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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.

168,695 papers · 148 categories

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3570105140 · Jun 202019922001200920172026
48 results for Hida-Matérn kernels

In this paper we derive necessary and sufficient conditions for a smooth surface in Rn+1 to admit a local 1-quasiconformal parameterization by a domain in Rn (n >= 3). We then apply these conditions to specific hypersurfaces such as cylinders, paraboloids, and ellipsoids. As a consequence, we show that the classical Li…

2017-09-21abs ↗pdf ↗

Driven by climatic processes, wind power generation is inherently variable. Long-term simulated wind power time series are therefore an essential component for understanding the temporal availability of wind power and its integration into future renewable energy systems. In the recent past, mainly power curve based mod…

2019-12-09abs ↗pdf ↗

The projection body operator Π, which associates with every convex body in Euclidean space Rn its projection body, is a continuous valuation, it is invariant under translations and equivariant under rotations. It is also well known that Π maps the set of polytopes in Rn into itself. We show that Π is the only non-trivi…

2012-07-31abs ↗pdf ↗

Zero-sum games such as chess and poker are, abstractly, functions that evaluate pairs of agents, for example labeling them `winner' and `loser'. If the game is approximately transitive, then self-play generates sequences of agents of increasing strength. However, nontransitive games, such as rock-paper-scissors, can ex…

2019-01-23abs ↗pdf ↗

These are notes on the theory of supermanifolds and integration on them, aiming to collect results that are useful for a better understanding of superstring perturbation theory in the RNS formalism.

2012-09-11abs ↗pdf ↗

Paper presents quantum algorithms for pricing financial derivatives using complex models.

problem Implementing complex financial models like local volatility on quantum computers.
method Developed two quantum circuit implementations for local volatility model.
result Demonstrated reduced qubit requirements for local volatility model.

A Minkowski class is a closed subset of the space of convex bodies in Euclidean space Rn which is closed under Minkowski addition and non-negative dilatations. A convex body in Rn is universal if the expansion of its support function in spherical harmonics contains non-zero harmonics of all orders. If K is universal, t…

2012-07-31abs ↗pdf ↗

Efficient Winograd convolution for INT8 networks using RNS.

problem Difficulty in applying Winograd algorithm to low-precision quantized networks.
method Extends Winograd algorithm to Residue Number System (RNS) for efficient INT8 convolution.
result Arithmetic complexity reduction up to 7.03x with performance improvement up to 2.30x-4.69x.

Let M be a random (alpha n) x n matrix of rank r<<n, and assume that a uniformly random subset E of its entries is observed. We describe an efficient algorithm that reconstructs M from |E| = O(rn) observed entries with relative root mean square error RMSE <= C(rn/|E|)^0.5 . Further, if r=O(1), M can be reconstructed ex…

2009-01-20abs ↗pdf ↗

The notion of LpL^p-distributions is introduced on Riemannian symmetric spaces of noncompact type and their main properties are established. We use a geometric description for the topology of the space of test functions in terms of the Laplace-Beltrami operator. The techniques are based on a-priori estimates for ellipt…

2006-11-19abs ↗pdf ↗

Our principal goal is to study the Prescribed Curvature Tensor problem in locally conformally flat manifolds. The solution to this problem is given explicitly for the special cases of the tensor R, including a case where the metric g is complete on Rn. Similar problems are considered for locally conformally flat manifo…

2015-12-21abs ↗pdf ↗

Classifies SL(n) covariant matrix-valued valuations on Lp-spaces.

problem Classifying SL(n) covariant matrix-valued valuations on Lp-spaces.
method Established a complete classification for continuous and SL(n) covariant matrix-valued valuations on Lp(Rn,|x|2dx), eliminating matrix symmetry assumption.
result Unique characterization of such valuations by the moment matrix in n>2, rotation matrix in 2D.

The study evaluates different parameter selection methods for Gaussian process interpolation.

problem Choosing optimal parameters for Gaussian process interpolation.
method Empirical study using scoring rules and leave-one-out selection criteria.
result The choice of model family is often more important than the selection criterion.

Framework for transitioning financial models from risk-neutral to real-world measure.

problem Transitioning financial models from risk-neutral to real-world measure to better reflect market dynamics and investor preferences.
method Leveraging probability theory, specifically Girsanov's theorem, to incorporate real-world dynamics into financial models.
result Validation of the robustness and practical relevance of the methodology through case studies involving financial forecasts and stress tests.

Double Machine Learning estimators are asymptotically inadmissible under structure-agnostic models.

problem Minimax estimators may be inadmissible under structure-agnostic models.
method Exhibit second-order (U-statistic) estimators that asymptotically dominate DML estimators.
result Double Machine Learning estimators are asymptotically inadmissible under structure-agnostic models.

