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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.

169,341 papers · 148 categories

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48 results for Geometric Functional Analysis

Solves optimal liquidation problem for stock price following geometric Brownian motion.

problem Optimal liquidation problem for stock price process following geometric Brownian motion.
method Functional analysis tools; working in terms of cash.
result Explicit solution to the problem, extending to stochastic drift.

Geometric analysis improves convergence of variational inference.

problem Challenges in analyzing convergence of variational inference due to non-convexity and non-smoothness.
method Exploits exponential family structure and Bregman divergences to geometrically analyze the optimization landscape.
result Establishes non-asymptotic convergence rates for gradient descent algorithms.

Harmonic gauge simplifies geometric analysis of Riemannian metrics.

problem Analyzing the Hilbert-Einstein functional and its stability.
method Developed a harmonic gauge to eliminate divergence terms and induce elliptic structure.
result Positivity of curvature operator implies spectral stability of the functional.

The paper contrasts different convergence notions in geometric analysis.

problem Exploring discrepancies between various convergence concepts in geometric analysis.
method Examples and proof of a theorem requiring specific bounds on warping functions.
result Warped product manifolds can have different convergence limits even if the warping functions converge in LpL^p.

New cyclicity measures defined in weighted Besov spaces, with stability and geometric analysis.

problem Characterizing cyclicity in weighted Besov spaces.
method Defining cyclicity indices based on potential theory and capacity, studying stability under perturbations, and linking zero set structure to cyclicity.
result Novel invariants and conditions for cyclicity in various function spaces.

Geometric theory developed for ultradifferentiable functions and their wavefront sets.

problem Developing a geometric theory for ultradifferentiable functions.
method Using Dyn'kin's Theorem and Bony's Theorem, the ultradifferentiable wavefront set is defined and its properties are proven.
result Microlocal elliptic regularity theorem for ultradifferentiable vector bundles is proven.

Geometric analysis of nonlinear dynamics applied to financial time series.

problem Understanding dynamic properties of financial time series.
method Nonparametric filtering method to estimate vector fields and their derivatives from nonlinear oscillation models.
result Vector fields and their derivatives provide insights into the dynamic properties of financial time series.

The chapter explores globally hyperbolic spacetimes using topology and functional analysis.

problem Understanding global hyperbolicity in spacetimes.
method Foundational tools from order theory and topology, geometric analysis, and connections to physics.
result A connection between global hyperbolicity and geodesic completeness of space-like surfaces.

Study of maximal hypersurfaces in spacetimes, proving uniqueness results.

problem Uniqueness of compact maximal hypersurfaces in stably causal spacetimes.
method Analysis of a distinguished function on maximal hypersurfaces under first order conditions of the spacetime.
result Several uniqueness results on compact maximal hypersurfaces in stably causal spacetimes.

In this expository article, we discuss various monotonicity formulas for parabolic and elliptic operators and explain how the analysis of the function spaces and the geometry of the underlining spaces are intertwined. After briefly discussing some of the well-known analytical applications of monotonicity for parabolic …

2012-05-30abs ↗pdf ↗

Enhanced tree-based classifiers use derivatives and geometry for better function classification.

problem Improving classification of high-dimensional time series data.
method Integrates Functional Data Analysis with tree-based ensemble techniques, leveraging derivative and geometric features.
result Significant improvements over traditional approaches in function classification.

New geometric proofs and interpretations of scattering diagrams and theta functions.

problem Analyzing the asymptotic behavior of Maurer-Cartan elements for differential graded Lie algebras.
method Asymptotic analytic approach and differential geometric proofs.
result Alternative proofs of consistent completion of scattering diagrams and geometric interpretations of theta functions.

Geometric tempering fails for Langevin dynamics, proving convergence limits.

problem Proving convergence and limitations of geometric tempering for Langevin dynamics.
method Theoretical investigation of geometric tempering using Langevin dynamics.
result Geometric tempering can lead to exponential time convergence and poor functional inequalities.

Study nn-superharmonic functions and their geometric applications.

problem Asymptotic behavior of nn-superharmonic functions at isolated singularities.
method Using Wolff potential, nn-capacity estimates, and Adams-Moser-Trudinger inequality.
result Strong nn-capacity lower bound estimate for geometric applications.

Develops local elliptic regularity for geometrically-natural operators with low regularity coefficients.

problem Local elliptic regularity for operators with low regularity coefficients in Sobolev-type spaces.
method Rescaling estimates and multiplication results for function spaces.
result Unified set of interior estimates and regularity inference for operators with Sobolev-type coefficients.

