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.
A theorem connects integral of second-order derivatives to function rise.
RISE framework unifies and improves time series learning with missing data.
New findings on neural network identifiability using affine symmetries.
We describe a set of conformally covariant boundary operators associated to the Paneitz operator, in the sense that they give rise to a conformally covariant energy functional for the Paneitz operator on a compact Riemannian manifold with boundary. These operators naturally give rise to a first- and third-order conform…
We explain a general construction through which concave elliptic operators on complex manifolds give rise to concave functions on cohomology. In particular, this leads to generalized versions of the Khovanskii-Teissier inequalities.
We give a necessary condition for a meromorphic function in several variables to give rise to a Milnor fibration of the local link (respectively of the link at infinity). In the case of two variables we give some necessary and sufficient conditions for the local link (respectively the link at infinity) to be fibred.
We give a list of Heun equations which are Picard-Fuchs associated to families of algebraic varieties. Our list is based on the classification of families of elliptic curves with four singular fibers done by Herfurtner. We also show that pullbacks of hypergeometric functions by rational Belyi functions with restricted …
The diverse world of machine learning applications has given rise to a plethora of algorithms and optimization methods, finely tuned to the specific regression or classification task at hand. We reduce the complexity of algorithm design for machine learning by reductions: we develop reductions that take a method develo…
CRB tackles rising rewards in combinatorial online learning.
We construct radial fundamental solutions for the differential form Laplacian on negatively curved symmetric spaces. At least one of these Green's functions also yields a Biot-Savart Opearator, i.e. a right inverse of the exterior differential on closed forms with image in the kernel of the codifferential. Any Biot-Sav…
Stochastic control problems in finance often involve complex controls at discrete times. As a result numerically solving such problems, for example using methods based on partial differential or integro-differential equations, inevitably give rise to low order accuracy, usually at most second order. In many cases one c…
With a new deprivation (or poverty) function, in this paper, we theoretically study the changes in poverty with respect to the `global' mean and variance of the income distribution using Indian survey data. We show that when the income obeys a log-normal distribution, a rising mean income generally indicates a reductio…
In the context of Synthetic Differential Geometry, we describe the square volume of a ``second-infinitesimal simplex'', in terms of square-distance between its vertices. The square-volume function thus described is symmetric in the vertices. The square-volume gives rise to a characterization of the volume form in the t…
Learning image representations to capture fine-grained semantics has been a challenging and important task enabling many applications such as image search and clustering. In this paper, we present Graph-Regularized Image Semantic Embedding (Graph-RISE), a large-scale neural graph learning framework that allows us to tr…
We determine all complete projective special real surfaces. By the supergravity r-map, they give rise to complete projective special Kähler manifolds of dimension 6, which are distinguished by the image of their scalar curvature function. By the supergravity c-map, the latter manifolds define in turn complete quaternio…
Study finds critical points in perimeter functional for fixed volume sets.
The integral of the energy density function of a closed Robertson-Walker (RW) spacetime with source a perfect fluid and cosmological constant gives rise to an action functional on the space of scale functions of RW spacetime metrics. This paper studies closed RW spacetimes which are critical for this …
We study the head and tail of the colored Jones polynomial while focusing mainly on alternating links. Various ways to compute the colored Jones polynomial for a given link give rise to combinatorial identities for those power series. We further show that the head and tail functions only depend on the reduced checkerbo…
Paper calculates greeks for DeFi LPs and introduces Impermanent Gain.
The quantum field theory of two-dimensional sigma models with bulk and boundary couplings provides a natural framework to realize and unite different species of geometric flows that are of current interest in mathematics. In particular, the bulk renormalization group equation gives rise to the Ricci flow of target spac…
An explicit seminorm $||f||_{#}$ on the vector space of Chow vectors of projective varieties is introduced, and shown to be a generalized Mabuchi energy functional for Chow varieties. The singularities of the Chow varieties give rise to currents supported on their singular loci, while the regular parts are shown to rep…
A torsion-free G_2 structure admitting an infinitesimal isometry is shown to give rise to a 4-manifold equipped with a complex symplectic structure and a 1-parameter family of functions and 2-forms linked by second order equations. Reversing the process in various special cases leads to the construction of explicit met…
This paper connects soliton-type metrics with weighted CSCK metrics on Fano manifolds.