An L-space link is a link in S3S^3 on which all sufficiently large integral surgeries are L-spaces. We prove that for m, n relatively prime, the r-component cable link Krm,rnK_{rm,rn} is an L-space link if and only if K is an L-space knot and n/m2g(K)1n/m \geq 2g(K)-1. We also compute HFL-minus and HFL-hat of an L-space cable lin…

2015-02-18abs ↗pdf ↗

Relational Networks (RN) as introduced by Santoro et al. (2017) have demonstrated strong relational reasoning capabilities with a rather shallow architecture. Its single-layer design, however, only considers pairs of information objects, making it unsuitable for problems requiring reasoning across a higher number of fa…

2018-11-05abs ↗pdf ↗

We explore the class of triples (M, nabla, P) where M is a manifold, nabla is an affine connection in M and P is a G-structure in M. Inside this class there are infinitesimally homogeneous manifolds, characterized by having G-constant curvature, torsion and inner torsion. For each matrix Lie group G subgroup of GL(Rn) …

2016-02-11abs ↗pdf ↗

GROUSE (Grassmannian Rank-One Update Subspace Estimation) is an incremental algorithm for identifying a subspace of Rn from a sequence of vectors in this subspace, where only a subset of components of each vector is revealed at each iteration. Recent analysis has shown that GROUSE converges locally at an expected linea…

2013-07-21abs ↗pdf ↗

For a congruence of straight lines defined by a hypersurface in Rn+1,n1,R^{n+1}, n \geq 1, and a field of reflected directions created by a point source we define the notion of intensity in a tangent direction and introduce elementary symmetric functions Sm,m=1,2,...,n,S_m, m=1, 2,...,n, of {\it principal intensities}. The problem of exi…

2009-01-16abs ↗pdf ↗

Rotation intertwining maps from the set of convex bodies in Rn into itself that are continuous linear operators with respect to Minkowski and Blaschke addition are investigated. The main focus is on Blaschke-Minkowski homomorphisms. We show that such maps are represented by a spherical convolution operator. An applicat…

2012-07-31abs ↗pdf ↗

Let M be a compact manifold, possibly with boundary. We show that the group of homeomorphisms of M has the automatic continuity property: any homomorphism from Homeo(M) to any separable group is necessarily continuous. This answers a question of C. Rosendal. If N is a submanifold of M, the group of homeomorphisms of M …

2015-01-12abs ↗pdf ↗

Critical nets in Rk\mathbb{R}^k (sometimes called geodesic nets) are embedded graph with the property that their embedding is a critical point of the total (edge) length functional and under the constraint that certain 1-valent vertices (leaves) have a fixed position. In contrast to what happens on generic manifolds, w…

2019-10-20abs ↗pdf ↗

The paper examines stability of Minkowski inequalities in warped product spaces.

problem Stability of Minkowski-type inequalities for hypersurfaces in warped product spaces.
method Established a stability estimate for the norm of the traceless second fundamental form.
result Proved stability of Minkowski inequalities in specific warped product examples.

In this paper, we consider matrix completion from non-uniformly sampled entries including fully observed and partially observed columns. Specifically, we assume that a small number of columns are randomly selected and fully observed, and each remaining column is partially observed with uniform sampling. To recover the …

2018-06-27abs ↗pdf ↗

The vulnerability to adversarial attacks has been a critical issue for deep neural networks. Addressing this issue requires a reliable way to evaluate the robustness of a network. Recently, several methods have been developed to compute robustness quantification\textit{robustness quantification} for neural networks, namely, certified lower b…

2019-05-17abs ↗pdf ↗

We define a new notion of total curvature, called net total curvature, for finite graphs embedded in Rn, and investigate its properties. Two guiding principles are given by Milnor's way of measuring the local crookedness of a Jordan curve via a Crofton-type formula, and by considering the double cover of a given graph …

2011-01-12abs ↗pdf ↗

The first time that the connection between isometric immersion of surfaces and solutions of the Dirac equation appeared in the literature was in the seminal paper of Thomas Friedrich in 1998. In consequence of that, several authors contributed to this topic hereafter, by obtaining the spinorial representation of Spin m…

2019-12-01abs ↗pdf ↗

CUR matrix decomposition is a randomized algorithm that can efficiently compute the low rank approximation for a given rectangle matrix. One limitation with the existing CUR algorithms is that they require an access to the full matrix A for computing U. In this work, we aim to alleviate this limitation. In particular, …

2014-03-22abs ↗pdf ↗

We study the problem of exact completion for m×nm \times n sized matrix of rank rr with the adaptive sampling method. We introduce a relation of the exact completion problem with the sparsest vector of column and row spaces (which we call \textit{sparsity-number} here). Using this relation, we propose matrix completion…

2020-02-06abs ↗pdf ↗

Proves Thom's conjecture for parabolic flows on Hilbert spaces.

problem Gradient flows on infinite-dimensional spaces and geometric flows with symmetry.
method Analytic functions, Hilbert spaces, Yang-Mills Flow, Ricci flow, critical points, Lojasiewicz inequality.
result Gradient conjecture holds for parabolic flows on Hilbert spaces, including flows with gauge symmetry.

We investigate graph neural networks for multi-relational data.

problem Understanding and improving graph neural networks for multi-relational data.
method Aligning Relational GCN and Compositional GCN with the Weisfeiler-Leman test to understand their expressive power and introduce a new kk-RN architecture.
result The kk-RN architecture overcomes the expressiveness limitations of Relational GCN and Compositional GCN.

Modeling business cycles via collective risk fluctuations in economic agents' risk space.

problem Understanding and predicting business cycles through economic agents' risk dynamics.
method Continuous numerical risk grades for economic agents, modeling collective economic variables and flows as functions of risk coordinates, deriving equations for their evolution.
result Business and credit cycles are explained as fluctuations of collective economic variables and their mean risks in the risk space of economic agents.