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.
The paper shows how Lagrangian duality improves deep learning for constrained problems.
In some previous papers, a Legendre duality between Lagrangian and Hamiltonian Mechanics has been developed. The (ρ,η)-tangent application of the Legendre bundle morphism associated to a Lagrangian L or Hamiltonian H is presented. Using that, a Legendre description of Lagrangian Mechanics and Hamiltonian Mechanics is d…
As was shown by a part of the authors, for a given -distribution on a -dimensional manifold , there is, locally, a Lagrangian cone structure on another -dimensional manifold which consists of abnormal or singular paths of . We give a characterization of the class of Lagrangian co…
This thesis is devoted to various questions connected with duality. It is composed of two parts. The first part discusses some aspects of timelike T-duality. We explore the possibility of compactification of supergravity theories with various signatures (low energy limit of -theories which are dual under timelike T-…
The technique of generating families produces obstructions to the existence of embedded Lagrangian cobordisms between Legendrian submanifolds in the symplectizations of 1-jet bundles. In fact, generating families may be used to construct a TQFT-like theory that, in addition to giving the aforementioned obstructions, yi…
We study the geometry of complexified moduli spaces of special Lagrangian submanifolds in the complement of an anticanonical divisor in a compact Kahler manifold. In particular, we explore the connections between T-duality and mirror symmetry in concrete examples, and show how quantum corrections arise in this context.
The paper explores how duality applies to reinforcement learning.
In this paper we give a construction of Lagrangian torus fibration for Calabi-Yau hypersurface in toric variety via the method of gradient flow. Using our construction of Lagrangian torus fibration, we are able to prove the symplectic topological version of SYZ mirror conjecture for generic Calabi-Yau hypersurface in t…
We show that the degenerate special Lagrangian equation, recently introduced by Rubinstein-Solomon, induces a global equation on every Riemannian manifold, and that for certain associated geometries this equation governs, as it does in the Euclidean setting, geodesics in the space of positive Lagrangians. For example, …
Paper protects privacy and fairness in deep learning models.
An affine Cartan calculus is developed. The concepts of special affine bundles and special affine duality are introduced. The canonical isomorphisms, fundamental for Lagrangian and Hamiltonian formulations of the dynamics in the affine setting are proved.
Let be a holomorphic symplectic Kähler manifold equipped with a Lagrangian fibration with compact fibers. The base of this manifold is equipped with a special Kähler structure, that is, a Kähler structure and a symplectic flat connection such that the metric is locally the Hessian of a …
We study the Dirichlet problem for fully nonlinear, degenerate elliptic equations of the form f(Hess, u)=0 on a smoothly bounded domain D in R^n. In our approach the equation is replaced by a subset F of the space of symmetric nxn-matrices, with bdy(F) contined in the set {f=0}. We establish the existence and uniquenes…
In this paper, a correspondence via duality is established between the set of locally strongly convex symmetric equiaffine hyperspheres and the set of minimal symmetric Lagrangian submanifolds in a certain complex space form. By using this correspondence theorem, we are able to provide an alternative proof of the class…
Paper offers a dual formulation for consumption problem with multiplicative habit.
We establish a long exact sequence for Legendrian submanifolds L in P x R, where P is an exact symplectic manifold, which admit a Hamiltonian isotopy that displaces the projection of L off of itself. In this sequence, the singular homology H_* maps to linearized contact cohomology CH^* which maps to linearized contact …
We study a continuous-time asset-allocation problem for an insurance firm that backs up liabilities from multiple non-life business lines with underwriting profits and investment income. The insurance risks are captured via a multidimensional jump-diffusion process with a multivariate compound Poisson process with depe…
We propose that a simple, Lagrangian 2d duality interface between the 3d XYZ model and 3d SQED can be associated to the simplest triangulated 4-manifold: the 4-simplex. We then begin to flesh out a dictionary between more general triangulated 4-manifolds with boundar…
We develop a unifed theory to study geometry of manifolds with different holonomy groups. They are classified by (1) real, complex, quaternion or octonion number they are defined over and (2) being special or not. Specialty is an orientation with respect to the corresponding normed algebra A. For example, special Riema…
We consider a multi-objective risk-averse two-stage stochastic programming problem with a multivariate convex risk measure. We suggest a convex vector optimization formulation with set-valued constraints and propose an extended version of Benson's algorithm to solve this problem. Using Lagrangian duality, we develop sc…
The relation between open topological strings and representation theory of symmetric quivers is explored beyond the original setting of the knot-quiver correspondence. Multiple cover generalizations of the skein relation for boundaries of holomorphic disks on a Lagrangian brane are observed to generate dual quiver desc…
Gopakumar-Vafa large N duality is a correspondence between Chern-Simons invariants of a link in a 3-manifold and relative Gromov-Witten invariants of a 6-dimensional symplectic manifold relative to a Lagrangian submanifold. We address the correspondence between the Chern-Simons free energy of S^3 with no link and the G…
Efficiently solves exploration-exploitation in LQR using Lagrangian relaxation.
