Research
On-device research index

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.

168,657 papers · 148 categories

Trend · papers per month

112224335447 · May 202619922001200920172026
48 results for Geometric Observables

Geometric duality connects graph isomorphism and knot equivalence.

problem Understanding the equivalence of graph isomorphism and knot equivalence.
method Observation of geometric duality in planar graphs and links.
result The equivalence relation defined by isomorphisms of checkerboard graphs is the same as 2-isomorphisms of checkerboard graphs.

Geometric observables detect financial regime shifts with high accuracy.

problem Detecting regime shifts in financial markets.
method Extracted four geometric observables from equity-index returns and evaluated them against various baseline methods.
result The Berry Phase Rate achieves an unbiased out-of-sample median Cohen's d of 0.72, significantly reducing false alarms.

Study shows observability for Schrödinger equations on product manifolds with specific conditions.

problem Observability of Schrödinger equations on product manifolds with product metrics.
method Proof of observability in finite time on open subsets satisfying Vertical Geometric Control Condition, under gap condition on spectrum of F(g).
result Observability on ω for the Schrödinger equation is strictly weaker than Geometric Control Condition on product of spheres.

Geometric quantization shows compatibility of symmetries on coadjoint orbits and Kähler-Einstein manifolds.

problem Compatibility of symmetries in geometric quantization.
method Deformation and geometric quantization on Kähler manifolds, Hamiltonian actions.
result Strict compatibility of symmetries on coadjoint orbits and Kähler-Einstein manifolds.

We consider the wave equation on a closed Riemannian manifold. We observe the restriction of the solutions to a measurable subset ωω along a time interval [0,T][0, T] with T>0T>0. It is well known that, if ωω is open and if the pair (ω,T)(ω,T) satisfies the Geometric Control Condition then an observability inequality is sat…

2016-07-06abs ↗pdf ↗

Unified framework for observables in n-plectic geometry.

problem Quantization of extended objects in higher geometric contexts.
method Develops a semi-simplicial set model for observables, using a Grassmann variable to encode submanifold codimensions.
result Establishes a categorified pre-n-Hilbert space and a quantization scheme matching multisymplectic geometry.

We characterize value functions in partially observable MDPs as semi-algebraic sets.

problem Understanding feasible value functions in partially observable Markov decision processes.
method Characterization of feasible value functions as semi-algebraic sets defined by polynomial inequalities.
result The feasible set of value functions in POMDPs is a semi-algebraic set, not a polytope as in MDPs.

Using geometric quantization procedure, the quantization of algebra of observables for physical system with Ricci-flat phase space is obtained. In the classical case the appointed physical system is reduced to harmonic oscillator when the one real parameter is vanished.

1999-02-18abs ↗pdf ↗

Since the discovery of differential calculus by Newton and Leibniz and the subsequent continuous growth of its applications to physics, mechanics, geometry, etc, it was observed that partial derivatives in the study of various natural problems are (self-)organized in certain structures usually called geometric. Tensors…

2015-11-21abs ↗pdf ↗

Study of a generalized geometric Brownian motion with varying entry and exit rates.

problem Understanding the long-run behavior of economic systems with growth, volatility, entry, and exit.
method Generalized geometric Brownian motion framework with varying entry and exit rates, analyzing moments and survival probability.
result Optimal exit rate minimizes mean first-passage time, influencing system outcome.

Study optimal policy regret in partially observable Markov games with adaptive opponents.

problem Optimal sequential decision-making in partially observable environments against strategic, adaptive opponents.
method An epoch-based optimistic maximum-likelihood algorithm that selects one policy per epoch using confidence sets built cumulatively from past data.
result Achieves ildeO(T) ilde{O}(\sqrt{T}) policy regret for fixed problem parameters, with explicit dependence on horizon, adversary memory, confidence radius, and aggregate Eluder dimension.

