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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.

169,291 papers · 148 categories

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162324486648 · Jun 202019922001200920182026
48 results for Mertens function

New method decomposes submartingale systems for BSDEs with weak constraints.

problem Tackles decomposition of submartingale systems for BSDEs with weak constraints.
method Introduces Yg,ξ\mathscr{Y}^{g,ξ}-submartingale systems and proves a Mertens decomposition using an original approach.
result Proves a Mertens decomposition for Yg,ξ\mathscr{Y}^{g,ξ}-submartingale systems.

Study counts and equidistributes rational points in quaternionic Heisenberg groups.

problem Counting and equidistribution of rational points in quaternionic Heisenberg groups.
method Arithmetic group actions on quaternionic hyperbolic spaces, Mertens counting formula, Neville equidistribution theorem.
result Proved Mertens counting formula and Neville equidistribution theorem for rational points over definite quaternion algebras.

Paper develops a new probabilistic method for American options using entropy regularization.

problem Finding optimal stopping times for American options with entropy regularization.
method Entropy-regularized penalization scheme based on Doob-Meyer-Mertens decomposition and reflected backward stochastic differential equations.
result Explicit convergence rates and policy improvement algorithm for American options.

We strongly develop the relationship between complex hyperbolic geometry and arithmetic counting or equidistribution applications, that arises from the action of arithmetic groups on complex hyperbolic spaces, especially in dimension 22. We prove a Mertens' formula for the integer points over a quadratic imaginary num…

2014-02-28abs ↗pdf ↗

In approachability with full monitoring there are two types of conditions that are known to be equivalent for convex sets: a primal and a dual condition. The primal one is of the form: a set C is approachable if and only all containing half-spaces are approachable in the one-shot game; while the dual one is of the form…

2013-05-23abs ↗pdf ↗

Paper connects Sharpe ratio and Student t-statistic, providing exact distribution and asymptotic behavior.

problem Error-prone Sharpe ratio due to statistical estimation of expected returns and volatilities.
method Derive exact distribution of Sharpe ratio for independent normally distributed returns, extend to AR(1) assumptions.
result Empirical Sharpe ratio is asymptotically optimal and achieves Cramer Rao bound.

Develops methods for selecting and estimating smooth functional coefficients in high-dimensional multivariate functional data.

problem Functional predictor selection and estimation of smooth functional coefficients in high-dimensional multivariate functional data.
method Functional group-sparse regression methods in a generic Hilbert space of infinite dimension.
result Consistency of estimation and selection (oracle property) under infinite-dimensional Hilbert spaces.

FFBO optimizes functions as inputs and outputs, improving on existing BO methods.

problem Optimizing functions as both inputs and outputs in complex systems.
method Function-on-function Gaussian process (FFGP) model with a separable operator-valued kernel, scalar upper confidence bound (UCB) acquisition function, and scalable functional gradient ascent algorithm (FGA).
result FFBO outperforms existing methods in synthetic and real-world data.

Analyzes properties of transnormal Finsler functions on compact manifolds.

problem Properties of transnormal Finsler functions on compact manifolds.
method Analyzes critical level sets and partition properties of transnormal functions.
result Critical level sets of an analytic transnormal function are submanifolds, and the partition of MM into level sets is a Finsler partition.

The study explores the Dehn functions of Kähler groups and their properties.

problem Which functions can arise as Dehn functions of Kähler groups?
method Analyzes examples of Kähler groups with various Dehn functions and proves the existence of a Kähler group with a cubic bounded Dehn function.
result There exists a Kähler group with a cubic bounded Dehn function and an exponential upper bound.

Chirped sinosoids and interferometric phase plots are functions that are not periodic, but are the composition of a smooth function and a periodic function. These functions functions factor into a pair of maps: from their domain to a circle, and from a circle to their codomain. One can easily imagine replacing the circ…

2015-01-25abs ↗pdf ↗

The Fridman function is bounded by the injectivity radius for certain hyperbolic manifolds.

problem Bounding the Fridman function for hyperbolic manifolds.
method Analyzing the relationship between the Fridman function and the injectivity radius function.
result The Fridman function is bounded above by the injectivity radius function for certain hyperbolic manifolds.

The paper extends mixability theory to function-valued forecasts, proving various loss functions are mixable.

problem Efficient aggregation of functional and probabilistic forecasts in online prediction games.
method Adapting mixable and exponentially concave loss functions to function-valued forecasts.
result Various loss functions used for probabilistic forecasting are mixable (exp-concave).

The paper proves isoparametric functions on Finsler space forms under specific conditions.

problem Understanding isoparametric functions in Finsler space forms.
method Proving transnormal functions as isoparametric functions and constructing global and local isoparametric functions using the distance function.
result Generalization of Theorem B to Finsler space forms.

Paper introduces a nonparametric functional graphical model for random functions.

problem Estimating probabilistic conditional independence in functional graphical models.
method Functional sufficient dimension reduction to relax Gaussian or copula Gaussian assumptions.
result Enhances estimation accuracy and retains probabilistic conditional independence.

