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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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305989118 · Jun 202019922001200920172026
48 results for Humbert series

We prove that under suitable assumptions, the constant term in the Green function of the Paneitz-Branson operator on a compact Riemannian manifold (M,g)(M,g) is positive unless (M,g)(M,g) is conformally diffeomophic to the standard sphere. The proof is inspired by the positive mass theorem on spin manifolds by Ammann-Humbert…

2008-07-15abs ↗pdf ↗

We prove that for cobordant closed spin manifolds of dimension n3n\geq 3 the associated spaces of metrics with invertible Dirac operator are homotopy equivalent. This is the spinorial counterpart of a similar result on positive scalar curvature of Chernysh/Walsh and generalizes the surgery result of Ammann-Dahl-Humbert…

2019-10-21abs ↗pdf ↗

We study the geometry and partial differential equations arising from the consideration of group-determinants, and representation theory. The simplest and most striking such example is undoubtedly that of the Humbert operator, associated with the cyclic group Z/3Z. This operator appears as a natural extension of the La…

2019-10-28abs ↗pdf ↗

In this work, we use the global analysis and degree-theoretic methods introduced by Smale to study the existence and multiplicity of solutions of the vacuum Einstein constraint equations given by the conformal method of Lichnerowicz-Choquet-Bruhat-York. In particular this approach gives a new proof of the existence res…

2018-12-15abs ↗pdf ↗

The elliptic associator of Enriquez can be used to define an invariant of tangles embedded in the thickened torus, which extends the Kontsevich integral. This construction by Humbert uses the formulation of categories with elliptic structures. In this work we show that an extension of the LMO functor also leads to an e…

2014-12-25abs ↗pdf ↗

We study SU(2) BPS monopoles with spectral curves of the form η3+χ(ζ6+bζ31)=0η^3+χ(ζ^6+b ζ^3-1)=0. Previous work has has established a countable family of solutions to Hitchin's constraint that L2L^2 was trivial on such a curve. Here we establish that the only curves of this family that yield BPS monopoles correspond to tetrahedral…

2009-08-24abs ↗pdf ↗

Let (M,g)(M,g) be a compact Riemannian manifold of dimension n3n\geq 3. For a metric gg on MM, we let $\la_2(g)$ be the second eigenvalue of the Yamabe operator $L_g:= \frac{4(n-1)}{n-2} Δ_g + \scal_g$. Then, the second Yamabe invariant is defined as $$ \si_2(M) \definedas \sup \inf_{h \in [g]} \la_2(h) \Vol(M,h)^{2/n}.…

2012-11-28abs ↗pdf ↗

In low dimensions, minimizers for the second conformal eigenvalue do not exist near the round sphere.

problem Nonexistence of minimizers for the second conformal eigenvalue near the round sphere in low dimensions.
method Analysis of conformal classes and renormalized volume in dimensions 3 to 10.
result Existence of minimizers is proven not to hold for metrics sufficiently close to the round metric on the sphere in dimensions 3 to 10.

We compare the isoperimetric profiles of $S^2 \times \re^3$ and of $S^3 \times \re^2$ with that of a round 5-sphere (of appropriate radius). Then we use this comparison to obtain lower bounds for the Yamabe constants of $S^2 \times \re^3$ and $S^3 \times \re^2$. Explicitly we show that $Y(S^3 \times \re^2, [g_0^3 +dx^2…

2012-02-06abs ↗pdf ↗

The paper studies Clifford-Bianchi groups acting on hyperbolic spaces and their properties.

problem Understanding the actions of Clifford-Bianchi groups on hyperbolic spaces.
method Developed the abstract and computational theory for determining fundamental domains and generators for orders in low dimensions.
result Found that Clifford-Bianchi groups are arithmetic subgroups of SO(1, n+1) and their Möbius action.

Previous studies indicate that nonlinear properties of Gaussian time series with long-range correlations, uiu_i, can be detected and quantified by studying the correlations in the magnitude series ui|u_i|, i.e., the ``volatility''. However, the origin for this empirical observation still remains unclear, and the exact …

2004-06-14abs ↗pdf ↗

Lie-Butcher (LB) series are formal power series expressed in terms of trees and forests. On the geometric side LB-series generalizes classical B-series from Euclidean spaces to Lie groups and homogeneous manifolds. On the algebraic side, B-series are based on pre-Lie algebras and the Butcher-Connes-Kreimer Hopf algebra…

2017-01-13abs ↗pdf ↗

Research into time series classification has tended to focus on the case of series of uniform length. However, it is common for real-world time series data to have unequal lengths. Differing time series lengths may arise from a number of fundamentally different mechanisms. In this work, we identify and evaluate two cla…

2019-10-10abs ↗pdf ↗

Study series invariants of plumbed 3-manifolds using root lattices.

problem Understanding invariants of plumbed 3-manifolds twisted by root lattices.
method Use formal series to study invariants, decompose Z^(q)\widehat{Z}(q), and compute in specific cases.
result Show that Z^(q)\widehat{Z}(q) is unique and decomposes into related series invariant under five Neumann moves.

