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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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25.0%50.0%75.0%100.0% · Sep 199219922001200920172026
48 results for Geometric Dependency

In this paper we study a collection of jet geometrical concepts, we refer to d-tensors, relativistic time dependent semisprays, harmonic curves and nonlinear connections on the 1-jet space J1(R;M), necessary to the construction of a Miron's-like geometrization for Lagrangians depending on a relativistic time. The geome…

2008-01-15abs ↗pdf ↗

Study geometric flows with varying parameters and prove continuous dependence.

problem Continuous dependence of flows on parameters in geometric settings.
method Derived suitable topologies for vector fields and flows, proved new continuous dependence.
result Proved continuous dependence of flows on parameters in a general topological space.

Survey of three geometric frameworks for action-dependent field theories.

problem Understanding action-dependent field theories through geometric structures.
method Introduction and analysis of three geometric frameworks: k-contact, k-cocontact, and multicontact.
result Analysis of relationships among these geometric structures and comparison with other definitions.

Introduces a new geometric method for optimal experimental design.

problem Restrictive invariance properties of traditional OED approaches based on probability densities.
method Mutual transport dependence (MTD) using optimal transport theory.
result Demonstrates high-quality designs and flexibility compared to standard methods.

Deep learning models complex multivariate extremes using geometric shapes.

problem Modeling complex extremal dependencies in high-dimensional data.
method Geometric representation and deep learning for flexible semi-parametric models.
result First approach to modeling limit sets using deep learning for high-dimensional data.

Extends geometric approach to model non-stationary extremal dependence.

problem Capturing evolving extremal dependence in multivariate data.
method Geometric framework for non-stationary multivariate extreme value modelling.
result Framework can capture various dependence forms and is robust to different model formulations.

The paper proposes estimators for bid-ask spreads with and without serial dependence.

problem Estimating bid-ask spreads in financial markets with and without serial dependence.
method The authors propose moment-based estimators for bid-ask spreads, considering both geometric Brownian motion and geometric fractional Brownian motion for price dynamics, and Ornstein-Uhlenbeck process for microstructure noise.
result The estimators are consistent and asymptotically normal, and perform well compared to existing approaches on simulated data.

New geometric framework for non-conservative field theories with time-dependent terms.

problem Describing non-conservative field theories with explicit space-time dependence.
method Combining k-cosymplectic and k-contact formulations to develop Hamiltonian and Lagrangian formalisms.
result Illustrated with the nonlinear damped wave equation, demonstrating the new formalism's applicability.

GMMNs model cross-sectional dependence for better option pricing and simulation.

problem Modeling cross-sectional dependence between stochastic processes.
method Generative moment matching networks (GMMNs) for geometric Brownian motions and ARMA-GARCH models.
result GMMNs produce dependent quasi-random samples with variance reduction.

This paper proposes a geometric estimator of dependency between a pair of multivariate samples. The proposed estimator of dependency is based on a randomly permuted geometric graph (the minimal spanning tree) over the two multivariate samples. This estimator converges to a quantity that we call the geometric mutual inf…

2019-05-21abs ↗pdf ↗

Derives derivatives and geometric framework for functions with non-independent variables.

problem Characterizing functions with non-independent variables in probabilistic models.
method Derives actual and dependent partial derivatives, dependent Jacobian matrix, and tensor metric.
result Derives gradient, Hessian, and Taylor expansion for functions with non-independent variables.

Study nearest-neighbor radii under dependent sampling, finding they remain informative.

problem Analyzing nearest-neighbor radii under dependent sampling.
method Consider strong mixing dependent observations, establish distribution-free almost sure convergence and sharp non-asymptotic moment bounds.
result Nearest-neighbor geometry remains informative under dependence sampling.

New method uses geometric mean to avoid non-collapsibility in case-control studies.

problem Non-collapsibility of odds ratio under outcome-dependent sampling.
method Proposes geometric mean aggregation to avoid non-collapsibility and provides estimation and inference methods.
result Geometric odds ratio is collapsible under outcome-dependent sampling.

Study reveals LLM personas have two distinct components: frame-robust aggregated traits and frame-dependent geometric features.

problem Evaluation of LLM personas via psychometric questionnaires discards within-instance correlation structure.
method Constructed within-instance correlation matrices from IPIP-50 responses and analyzed geometry on SPD manifolds under manipulated question orderings.
result Persona expression comprises two dissociable components: aggregated features (Big Five scores) and geometric features (SPD manifold).

Quantum neural networks need both data-dependent and trainable unitaries for effective geometric deformation.

problem Quantum neural networks lack the geometric flexibility of classical networks due to limitations in state reachability.
method Viewing quantum states as embedded manifolds, we analyze infinitesimal unitary actions and introduce the CLA maps and aCLS criterion.
result Geometric flexibility in quantum neural networks requires a joint dependence on data and trainable weights.

Paper studies CLT rates for dependent data in Wasserstein-p distance.

problem CLT rates for multivariate dependent data in Wasserstein-p distance.
method Analyzes locally dependent sequences and geometrically ergodic Markov chains.
result Establishes optimal W1W_1 CLT rates and WpW_p (p2p\ge 2) rates for dependent data.

