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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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70139209278 · Jun 202019922001200920172026
48 results for Lead Sheets

We consider a disk-shaped thin elastic sheet bonded to a compliant sphere. (Our sheet can slip along the sphere; the bonding controls only its normal displacement.) If the bonding is stiff (but not too stiff), the geometry of the sphere makes the sheet wrinkle to avoid azimuthal compression. The total energy of this sy…

2016-11-06abs ↗pdf ↗

Generates music with coherent rhythm, chords, and melody using LSTM models.

problem Lack of direction and coherence in generated music by neural networks.
method Two-stage LSTM model: first generates harmonic and rhythmic templates, then melodies conditioned on these.
result Subjective test shows improved musical coherence and coherence compared to baselines.

Model shows how banks' hidden-to-maturity accounting can mask run risk and lead to financial instability.

problem Run risk and hidden-to-maturity accounting in banking systems.
method Balance sheet model and optimization problem to assess run risk and resilience.
result Held-to-maturity accounting can mask revaluation losses and increase run risk.

New deep learning method improves financial stress testing accuracy.

problem Traditional stress testing methods are criticized for unrealistic assumptions and estimation errors.
method Proposes a novel Deep Learning approach for Dynamic Balance Sheet Stress Testing.
result Empirical results show significant improvement in accuracy over traditional methods.

A world sheet in anti-de Sitter space is a timelike submanifold consisting of a one-parameter family of spacelike submanifolds. We consider the family of lightlike hypersurfaces along spacelike submanifolds in the world sheet. The locus of the singularities of lightlike hypersurfaces along spacelike submanifolds forms …

2015-07-02abs ↗pdf ↗

In the Minkowski space-time, a world hyper-sheet is a timelike hypersurface consisting of a one-parameter family of spacelike submanifolds. Recently, Bousso and Randall introduced the notion of caustics of world hyper-sheets in order to define the notion of holographic domains in space-time. Here, we give a mathematica…

2015-03-31abs ↗pdf ↗

A world sheet in Lorentz-Minkowski space is a timelike submanifold consisting of a one-parameter family of spacelike submanifolds in Lorentz-Minkowski space. In this paper we investigate differential geometry of world sheets in Lorentz-Minkowski space as an application of the theory of big wave fronts.

2014-11-26abs ↗pdf ↗

Study compares empirical systemic risk with balance sheet risk in interbank networks.

problem Disentangling balance sheet risk from network effects in systemic risk.
method Generalised DebtRank dynamics and maximum-entropy approach to compare observed and expected systemic risk.
result Systemic risk levels are compatible but differ significantly during turbulent times.

This systemic risk paper introduces inhomogeneous random financial networks (IRFNs). Such models are intended to describe parts, or the entirety, of a highly heterogeneous network of banks and their interconnections, in the global financial system. Both the balance sheets and the stylized crisis behaviour of banks are …

2019-09-19abs ↗pdf ↗

Hempel has shown that the fundamental groups of knot complements are residually finite. This implies that every nontrivial knot must have a finite-sheeted, noncyclic cover. We give an explicit bound, Φ(c)Φ(c), such that if KK is a nontrivial knot in the three-sphere with a diagram with cc crossings and a particularly s…

2004-01-12abs ↗pdf ↗

A new XVA strategy rooted in balance sheet perspective improves equity process for bank shareholders.

problem Counterparty risk valuation adjustments (XVAs) in financial derivatives.
method Develops a cost-of-capital XVA strategy in a balance sheet perspective, solving explicitly in static setup and dynamically in trade context.
result Ensures a submartingale equity process corresponding to a target hurdle rate on capital at risk.

In this fact sheet we give some preliminary research results on the Bayesian Decision Theory. This theory has been under construction for the past two years. But what started as an intuitive enough idea, now seems to have the makings of something more fundamental.

2014-09-26abs ↗pdf ↗

The goal of score following is to track a musical performance, usually in the form of audio, in a corresponding score representation. Established methods mainly rely on computer-readable scores in the form of MIDI or MusicXML and achieve robust and reliable tracking results. Recently, multimodal deep learning methods h…

2019-10-16abs ↗pdf ↗

We investigate compactness phenomena involving free boundary minimal hypersurfaces in Riemannian manifolds of dimension less than eight. We provide natural geometric conditions that ensure strong one-sheeted graphical subsequential convergence, discuss the limit behaviour when multi-sheeted convergence happens and deri…

2017-05-17abs ↗pdf ↗

This paper shows how to create surface-links with many triple points.

problem Creating surface-links with a large number of triple points.
method Analogous to knot diagrams, the paper uses broken sheet diagrams to project surface-links and analyze their triple points.
result There are non-split surface-links with arbitrarily many triple points.

Novel defects in hyperbolic sheets explain complex wrinkling patterns in nature.

problem Understanding complex wrinkling patterns in thin elastic hyperbolic surfaces.
method Non-Euclidean plate theory and investigation of branch points.
result Branch points are natural defects in hyperbolic sheets, influencing their morphology robustly.

This paper shows how to construct anomaly free world sheet actions in string theory with DD-branes. Our method is to use Deligne cohomology and bundle gerbe theory to define geometric objects which are naturally associated to DD-branes and connections on them. The holonomy of these connections can be used to cancel g…

2002-04-24abs ↗pdf ↗

We prove that if MPM \longrightarrow P is a small cover of a compact right-angled hyperbolic polyhedron PP then MM admits a cofinal tower of finite sheeted covers with positive rank gradient. As a corollary, if π1(M)π_1(M) is commensurable with the reflection group of PP, then MM admits a cofinal tower of finite sheet…

2013-01-18abs ↗pdf ↗

A combinatorial presentation of closed orientable 3-manifolds as bi-tricolored links is given together with two versions of a calculus via moves to manipulate bi-tricolored links without changing the represented manifold. That is, we provide a finite set of moves sufficient to relate any two manifestations of the same …

2001-09-22abs ↗pdf ↗

Torus covers have controlled volume and diameter under curvature and diameter bounds.

problem Bounding volume and diameter of torus covers with curvature and diameter constraints.
method Using lower Ricci curvature bound and upper diameter bound, constructing finite-sheeted covering spaces.
result Recovering and extending a result of Kloeckner and Sabourau with controlled bounds.

