arXiv research

We show that the bi-Hamiltonian structures of the Camassa-Holm and Harry Dym hierarchies can be obtained by applying a reduction process to a simple Poisson pair defined on the loop algebra of $\mathfrak{sl}(2,\mathbb{R})$. The reduction process is a bi-Hamiltonian reduction, that can be canonically performed on every …

New hierarchies and equations derived from Poisson structures.

New integrable systems derived from Nijenhuis geometry.

The study finds solutions to a financial equation related to volatility.

The paper solves integrable systems of PDEs, including famous equations.

We relate Miura type transformations (MTs) over an evolution system to its zero-curvature representations with values in Lie algebras g. We prove that certain homogeneous spaces of g produce MTs and show how to distinguish these spaces. For a scalar translation-invariant evolution equation this allows to classify all M…

We exhibit examples of projective varieties with degenerate Gauss mappings and determine numerical invariants of such varieties. Our examples provide counter-examples to an asserted structure theorem of Griffiths and Harris (Ann. Sci. ENS 1979).

These are expository notes from the 2008 Srni Winter School. They have two purposes: (1) to give a quick introduction to exterior differential systems (EDS), which is a collection of techniques for determining local existence to systems of partial differential equations, and (2) to give an exposition of recent work (jo…

Upper bounds on projective rigidity of each homogeneously embedded homogeneous variety are determined; and a new, invariant characterization of the Fubini forms is given.

The Horikawa index and the local signature are introduced for relatively minimal fibered surfaces whose general fiber is a non-hyperelliptic curve of genus $4$ with unique trigonal structure.

I show that any complex manifold that resembles a rank two compact Hermitian symmetric space (other than a quadric hypersurface) to order two at a general point must be an open subset of such a space.

We consider a regular singular Sturm-Liouville operator $L:=-\frac{d^2}{dx^2} + \frac{q(x)}{x^2 (1-x)^2}$ on the line segment $[0,1]$. We impose certain boundary conditions such that we obtain a semi-bounded self-adjoint operator. It is known that the $ζ$-function of this operator $ζ_L(s)=\sum_{λ\in\spec(L)\setminus\{0…

Three decades ago Cornalba-Harris proved a fundamental positivity result for divisor classes associated to families of stable curves. In this paper we establish an analogous positivity result for divisor classes associated to families of stable differentials.

The dual variety X* for a smooth n-dimensional variety X of the projective space P^N is the set of tangent hyperplanes to X. In the general case, the variety X* is a hypersurface in the dual space (P^N)*. If dim X* < N - 1, then the variety X is called dually degenerate. The authors refine these definitions for a varie…

We give a lower bound for the length of a non-trivial geodesic loop on a simply-connected and compact manifold of even dimension with a non-reversible Finsler metric of positive flag curvature. Harris and Paternain use this estimate in their recent paper [HP] to give a geometric characterization of dynamically convex F…

We define relative Gromov-Witten invariants of a symplectic manifold relative to a codimension two symplectic submanifold. These invariants are the key ingredients in the symplectic sum formula of [IP4]. The main step is the construction of a compact space of `V-stable' maps. Simple special cases include the Hurwitz nu…

Gringotts Wizarding Bank is well known as the only financial institution in all of the Wizarding UK as documented in the works recounting the heroics of Harry Potter. The concentration of power and wealth in this single bank needs to be weighed against the financial stability of the entire Wizarding economy. This study…

The vector of periodic, compound returns of a typical investment portfolio is almost never a convex combination of the return vectors of the securities in the portfolio. As a result the ex post version of Harry Markowitz's "standard mean-variance portfolio selection model" does not apply to compound return data. We pro…

We describe a method for recursively calculating Gromov-Witten invariants of all blowups of the projective plane. This recursive formula is different from the recursive formulas due to Göttsche and Pandharipande in the zero genus case, and Caporaso and Harris in the case of no blowups. We use tropical curves and a recu…

This is an expanded and updated version of a lecture series I gave at Seoul National University in September 1997. It is in some sense an update of the 1979 Griffiths and Harris paper with a similar title. I discuss: Homogeneous varieties, Topology and consequences Projective differential invariants, Varieties with deg…

Was it fair that Harry was hired but not Barry? Was it fair that Pam was fired instead of Sam? How can one ensure fairness when an intelligent algorithm takes these decisions instead of a human? How can one ensure that the decisions were taken based on merit and not on protected attributes like race or sex? These are t…

ADDA framework speeds up data augmentation in massive data settings.

