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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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20405979 · Jun 202019922001200920172026
48 results for Legendre polynomials

A new family of conformal test martingales based on Legendre polynomials for online exchangeability testing.

problem Detecting variance, skewness, and higher-order deviations from uniformity in online data.
method A family of conformal test martingales based on shifted Legendre polynomials.
result The Variational Legendre Jumper reduces exponential scaling to linear time with minimal loss in power.

New method reconstructs Black-Scholes option prices from current profiles.

problem Reconstructing Black-Scholes prices from current profiles, dealing with ill-posedness.
method Price-dimensional reduction using Legendre polynomials, Tikhonov regularization.
result Reconstructs Black-Scholes prices from noisy initial data, stabilizing the solution.

The Runge-Kutta-Legendre scheme improves pricing American options and other derivatives.

problem Pricing American options and other derivatives with improved accuracy and stability.
method Runge-Kutta-Legendre finite difference scheme applied to Black-Scholes and Heston models.
result Improved convergence and stability compared to existing schemes.

Here we develop an option pricing method based on Legendre series expansion of the density function. The key insight, relying on the close relation of the characteristic function with the series coefficients, allows to recover the density function rapidly and accurately. Based on this representation for the density fun…

2016-10-10abs ↗pdf ↗

FiLM improves deep learning for long-term time series forecasting.

problem Preserving historical information without overfitting noise.
method Applies Legendre Polynomials and Fourier projections, adds low-rank approximation.
result Significantly improves multivariate and univariate forecasting accuracy.

The paper studies surfaces with spherical curvature lines and their generation by constrained elastic curves.

problem Understanding surfaces with spherical curvature lines and their generation mechanisms.
method The approach involves Lie sphere transformations, Legendre curves, and polynomial conserved quantities of connections.
result Lie applicable surfaces with exactly one family of spherical curvature lines are generated by the lift of constrained elastic curves.

The study examines Bertrand Legendre curves in the unit tangent bundle over Euclidean plane.

problem Investigating properties of Legendre curves and their associated curves.
method Analyzing Bertrand Legendre curves and their associated curves, including parallel, evolute, and involute curves.
result Existence conditions and inverse operation for Bertrand Legendre curves are provided.

A geometrization of Schmidt-Legendre transformation of the second order Lagrangians is proposed by building a proper Tulczyjew's triplet. The symplectic relation between Ostrogradsky-Legendre and Schmidt-Legendre transformations is obtained. Several examples are presented.

2016-07-28abs ↗pdf ↗

Legendre transformations link related integrable hierarchies.

problem Understanding relationships between integrable hierarchies.
method Legendre-type transformations of generalized Frobenius manifolds.
result Linear reciprocal transformations link related hierarchies.

We perform global and local analysis of oscillatory and damped spherically symmetric fundamental solutions for Helmholtz operators (Δ±β2)\big({-}Δ\pmβ^2\big) in dd-dimensional, RR-radius hyperbolic HRd{\mathbf H}_R^d and hyperspherical SRd{\mathbf S}_R^d geometry, which represent Riemannian manifolds with positive constant…

2018-03-19abs ↗pdf ↗

The report analyzes Legendre decomposition for tensor data.

problem Finding effective lower dimensional representations of tensors.
method Theoretical analysis of dual parameters and dually flat manifold properties, followed by experimental verification and clustering.
result Parameters on submanifold cannot be directly used as low-rank representations.

The paper studies a flow of Legendre curves, generalizing the inverse curvature flow of regular curves.

problem Analyzing the inverse curvature flow of Legendre curves.
method Investigates the unique existence, monotonicity, and asymptotic behavior of the flow.
result The flow asymptotically converges to a self-similar solution, categorized by initial curve.

We introduce complex generalizations of the classical Legendre transform, operating on Kähler metrics on a compact complex manifold. These Legendre transforms give explicit local isometric symmetries for the Mabuchi metric on the space of Kähler metrics around any real analytic Kähler metric, answering a question origi…

2016-08-19abs ↗pdf ↗

Legendre curves are smooth plane curves which may have singular points, but still have a well defined smooth normal (and corresponding tangent) vector field. Because of the existence of singular points, the usual curvature concept for regular curves cannot be straightforwardly extended to these curves. However, Fukunag…

2017-04-17abs ↗pdf ↗

Following Burstall and Hertrich-Jeromin we study the Ribaucour transformation of Legendre submanifolds in Lie sphere geometry. We give an explicit parametrization of the resulted Legendre submanifold F^\hat{F} of a Ribaucour transformation, via a single real function ττ which represents the regular Ribaucour sphere co…

2013-03-08abs ↗pdf ↗

We present a novel nonnegative tensor decomposition method, called Legendre decomposition, which factorizes an input tensor into a multiplicative combination of parameters. Thanks to the well-developed theory of information geometry, the reconstructed tensor is unique and always minimizes the KL divergence from an inpu…

2018-02-13abs ↗pdf ↗

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…

2011-08-29abs ↗pdf ↗

This work proposes the Bregman-Tweedie classification model and analyzes the domain structure of the extended exponential function, an extension of the classic generalized exponential function with additional scaling parameter, and related high-level mathematical structures, such as the Bregman-Tweedie loss function an…

2019-07-16abs ↗pdf ↗

The general framework of Legendre transformation is extended to the case of symplectic groupoids, using an appropriate generalization of the notion of generating function (of a Lagrangian submanifold).

1996-12-04abs ↗pdf ↗

The paper studies area-preserving and length-preserving inverse curvature flow for planar curves with singularities.

problem Investigating the evolution of planar curves with singularities under area-preserving and length-preserving inverse curvature flow.
method Area-preserving and length-preserving inverse curvature flow for \ell-convex Legendre curves.
result The flow results in a circle for \ell-convex Legendre curves, providing geometric inequalities.

The theory of surfaces in Euclidean space can be naturally formulated in the more general context of Legendre surfaces into the space of contact elements. We address the question of deformability of Legendre surfaces with respect to the symmetry group of Lie sphere contact transformations from the point of view of the …

2004-08-01abs ↗pdf ↗

Study on triharmonic curves in f-Kenmotsu manifolds.

problem Characterizing triharmonic curves in f-Kenmotsu manifolds.
method Investigation of necessary and sufficient conditions for Frenet curves, slant, and Legendre curves to be triharmonic. Proof of specific properties of triharmonic Frenet curves.
result Triharmonic Frenet curves with constant curvature are Frenet helices in three dimensional f-Kenmotsu manifolds.

The study examines null curves in specific geometric manifolds and their properties.

problem Characterizing null curves in Sasaki-like almost contact B-metric manifolds.
method Expressed Frenet frames and curvatures, proved curvature constancy conditions, and found necessary conditions for generalized helices and null cubic.
result Curvatures of specific null curves are constant if a function on the manifold is constant.

The application of the Legendre transformation to a hyperregular Lagrangian system results in a Hamiltonian vector field generated by a Hamiltonian defined on the phase space of the mechanical system. The Legendre transformation in its usual interpretation can not be applied to homogeneous Lagrangians found in relativi…

2004-04-29abs ↗pdf ↗

The paper studies transformations of Frobenius manifolds and their properties.

problem Analyzing transformations of Frobenius manifolds and their properties.
method Analytic theory of Legendre-type transformations for Frobenius manifolds.
result Monodromy data, Stokes matrix, and central connection matrix are shared among Legendre-type transformations.