We demonstrate the irreversibility of a wide class of world-sheet renormalization group (RG) flows to first order in αα' in string theory. Our techniques draw on the mathematics of Ricci flows, adapted to asymptotically flat target manifolds. In the case of somewhere-negative scalar curvature (of the target space), we…

2004-09-30abs ↗pdf ↗

This paper compiles and calculates triple point numbers for surface-links in Yoshikawa's table.

problem Determining the triple point number of surface-links in Yoshikawa's table.
method Using broken sheet diagrams, the paper compiles known triple point numbers and calculates or bounds the remaining ones.
result Compilation and calculation of triple point numbers for surface-links in Yoshikawa's table.

Worldsheet wraps a 3D mesh sheet onto a single image to synthesize novel views.

problem Synthesizing novel views from a single image with large viewpoint changes.
method Shrink-wrapping a planar mesh sheet onto the input image, consistent with learned depth.
result Worldsheet consistently outperforms prior methods on single-image view synthesis.

In this work, we present a numerical method based on a sparse grid approximation to compute the loss distribution of the balance sheet of a financial or an insurance company. We first describe, in a stylised way, the assets and liabilities dynamics that are used for the numerical estimation of the balance sheet distrib…

2018-11-21abs ↗pdf ↗

The hyperbolic dodecahedral space of Weber and Seifert has a natural non-positively curved cubulation obtained by subdividing the dodecahedron into cubes. We show that the hyperbolic dodecahedral space has a 6-sheeted irregular cover with the property that the canonical hypersurfaces made up of the mid-cubes give a ver…

2017-02-26abs ↗pdf ↗

Neural-network emulators predict sea-level changes due to Antarctic ice melt.

problem High computational cost and time in projecting sea-level changes.
method Built neural-network emulators of sea-level change using GRD effects from future Antarctic Ice Sheet mass change.
result Neural-network emulators are as accurate as baseline machine learning emulators and offer substantial computational efficiency.

In this note we clarify the relation between extended world-sheet supersymmetry and generalized complex structure. The analysis is based on the phase space description of a wide class of sigma models. We point out the natural isomorphism between the group of orthogonal automorphisms of the Courant bracket and the group…

2005-02-15abs ↗pdf ↗

Model predicts insolvency risks in banks due to liquidity and credit risks.

problem Determining insolvency regions in banks due to non-linear interaction between liquidity and credit risks.
method Developed a continuous-time structural dynamic model integrating Basel III requirements into a stochastic optimal control framework. Used Hamilton-Jacobi-Bellman (HJB) equation to solve for insolvency boundary. Derived surrogate analytical approximation for real-time monitoring.
result Calibrated model reveals significant non-linear threshold effects and accelerates insolvency transition.

New method allows sheets to morph into multiple shapes via spatially varying stimuli.

problem Limitation of current shape-programmed sheets to achieve only one target geometry.
method Patterning the stimulus itself for spatiotemporal control over local deformation magnitudes.
result A single physical sample can be induced to traverse a continuous family of target geometries.

We consider the Blum medial axis of a region in Rn\mathbb R^n with piecewise smooth boundary and examine its "rigidity properties", by which we mean properties preserved under diffeomorphisms of the regions preserving the medial axis. There are several possible versions of rigidity depending on what features of the Blu…

2020-02-01abs ↗pdf ↗

A holomorphic Poisson structure induces a deformation of the complex structure as Hitchin's generalized geometry. Its associated cohomology naturally appears as the limit of a spectral sequence of a double complex. The first sheet of this spectral sequence is the Dolbeault cohomology with coefficients in the exterior a…

2014-08-03abs ↗pdf ↗

We construct an invariant of parametrized generic real algebraic surfaces in RP^3 which generalizes the Brown invariant of immersed surfaces from smooth topology. The invariant is constructed using the self intersection, which is a real algebraic curve with points of three local characters: the intersection of two real…

2011-08-07abs ↗pdf ↗

Study on vortex sheet formation in Abelian gauge theories.

problem Understanding vortex sheet formation in Abelian gauge theories.
method Inspired by Allard's regularity theory, constructs approximate solutions and analyzes their perturbations.
result Establishes a geometric framework and regularity theory for the limiting defect set.

We present a Hamiltonian framework for higher-dimensional vortex filaments (or membranes) and vortex sheets as singular 2-forms with support of codimensions 2 and 1, respectively, i.e. singular elements of the dual to the Lie algebra of divergence-free vector fields. It turns out that the localized induction approximat…

2012-01-27abs ↗pdf ↗

We consider a model of contagion in financial networks recently introduced in the literature, and we characterize the effect of a few features empirically observed in real networks on the stability of the system. Notably, we consider the effect of heterogeneous degree distributions, heterogeneous balance sheet size and…

2011-09-06abs ↗pdf ↗

Study shows torsion grows subexponentially in book of I-bundles but can grow exponentially in non-regular covers.

problem Growth rates of torsion in book of I-bundles.
method Analysis of torsion in homology of book of I-bundles using finite-sheeted covers.
result Torsion growth rates differ between regular and non-regular finite-sheeted covers.