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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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25.0%50.0%75.0%100.0% · Feb 199419922001200920172026
48 results for Higher Order Integrals

We deduce from the work of Chen, that the restriction morphism from closed free iterated integrals to closed iterated integrals on loops is onto. We use this to show that the module of higher order invariants of smooth functions is generated by free closed iterated integrals.

2010-11-15abs ↗pdf ↗

The paper connects higher order risk measures and stochastic dominance, showing their equivalence and integrating them with optimization.

problem Comparing and characterizing random outcomes in risk assessment.
method Exploring the equivalence between higher order risk measures and stochastic dominance, using stochastic optimization and expectiles as examples.
result Higher order risk measures and stochastic dominance are equivalent and can be used to characterize random outcomes.

Improved estimation of higher order integrals using shrinkage techniques.

problem Estimating higher order Bochner integrals in non-parametric settings.
method Shrinkage of U-statistic towards a target element, considering kernel degeneracy.
result Consistent shrinkage estimators with fast rates of convergence, even for non-degenerate kernels.

Expands differential geometry to higher-order infinitesimals.

problem No specific problem stated; general expansion of differential geometry.
method Introduces higher tangent vectors and jet connections, generalizes Riemannian metric tensor, develops higher-order integration theory.
result Natural analogues of Riemannian curvature tensor with novel phenomena.

We develop a theory of higher-order feature attribution for complex models.

problem Interpreting feature contributions in models with interactions is challenging.
method We extend Integrated Gradients (IG) to higher-order feature attributions.
result We establish natural connections to statistics and topological signal processing.

The present paper develops two concepts of pointwise differentiability of higher order for arbitrary subsets of Euclidean space defined by comparing their distance functions to those of smooth submanifolds. Results include that differentials are Borel functions, higher order rectifiability of the set of differentiabili…

2016-03-28abs ↗pdf ↗

Paper characterizes equilibrium strategies for stochastic control with higher-order moments.

problem Stochastic control problems with higher-order moments.
method Novel characterization of time-consistent control problems, deriving equilibrium conditions via BSDEs.
result Derives sufficient and necessary conditions for an open-loop Nash equilibrium control (ONEC) in a novel way.

Proposes exact inference for continuous-time Gaussian process dynamics.

problem Inexact inference methods for continuous-time Gaussian process dynamics are impractical for irregularly-sampled data.
method Uses higher-order numerical integrators to discretize dynamics with arbitrary accuracy and proposes multistep and Taylor integrators for exact inference.
result Demonstrates accurate representation of continuous-time systems through exact GP inference.

Enhances stock movement prediction using Higher Order Transformers for multimodal time-series data.

problem Predicting stock movements in financial markets with complex dynamics.
method Introduced Higher Order Transformers, extending self-attention and transformer architecture to capture complex market dynamics. Employed low-rank tensor decomposition and kernel attention to manage computational complexity. Integrated technical and fundamental analysis from historical prices and tweets.
result Demonstrated effectiveness of the method on the Stocknet dataset, improving stock movement prediction.

Cochran defined the nth-order integral Alexander module of a knot in the three sphere as the first homology group of the knot's (n+1)th-iterated abelian cover. The case n=0 gives the classical Alexander module (and polynomial). After a localization, one can get a finitely presented module over a principal ideal domain,…

2013-03-06abs ↗pdf ↗

This paper studies a particular class of higher order conformally invariant dif- ferential operators and related integral operators acting on functions taking values in particular finite dimensional irreducible representations of the Spin group. The differential operators can be seen as a generalization to higher spin …

2015-12-23abs ↗pdf ↗

Researchers create higher-dimensional I\mathcal{I}^\prime-curvatures and find counterexamples to the Hirachi conjecture.

problem The Hirachi conjecture in higher CR dimensions.
method Constructing higher-dimensional I\mathcal{I}^\prime-curvatures and analyzing their properties under contact form changes.
result Total integrals of I\mathcal{I}^\prime-curvatures depend on the choice of contact form, providing counterexamples to the Hirachi conjecture.

We study underlying geometric structures for integral variational functionals, depending on submanifolds of a given manifold. Applications include (first order) variational functionals of Finsler and areal geometries with integrand the Hilbert 1-form, and admit immediate extensions to higher-order functionals.