This paper explores geometric and analytic aspects of Lojasiewicz inequalities on vector bundles.

problem Understanding growth and stability conditions for real-analytic functions over vector bundles.
method Outline theory of functionals and variational problems over vector bundles, explore applications to real-analytic functionals.
result Describes the energy functional on $S^{n-1$ as a functional over a vector bundle.

Geometric study of linear neural networks identifies pure and spurious critical points.

problem Understanding the landscape of loss functions in linear neural networks.
method Geometric properties of functional spaces and parameterization analysis.
result Different phenomena cause the absence of bad local minima in linear networks, depending on the architecture and loss function.

The paper applies math and physics to language models, introducing entropy and geometric concepts.

problem Understanding and improving language models to approximate intelligent language.
method Formal definitions, functional analysis, topology, thermodynamics, and set theory.
result Entropy function reveals key obstacles for LLMs and offers insights into language models.

Geometric structures on quaternionic unit ball for slice regular Möbius transformations.

problem No new problem introduced.
method Introducing Hermitian, Riemannian, and Kähler-like structures on quaternionic unit ball using regular Möbius transformations.
result Geometric structures are natural generalizations of complex setup and solve problems not achieved by other geometries.

GGA improves untrustworthy prediction detection in neural networks without retraining.

problem Susceptibility of neural networks to untrustworthy predictions, especially adversarial attacks and out-of-distribution data.
method Geometric Gradient Analysis (GGA) analyzes the geometry of neural network loss landscapes based on saliency maps.
result GGA outperforms existing methods in detecting untrustworthy predictions, including adversarial and out-of-distribution data.

Novel approach to financial derivatives pricing using rough path theory.

problem No-arbitrage conditions in financial markets necessitating precise integration methods.
method Developed a polynomial-based approximation class for rough path functionals, extending to non-geometric rough paths.
result Motivated a hypothesis for payoff functionals in financial markets, facilitating analysis.

Study of geometric analysis on asymmetric metric spaces, including heat flow and Sobolev spaces.

problem Analysis of geometric properties on asymmetric metric measure spaces.
method Introduction of upper gradients, qq-Laplacian, and qq-heat flow in asymmetric settings.
result Extension of concepts from symmetric to asymmetric metric measure spaces.

The nonlinear sigma model with gravitino exhibits symmetries and conservation laws.

problem Exploring symmetries and conservation laws in a nonlinear sigma model with gravitino.
method Geometric analysis of rescaled conformal transformations, super Weyl transformations, and diffeomorphisms.
result The model possesses degenerate super symmetry leading to geometric interpretations of energy-momentum tensor and supercurrent.

Motivated by the supersymmetric extension of Liouville theory in the recent physics literature, we couple the standard Liouville functional with a spinor field term. The resulting functional is conformally invariant. We study geometric and analytic aspects of the resulting Euler-Lagrange equations, culminating in a blo…

2005-11-09abs ↗pdf ↗

A new geometric framework embeds correlation matrices into Euclidean space for scalable brain network analysis.

problem Inefficient and unstable analysis of functional brain networks in high-dimensional contexts.
method Diffeomorphic transformations to embed correlation matrices into Euclidean space, preserving manifold properties.
result Improved computational speed and enhanced accuracy compared to conventional manifold-based approaches.

Stability of biharmonic maps in critical dimension proven.

problem Stability of biharmonic maps between manifolds in critical dimension.
method Generalization of Morse stability theory to biharmonic maps, development of strong energy quantization method.
result Strong energy quantization in a wide class of problems in geometric analysis.

SRCA reduces high-dimensional data to lower dimensions while preserving geometric structures.

problem High-dimensional datasets with underlying geometric structures.
method Spherical Rotation Component Analysis (SRCA) incorporating geometric loss functions.
result SRCA provides a low-rank spherical representation of data with general theoretic guarantees.

GN algorithm solves batched bandit for nondegenerate functions near-optimally.

problem Batched bandit learning for nondegenerate functions.
method Introduces Geometric Narrowing (GN) algorithm with a O~(A+dT)\widetilde{\mathcal{O}} ( A_{+}^d \sqrt{T} ) regret bound and O(loglogT)\mathcal{O} (\log \log T) batches.
result GN achieves near optimal regret with minimal number of batches.

Corrected a false lemma in Cimasoni's work on linking theory.

problem A false lemma in Cimasoni's geometric construction of the Conway potential function.
method Presented counterexamples and a detailed proof of the corrected lemma.
result The lemma is false and its correction has significant consequences for subsequent works.

Introduces q-paths for generalizing geometric annealing paths in machine learning.

problem Limited applicability of existing path methods in machine learning.
method Develops a family of paths derived from a generalized mean, including geometric and arithmetic mixtures.
result Empirical gains in Bayesian inference and generative model evaluation.