New formula and properties of inverted Habiro series derived from GM series.

problem Understanding and manipulating knot invariants using series expansions.
method Developed a new formula for the inverted Habiro series (IHS) in terms of GM series and theta functions. Proved a multiplication formula for IHS.
result Established a natural ring structure for IHS and studied its residues, applying them to Dehn surgery formulas.

MPPN network improves long-term time series forecasting accuracy.

problem Inaccurate long-term time series forecasting due to noise and lack of interpretability.
method MPPN network constructs context-aware multi-resolution semantic units and employs multi-periodic pattern mining and channel adaptive module.
result MPPN significantly outperforms state-of-the-art methods on nine real-world benchmarks.

Overview of high-dimensional time series regression methods.

problem Estimation and inference with high-dimensional time series data.
method Limit theory for high-dimensional dependent data, asymptotic theory for time series regression, statistical learning methods.
result Main limit theory results and asymptotic theory for high-dimensional time series regression.

Improved prediction of hierarchical time series using structured regularization.

problem Making coherent forecasts for hierarchical time series.
method Structured regularization method for bottom-level time series predictions.
result Superior prediction accuracy and computational efficiency compared to previous methods.

Capturing the dynamical properties of time series concisely as interpretable feature vectors can enable efficient clustering and classification for time-series applications across science and industry. Selecting an appropriate feature-based representation of time series for a given application can be achieved through s…

2019-01-29abs ↗pdf ↗

Modeling regime shifts in co-evolving time series with interactions and time-dependency.

problem Discovering and modeling regime shifts in multiple time series with relationships and time-dependent behaviors.
method Modeling interactions and time-dependency in co-evolving time series using a mapping grid and dynamic network representation for regime identification and time-dependent Cox regression for regime transition probabilities.
result A principled approach for modeling interactions and time-dependency in co-evolving time series.

Introduces a new benchmark for time series extrinsic regression.

problem Predicting a single continuous value from univariate or multivariate time series, not necessarily related to the predictor.
method Developed a new benchmarking archive for time series extrinsic regression.
result Initial benchmarking of existing models on the new TSER datasets.

Meta-learning for Koopman spectral analysis with short time-series data.

problem Lack of long time-series for training embedding functions in Koopman spectral analysis.
method Meta-learning approach using bidirectional LSTM and neural network to estimate embedding functions from short time-series.
result The proposed method achieves better performance in eigenvalue estimation and future prediction compared to existing methods.

We provide the proof that the space of time series data is a Kolmogorov space with T0T_{0}-separation axiom using the loop space of time series data. In our approach we define a cyclic coordinate of intrinsic time scale of time series data after empirical mode decomposition. A spinor field of time series data comes fro…

2016-06-10abs ↗pdf ↗

Global models outperform univariate benchmarks in complex time series forecasting.

problem Comparing global forecasting models to univariate benchmarks in various challenging scenarios.
method Simulated datasets with controlled characteristics, including homogeneity, complexity, and series lengths. Global forecasting models (RNN, LGBM) compared to univariate techniques.
result Global models like RNN and LGBM are competitive in complex scenarios with short series lengths and heterogeneous data.

theft package simplifies feature extraction for time series analysis in R.

problem Lack of a unified access point and methodological pipelines for feature-based time series analysis.
method theft package provides a unified framework for computing features from six open-source time series feature sets.
result theft enables comprehensive quantification and interpretation of time series structure.

CATS enhances MTSF by generating ATS from OTS to improve forecasting accuracy.

problem Recent deep learning models often outperform multivariate ones in MTSF.
method CATS constructs ATS from OTS using a 2D temporal-contextual attention mechanism.
result CATS achieves state-of-the-art performance with reduced complexity.

Study q-series for 3-manifolds with line defects, proving homomorphism and conjecturing holomorphic modularity.

problem Understanding BPS qq-series for 3-manifolds with line defects.
method Proving homomorphism from skein module to space of qq-series, conjecturing holomorphic modularity.
result Holomorphic quantum modularity of qq-series suggests new approach to Langlands duality.

A hybrid loss framework improves time series forecasting by balancing global and component errors.

problem Current time series methods may prioritize less significant sub-series, leading to forecasting bias.
method Proposes a hybrid loss framework combining global and component losses, dynamically adjusting weights.
result Improves time series forecasting performance by 0.5-2% on average.

Multidimensional time series are sequences of real valued vectors. They occur in different areas, for example handwritten characters, GPS tracking, and gestures of modern virtual reality motion controllers. Within these areas, a common task is to search for similar time series. Dynamic Time Warping (DTW) is a common di…

2018-04-17abs ↗pdf ↗

Feature-based time series representations have attracted substantial attention in a wide range of time series analysis methods. Recently, the use of time series features for forecast model averaging has been an emerging research focus in the forecasting community. Nonetheless, most of the existing approaches depend on …

2019-04-17abs ↗pdf ↗

Bayesian QFSTS model tackles feature selection in quantile time series analysis.

problem Quantile feature selection in correlated multivariate time series data.
method Bayesian dimension reduction methodology using QFSTS model with multivariate asymmetric Laplace distribution, spike-and-slab prior, Metropolis-Hastings algorithm, and Bayesian model averaging.
result QFSTS model outperforms in feature selection, parameter estimation, and forecasting.