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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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6121824 · Jun 202019922001200920172026
48 results for Harry Dym hierarchies

New hierarchies and equations derived from Poisson structures.

problem Development of new hierarchies and equations from Poisson structures.
method Introduction and classification of multicomponent Poisson structures, derivation of hierarchies and equations.
result New Harry Dym and Hunter-Saxton equations derived for arbitrary number of components.

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

problem Finding solutions to a financial equation related to volatility.
method Using a zero-curvature condition and soliton theory, the study derives a variant of the Harry Dym equation and finds its travelling wave solutions.
result A family of travelling wave solutions to a variant of the Harry Dym equation is found.

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

problem Constructing solutions for multicomponent integrable PDEs.
method Reduction to a finite-dimensional system, using Nijenhuis geometry.
result Animations of multi-component soliton and cnoidal solutions.

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…

2004-12-14abs ↗pdf ↗

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…

2007-05-31abs ↗pdf ↗

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…

1999-07-23abs ↗pdf ↗

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…

2017-03-30abs ↗pdf ↗

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…

2011-04-28abs ↗pdf ↗

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…

2014-11-20abs ↗pdf ↗

Constructs integrable hierarchies for generalized Frobenius manifolds with non-flat unity.

problem Integrable hierarchies for generalized Frobenius manifolds with non-flat unity.
method Constructs a bihamiltonian integrable hierarchy of hydrodynamic type.
result Integrable hierarchy possesses Virasoro symmetries and a tau structure.

Study identifies pitfalls in assessing hierarchies for multi-class classification.

problem Lack of understanding in selecting hierarchies for multi-class classification.
method Analyzed and compared popular approaches to extracting hierarchies.
result Hierarchy quality becomes irrelevant when using powerful classifiers.

Legendre transformations link related integrable hierarchies.

problem Understanding relationships between integrable hierarchies.
method Legendre-type transformations of generalized Frobenius manifolds.
result Linear reciprocal transformations link related hierarchies.

Twisted UU- and twisted U/KU/K-hierarchies are soliton hierarchies introduced by Terng to find higher flows of the generalized sine-Gordon equation. Twisted O(J,J)O(J)×O(J)\frac {O(J,J)}{O(J)\times O(J)}-hierarchies are among the most important classes of twisted hierarchies. In this paper, interesting first and higher flows of twi…

2011-03-31abs ↗pdf ↗

We propose a formally completely integrable extension of heat hierarchy based on the space of symmetries isomorphic to the Weyl algebra A1\mathcal{A}_1. The extended heat hierarchy will be the basic model for the analysis of the extension of KP hierarchy, and other integrable equations.

2014-01-19abs ↗pdf ↗

Wise's Quasiconvex Hierarchy Theorem classifying hyperbolic virtually compact special groups in terms of quasiconvex hierarchies played an essential role in Agol's proof of the Virtual Haken Conjecture. Answering a question of Wise, we construct a new virtual quasiconvex hierarchy for relatively hyperbolic virtually co…

2019-03-28abs ↗pdf ↗

New hierarchies derived from KP hierarchy using non-formal operators and Yang-Mills action.

problem Formal solutions of KP hierarchy and their non-formal counterparts.
method Developed new hierarchies of non-linear equations on non-formal pseudo-differential operators.
result Expressed one hierarchy as Yang-Mills action minimization.

Symmetry reduction of Painlevé IV to Flaschka-Newell Painlevé II

problem Isomonodromic deformation problem associated with rank-two meromorphic connections
method Symmetry Ψ(λ)=σ1Ψ(λ)σ1Ψ(-λ)= σ_1 Ψ(λ) σ_1
result Induced isomonodromic dynamics coincides with Flaschka-Newell Painlevé II hierarchy

Scroll structures on solutions of 4D integrable equations are involutive and governed by a dispersionless hierarchy.

problem Characterizing the geometry of solutions to 4D integrable equations.
method Defining rational normal scrolls and showing their involutivity.
result Involutive scroll structures are governed by a dispersionless integrable hierarchy.

Constructs tri-Hamiltonian structure and Frobenius manifold for asymmetric gAL hierarchy

problem Tri-Hamiltonian structure and Frobenius manifold for asymmetric gAL hierarchy
method Local tri-Hamiltonian structure construction and Frobenius manifold construction
result Dispersionless limits of flows belong to Principal Hierarchy

A relation between the Goldstein-Petrich hierarchy for plane curves and the Toda lattice hierarchy is investigated. A representation formula for plane curves is given in terms of a special class of ττ-functions of the Toda lattice hierarchy. A representation formula for discretized plane curves is also discussed.

