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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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1234 · Sep 202019922001200920172026
48 results for KR rearrangement

New framework for learning KR maps from data, ensuring stable generalization.

problem Learning monotone triangular transport maps efficiently and accurately.
method General framework using invertible transformations of smooth functions, ensuring no spurious local minima.
result Unique global minimizer corresponds to the KR map under certain conditions.

We consider Real bundle gerbes on manifolds equipped with an involution and prove that they are classified by their Real Dixmier-Douady class in Grothendieck's equivariant sheaf cohomology. We show that the Grothendieck group of Real bundle gerbe modules is isomorphic to twisted KR-theory for a torsion Real Dixmier-Dou…

2016-08-23abs ↗pdf ↗

We consider the space KR(n,F) of Kahler-Ricci solitons on n-dimensional Fano manifolds with Futaki invariant bounded by F. We prove a partial C^0 estimate for KR(n,F) as a generalization of the recent work of Donaldson-Sun for Fano Kahler-Einstein manifolds. In particular, any sequence in KR(n,F) has a convergent sub…

2012-11-26abs ↗pdf ↗

For any positive integer r, we exhibit a knot Kr with (20 ×\times 2 r--1 + 1) crossings whose Jones polynomial V (Kr) is equal to 1 mod-ulo 2 r. Our construction rests on a certain 20-crossing tangle T 20 which is undetectable by the Kauffman bracket polynomial pair mod 2.

2016-10-18abs ↗pdf ↗

We define a wall-crossing morphism for Khovanov-Rozansky homology; that is, a map between the KR homology of knots related by a crossing change. Using this map, we extend KR homology to an invariant of singular knots categorifying the Vasilliev derivative of the HOMFLY polynomial, and of sln\mathfrak{sl}_n quantum invar…

2007-06-11abs ↗pdf ↗

New non-trivial Kaehler-Ricci solitons found in infinite dimensional complex space forms.

problem Non-trivial Kaehler-Ricci solitons in infinite dimensional complex space forms.
method Exhibited families of non trivial radial Kaehler-Ricci solitons in infinite dimensional complex space forms.
result Non-trivial Kaehler-Ricci solitons exist in infinite dimensional complex space forms, contradicting previous finite dimensional results.

We prove the existence of a knot whose braid index the Morton-Franks-Williams inequality fails to detect but a related inequality (KR-MFW inequality), which uses new information of Khovanov-Rozansky homology, detects. We also prove, by examples, that there exists infinitely many knots for which the KR-MFW inequality fa…

2007-07-08abs ↗pdf ↗

This note proves a Gaussian version of a Pólya-Szegö conjecture using rearrangement techniques.

problem Finding the domain with the minimum Gaussian principal frequency when the Gaussian torsional rigidity is fixed.
method Adapted Kohler-Jobin rearrangement technique to the Gauss space, considering a modified torsional rigidity and rearranging layers to half-spaces.
result The Gaussian principal frequency is minimized for the half-space when the Gaussian torsional rigidity is fixed.

In this short paper, we improve the result of Phong-Song-Sturm on degeneration of Fano Kähler-Ricci solitons by removing the assumption on the uniform bound of the Futaki invariant. Let KR(n)\mathcal{KR}(n) be the space of Kähler-Ricci solitons on nn-dimensional Fano manifolds. We show that after passing to a subsequence…

2018-05-08abs ↗pdf ↗

The paper proves a Moser-Trudinger inequality on metric spaces with curvature-dimension conditions.

problem Proving a Moser-Trudinger inequality on metric measure spaces.
method Rearrangement of functions on CD(k,n)-spaces satisfying a Polya-Szegö type inequality.
result Characterization of manifolds with lower bounded Ricci curvature admitting a Moser-Trudinger inequality.

Method calibrates basket options using rearranged samples from constituent processes.

problem Calibrate basket options with non-linear dependency structure.
method Propose a method to extract dependency structure from market data through systematic sampling rearrangement, then calibrate a local volatility model.
result Efficiently calibrates basket options with near-perfect accuracy.

The paper extends geometric inequalities from Euclidean space to Riemannian manifolds.

problem Proving geometric inequalities on smooth oriented Riemannian manifolds.
method Introducing symmetric decreasing rearrangement inequalities and testing their applicability to Riemannian manifolds.
result Smooth co-area formula and re-formulated geometric inequalities on Riemannian manifolds.

We study a parabolic complex Monge-Ampère type equation of the form \eqref{MA} on a complete noncompact \K manifold. We prove a short time existence result and obtain basic estimates. Applying these results, we prove that under certain assumptions on a given real and closed (1,1) form ΩΩ and initial \K metric g0g_0 on…

2009-10-23abs ↗pdf ↗

Paper relaxes the Lipschitz constraint in WGANs to improve performance.

problem WGANs do not always outperform other GAN variants due to imperfect implementation of the Lipschitz condition.
method Proposes a new dual form of Wasserstein distance (Sobolev duality) that relaxes the Lipschitz constraint but maintains gradient property.
result SWGAN, based on Sobolev duality, outperforms existing methods in experiments.

Study fine Pólya-Szegő inequalities in metric spaces with applications.

problem Fine Pólya-Szegő rearrangement inequalities in metric spaces.
method Theory of Sobolev and BV functions, synthetic Ricci bounds, isoperimetric inequality.
result New geometric and functional inequalities under Ricci lower bounds.