We show an example providing a significance in geometric control theory of the existence of the dependence locus of a system of vector fields in particular, the generic appearance of non-trivial singular trajectories embedded in the dependence locus.

2016-02-08abs ↗pdf ↗

We study the geometry of a codimension-one foliation with a time-dependent Riemannian metric. The work begins with formulae concerning deformations of geometric quantities as the Riemannian metric varies along the leaves of the foliation. Then the Extrinsic Geometric Flow depending on the second fundamental form of the…

2011-08-25abs ↗pdf ↗

We develop a coreset for robust geometric median, reducing size dependency on outliers.

problem Robust geometric median problem in Euclidean space with outliers.
method Construction of a compact coreset with size dependency on mm eliminated.
result Elimination of O(m)O(m) dependency in coreset size, achieving O(ε2min{ε2,d})O(\varepsilon^{-2} \cdot \min\{\varepsilon^{-2}, d\}) size.

We consider the gradient flow of hypersurfaces immersed in the Euclidean space associated to geometric energy functionals. We show that for particular functionals depending by higher covariant derivatives of the curvature, singularities in finite time cannot occur during the evolution. Such geometric functionals are re…

2001-03-03abs ↗pdf ↗

Geometrically represents path integral reduction Jacobian for interacting systems.

problem Quantizing a model mechanical system with dependent coordinates.
method Geometric representation using scalar curvature and Christoffel symbols in a nonholonomic basis.
result Found a geometric representation for the path integral reduction Jacobian.

The paper derives formulas for pricing geometric Asian options in the Volterra-Heston model.

problem Pricing geometric Asian options in the Volterra-Heston model.
method Derives semi-closed formulas using Fourier transforms and Riccati-Volterra equations.
result Derives formulas for pricing geometric Asian options with fixed and floating strikes.

SAEs struggle with curved activation manifolds, revealing layer-dependent scaling laws.

problem Sparse autoencoders' reconstruction error varies across layers, not fitting existing scaling laws.
method Cross-layer study of 844 SAE checkpoints, fitting and regressing on manifold geometry.
result Manifold geometry predicts layer-dependent width exponents in SAEs, with transferable coefficients.

Develops geometric causal models for causal inference from dependent data.

problem Causal inference from structured, dependent data (e.g., spatial, network, molecular).
method Geometric causal models (GCMs) exploiting symmetries of data generating process, combining group theory, ergodic theory, and Bayesian inference.
result Establishes identification and estimation of causal effects from dependent data.

Develops a new exponential map for time-varying vector fields.

problem Lack of global flows for general time-varying vector fields.
method Categorical development of spaces of vector fields and flows, allowing for systematic localisation.
result Derives the homeomorphism of the exponential map for vector fields with measurable time-dependence.

In recent years, there has been a growing interest in geometric evolution in heterogeneous media. Here we consider curvature driven fows of planar curves, with an additional space-dependent forcing term. Motivated by a homogenization problem, we look for estimates which depend only on the uniform norm of the forcing te…

2010-03-17abs ↗pdf ↗

We consider equivalence relations among smooth map germs with respect to geometry of G-structures on the target space germ. These equivalence relations are natural generalization of right-left equivalence (i.e., A-equivalence) in the sense of Thom-Mather depending on geometric structures on the target space germ. Unfor…

2019-08-22abs ↗pdf ↗

For a given null-cobordant Riemannian nn-manifold, how does the minimal geometric complexity of a null-cobordism depend on the geometric complexity of the manifold? In [Gro99], Gromov conjectured that this dependence should be linear. We show that it is at most a polynomial whose degree depends on nn. This constructi…

2016-10-16abs ↗pdf ↗

In high dimensions, the mean and geometric median are nearly identical.

problem Understanding the relationship between mean and geometric median in high-dimensional spaces.
method Analytical derivation and simulation of the distance between mean and geometric median.
result The distance between mean and geometric median vanishes with dimensionality in high dimensions.

Geom-GCN improves graph neural networks by preserving structural information and capturing long-range dependencies.

problem Weaknesses in MPNNs' aggregators: loss of structural information and lack of long-range dependencies.
method Proposes a geometric aggregation scheme with three modules: node embedding, structural neighborhood, and bi-level aggregation.
result Achieved state-of-the-art performance on various graph datasets.

Geometric framework for signed multivariate tail-dependence compatibility at various thresholds.

problem Modeling and analyzing signed multivariate tail-dependence across different thresholds.
method Developed a geometric witness framework to represent and invert signed tail families, identifying nonnegative weights and normalized masses.
result Characterization and synthesis of signed multivariate tail-dependence at finite thresholds, preserving the complete signed tail family throughout.

Geometric Occam's Razor shapes deep learning solutions.

problem Understanding the regularization in over-parameterized neural networks.
method Analyzing the geometric model complexity and Dirichlet energy in neural networks.
result Over-parameterized neural networks are implicitly regularized by geometric model complexity.

We give an up-to-date overview of geometric and topological properties of cosymplectic and coKaehler manifolds. We also mention some of their applications to time-dependent mechanics.

2013-05-16abs ↗pdf ↗