2013-10-26abs ↗pdf ↗

HAKE embeds entities in polar coordinates to model semantic hierarchies in knowledge graphs.

problem Lack of modeling semantic hierarchies in knowledge graph embeddings.
method HAKE embeds entities in a polar coordinate system, where the radial coordinate represents hierarchy levels and the angular coordinate distinguishes entities at the same level.
result HAKE significantly outperforms existing methods on link prediction tasks in knowledge graphs.

New integrable deformations for topological hierarchies from Frobenius manifolds.

problem Integrable deformations of topological hierarchies from Frobenius manifolds.
method Construction of integrable deformations with polynomial tau-structures.
result Conjecture of universal object for Riemann--Hopf hierarchy.

We introduce two families of soliton hierarchies: the twisted hierarchies associated to symmetric spaces. The Lax pairs of these two hierarchies are Laurent polynomials in the spectral variable. Our constructions gives a hierarchy of commuting flows for the generalized sine-Gordon equation (GSGE), which is the Gauss-Co…

2010-10-27abs ↗pdf ↗

Paper investigates methods to improve classification by inducing a hierarchy from flat labels.

problem Improving classification performance on datasets lacking a natural hierarchy.
method The approach involves clustering conditional distributions and using a hierarchical classifier with the induced hierarchy.
result The methods can discover latent hierarchies and improve accuracy in various applications.

We prove that the extended Toda hierarchy of \cite{CDZ} admits nonabelian Lie algebra of infinitesimal symmetries isomorphic to the half of the Virasoro algebra. The generators LmL_m, m1m\geq -1 of the Lie algebra act by linear differential operators onto the tau function of the hierarchy. We also prove that the tau fu…

2003-08-15abs ↗pdf ↗

Paper addresses limitations of traditional hierarchical clustering methods.

problem Traditional hierarchical clustering methods face limitations in binary trees and ultrametrics.
method Introduces the notion of a valid hierarchy and a two-step algorithm to construct a binary tree and prune it to enforce validity.
result Proposes a method to recover the finest valid hierarchy, which is not constrained to binary structures.

We present the Lax pair formalism for certain extension of the continuous limit of the classical Toda lattice hierarchy, provide a well defined notion of tau function for its solutions, and give an explicit formulation of the relationship between the CP1CP^1 topological sigma model and the extended Toda hierarchy. We al…

2003-06-29abs ↗pdf ↗

We propose an extension of the differential system for constant mean curvature (CMC) surfaces in a three dimensional space form to an associated hierarchy of evolution equations by the higher-order commuting symmetries. The infinite sequence of higher-order conservation laws of CMC surfaces admit the corresponding exte…

2013-12-27abs ↗pdf ↗

This is the third in a series of papers attempting to describe a uniform geometric framework in which many integrable systems can be placed. A soliton hierarchy can be constructed from a splitting of an infinite dimensional group LL as positive and negative subgroups L_+, L_- and a commuting sequence in the Lie algebr…

2014-06-19abs ↗pdf ↗

Study bihamiltonian structures and Frobenius manifolds for specific Toda hierarchies.

problem Local bihamiltonian structures and Frobenius manifolds for asymmetric rational reductions of 2D-Toda hierarchy.
method Construct three-dimensional generalized Frobenius manifold, relate to other hierarchies via transformations.
result Explicit relation between RR2T and bi-graded Toda and constrained KP hierarchies.

We observe that the modular class of a Poisson-Nijhenhuis manifold has a canonical representative and that, under a cohomological assumption, this vector field is bi-hamiltonian. In many examples the associated hierarchy of flows reproduces classical integrable hierarchies.

2006-07-30abs ↗pdf ↗

ProHOC detects OOD samples in class hierarchies, predicting them to correct internal nodes.

problem Binary OOD detection ignores semantic relationships between OOD and ID classes.
method Probabilistic hierarchical model using multi-depth networks trained for ID classification.
result ProHOC effectively classifies OOD samples to their correct internal nodes in class hierarchies.

We construct integrable hierarchies of flows for curves in centroaffine R3{\mathbb R}^3 through a natural pre-symplectic structure on the space of closed unparametrized starlike curves. We show that the induced evolution equations for the differential invariants are closely connected with the Boussinesq hierarchy, and …

2013-03-06abs ↗pdf ↗