) with enriched prior.
result DS2CF-Net achieves state-of-the-art performance in representation learning and clustering.

Quantum duality map extended to general marked surfaces and its compatibility with skein algebras proven.

problem Generalizing quantum duality map to general marked surfaces and proving its compatibility with skein algebras.
method Generalized quantum duality map, reduced stated skein algebras, quantum trace maps, skein lifting.
result Compatibility of quantum duality map with skein algebras proven.

Finsler space is differentiable manifold for which Minkowski space is the fiber of the tangent bundle. To understand structure of the reference frame in Finsler space, we need to understand the structure of orthonormal basis in Minkowski space. In this paper, we considered the definition of orthonormal basis in Minkows…

2012-01-19abs ↗pdf ↗

Study on 3D Lie groups finds all generalized Einstein metrics.

problem Classifying generalized Einstein metrics on 3D Lie groups.
method Developed theory of left-invariant generalized pseudo-Riemannian metrics, computed Ricci tensor, determined all metrics.
result Determined all generalized Einstein metrics on three-dimensional Lie groups.

Finsler space is differentiable manifold for which Minkowski space is the fiber of the tangent bundle. To understand structure of the reference frame in Finsler space, we need to understand the structure of orthonormal basis in Minkowski space. In this paper, I considered the definition of orthonormal basis in Minkowsk…

2011-07-24abs ↗pdf ↗