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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.

168,742 papers · 148 categories

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48 results for Energy derivatives

Derives energy-momentum tensor from Standard Model, examines energy conditions.

problem Validating energy conditions in the context of the Standard Model.
method Geometric variational problem on globally hyperbolic manifold, deriving energy-momentum tensor.
result Validates various energy conditions in general relativity.

Gradient flows for surface energies with tensor fields are derived and analyzed.

problem Deriving consistent gradient flows for surface energies involving tensor fields.
method Introducing different gauges of surface independence and demonstrating their effects on energy decrease.
result Consistent choice of gauge and time derivative is necessary for energy decrease.

In this paper we develop a Morse theory for the uniform energy. We use the one-sided directional derivative of the distance function to study the minimizing properties of variations through closed geodesics. This derivative is then used to define a one-sided directional derivative for the uniform energy which allows us…

2016-09-29abs ↗pdf ↗

O'Hara introduced several functionals as knot energies. One of them is the Möbius energy. We know its Möbius invariance from Doyle-Schramm's cosine formula. It is also known that the Möbius energy was decomposed into three components keeping the Möbius invariance. The first component of decomposition represents the ext…

2019-04-15abs ↗pdf ↗

Study normal tempered stable processes for energy derivative pricing.

problem Pricing energy derivatives with spot price models.
method Specified statistical properties, derived non-arbitrage conditions, developed efficient algorithm for trajectory generation.
result Validated pricing models for various energy contracts.

In this short article, we extend the cosine formula for the Möbius energy to generalized O'Hara energies. The newly derived formula gives us a condition for which the right circle minimizes the energy under the length-constraint. Furthermore, it shows us how far the energy is from the Möbius invariant property.

2019-07-20abs ↗pdf ↗

Study simulates Variance Gamma processes for energy derivatives pricing.

problem Simulating Variance Gamma processes for accurate energy derivative pricing.
method Three-step procedure to relate self-decomposability to increments, derived from Qu et al. (2019). Exact simulation of skeleton of Variance Gamma and symmetric Variance Gamma driven Ornstein-Uhlenbeck processes.
result Exact simulation of Variance Gamma and related processes without numerical inversion.

Introduces Causal Energy Minimization to understand Transformer layers.

problem Empirical parameterization of Transformer blocks remains largely unexplored.
method Causal Energy Minimization framework that recasts Transformer layers as optimization steps on conditional energy functions.
result Identifies design space for Transformer layers including weight sharing and energy-based interpretations.

Study prices energy derivatives using specific stochastic processes.

problem Pricing energy derivatives in markets driven by specific stochastic processes.
method Calculated characteristic functions, derived non-arbitrage conditions, and developed efficient algorithms for simulation.
result Developed methods for pricing various energy contracts.

Study on bending energy of surfaces with curvature concentration, deriving new lower bounds.

problem Analyzing the Willmore energy of surfaces with curvature concentration.
method Using isoperimetric inequalities and framed loops, derive new lower bounds for the bending energy.
result Optimal blowup rates of the Willmore energy when curvature is concentrated.

Distributed asynchronous SGD has become widely used for deep learning in large-scale systems, but remains notorious for its instability when increasing the number of workers. In this work, we study the dynamics of distributed asynchronous SGD under the lens of Lagrangian mechanics. Using this description, we introduce …

2018-05-22abs ↗pdf ↗

The higher-power derivative terms involved in both Faddeev and Skyrme energy functionals correspond to σ2σ_2-energy, introduced by Eells and Sampson. The paper provides a detailed study of the first and second variation formulae associated to this energy. Some classes of (stable) critical maps are outlined.

2008-09-29abs ↗pdf ↗

Using Hilbert's criterion, we consider the stress-energy tensor associated to the bienergy functional. We show that it derives from a variational problem on metrics and exhibit the peculiarity of dimension four. First, we use this tensor to construct new examples of biharmonic maps, then classify maps with vanishing or…

2006-02-01abs ↗pdf ↗

We extend short-time existence and stability of the Dirichlet energy flow as proven in a previous paper by the authors to a broader class of energy functionals. Furthermore, we derive some monotonely decreasing quantities for the Dirichlet energy flow and investigate an equation of soliton type. In particular, we show …

2012-01-05abs ↗pdf ↗

We prove a conformally invariant estimate for the index of Schrödinger operators acting on vector bundles over four-manifolds, related to the classical Cwikel-Lieb-Rozenblum estimate. Applied to Yang-Mills connections we obtain a bound for the index in terms of its energy which is conformally invariant, and captures th…

2019-01-14abs ↗pdf ↗

We consider the energy of smooth generalized distributions and also of singular foliations on compact Riemannian manifolds for which the set of their singularities consists of a finite number of isolated points and of pairwise disjoint closed submanifolds. We derive a lower bound for the energy of all qq-dimensional a…

2015-12-04abs ↗pdf ↗

We derive necessary conditions for the spinorial Witten-Nester energy to be well-defined for asymptotically locally AdS spacetimes. We find that the conformal boundary should admit a spinor satisfying certain differential conditions and in odd dimensions the boundary metric should be conformally Einstein. We show that …

2005-06-15abs ↗pdf ↗

Based on forward curves modelled as Hilbert-space valued processes, we analyse the pricing of various options relevant in energy markets. In particular, we connect empirical evidence about energy forward prices known from the literature to propose stochastic models. Forward prices can be represented as linear functions…

2014-12-26abs ↗pdf ↗

Study on finite energy SU(2) monopoles on AC 3-manifolds, proving integrality of charge and curvature decay.

problem Understanding the asymptotic behavior of finite energy SU(2) monopoles on AC 3-manifolds.
method Analysis of critical points of the SU(2) Yang--Mills--Higgs energy on asymptotically conical 3-manifolds.
result Proves integrality of the monopole number and quadratic decay of curvature, among other findings.

