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.
Let \gh = \gh_{-k}\oplus \cdots \oplus \gh_{l} (k >0, l \geq 0) be a finite dimensional real graded Lie algebra, with a Euclidian metric \langle \cdot , \cdot \rangle adapted to the gradation. The metric \langle\cdot , \cdot \rangle is called admissible if the codifferentials \partial^{*} : C^{k+1}(\gh_{-}, \gh ) \ra C…
The study examines sequences of Riemannian manifolds with uniform Sobolev bounds and their convergence properties.
problem Analyzing sequences of compact Riemannian manifolds with uniform Sobolev bounds and their convergence.
method Establishing a general trace inequality on Riemannian manifolds and proving convergence properties using Hölder and Intrinsic Flat metrics.
result Sequences of compact Riemannian manifolds with uniform Hölder bounds on their distance functions have subsequences converging in the Gromov--Hausdorff sense.
Defines new metrics for Lorentzian spaces and their convergence.
problem Defining metrics for Lorentzian spaces and their convergence.
method Abstract approach to Lorentzian Gromov-Hausdorff distance and convergence, defining bounded Lorentzian-metric spaces, and proving stability under GH limits.
result GH limits of Lorentzian-metric spaces are isometric and homeomorphic.
The paper constructs manifolds with infinite holes from a given manifold.
problem Creating manifolds with infinite holes from a given manifold.
method Constructing a sequence of (n+2)-dimensional manifolds (Mi,gi) with mRicgi>λ that approximate the original manifold (X,h) and have an infinite number of connected components.
result The constructed manifolds (Xε) have dense boundary with an infinite number of connected components and no open subset topologically a manifold.
We consider (flat) Cauchy-complete GH spacetimes, i.e., globally hyperbolic flat lorentzian manifolds admitting some Cauchy hypersurface on which the ambient lorentzian metric restricts as a complete riemannian metric. We define a family of such spacetimes - model spacetimes - including four subfamilies: translation sp…
Consider a limit space (Mα,gα,pα)→GH(Y,dY,p), where the Mαn have a lower Ricci curvature bound and are volume noncollapsed. The tangent cones of Y at a point p∈Y are known to be metric cones C(X), however they need not be unique. Let $\barΩ_{Y,p}\subseteq\cM_{GH}$ be the close…
A Riemannian or Finsler metric on a compact manifold M gives rise to a length function on the free loop space ΛM, whose critical points are the closed geodesics in the given metric. If X is a homology class on ΛM, the minimax critical level cr(X) is a critical value. Let M be a sphere of dimension >2, and fix a metric …
We present a combinatorial proof for the existence of the sign refined grid homology in lens spaces, and a self contained proof that ∂Z2=0. We also present a Sage program that computes GH(L(p,q),K;Z), and provide empirical evidence supporting the absence of torsion…
In this paper, we are concerned with the regularity of noncollapsed Riemannian manifolds (Mn,g) with bounded Ricci curvature, as well as their Gromov-Hausdorff limit spaces (Mjn,dj)⟶dGH(X,d), where dj denotes the Riemannian distance. Our main result is a solution to the codimen…
Consider a hyperbolic group G and a quasiconvex subgroup H of infinite index. We construct a set-theoretic section s of the quotient map (of sets) from G to G/H such that s(G/H) is a net in G; that is, any element of G is a bounded distance from s(G/H). This section arises naturally as a set of points minimizing word-l…
We study here limit spaces (Mα,gα,pα)→GH(Y,dY,p), where the Mα have a lower Ricci curvature bound and are volume noncollapsed. Such limits Y may be quite singular, however it is known that there is a subset of full measure $\cR(Y)\subseteq Y$, called {\it regular} points, along with c…
Let M be an n-dimensional complete Riemannian manifold with Ricci curvature ≥n−1. In \cite{colding1, colding2}, Tobias Colding, by developing some new techniques, proved that the following three condtions: 1) dGH(M,Sn)→0; 2) the volume of MVol(M)→Vol(Sn); 3) the radius of $M…
In this paper, we quantitatively investigate the statistical properties of a statistical ensemble of stock prices. We selected 1200 stocks traded on the Tokyo Stock Exchange, and formed a statistical ensemble of daily stock prices for each trading day in the 3-year period from January 4, 1999 to December 28, 2001, corr…
We study the local differential geometry of varieties Xn⊂CPn+a with degenerate secant and tangential varieties. We show that the second fundamental form of a smooth variety with degenerate tangential variety is subject to certain rank restrictions. The rank restrictions imply a slightly refined v…
Study proposes a new portfolio selection method using non-Gaussian models and Esscher transform.
problem Portfolio selection with complex stock return structures and skewness, kurtosis.
method Multivariate non-Gaussian models (NTS and GH), Esscher transform for risk-neutral measure, simultaneous calibration of univariate log-returns and volatility.
result Demonstrated the effectiveness of the proposed models in fitting and selecting portfolios.
A para-Kähler manifold can be defined as a pseudo-Riemannian manifold (M,g) with a parallel skew-symmetric para-complex structures K, i.e. a parallel field of skew-symmetric endomorphisms with K2=Id or, equivalently, as a symplectic manifold (M,ω) with a bi-Lagrangian structure L±, i.e. two c…
Adaptive wave model for financial option pricing is proposed, as a high-complexity alternative to the standard Black--Scholes model. The new option-pricing model, representing a controlled Brownian motion, includes two wave-type approaches: nonlinear and quantum, both based on (adaptive form of) the Schrödinger equatio…
In this paper, we quantitatively investigate the properties of a statistical ensemble of stock prices. We focus attention on the relative price defined as X(t)=S(t)/S(0), where S(0) is the initial price. We selected approximately 3200 stocks traded on the Japanese Stock Exchange and formed a statistical ensem…
Paper proposes new Bayesian neural network models for efficient learning.
problem Efficient learning and model compression in deep neural networks.
method Proposes Spike-and-Slab Group Lasso (SS-GL) and Spike-and-Slab Group Horseshoe (SS-GHS) priors for structured sparsity in Bayesian neural networks.
result Establishes competitive performance in prediction accuracy, model compression, and inference latency compared to baseline models.
We consider maximum solution g(t), t∈[0,+∞), to the normalized Ricci flow. Among other things, we prove that, if (M,ω) is a smooth compact symplectic 4-manifold such that b2+(M)>1 and let g(t),t∈[0,∞), be a solution to (1.3) on M whose Ricci curvature satisfies that $|\text{Ric}(g(t))|\l…