Given two families of continuous functions $u$ and $v$ on a topological space $X$, we define a preorder $R=R(u,v)$ on $X$ by the condition that any member of $u$ is an $R$-increasing and any member of $v$ is an $R$-decreasing function. It turns out that if the topological space $X$ is quasi-compact and sequentially com…

Improved Markowitz method handles uncertainty in return forecasts.

We study statistical inference and distributionally robust solution methods for stochastic optimization problems, focusing on confidence intervals for optimal values and solutions that achieve exact coverage asymptotically. We develop a generalized empirical likelihood framework---based on distributional uncertainty se…

We prove a general extrinsic rigidity theorem for homogeneous varieties in $\mathbb{CP}^N$. The theorem is used to show that the adjoint variety of a complex simple Lie algebra $\mathfrak{g}$ (the unique minimal G orbit in $\mathbb{P}\mathfrak{g}$) is extrinsically rigid to third order. In contrast, we show that the ad…

Paper forecasts financial trading durations using a new point process model.

In this paper, we present Russian language datasets in the digital humanities domain for the evaluation of word embedding techniques or similar language modeling and feature learning algorithms. The datasets are split into two task types, word intrusion and word analogy, and contain 31362 task units in total. The chara…

The portfolio optimisation problem, first raised by Harry Markowitz in 1952, has been a fundamental and central topic to understanding the stock market and making decisions. There has been plenty of works contributing to development of the mean-variance optimisation (MVO) so far. In this paper, one kind of them, namely…

The paper describes a stratification of a compactified Hurwitz space using combinatorial trees.

We examine a moduli problem for real and quaternionic vector bundles on a smooth complex projective curve with a fixed real structure, and we give a gauge-theoretic construction of moduli spaces for semi-stable such bundles with fixed topological type. These spaces embed onto connected subsets of real points inside a c…

The dth symmetric product of a curve of genus g is a smooth projective variety. This paper is concerned with the little quantum cohomology ring of this variety, that is, the ring having its 3-point Gromov-Witten invariants as structure constants. This is of considerable interest, for example as the base ring of the qua…

Improved diffusion models solve inverse problems more accurately by correcting sample paths off the data manifold.

Optimal capital allocation between different assets is an important financial problem, which is generally framed as the portfolio optimization problem. General models include the single-period and multi-period cases. The traditional Mean-Variance model introduced by Harry Markowitz has been the basis of many models use…

Improved inverse problem solving with data consistency in diffusion models.

This paper is devoted to study the optimal portfolio problem. Harry Markowitz's Ph.D. thesis prepared the ground for the mathematical theory of finance. In modern portfolio theory, we typically find asset returns that are modeled by a random variable with an elliptical distribution and the notion of portfolio risk is d…

The paper proves embedding conditions for complexes in manifolds using matrix rank criteria.

High levels of air pollution may seriously affect people's living environment and even endanger their lives. In order to reduce air pollution concentrations, and warn the public before the occurrence of hazardous air pollutants, it is urgent to design an accurate and reliable air pollutant forecasting model. However, m…

Hybrid deep learning model predicts urban floods with high accuracy.

A new diffusion sampling method combines Krylov subspace and diffusion models for faster and more efficient inverse problems.

This paper compares modern portfolio theories and applies them to real-world portfolio selection.

Study Galois groupoids of discret Painlevé equations.

Proves solvability of general inverse σ_k equations with constant coefficients.

We present an unsupervised approach for discovering semantic representations of mathematical equations. Equations are challenging to analyze because each is unique, or nearly unique. Our method, which we call equation embeddings, finds good representations of equations by using the representations of their surrounding …

Paper establishes estimates for nonlinear equations on compact manifolds.

Proves C^2,alpha estimates for elliptic equations on hyperkähler manifolds.

The paper generalizes Monge-Ampère equations and their solutions in differential geometry.

We study four distinct second-order nonlinear equations of Rabelo which describe pseudospherical surfaces. By transforming these equations to the constant-characteristic form we relate them to some well-studied integrable equations. Two of the Rabelo equations are found to be related to the sine-Gordon equation. The ot…