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.
Generative AI agents improve ERP systems by automating complex financial tasks.
This paper discusses e-commerce integration with SAP for Turkish businesses.
ERP improves drug discovery by balancing molecule generation quality and efficiency.
Article explores G2-structures with quadratic conditions, finding new ERP and complete solitons.
This paper improves financial derivative pricing by incorporating multiple hedging instruments.
New method uses non-translation invariant risk measures for fair financial derivative pricing.
Study hypoelliptic operators on Carnot manifolds, extending index theory results.
We develop a method that is based on processing gathered Event Related Potentials (ERP) signals and the use of machine learning technique for multivariate analysis (i.e. classification) that we apply in order to analyze the differences between Dyslexic and Skilled readers. No human intervention is needed in the analysi…
The paper introduces isotropy as a regularizer to enhance portfolio stability.
Novel Bayesian model improves EEG-based BCI character selection.
Objective: Using traditional approaches, a Brain-Computer Interface (BCI) requires the collection of calibration data for new subjects prior to online use. Calibration time can be reduced or eliminated e.g.~by transfer of a pre-trained classifier or unsupervised adaptive classification methods which learn from scratch …
Researchers extend a groupoid approach to calculate Wodzicki residue and Kontsevich-Vishik trace.
This paper presents a new classification methods for Event Related Potentials (ERP) based on an Information geometry framework. Through a new estimation of covariance matrices, this work extend the use of Riemannian geometry, which was previously limited to SMR-based BCI, to the problem of classification of ERPs. As co…
Scoping review finds EEG key in MCI research, identifying ERP/EEG, QEEG, and machine learning.
Study weightings from singular Lie filtrations.
A brain computer interface (BCI) is a system which provides direct communication between the mind of a person and the outside world by using only brain activity (EEG). The event-related potential (ERP)-based BCI problem consists of a binary pattern recognition. Linear discriminant analysis (LDA) is widely used to solve…
Equity risk premium is a central component of every risk and return model in finance and a key input to estimate costs of equity and capital in both corporate finance and valuation. An article by Damodaran examines three broad approaches for estimating the equity risk premium. The first is survey based, it consists in …
Study geometric characterization of asymptotic pseudodifferential calculus on spinor bundles.
Let X be a closed connected contact manifold. On X there is a naturally arising class of hypoelliptic (but not elliptic) operators which are Fredholm. In this paper we solve the index problem for this class of operators. The solution is achieved by combining Van Erp's earlier partial result with the Baum-Douglas isomor…
A complete classification of left-invariant closed G2-structures on Lie groups which are extremally Ricci pinched, up to equivalence and scaling, is obtained. There are five of them, they are defined on five different completely solvable Lie groups and the G2-structure is exact in all cases except one, given by the onl…
New index formula for hypoelliptic operators on manifolds.
Constructs families of Toeplitz operators for symplectic fibrations.
In 1974, Folland and Stein constructed an inhomogeneous pseudo-differential calculus based on analysis on the Heisenberg group. This Heisenberg calculus was generalized by several authors, to any subbundle of the tangent bundle. van Erp and Yuncken, following Debord and Skandalis showed that this calculus can be recove…
Found a new compact G2-structure on a 7-manifold.
Prove non-asymptotic bounds for minimal risk in statistical learning
Researchers construct an index map for contact manifolds using K-theory.
The paper explores the index theory of sub-Laplacians on higher nilpotent Carnot manifolds.
Study recovers C*-algebra from fields of Toeplitz algebras on specific groups.
We consider topological T-duality of torus bundles equipped with S^{1}-gerbes. We show how a geometry on the gerbe determines a reduction of its band to the subsheaf of S^{1}-valued functions which are constant along the torus fibres. We observe that such a reduction is exactly the additional datum needed for the const…
New extensions for homogeneous distributions on deformations to the normal cone.
This paper studies the valuation of European contingent claims with short selling bans under the equal risk pricing (ERP) framework proposed in Guo and Zhu (2017) where analytical pricing formulae were derived in the case of monotonic payoffs under risk-neutral measures. We establish a unified framework for this new pr…
Paper tackles P vs NP problem in portfolio optimization with cardinality constraints and Black-Scholes derivatives.
Characterizes polyhomogeneous symbols and applies to Heisenberg calculus.
Based on the cumulated experience over the past 25 years in the field of Brain-Computer Interface (BCI) we can now envision a new generation of BCI. Such BCIs will not require training; instead they will be smartly initialized using remote massive databases and will adapt to the user fast and effectively in the first m…
Multidimensional time series are sequences of real valued vectors. They occur in different areas, for example handwritten characters, GPS tracking, and gestures of modern virtual reality motion controllers. Within these areas, a common task is to search for similar time series. Dynamic Time Warping (DTW) is a common di…
The P300 event-related potential (ERP), evoked in scalp-recorded electroencephalography (EEG) by external stimuli, has proven to be a reliable response for controlling a BCI. The P300 component of an event related potential is thus widely used in brain-computer interfaces to translate the subjects' intent by mere thoug…
Nowadays, organizations collect vast quantities of accounting relevant transactions, referred to as 'journal entries', in 'Enterprise Resource Planning' (ERP) systems. The aggregation of those entries ultimately defines an organization's financial statement. To detect potential misstatements and fraud, international au…
BCI system improves word selection efficiency using sequential best-arm identification.
Tensor models improve joint EEG and fMRI analysis.
A criterion for training-free time-lagged spectral embeddings of multivariate time series
The study examines stability of Hamiltonian Poisson integrators on both integrable and non-integrable systems.
Geometrically interprets integrability of geodesic flow using web theory.
Proof shows volume equals integral points for certain manifolds.
Integrates rough geometric forms on manifolds.
The paper defines and analyzes set-valued stochastic integrals for Lévy processes.
New integration theory on topological spaces, including fractals.
We discuss a recurrent geometrical method, due to Élie Cartan and von Weber ([1],[11]) enabling us to determine, step by step, the maximal integral manifolds of a not necessarily integrable nor regular Pfaffian system. The dimensions of such integral manifolds can, of course, vary from point to point but more so can va…
We define a non-absolutely convergent integration on integral currents of dimension 1 in Euclidean space. This integral is closely related to the Henstock-Kurzweil and Pfeffer Integrals. Using it, we prove a generalized Fundamental Theorem of Calculus on these currents. A detailed presentation of Henstock-Kurzweil Inte…