GD-VAEs learn dynamics from observations using geometric and topological information.

problem Learning parsimonious representations of nonlinear dynamics from observations.
method Develops data-driven methods incorporating geometric and topological information using Variational Autoencoders (VAEs).
result GD-VAEs provide methods for learning reduced dimensional representations of nonlinear dynamics.

It is well-known that the LIE(Locally Induction Equation) admit soliton-type solutions and same soliton solutions arise from different and apparently irrelevant physical models. By comparing the solitons of LIE and Killing magnetic geodesics, we observe that these solitons are essentially decided by two families of iso…

2012-12-17abs ↗pdf ↗

The paper models financial order books using geometric shears and directional liquidity.

problem Understanding the geometry and dynamics of financial order books.
method Structural framework modeling liquidity as emergent observables, geometric shears, and directional imbalances.
result The geometry of financial order books can be described by a rigid drift and geometric shear, leading to a gamma-like profile of projected liquidity.

New method learns dynamics from sparse data using geometric constraints.

problem Learning dynamics from sparse, undersampled data.
method Reformulates inference as a stochastic control problem, using geometry-driven path augmentation.
result Accurately recovers stochastic dynamics from extremely undersampled data.

The `observer space' of a Lorentzian spacetime is the space of future-timelike unit tangent vectors. Using Cartan geometry, we first study the structure a given spacetime induces on its observer space, then use this to define abstract observer space geometries for which no underlying spacetime is assumed. We propose ta…

2012-09-28abs ↗pdf ↗

Introduces optimization geometrodynamics for dynamic geometric optimization.

problem Gradient-based optimization methods struggle with changing geometric constraints.
method Optimization geometrodynamics separates invariant and improvable geometric mismatches.
result Dynamic geometric complexity measures the minimum geometric cost to reduce optimization difficulty.

We discuss some aspects about the computation of kinematic, spectroscopic, Fermi and astrometric relative velocities that are geometrically defined in general relativity. Mainly, we state that kinematic and spectroscopic relative velocities only depend on the 4-velocities of the observer and the test particle, unlike F…

2011-09-01abs ↗pdf ↗

We survey some LpL^{p}-vanishing results for solutions of Bochner or Simons type equations with refined Kato inequalities, under spectral assumptions on the relevant Schrödinger operators. New aspects are included in the picture. In particular, an abstract version of a structure theorem for stable minimal hypersurfaces…

2010-11-24abs ↗pdf ↗

Study finds GBM model accurately predicts stock prices on Ghana Stock Exchange.

problem Investigating the suitability of GBM for modeling stock price dynamics.
method Geometric Brownian Motion model applied to weekly and monthly returns of equities listed on the Ghana Stock Exchange.
result GBM model accurately forecasts stock prices with minimal deviations, as evidenced by MSE evaluations.

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.

In this paper we propose a geometrization of the non-relativistic quantum mechanics for mixed states. Our geometric approach makes use of the Uhlmann's principal fibre bundle to describe the space of mixed states and as a novelty tool, to define a dynamic-dependent metric tensor on the principal manifold, such that the…

2013-02-06abs ↗pdf ↗

Geometric model explains music perception combining neuroscience and acoustics.

problem Rationalize and predict psycho-acoustic phenomena in music perception.
method Combining neuroscientific theories with acoustic observations, a geometric model of the space of all chords is created.
result The geometric model allows for rigorous studies of psychoacoustic quantities like roughness and harmonicity.

Meta-learning performance is affected by how task diversity is allocated, not just overall variability.

problem Meta-learning performance degrades when task diversity is unevenly distributed.
method Decomposed task-specific regression effects into structurally informative and orthogonal components.
result Meta-learning prediction degrades when a larger fraction of task variability is orthogonal and non-informative.

Modified Gibbs-Helmholtz equation geometric models for thermodynamics.

problem Geometric interpretation of Gibbs-Helmholtz equation in thermodynamics.
method Developed new holonomic and non-holonomic geometric models associated to Gibbs-Helmholtz equation.
result Characterized equivalence between Gibbs-Helmholtz entropy and other entropies.

