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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.

168,695 papers · 148 categories

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4387130173 · Jun 202019922001200920172026
48 results for Equivalence Relationship

We consider various equivalence relations on the set of homotopy classes of curves on a hyperbolic surface based on topological, algebraic, and geometric structures. The purpose of this work is to determine the relationship between these equivalences.

2003-02-23abs ↗pdf ↗

We study gauge transformations of Dirac structures and the relationship between gauge and Morita equivalences of Poisson manifolds. We describe how the symplectic structure of a symplectic groupoid is affected by a gauge transformation of the Poisson structure on its identity section, and prove that gauge-equivalent in…

2002-02-12abs ↗pdf ↗

For analysis of a high-dimensional dataset, a common approach is to test a null hypothesis of statistical independence on all variable pairs using a non-parametric measure of dependence. However, because this approach attempts to identify any non-trivial relationship no matter how weak, it often identifies too many rel…

2015-05-09abs ↗pdf ↗

Study bridges GARCH and NN models for volatility forecasting.

problem Lack of interaction between GARCH and NN approaches for volatility forecasting.
method Established equivalence between GARCH and NN models, introduced GARCH-NN approach.
result GARCH-NN approach enhances volatility forecasting compared to standalone models.

We investigate the validity of the equivalence principle along paths in gravitational theories based on derivations of the tensor algebra over a differentiable manifold. We prove the existence of local bases, called normal, in which the components of the derivations vanish along arbitrary paths. All such bases are expl…

1997-09-20abs ↗pdf ↗

Hom and Wu introduced a knot concordance invariant called ν+ν^+, which dominates many concordance invariants derived from Heegaard Floer homology. In this paper, we give a full-twist inequality for ν+ν^+. By using the inequality, we extend Wu's cabling formula for ν+ν^+ (which is proved only for particular positive cab…

2017-06-09abs ↗pdf ↗

Paper develops reduction theory for controlled Lagrangian systems with symmetry and momentum map.

problem Reduction of controlled Lagrangian systems with symmetry and momentum map.
method Using Legendre transformation and Euler-Lagrange vector field, the paper extends symmetric reduction theory.
result Established regular reduction theory for RCL systems with symmetry and momentum map.

Chern-Simons theory in the 1/N expansion has been conjectured to be equivalent to a topological string theory. This conjecture predicts a remarkable relationship between knot invariants and Gromov-Witten theory. We review some basic aspects of this relationship, as well as the tests of this conjecture performed over th…

2010-01-14abs ↗pdf ↗

Investigates set-valued risk measures for processes and vectors, proving equivalence and providing new dual representations.

problem Investigates set-valued risk measures for processes and vectors.
method Utilizes equivalence of risk measures for processes and vectors and their penalty function formulations.
result Provides new dual representation for risk measures for processes in the set-valued framework.

We establish a relationship between two different generalizations of Lie algebroid representations: representation up to homotopy and Vaintrob's Lie algebroid modules. Specifically, we show that there is a noncanonical way to obtain a representation up to homotopy from a given Lie algebroid module, and that any two rep…

2011-07-07abs ↗pdf ↗

The paper explores arbitrage opportunities in derivative markets under specific conditions.

problem Arbitrage opportunities in derivative markets under different conditions.
method Analyzes the relationship between pricing kernel monotonicity and stochastic arbitrage opportunities.
result Pricing kernel nonmonotonicity is equivalent to stochastic arbitrage opportunities under adequacy.

In 1964, John Stallings established an important relationship between the low-dimensional homology of a group and its lower central series. We establish a similar relationship between the low-dimensional homology of a group and its derived series. We also define a torsion-free-solvable completion of a group that is ana…

2004-07-12abs ↗pdf ↗

The goal of the present paper is to propose an enhanced ordinary differential equations solver by exploitation of the powerful equivalence method of Élie Cartan. This solver returns a target equation equivalent to the equation to be solved and the transformation realizing the equivalence. The target ODE is a member of …

2007-11-30abs ↗pdf ↗

We propose simple conditions equivalent to the discreteness of the spectrum of the Laplace-Beltrami operator on a class of Riemannian manifolds close to warped products. For this class of manifolds we establish a relationship between discreteness of the spectrum and stochastic incompleteness.

2007-01-20abs ↗pdf ↗

In this paper, I introduce weak representations of a Lie groupoid GG. I also show that there is an equivalence of categories between the categories of 2-term representations up to homotopy and weak representations of GG. Furthermore, I show that any VB-groupoid is isomorphic to an action groupoid associated to a weak…

2017-04-17abs ↗pdf ↗

New method tests causal relationships from data without needing to learn the entire graph.

problem Testing if a causal graph belongs to a specific Markov equivalence class from observational data.
method Established bounds on the number of independence tests required and provided an algorithm that matches these bounds.
result Testing requires exponentially less independence tests compared to learning, especially in graphs with high in-degrees and small clique sizes.

Paper classifies transnormal systems on compact 3-manifolds.

problem Classifying transnormal systems on compact 3-manifolds.
method Establishing detailed relationships between transnormal systems of different types and their behaviors under covering maps.
result Ambient manifolds must be locally isometric to one of six standard geometries up to equivalence for CPC transnormal systems.

