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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.

168,742 papers · 148 categories

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2925858771,169 · Jun 202019922001200920172026
48 results for Euclidean root data

The chapter reviews metrics for comparing curves, focusing on quotient elastic and square root velocity metrics.

problem Comparing and analyzing shapes of curves.
method Construction and theoretical properties of quotient elastic metrics, special case of square root velocity metric, numerical approaches for estimation.
result Simplified expression for the square root velocity metric distance.

Square-root natural-gradient improves variational inference convergence.

problem Challenges in establishing theoretical convergence guarantees for natural-gradient descent.
method Square-root parameterization for Gaussian covariance.
result Establishes novel convergence guarantees for natural-gradient Gaussian inference.

In this note, we extend the notion of a Monge hypersurface from its roots in semi-Euclidean space to more general spaces. For the degenerate case, the geometry of these structures is studied using the Bejancu-Duggal method of screen distributions.

2013-02-19abs ↗pdf ↗

The study proves a geometric result related to Harish-Chandra's theorem.

problem Understanding the relationship between symmetric submanifolds and Harish-Chandra's theorem.
method Analyzing maximal tori in Clifford tori within Euclidean spaces.
result A compact, intrinsically symmetric submanifold is extrinsically symmetric if and only if its maximal tori are Clifford tori.

In this paper we are concerned with the approach to shape analysis based on the so called Square Root Velocity Transform (SRVT). We propose a generalisation of the SRVT from Euclidean spaces to shape spaces of curves on Lie groups and on homogeneous manifolds. The main idea behind our approach is to exploit the geometr…

2017-10-02abs ↗pdf ↗

New findings show Bregman proximal algorithms can get stuck near non-stationary points.

problem Bregman proximal algorithms can get stuck near non-stationary points, misleadingly suggesting convergence.
method Analysis of Bregman proximal algorithms and their behavior near non-stationary points.
result Bregman proximal algorithms can get stuck near spurious stationary points, even in convex problems.

The classification of shapes is of great interest in diverse areas ranging from medical imaging to computer vision and beyond. While many statistical frameworks have been developed for the classification problem, most are strongly tied to early formulations of the problem - with an object to be classified described as …

2019-01-22abs ↗pdf ↗

New definition of patient-specific root causes of disease using counterfactuals.

problem Lack of rigorous mathematical formulation for automatic detection of root causes.
method Proposes a counterfactual definition matching clinical intuition and uses Shapley values for causal contribution scores.
result Adapts to disease prevalence, accounts for noisy labels, and admits fast computation.

A n n-body system is a labelled collection of n point masses in Euclidean space, and their congruence and internal symmetry properties involve a rich mathematical structure which is investigated in the framework of equivariant Riemannian geometry. Some basic concepts are n-configuration, configuration space, internal s…

2006-09-05abs ↗pdf ↗

Unified treatment of elastic metrics for curves in any dimension.

problem Defining metrics on spaces of Euclidean curves for statistical analysis.
method Developing a unified approach to elastic metrics, extending results on existence of solutions and algorithms for computing distances and geodesics.
result Unified treatment of elastic metrics for all parameter choices, extending previous work.

Let CC be a curve in a closed orientable surface FF of genus g2g \geq 2 that separates FF into subsurfaces Fi~\widetilde {F_i} of genera gig_i, for i=1,2i = 1,2. We study the set of roots in $\Mod(F)$ of the Dehn twist tCt_C about CC. All roots arise from pairs of CniC_{n_i}-actions on the Fi~\widetilde{F_i}, where $n=\l…

2011-04-05abs ↗pdf ↗

Margalit and Schleimer constructed nontrivial roots of the Dehn twist about a nonseparating curve. We prove that the conjugacy classes of roots of the Dehn twist about a nonseparating curve correspond to the conjugacy classes of periodic maps with certain conditions. Futhermore, we give data set which determine the con…

2009-11-26abs ↗pdf ↗

The set consisting of all rotations of the Euclidean plane is equipped with a quandle structure. We show that a knot is colorable by this quandle if and only if its Alexander polynomial has a root on the unit circle in C\mathbb{C}. Further we enumerate all non-trivial colorings of a torus knot diagram by the quandle u…

2014-10-10abs ↗pdf ↗

Proposes a new model to maximize out-of-sample Sharpe ratios by forecasting tangency portfolios.

problem Maximizing Sharpe ratios when returns and covariances are not stationary.
method Forecast the tangency portfolio using vector autoregressions and invest in the minimum Euclidean distance portfolio.
result Empirically validated superior out-of-sample Sharpe ratios.