Existence of stochastic financial equilibria giving rise to semimartingale asset prices is established under a general class of assumptions. These equilibria are expressed in real terms and span complete markets or markets with withdrawal constraints.We deal with random endowment density streams which admit jumps and g…
On a K-unstable toric variety we show the existence of an optimal destabilising convex function. We show that if this is piecewise linear then it gives rise to a decomposition into semistable pieces analogous to the Harder-Narasimhan filtration of an unstable vector bundle. We also show that if the Calabi flow exists f…
Constant and symmetric price impact functions, most commonly used in agent-based market modelling, are shown to give rise to paradoxical and inconsistent outcomes in the simplest case of arbitrage exploitation when open-hold-close actions are considered. The solution of the paradox lies in the non-constant nature of re…
The study characterizes harmonic spaces and their radial eigen-functions and vector fields.
We establish connectedness of volume constrained minimisers of energies involving surface tensions and convex potentials. By a previous result of McCann, this implies that minimisers are convex in dimension two. This positively answers an old question of Almgren. We also prove convexity of minimisers when the volume co…
In this paper, we generalize the famous Hasimoto's transformation by showing that the dynamics of a closed unidimensional vortex filament embedded in a three-dimensional manifold of constant curvature gives rise under Hasimoto's transformation to the non-linear Schrodinger equation. We also give a natural interpretatio…
Study of degenerate contrast functions on Lie groupoids and their geometric structures.
Recent research has documented a significant rise in the volatility (e.g., expected squared change) of individual incomes in the U.S. since the 1970s. Existing measures of this trend abstract from individual heterogeneity, effectively estimating an increase in average volatility. We decompose this increase in average v…
Eta invariant of (2,3,5) nilmanifolds vanishes but eta function is nontrivial.
In CJKLS quandle cohomology is used to produce invariants for particular embeddings of codimension two; 2-cocycles give to invariants for (classical) knots and 3-cocycles give rise to invariants for knotted surfaces. This is done by way of a notion of coloring of a diagram. Also, these invariants have the form of state…
This paper deals with the comparison of two common types of equivalence groups of differential equations, and this gives rise to a number of results presented in the form of theorems. It is shown in particular that one type can be identified with a subgroup of the other type. Consequences of this comparison related in …
New inequalities for convex hypersurfaces in various spaces.
New method speeds up Bayesian optimization in high dimensions.
Optimizing quantum graphs yields geodesic nets on surfaces.
The standard asset pricing models (the CCAPM and the Epstein-Zin non-expected utility model) counterintuitively predict that equilibrium asset prices can rise if the representative agent's risk aversion increases. If the income effect, which implies enhanced saving as a result of an increase in risk aversion, dominates…
We obtain explicitly all solutions of the SU(infinity) Toda field equation with the property that the associated Einstein-Weyl space admits a 2-sphere of divergence-free shear-free geodesic congruences. The solutions depend on an arbitrary holomorphic function and give rise to new hyperKahler and selfdual Einstein metr…
It is well-known that generic perturbations of the complex Frobenius algebra used to define Khovanov cohomology each give rise to Rasmussen's concordance invariant s. This gives a concordance homomorphism to the integers and a strong lower bound on the smooth slice genus of a knot. Similar behavior has been observed in…
Geometry of holomorphic curves from point of view of open Toda systems is discussed. Parametrization of curves related this way to non-exceptional simple Lie algebras is given. This gives rise to explicit formulas for minimal surfaces in real, complex and quaternionic projective spaces or complex quadrics. The paper ge…
We propose a novel objective function for learning robust deep representations of data based on information theory. Data is projected into a feature-vector space such that the mutual information of all subsets of features relative to the supervising signal is maximized. This objective function gives rise to robust repr…
The classical Hurwitz numbers of degree n together with the Hurwitz numbers of the seamed surfaces of degree n give rise to the Klein topological field theory. We extend this construction to the Hurwitz numbers of all degrees at once. The corresponding Cardy-Frobenius algebra is induced by arbitrary Young diagrams and …
Functional connectivity refers to the temporal statistical relationship between spatially distinct brain regions and is usually inferred from the time series coherence/correlation in brain activity between regions of interest. In human functional brain networks, the network structure is often inferred from functional m…
In a previous paper, under the assumption that the Riemannian metric is special, the author proved some results about the moduli spaces and CW structures arising from Morse theory. By virtue of topological equivalence, this paper extends those results by dropping the assumption on the metric. In particular, we give a s…
This paper quantifies privacy loss in exploratory data analysis.
One obstacle to applying reinforcement learning algorithms to real-world problems is the lack of suitable reward functions. Designing such reward functions is difficult in part because the user only has an implicit understanding of the task objective. This gives rise to the agent alignment problem: how do we create age…
We consider the porous medium equation with power-type reaction terms on negatively curved Riemannian manifolds, and solutions corresponding to bounded, nonnegative and compactly supported data. If , small data give rise to global-in-time solutions while solutions associated to large data blow up in finite t…