In this paper, we show that there is a close relationship between generalized subtangent manifolds and Lie groupoids. We obtain equivalent assertions among the integrability conditions of generalized almost subtangent manifolds, the condition of compatibility of source and target maps of symplectic groupoids with sympl…

2012-11-01abs ↗pdf ↗

Let MM be a connected smooth manifold, let Aut(p)\operatorname{Aut}(p) be the group automorphisms of the bundle p ⁣:R×MRp\colon \mathbb{R}\times M\to \mathbb{R}, and let q ⁣:J1(R,M)×RJ1(R,M)q\colon J^1(\mathbb{R},M)\times \mathbb{R\to }J^1(\mathbb{R},M) be the canonical projection. Invariant functions on Jr(q)J^r(q) under the natural action of $\op…

2017-07-05abs ↗pdf ↗

Motivated by deformation quantization, we introduced in an earlier work the notion of formal Morita equivalence in the category of ^*-algebras over a ring $\ring C$ which is the quadratic extension by $\im$ of an ordered ring $\ring R$. The goal of the present paper is twofold. First, we clarify the relationship betw…

2000-05-23abs ↗pdf ↗

Paper explores relationships between triple chords and a specific homotopy relation in knot theory.

problem Understanding the relationship between triple chords and a homotopy equivalence class in knot theory.
method Analyzes the number of triple chords and their connection to the strong (1, 2) homotopy equivalence class.
result Prime knot projections are trivialized by strong (1, 2) homotopy if they have no triple chords.

A virtual link diagram is called normal if the associated abstract link diagram is checkerboard colorable, and a virtual link is normal if it has a normal diagram as a representative. Normal virtual links have some properties similar to classical links.In this paper, we introduce a method of converting a virtual link d…

2017-12-25abs ↗pdf ↗

Multiple conventions have been adopted for denoting Interval Exchange Transformations (IETs). The "non-labeled" convention was the original, while the "labeled" convention has proven convenient when investigating Flat Surfaces as described by IETs. We establish the relationship between Extended Rauzy Classes, an equiva…

2014-08-03abs ↗pdf ↗

This thesis is divided into four chapters. The first chapter discusses the relationship between stacks on a site and groupoids internal to the site. It includes a rigorous proof of the folklore result that there is an equivalence between the bicategory of internal groupoids and the bicategory of geometric stacks. The s…

2018-06-05abs ↗pdf ↗

New loss function equivalence reveals PER's uniform sampling can be improved.

problem Improving Prioritized Experience Replay (PER) for better learning efficiency.
method Transforming non-uniformly sampled data loss functions into uniformly sampled ones.
result Some environments can replace PER with a new loss function without performance loss.

We discuss a relationship between Khovanov- and Heegaard Floer-type homology theories for braids. Explicitly, we define a filtration on the bordered Heegaard-Floer homology bimodule associated to the double-branched cover of a braid and show that its associated graded bimodule is equivalent to a similar bimodule define…

2011-07-14abs ↗pdf ↗

Study on implied certainty equivalent rates in financial markets and electric vehicles.

problem Investment risk in financial markets.
method Mathematical derivation of implied certainty equivalent rate, empirical analysis of stock and option data.
result Positive implied certainty equivalent rates are more suitable for investment than negative ones, but higher values increase risk.

The results of the paper concern the topological structure of complete riemannian manifolds with cyclic holonomy groups and low-dimensional orientable complete flat manifolds. We also discuss related results such as the affine classification of orientable complete flat 4-manifolds, an algebraic criterion of an affine e…

2005-02-22abs ↗pdf ↗

Dual PC algorithm improves structure learning of Bayesian networks.

problem Learning the structure of Bayesian networks from observational data.
method Dual PC algorithm, leveraging covariance and precision matrices, and partial correlations.
result The dual PC algorithm outperforms the classic PC algorithm in structure recovery, even with non-Gaussian data.

Proposes a method to identify causal relationships using background knowledge.

problem Identifying causal relationships in the presence of background knowledge.
method Learning local structure using all types of causal background knowledge (direct, non-ancestral, ancestral). Criteria for identifying causal relationships based on local structure.
result Effective and efficient method for local structure learning and causal relationship identification.

Base of fibered correspondence is arbitrary correspondence. Fibered correspondence is interesting when we consider relationship between different bundles. However composition of fibered correspondences may not always be defined. Reduced fibered correspondence is defined only between fibers over the same point of base. …

2007-07-16abs ↗pdf ↗

We present the Lax pair formalism for certain extension of the continuous limit of the classical Toda lattice hierarchy, provide a well defined notion of tau function for its solutions, and give an explicit formulation of the relationship between the CP1CP^1 topological sigma model and the extended Toda hierarchy. We al…

2003-06-29abs ↗pdf ↗

Meta-causal states group equivalent qualitative causal dynamics, useful for analyzing system changes.

problem Qualitative changes in causal relationships due to agent actions or environmental tipping points.
method Propose meta-causal states to group causal models based on equivalent qualitative behavior and parameterize specific mechanisms.
result Meta-causal states can be inferred from observed agent behavior and disentangled from unlabeled data.

The future value of a security is described as a random variable. Distribution of this random variable is the formal image of risk uncertainty. On the other side, any present value is defined as a value equivalent to the given future value. This equivalence relationship is a subjective. Thus follows, that present value…

2013-02-03abs ↗pdf ↗

Deep neural networks and Gaussian processes are shown to be equivalent through activation functions.

problem Understanding the relationship between neural networks and Gaussian processes.
method Developing an equivalence theory based on activation functions and kernels.
result Models can be seen as neural networks with improved uncertainty prediction or deep Gaussian processes with increased accuracy.