Inspired by the work of Chen-Zhang \cite{Chen-Zhang}, we derive an evolution formula for the Wang-Yau quasi-local energy in reference to a static space, introduced by Chen-Wang-Wang-Yau \cite{CWWY}. If the reference static space represents a mass minimizing, static extension of the initial surface ΣΣ, we observe that …

2018-02-27abs ↗pdf ↗

This article considers the quasi-local energy in reference to a general static spacetime. We follow the approach developed by the authors in [19, 20, 7, 9] and define the quasi-local energy as a difference of surface Hamiltonians, which are derived from the Einstein-Hilbert action. The new quasi-local energy provides a…

2016-04-11abs ↗pdf ↗

Paper designs energy-based controllers and observers for complex systems.

problem Controlling and observing infinite-dimensional systems with in-domain actuation.
method Uses Stokes-Dirac structures and jet-bundle structures to derive controllers and observers.
result Control schemes derived in both frameworks are equivalent.

Current state-of-the-art discrete optimization methods struggle behind when it comes to challenging contrast-enhancing discrete energies (i.e., favoring different labels for neighboring variables). This work suggests a multiscale approach for these challenging problems. Deriving an algebraic representation allows us to…

2012-10-26abs ↗pdf ↗

Paper extends port-Hamiltonian model to include internal energy for compressible and incompressible flow.

problem Modeling fluid flow dynamics with internal energy and constraints.
method Derived port-Hamiltonian model using interconnection maps and added internal energy and constraint forces.
result Model accurately represents both compressible and incompressible fluid flow.

In this paper, we compute the derivatives of the line segment energy for a symmetric tensor field and apply them to obtain slightly more general log-concavity estimates for positive solutions of heat equations and first eigenfunctions on bounded strictly convex domains.

2015-09-04abs ↗pdf ↗

New simulation technique speeds up Lévy-driven OU process pricing.

problem Inefficient Monte Carlo simulations of Lévy-driven OU processes.
method Numerical inversion of characteristic function combined with FFT for fast and accurate simulations.
result The proposed technique is at least one order of magnitude faster than existing methods.

We give a derivation of the Einstein equation for gravity which employs a definition of the local energy density of the gravitational field as a symmetric second rank tensor whose value for each observer gives the trace of the spatial part of the energy-stress tensor as seen by that observer. We give a physical motivat…

2008-03-11abs ↗pdf ↗

We address the problem of computing approximate marginals in Gaussian probabilistic models by using mean field and fractional Bethe approximations. As an extension of Welling and Teh (2001), we define the Gaussian fractional Bethe free energy in terms of the moment parameters of the approximate marginals and derive an …

2012-06-13abs ↗pdf ↗

Proposes linking energy and force uncertainty in deep learning potentials.

problem Uncertainty in predicted energies and forces in machine learning models.
method Introduces a spatially correlated noise process to link energy and force uncertainty.
result Demonstrates the approach on molecular datasets, linking energy and force uncertainties.

A new functional for simplicial surfaces is suggested. It is invariant with respect to Moebius transformations and is a discrete analogue of the Willmore functional. Minima of this functional are investigated. as an application a bending energy for discrete thin-shells is derived.

2004-06-07abs ↗pdf ↗

Derives stress-energy identities in Liouville theory on compact surfaces.

problem Stress-energy tensor correlation functions on compact Riemann surfaces.
method Varying correlation functions with respect to background metric, treating different types of variations separately.
result Stress-energy correlation functions expressed as differential operators acting on primary field correlation functions.

On SpincSpin^c manifolds, we study the Energy-Momentum tensor associated with a spinor field. First, we give a spinorial Gauss type formula for oriented hypersurfaces of a SpincSpin^c manifold. Using the notion of generalized cylinders, we derive the variationnal formula for the Dirac operator under metric deformation and po…

2010-11-01abs ↗pdf ↗

Paper proves stability of multi-dimensional rarefaction waves in gas dynamics.

problem Challenges in constructing multi-dimensional rarefaction waves in gas dynamics.
method Geometric Weighted Energy Method (GWEM) to overcome derivative losses.
result Established nonlinear stability of multi-dimensional rarefaction waves for compressible Euler equations.

In recent years there has been an advent of quanto options in energy markets. The structure of the payoff is rather a different type from other markets since it is written as a product of an underlying energy index and a measure of temperature. In the HJM framework, by adopting the futures energy dynamics, we use the M…

2018-10-12abs ↗pdf ↗