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.

169,291 papers · 148 categories

Trend · papers per month

10213141 · Jun 202019922001200920182026
48 results for Groebner basis

A deformation of the Orlik-Solomon algebra of a matroid M is defined as a quotient of the free associative algebra over a commutative ring R with 1. It is shown that the given generators form a Groebner basis and that after suitable homogenization the deformation and the Orlik-Solomon have the same Hilbert series as R-…

2011-09-09abs ↗pdf ↗

We describe a Groebner basis of relations among conditional probabilities in a discrete probability space, with any set of conditioned-upon events. They may be specialized to the partially-observed random variable case, the purely conditional case, and other special cases. We also investigate the connection to generali…

2008-08-08abs ↗pdf ↗

In "The {G}el'fand-{K}alinin-{F}uks class and characteristic classes of transversely symplectic foliations" arXiv:0910.3414, Kotschick and Morita showed that the Gel'fand-Kalinin-Fuks class in $\ds\HGF{7}{2}{}{8}$ is decomposed as a product ηωη\wedge ω of some leaf cohomology class ηη and a transverse symplectic class…

2014-07-17abs ↗pdf ↗

We propose a new point of view on quantum cohomology, strongly motivated by the work of Givental and Dubrovin, but closer to differential geometry than the existing approaches. The central object is the D-module which "quantizes" a commutative algebra associated to the (uncompactified) space of rational curves. A stand…

2002-06-20abs ↗pdf ↗

Rosso and Jones gave a formula for the colored Jones polynomial of a torus knot, colored by an irreducible representation of a simple Lie algebra. The Rosso-Jones formula involves a plethysm function, unknown in general. We provide an explicit formula for the second plethysm of an arbitrary representation of $\fsl_3$, …

2010-10-15abs ↗pdf ↗

Automatically explores geometric loci of curves using software networking.

problem Exploring hyperbolisms and geometric loci of plane curves.
method Parametric equations, Groebner bases, and elimination for deriving polynomial equations.
result Derives new constructions of lemniscates and other geometric loci.

We classify SIC-POVMs of rank one in CP^2, or equivalently sets of nine equally-spaced points in CP^2, without the assumption of group covariance. If two points are fixed, the remaining seven must lie on a pinched torus that a standard moment mapping projects to a circle in R^3. We use this approach to prove that any S…

2014-10-21abs ↗pdf ↗

In this paper we prove that the only algebraic constant mean curvature (cmc) surfaces in R^3 of order less than four are the planes, the spheres and the cylinders. The method used heavily depends on the efficiency of algorithms to compute Groebner Bases and also on the memory capacity of the computer used to do the com…

2010-02-01abs ↗pdf ↗

We propose a purely algebraic approach to construct invariants of transversal links in the standard contact structure on the 3-sphere generalizing Jones' approach to invariant of usual links. The only geometry used is the analogue of Alexander and Markov theorems. More precisely, we construct a trace on a certain cubic…

2013-07-22abs ↗pdf ↗

Finsler space is differentiable manifold for which Minkowski space is the fiber of the tangent bundle. To understand structure of the reference frame in Finsler space, we need to understand the structure of orthonormal basis in Minkowski space. In this paper, we considered the definition of orthonormal basis in Minkows…

2012-01-19abs ↗pdf ↗

Finsler space is differentiable manifold for which Minkowski space is the fiber of the tangent bundle. To understand structure of the reference frame in Finsler space, we need to understand the structure of orthonormal basis in Minkowski space. In this paper, I considered the definition of orthonormal basis in Minkowsk…

2011-07-24abs ↗pdf ↗

We study a novel spline-like basis, which we name the "falling factorial basis", bearing many similarities to the classic truncated power basis. The advantage of the falling factorial basis is that it enables rapid, linear-time computations in basis matrix multiplication and basis matrix inversion. The falling factoria…

2014-05-03abs ↗pdf ↗

Study optimal dynamic basis trading strategies with stochastic basis model.

problem Optimal dynamic trading of futures and underlying asset under stochastic basis.
method Model basis evolution as stopped scaled Brownian bridge, solve utility maximization problem with HARA risk preferences.
result Derive exact conditions for optimal trading strategies and solve explicitly.

We introduce a basis of the Orlik-Solomon algebra labeled by chambers, so called chamber basis. We consider structure constants of the Orlik-Solomon algebra with respect to the chamber basis and prove that these structure constants recover D. Cohen's minimal complex from the Aomoto complex.

2007-03-25abs ↗pdf ↗

New framework models complex spatial data with basis functions and graphical vectors.

problem Modeling highly-multivariate spatial processes with varying resolutions.
method Extends graphical lasso to multivariate Gaussian processes with independent graphical vectors at different resolutions, using an orthogonal basis and fusion penalty.
result Linear complexity and parsimonious conditional independence structure in multilevel graphical model.

Machine learning model predicts DFT total energy to complete basis set limit.

problem Finding a model to extrapolate DFT calculations to complete basis set limit.
method Quantile-random-forest model trained on binary solids data.
result Random-forest model achieves <25% symmetric MAPE for both DFT codes.