Robustifies elicitable functionals to handle small distribution misspecifications.

problem Determining uniquely optimal forecasts under distributional misspecification.
method Integrates statistical robustness into elicitable functionals using Kullback-Leibler divergence.
result Robust elicitable functionals admit unique solutions at the boundary of uncertainty regions.

Deep neural networks with various activation functions can approximate Hölder smooth functions.

problem Expressivity of deep neural networks with general activation functions.
method Investigates approximation ability of deep neural networks with a broad class of activation functions, including Hölder smooth functions.
result Derives the required depth, width, and sparsity of deep neural networks to approximate Hölder smooth functions.

The paper characterizes strong Hamel functions using symmetries and proves their preservation properties.

problem Characterizing strong Hamel functions and their symmetries in Finsler spaces.
method Analyzing geodesic spray, strong dual symmetries, and strong dynamical symmetries.
result Strong Hamel functions can be characterized in terms of strong dual symmetries and strong dynamical symmetries.

Two new methods improve forecasting of functional time series data.

problem Forecasting of functional time-dependent data.
method Functional Singular Spectrum Analysis (FSFA) based forecasting methods.
result Our methods outperform existing algorithms for periodic stochastic processes.

The paper connects convex functions to p-subharmonic functions and proves their equivalence.

problem Understanding the relationship between convex functions and p-subharmonic functions.
method Average principle, variational methods, and PDE techniques.
result Convex functions on R^n are p-subharmonic for every p > 1.

A new deep neural network tackles nonlinear functional regression with improved dimensionality reduction.

problem Nonlinear functional regression in infinite-dimensional functional data analysis.
method Functional deep neural network with adaptive kernel embedding and projection steps.
result Explicit rates of approximating nonlinear smooth functionals are derived, and the network is shown to be effective in both simulated and real datasets.

Study stabilizers of smooth functions on surfaces, focusing on Morse-Bott functions.

problem Understanding the homotopy type of stabilizers of smooth functions on surfaces.
method Analyzing the homotopy properties of stabilizers for a specific class of smooth functions.
result The homotopy type of the connected component of the identity map of the stabilizer is completely described for Morse-Bott functions.

New model for network analysis using functional data.

problem Existing network models treat nodes as functions, but this paper introduces functional edges.
method Transform adjacency matrix into functional adjacency tensor, apply Tucker decomposition, regularize basis matrices, and solve tensor completion problem.
result The model effectively captures community structure and handles irregular functional edge data.

The study finds a special type of smooth function on connected sums of manifolds.

problem Finding smooth functions that are Morse on preimages of non-extrema values.
method Investigates internally Morse (I-Morse) and neat with respect to Reeb graph (N-Reeb) functions.
result Constructs an IN-Morse-Reeb function on a connected sum of given manifolds.

NeuTSFlow models continuous functions behind time series forecasting.

problem Forecasting treats time series as discrete sequences, ignoring their continuous nature.
method NeuTSFlow uses Neural Operators to learn the transition between historical and future function families.
result NeuTSFlow outperforms traditional methods in forecasting accuracy and robustness.

New spectral functionals for Dirac operators with inner fluctuations computed.

problem Spectral functionals and Dirac operators with inner fluctuations.
method Extension of spectral functionals for Dirac operators with inner fluctuations.
result Computed spectral Einstein functional for Dirac operator with inner fluctuations on even-dimensional spin manifolds.

Regularizers change the geometric properties of loss functions in neural networks.

problem Understanding how different regularizers affect the geometric properties of loss functions in neural networks.
method Examined several regularizers, including weight decay, to determine if the regularized loss function becomes Morse.
result For certain regularizers, the regularized loss function becomes Morse, indicating a change in geometric properties.

A novel likelihood function for MRFs approximates marginal likelihoods and uses copulas to reconstruct the joint likelihood.

problem Intractable partition function for MRF likelihoods.
method Approximate marginal likelihoods through a modified coin-tossing scenario, then reconstruct the joint likelihood using copulas.
result Our approach outperforms Laplace approximation and pseudolikelihood, especially as MRF size increases.

Proposes an L1-regularized functional SVM for binary classification with functional covariates.

problem Binary classification with multivariate functional covariates.
method L1-regularized functional support vector machine (SVM) with an accompanying algorithm.
result The proposed classifier performs well in prediction and feature selection.

Defines new geodesic semilocal E-preinvex functions and studies their properties.

problem Defines new functions to generalize existing convex and preinvex concepts.
method Introduces geodesic semilocal E-preinvex functions and proves their properties.
result Establishes sufficient optimality conditions for nonlinear fractional multiobjective programming.

In this paper we propose and study a family of sparsity-inducing penalty functions. Since the penalty functions are related to the kinetic energy in special relativity, we call them \emph{kinetic energy plus} (KEP) functions. We construct the KEP function by using the concave conjugate of a χ2χ^2-distance function and …

2013-07-22abs ↗pdf ↗