2013-07-03abs ↗pdf ↗

New principle for optimal control with higher order differential constraints.

problem Optimal control problems with higher order differential constraints.
method Derivation of the Principle of Minimal Labour and generalization of Pontryagin Maximum Principle.
result Generalized Pontryagin Maximum Principle for higher order constraints.

Study improves BN TTA under distribution shift using higher-order asymptotics.

problem Improving BN TTA for changing data distributions.
method Integrates Edgeworth expansion and saddlepoint approximation with one-step M-estimation.
result Derives optimal weighting parameter for minimized mean-squared error.

H-GAT improves stock selection by capturing complex higher-order stock relations and integrating both technical and fundamental analysis.

problem Stock selection difficulty and lack of comprehensive analysis.
method Higher-order Graph Attention Network (H-GAT) that incorporates both technical and fundamental analysis.
result H-GAT outperforms existing methods in stock selection metrics.

We present an extension of the Kolmogorov-Smirnov (KS) two-sample test, which can be more sensitive to differences in the tails. Our test statistic is an integral probability metric (IPM) defined over a higher-order total variation ball, recovering the original KS test as its simplest case. We give an exact representer…

2019-03-24abs ↗pdf ↗

New minimal surfaces in 4D space derived from parametric equations.

problem Deriving explicit parametric equations for higher-order Henneberg-type minimal surfaces in R4\mathbb{R}^4.
method Generalized Weierstrass--Enneper representation and differential geometric analysis.
result Explicit parametric equations and differential geometric characteristics of the Henneberg-type minimal surfaces in R4\mathbb{R}^4.

We study higher-order analogues of Dirac structures, extending the multisymplectic structures that arise in field theory. We define higher Dirac structures as involutive subbundles of TM+kTMTM+\wedge^k TM^* satisfying a weak version of the usual lagrangian condition (which agrees with it only when k=1k=1). Higher Dirac stru…

2016-11-07abs ↗pdf ↗

New method finds open subsets with trivial holonomy for certain geometries.

problem Finding open subsets with trivial holonomy for Cartan geometries.
method Analyzing the behavior of isotropies in model geometries to generalize properties of isolated higher-order fixed points.
result Existence of open subsets with trivial holonomy for Cartan geometries with certain isotropies.

In 5D, integrability is linked to curvature constraints of subconformal structures.

problem Dispersionless integrability in 5D partial differential equations.
method Relating integrability to curvature constraints of subconformal structures.
result In 5D, integrability is characterized by the vanishing of a certain curvature of the subconformal structure.

Degree one twisting of Deligne cohomology, as a differential refinement of integral cohomology, was established in previous work. Here we consider higher degree twists. The Rham complex, hence de Rham cohomology, admits twists of any odd degree. However, in order to consider twists of integral cohomology we need a peri…

2017-12-16abs ↗pdf ↗

The paper introduces new boundary operators and proves higher order CR Sobolev trace inequalities for Siegel domain and complex ball.

problem Establishing higher order CR Sobolev trace inequalities for Siegel domain and complex ball.
method Introducing conformally covariant boundary operators, proving extension theorems, and establishing trace inequalities.
result Generalized CR Sobolev trace inequalities for all γ ∈ (0, n+1) \mathbb{N}.

Bayesian method detects mesoscale structures in pathway data networks.

problem Mesoscale structures in pathway data networks are hard to detect due to dependencies between interactions.
method Bayesian approach modeling optimal partitioning and higher-order dynamics.
result Method can recover both proximity-based and role-based groupings of nodes.

We prove some isoperimetric type inequalities in warped product manifolds, or more generally, multiply warped product manifolds. We then relate them to inequalities involving the higher order mean-curvature integrals. We also apply our results to obtain sharp eigenvalue estimates and some sharp geometric inequalities i…

2017-08-22abs ↗pdf ↗

For a holomorphic family of classical pseudodifferential operators on a closed manifold we give exact formulae for all coefficients in the Laurent expansion of its Kontsevich-Vishik canonical trace. This generalizes a known result identifying the Wodzicki residue with the pole at zero to all higher order terms.

2005-06-10abs ↗pdf ↗

Unified framework for Sobolev spaces on vector bundles, including explicit integration by parts.

problem Developing a comprehensive theory for Sobolev spaces on vector bundles.
method Explicit higher-order geometric integration by parts formula on arbitrary Riemannian manifolds.
result Direct proofs of classical theorems in Sobolev spaces on vector bundles.