The paper explains the fair basis in bond-CDS trading during financial crises.

problem Large basis trading losses during financial crises are not explained by reduced form models.
method Dynamic spread model with bond repo financing, economic capital approach.
result Unhedged and unhedgeable residual jump to default risk exists, affecting fair basis level.

Optimizes basis for density-based atomic representations to enhance compactness and accuracy.

problem Improving the efficiency and accuracy of machine learning models for atomic properties.
method An unsupervised approach to determine the optimal basis set for atom density representations using splines.
result Optimal basis sets that encode structural information more compactly and accurately.

This study tackles basis risk in weather parametric insurance using Monte Carlo simulations.

problem Mismatch between actual loss and payout in weather parametric insurance leads to loss without payout or payout without loss.
method Empirical research using Monte Carlo simulations to test diversification and hedging strategies.
result Portfolio basis risk and volatility decrease with more contracts, and spatial relationships significantly impact basis risk.

The study explores various localized bases and their duals for scattered data approximation.

problem Scattered data approximation using radial basis functions.
method Examines different localized bases including Lagrange, Newton, and multiresolution versions, and their duals.
result Localized orthogonal bases, such as the Newton basis, offer symmetric preconditioners and are feasible for scattered data approximation.

T-Basis represents neural network tensors with fewer parameters.

problem Efficiently representing neural network tensors with fewer parameters.
method T-Basis uses Tensor Rings to represent tensors in a neural network, parameterizing them with a small number of coefficients.
result T-Basis achieves high compression rates with minimal performance loss.

A graph connects Specht and web bases; matrix is unipotent with vanishing entries.

problem Comparing two bases of irreducible representations of the symmetric group.
method Graph theory and combinatorial analysis to describe relations between bases and prove properties of the transition matrix.
result The transition matrix between Specht and web bases is unipotent with additional vanishing entries.

New method estimates density functionals using polynomial basis without full distribution knowledge.

problem Estimating quantities like information divergence functions requires complete distribution knowledge and integration.
method Introduces data-driven basis functions and develops methods for basis expansions of functionals of two distributions.
result Approximates functions of distributions as closely as desired using the new basis set.

This paper optimizes PCE for efficient surrogate modeling in engineering.

problem Efficiently selecting polynomial regressors for surrogate modeling in computationally expensive models.
method Three state-of-the-art basis-adaptive sparse PCE methods are compared and analyzed.
result Automatic selection of the best solver and basis-adaptive scheme improves surrogate model accuracy.

New algorithm improves asset pricing model for high-dimensional financial data.

problem Estimating high-dimensional financial data with many risk-factors.
method Groupwise Interpretable Basis Selection (GIBS) algorithm for adaptive multi-factor model.
result AMF model outperforms Fama-French 5-factor model in fitting and prediction.

Paper tackles spurious vanishing problem in approximate vanishing ideals.

problem Capturing nonlinear structure of perturbed data points leads to spurious vanishing problem.
method Proposes a general method integrating coefficient normalization and iterative basis construction.
result Proposed method overcomes spurious vanishing problem, resulting in shorter feature vectors.

In this paper we study a symmetry group of vector space. Basis manifold is a homogeneous space of a symmetry group. This concept leads us to the definition of active and passive transformations on basis manifold. Active transformation can be expressed as a transformation of vector space. Passive transformation gives ab…

2004-12-20abs ↗pdf ↗

Sparse principal component analysis (sparse PCA) aims at finding a sparse basis to improve the interpretability over the dense basis of PCA, meanwhile the sparse basis should cover the data subspace as much as possible. In contrast to most of existing work which deal with the problem by adding some sparsity penalties o…

2014-03-06abs ↗pdf ↗

A neural network predicts coarse-scale basis functions for efficient uncertainty quantification.

problem Efficiently estimating coarse-scale basis functions for multiscale methods.
method Data-driven approach using neural networks fitted to solution samples.
result Significant computational savings for uncertainty quantification tasks.

A new kernel improves statistical surrogates for stochastic manifolds with diverse data.

problem Handling statistical surrogates for stochastic manifolds with heterogeneous data.
method A transient anisotropic kernel is introduced to improve statistical surrogates for stochastic manifolds with heterogeneous data.
result The transient anisotropic kernel provides a better representation of statistical dependencies in the learned probability measure.

BASIS improves LLM reasoning by sharing batchwise rollout info, reducing MSE by 69%.

problem Improving large language model reasoning with limited rollouts and batch information.
method BASIS samples only one rollout per prompt but uses batch information to improve value function estimation.
result BASIS reduces MSE in value function estimation by 69% compared to REINFORCE++.

Derives representations invariant under crystallographic groups for functions.

problem Representing and learning functions invariant under crystallographic groups.
method Derives linear and nonlinear representations of functions invariant under crystallographic groups.
result Derives orthonormal crystallographically invariant basis functions and embedding maps.

Given a simple algebraic group GG, a web is a directed trivalent graph with edges labelled by dominant minuscule weights. There is a natural surjection of webs onto the invariant space of tensor products of minuscule representations. Following the work of Westbury, we produce a set of webs for $\SL_n$ which form a bas…

2011-08-23abs ↗pdf ↗