The paper connects Legendrian links to cluster algebras via microlocal methods.
Unified framework for model- and value-optimistic reinforcement learning.
We study weak geodesics in the space of potentials for the deformed Hermitian-Yang-Mills equation. The geodesic equation can be formulated as a degenerate elliptic equation, allowing us to employ nonlinear Dirichlet duality theory, as developed by Harvey-Lawson. By exploiting the convexity of the level sets of the Lagr…
The geometrical structure known as the Tulczyjew triple has proved to be very useful in describing mechanical systems, even those with singular Lagrangians or subject to constraints. Starting from basic concepts of variational calculus, we construct the Tulczyjew triple for first-order Field Theory. The important featu…
Definition of the partition function of U(1) gauge theory is extended to a class of four-manifolds containing all compact spaces and certain asymptotically locally flat (ALF) ones including the multi-Taub--NUT spaces. The partition function is calculated via zeta-function regularization with special attention to its mo…
This paper studies the interplay between the N=2 gauge theories in three and four dimensions that have a geometric description in terms of twisted compactification of the six-dimensional (2,0) SCFT. Our main goal is to construct the three-dimensional domain walls associated to any three-dimensional cobordism. We find t…
The geometrical structure known as Tulczyjew triple has been used with success in analytical mechanics and first order field theory to describe a wide range of physical systems including Lagrangian/Hamiltonian systems with constraints and/or sources, or with singular Lagrangian. Starting from the first principles of th…
In this article we discuss the geometry of moduli spaces of (1) flat bundles over special Lagrangian submanifolds and (2) deformed Hermitian-Yang-Mills bundles over complex submanifolds in Calabi-Yau manifolds. These moduli spaces reflect the geometry of the Calabi-Yau itself like a mirror. Strominger, Yau and Zaslow c…
This paper (the seventh paper in a series of eight) continues the development of our theory of multivector and extensor calculus on smooth manifolds. Here we deal first with the concepts of ordinary Hodge coderivatives, duality identities, and Hodge coderivative identities. Then, we recall the concept of a Levi-Civita …
The abstract discusses constructing 3d N=2 gauge theories using surgeries and M5-branes.
Study of mixed equation combining gauge theory and symplectic geometry.
This paper investigates calculations of robust XVA, in particular, credit valuation adjustment (CVA) and funding valuation adjustment (FVA) for over-the-counter derivatives under distributional uncertainty using Wasserstein distance as the ambiguity measure. Wrong way counterparty credit risk and funding risk can be ch…
Researchers resolve a SYZ conjecture for A_n singularities using quantum-corrected T-duality.
This paper begins with a study on the dual representations of risk and regret measures and their impact on modeling multistage decision making under uncertainty. A relationship between risk envelopes and regret envelopes is established by using the Lagrangian duality theory. Such a relationship opens a door to a decomp…
Learning data representations that are transferable and are fair with respect to certain protected attributes is crucial to reducing unfair decisions while preserving the utility of the data. We propose an information-theoretically motivated objective for learning maximally expressive representations subject to fairnes…
Topological twists for 4d N=2 theories depend on spacetime type, gerbe connections, and generalized spin-c structures.
We survey physical models which capture the main concepts of double field theory on para-Hermitian manifolds. We show that the geometric theory of Lagrangian and Hamiltonian dynamical systems is an instance of para-Kahler geometry which extends to a natural example of a Born geometry. The corresponding phase space geom…
By formulating N = 1, 2, 4, 8, D = 3, Yang-Mills with a single Lagrangian and single set of transformation rules, but with fields valued respectively in R,C,H,O, it was recently shown that tensoring left and right multiplets yields a Freudenthal-Rosenfeld-Tits magic square of D = 3 supergravities. This was subsequently…
Proves Poincaré duality for Hopf algebroids with bijective antipode.
This paper combines several new constructions in mathematics and physics. Mathematically, we study framed flat PGL(K,C)-connections on a large class of 3-manifolds M with boundary. We define a space L_K(M) of framed flat connections on the boundary of M that extend to M. Our goal is to understand an open part of L_K(M)…
Algorithm optimizes constrained reinforcement learning with dual variables.
Three-dimensional N=2 superconformal field theories are constructed by compactifying M5-branes on three-manifolds. In the infrared the branes recombine, and the physics is captured by a single M5-brane on a branched cover of the original ultraviolet geometry. The branch locus is a tangle, a one-dimensional knotted subm…
New proof of chain duality for simplicial complexes.
Introduces Kähler duality between domains in complex space.
We prove several geometric theorems using tools from the theory of convex optimization. In the Riemannian setting, we prove the max flow-min cut theorem for boundary regions, applied recently to develop a "bit-thread" interpretation of holographic entanglement entropies. We also prove various properties of the max flow…