This paper presents relations between several types of closedness of a law-invariant convex set in a rearrangement invariant space X\mathcal{X}. In particular, we show that order closedness, σ(X,Xn)σ(\mathcal{X},\mathcal{X}_n^\sim)-closedness and σ(X,L)σ(\mathcal{X},L^\infty)-closedness of a law-invariant convex set in $\mathc…

2018-10-24abs ↗pdf ↗

Paper compares solutions of Poisson equations on Riemannian manifolds with Robin boundary.

problem Comparing solutions of Poisson equations on Riemannian manifolds with Robin boundary.
method Using Schwarz rearrangement and isoperimetric inequalities.
result Extends results on Poisson equations with Ric(n1)κRic\geq (n-1)κ.

The paper defines and studies hyperbolicity in calibrated manifolds and derives Schwarz lemmas.

problem Defining and studying hyperbolicity in calibrated manifolds.
method Introducing RφR_φ-hyperbolicity and φφ-hyperbolicity, defining the KR φφ-metric, and deriving Schwarz lemmas.
result Characterization of φφ-hyperbolic domains and extension of Schwarz lemma to calibrated geometries.

In this note we provide a proof of the following: Any compact KRS with positive bisectional curvature is biholomorphic to the complex projective space. As a corollary, we obtain an alternative proof of the Frankel conjecture by using the Kähler-Ricci flow.

2008-06-17abs ↗pdf ↗

In this paper, we explore several Fatou-type properties of risk measures. The paper continues to reveal that the strong Fatou property, which was introduced in [17], seems to be most suitable to ensure nice dual representations of risk measures. Our main result asserts that every quasiconvex law-invariant functional on…

2018-05-14abs ↗pdf ↗

Study Hamiltonian diffeomorphisms on symplectic manifolds and properties of invariant convex functions.

problem Properties of invariant convex functions under Hamiltonian diffeomorphisms.
method Analysis of the adjoint action and properties of invariant convex functions.
result Continuous convex functions invariant under Hamiltonian diffeomorphisms are also invariant under strict rearrangements.

In this paper, we extend the results of Klainerman and Rodnianski in \cite{KR:Trapped}, which were obtained for a finite region, by showing similar results from past null infinity. This allows us to recover and extend the results from past null infinity in the work of Christodoulou \cite{Chr:book}.

2012-07-23abs ↗pdf ↗

Study optimal degenerations of Fano threefolds, proving K-polystability and Kähler-Ricci solitons.

problem Optimal degenerations of K-unstable Fano threefolds.
method Explicitly determined degenerations, finding weighted K-polystable (X0,ξ0)(\mathcal{X}_0, ξ_0), studying moduli spaces.
result One moduli space is isomorphic to the GIT-moduli space of biconic curves, the other is a single point.

We construct triples of commuting real structures on the moduli space of Higgs bundles, whose fixed loci are branes of type (B, A, A), (A, B, A) and (A, A, B). We study the real points through the associated spectral data and describe the topological invariants involved using KO, KR and equivariant K-theory.

2013-09-04abs ↗pdf ↗

We study the relationship between the HOMFLY and sl(N) knot homologies introduced by Khovanov and Rozansky. For each N>0, we show there is a spectral sequence which starts at the HOMFLY homology and converges to the sl(N) homology. As an application, we determine the KR-homology of knots with 9 crossings or fewer.

2006-07-21abs ↗pdf ↗

Machine learning models simulate molecular spectra and reactions in solvents.

problem Accurate simulation of molecular spectra and reactions in solvent environments.
method Introduced FieldSchNet, a deep neural network for modeling molecular interactions with external fields.
result Demonstrated significant lowering of Claisen rearrangement reaction activation barrier using FieldSchNet.

Simplified KR polynomial for bipartite links reduces to tensor products of vector spaces.

problem Complexity reduction of Khovanov-Rozansky polynomial for bipartite links.
method Local reduction of matrix factorizations to planar cycles and simplification to vector spaces.
result KR polynomial for bipartite links simplifies to tensor products of vector spaces.

We study optimal double helices with straight axes (or the fattest tubes around them) computationally using three kinds of functionals; ideal ones using ropelength, best volume packing ones, and energy minimizers using two one-parameter families of interaction energies between two strands of types rαr^{-α} and $\frac1r…

2011-04-04abs ↗pdf ↗

Framework for transferring discount curve estimates across fixed-income product classes.

problem Challenges in estimating discount curves from sparse or noisy data.
method Proposes a vector-valued kernel ridge regression (KR) framework with economic regularization.
result Transfer learning tightens confidence intervals and improves extrapolation performance.

An affine rearrangement inequality is established which strengthens and implies the recently obtained affine Pólya--Szegö symmetrization principle for functions on Rn\mathbb{R}^n. Several applications of this new inequality are derived. In particular, a sharp affine logarithmic Sobolev inequality is established which i…

2009-08-11abs ↗pdf ↗

Management of systemic risk in financial markets is traditionally associated with setting (higher) capital requirements for market participants. There are indications that while equity ratios have been increased massively since the financial crisis, systemic risk levels might not have lowered, but even increased. It ha…

2019-05-15abs ↗pdf ↗

Optimal DP mechanisms for vector queries are found to be staircase distributions.

problem Designing optimal additive mechanisms for vector-valued queries under differential privacy.
method Reduction to radially symmetric distributions and convex rearrangement theory.
result Staircase mechanisms are optimal for any norm and cost function.

Generalizes jet differential bounds and proves asymptotic Serre duality.

problem Bounding the number of linearly independent holomorphic sections of jet bundles.
method Generalizes existing results for invariant jet differentials, proving asymptotic duality.
result Establishes an asymptotic lower bound on the number of sections of jet bundles.

We equip many non compact non simply connected surfaces with smooth Riemannian metrics whose isoperimetric profile is smooth, a highly non generic property. The computation of the profile is based on a calibration argument, a rearrangement argument, the Bol-Fiala curvature dependent inequality, together with new result…

2007-01-07abs ↗pdf ↗