In the present note we describe geometrically the homology classes in the total space of a surface bundle over a surface in terms of the holonomy map. We treat the cases where the base surface is closed or has one boundary component. We replace the wrong theorem of the previous version by some observations on the homol…

2016-03-24abs ↗pdf ↗

SVarM uses varifold representations for shape classification and regression.

problem Challenges in analyzing geometric data due to non-Euclidean shape spaces.
method Develops a neural network-based framework for varifold representations of shapes.
result Demonstrates strong performance and robustness in shape classification and regression.

This paper tackles matching two complete graphs with correlated edge weights in geometric models.

problem Matching two complete graphs with edge weights correlated through latent geometries.
method Derives an approximate maximum likelihood estimator for recovering hidden vertex correspondence.
result The estimator provably achieves perfect recovery under certain noise conditions.

In the present work, torsion energy is defined. Its law of conservation is given. It is shown that this type of energy gives rise to a repulsive force which can be used to interpret supernovae type Ia observations, and consequently the accelerating expansion of the Universe. This interpretation is a pure geometric one …

2007-05-15abs ↗pdf ↗

The problem of completing high-dimensional matrices from a limited set of observations arises in many big data applications, especially, recommender systems. Existing matrix completion models generally follow either a memory- or a model-based approach, whereas, geometric matrix completion models combine the best from b…

2019-01-29abs ↗pdf ↗

This informal technical report details the geometric illustration of decision boundaries for ReLU units in a three layer fully connected neural network. The network is designed and trained to predict pixel intensity from an (x, y) input location. The Geometric Illustration of Neural Networks (GINN) tool was built to vi…

2018-10-02abs ↗pdf ↗

Exponential families are a particular class of statistical manifolds which are particularly important in statistical inference, and which appear very frequently in statistics. For example, the set of normal distributions, with mean μ and deviation σ, form a 2-dimensional exponential family. In this paper, we show that …

2012-03-09abs ↗pdf ↗

New method recovers manifold distances from noisy data.

problem Reconstructing manifold geometry from noisy distance measurements.
method Develops new framework to estimate L2-norms of expectation-functions, uses geometric clusters to recover distances.
result Recovery of true distances up to an additive error of O(ε log ε⁻¹) under mild geometric assumptions.

This paper solves a Bayes sequential impulse control problem for a diffusion, whose drift has an unobservable parameter with a change point. The partially-observed problem is reformulated into one with full observations, via a change of probability measure which removes the drift. The optimal impulse controls can be ex…

2014-04-07abs ↗pdf ↗

In this paper, we study both the continuous model and the discrete model of the Quantum Hall Effect (QHE) on the hyperbolic plane. The Hall conductivity is identified as a geometric invariant associated to an imprimitivity algebra of observables. We define a twisted analogue of the Kasparov map, which enables us to use…

1997-04-10abs ↗pdf ↗

New method speeds up Bayesian inverse problem solving with neural operators.

problem Solving infinite-dimensional Bayesian inverse problems with high computational cost.
method Delayed-acceptance geometric MCMC driven by derivative-informed neural operator surrogates.
result Significant speedup in generating posterior samples (3-9 times faster).

This paper presents a generalization of symplectic geometry to a principal bundle over the configuration space of a classical field. This bundle, the vertically adapted linear frame bundle, is obtained by breaking the symmetry of the full linear frame bundle of the field configuration space, and it inherits a generaliz…

1997-06-10abs ↗pdf ↗

Develops theory of Anosov representations for Fuchsian groups, showing stability and analytical properties.

problem Understanding geometrically finite Fuchsian groups and their representations.
method Theory of Anosov representations, type-preserving deformations, limit maps, relative Anosov and dominated representations.
result Cusped Hitchin representations are Borel Anosov, stable under deformations, and limit maps vary analytically.