The Apollonius theorem is generalized for m-simplices, with applications in geometry and optimization.

problem Generalizing the Apollonius theorem for m-simplices.
method Direct generalization of the theorem to m-simplices in n-dimensional space.
result Applications in geometry and optimization, including minimal surface enclosures, simplex thickness, and root-finding methods.

The study of random positive 3-strand braids reveals patterns in the roots of their Alexander polynomials.

problem Investigating the roots of Alexander polynomials of random positive 3-strand braids.
method Experimental data analysis, conjectures refinement, and proof of results using tools like the signature function of links and Lyapunov exponent of the Burau representation.
result Generically, at least 69% of the roots of Alexander polynomials are on the unit circle, with a large root-free region near the origin.

Study finds price impact follows a 'double' square-root law, suggesting mechanical origin.

problem Understanding the origin of price impact in markets.
method Detailed dataset of Tokyo Stock Exchange orders, analyzing single and metaorders.
result Price impact follows a 'double' square-root law, indicating mechanical origin rather than information.

Of concern is the study of the space of curves in homogeneous spaces. Motivated by applications in shape analysis we identify two curves if they only differ by their parametrization and/or a rigid motion. For curves in Euclidean space the Square-Root-Velocity-Function (SRVF) allows to define and efficiently compute a d…

2017-12-13abs ↗pdf ↗

A \textit{multicurve} $\C$ on a closed orientable surface is defined to be a finite collection of disjoint non-isotopic essential simple closed curves. The Dehn twist $t_{\C}$ about $\C$ is the product of the Dehn twists about the individual curves. In this paper, we give necessary and sufficient conditions for the exi…

2015-06-04abs ↗pdf ↗

Many independent studies on stocks and futures contracts have established that market impact is proportional to the square-root of the executed volume. Is market impact quantitatively similar for option markets as well? In order to answer this question, we have analyzed the impact of a large proprietary data set of opt…

2016-02-09abs ↗pdf ↗

The notion of market impact is subtle and sometimes misinterpreted. Here we argue that impact should not be misconstrued as volatility. In particular, the so-called ``square-root impact law'', which states that impact grows as the square-root of traded volume, has nothing to do with price diffusion, i.e. that typical p…

2019-05-11abs ↗pdf ↗

The paper proposes a method to infer differentiation trees from RNA velocity data.

problem Reconstructing dynamic cellular processes from sequencing data.
method Defining varifold distances between RNA velocity curves to approximate shortest-path distances in a tree.
result The varifold distance method approximates the shortest-path distance in a tree isomorphic to the target differentiation tree.

A new probability distribution on full rooted trees helps in model selection.

problem Model selection for full rooted trees is problematic due to their hierarchical structure.
method Assume a prior distribution on full rooted trees, using Bayes decision theory.
result The proposed distribution enables optimal model selection and prevents overfitting.

In this paper, we characterize locally dually flat generalized m-th root Finsler metrics. Then we find a condition under which a generalized m-th root metric is projectively related to a m-th root metric. Finally, we prove that if a generalized m-th root metric is conformal to a m-th root metric, then both of them redu…

2013-02-11abs ↗pdf ↗

The study confirms that market volatility can be explained by correlated metaorders impacting prices in a square-root fashion.

problem Explaining market volatility using metaorders and their impact.
method Generated synthetic market data and analyzed the correlation between order flow and returns.
result The square-root law of market impact is confirmed and can be measured from anonymized trade data.

Novel approach integrates Multivariate Square-root Lasso into Synthetic Control for high-dimensional data.

problem Challenges in practical implementation and computational efficiency of Synthetic Control method for high-dimensional disaggregated data.
method Integrates Multivariate Square-root Lasso into Synthetic Control framework.
result Demonstrates superior computational efficiency without compromising estimation accuracy.