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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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6111722 · May 202219922001200920172026
48 results for Murphy diagrams

Motivated by the Basel 3 regulations, recent studies have considered joint forecasts of Value-at-Risk and Expected Shortfall. A large family of scoring functions can be used to evaluate forecast performance in this context. However, little intuitive or empirical guidance is currently available, which renders the choice…

2017-05-12abs ↗pdf ↗

EBM improves car insurance claim severity and frequency prediction while maintaining interpretability.

problem Balancing predictive accuracy and interpretability in insurance claim modeling.
method Combines GAM and cyclic gradient boosting, providing interpretable predictions.
result EBM outperforms benchmark models in claim severity and frequency prediction.

We use a skein-theoretic version of the Hecke algebras of type A to present three-dimensional diagrammatic views of Gyoja's idempotent elements, based closely on the corresponding Young diagram. In this context we give straightforward calculations for the eigenvalues of two natural central elements in the Hecke algebra…

1997-02-12abs ↗pdf ↗

The Murphy operators in the Hecke algebra H_n of type A are explicit commuting elements whose sum generates the centre. They can be represented by simple tangles in the Homfly skein theory version of H_n. In this paper I present a single tangle which represents their sum, and which is obviously central. As a consequenc…

2001-02-13abs ↗pdf ↗

HZ transform applied to knot polynomials reveals hyperbolic knot structures.

problem Understanding the structure of knot polynomials and their factorisability.
method Applying the Harer-Zagier transform to knot polynomials and character expansions.
result Construction of an infinite family of hyperbolic knots and proof of factorisability in the 3-strand case.

The Murphy operators in the Hecke algebra H_n of type A are explicit commuting elements, whose symmetric functions are central in H_n. In [Skein theory and the Murphy operators, J. Knot Theory Ramif. 11 (2002), 475-492] I defined geometrically a homomorphism from the Homfly skein C of the annulus to the centre of each …

2001-11-08abs ↗pdf ↗

The paper analyzes elicitability of return risk measures and their scoring functions.

problem Elicitability of return risk measures and their scoring functions.
method Dual representation results for convex and geometrically convex return risk measures, axiomatic characterizations of Orlicz premia, and construction of strictly consistent scoring functions.
result Orlicz premia are the only elicitable return risk measures under different sets of conditions.

We prove universality theorems ("Murphy's Laws") for representation schemes of fundamental groups of closed 3-dimensional manifolds. We show that germs of SL(2,C)-representation schemes of such groups are essentially the same as germs of schemes of over rational numbers.

2013-03-10abs ↗pdf ↗

Learning the minimum/maximum mean among a finite set of distributions is a fundamental sub-task in planning, game tree search and reinforcement learning. We formalize this learning task as the problem of sequentially testing how the minimum mean among a finite set of distributions compares to a given threshold. We deve…

2018-06-04abs ↗pdf ↗

This research improves forecasting and testing of risk contributions using Expected Shortfall.

problem Improving risk allocation and testing methods for regulatory standards.
method Developed a comprehensive framework for backtesting and forecasting Expected Shortfall contributions.
result Proposed a novel semiparametric model for forecasting dynamic Expected Shortfall contributions.

The debate of what quantitative risk measure to choose in practice has mainly focused on the dichotomy between Value at Risk (VaR) -- a quantile -- and Expected Shortfall (ES) -- a tail expectation. Range Value at Risk (RVaR) is a natural interpolation between these two prominent risk measures, which constitutes a trad…

2019-02-12abs ↗pdf ↗

New dg-algebras link graph colorings to sheaves.

problem Linking graph colorings to sheaves for Legendrian surfaces.
method Generalized Casals-Murphy dg-algebra to non-commutative coefficients and computed Legendrian contact dg-algebra.
result Rank r representations of dg-algebras correspond to colorings of faces in Grassmannian.

We construct open book structures on all moment-angle manifolds and describe the topology of their leaves and bindings under certain restrictions. II. We also show, using a recent deep result about contact forms due to Borman, Eliashberg and Murphy [6], that every odd-dimensional moment-angle manifold admits a contact …

2015-10-27abs ↗pdf ↗

We develop an inductive approach to the representation theory of the Yokonuma-Hecke algebra Yd,n(q){\rm Y}_{d,n}(q), based on the study of the spectrum of its Jucys-Murphy elements which are defined here. We give explicit formulas for the irreducible representations of Yd,n(q){\rm Y}_{d,n}(q) in terms of standard dd-tableaux; w…

2013-02-25abs ↗pdf ↗

To a braid βBrnβ\in Br_n we associate a complex of sheaves SβS_β on Hilbn(C2)Hilb_n(C^2) such that the previously defined triply graded link homology of the closure L(β)L(β) is isomorphic to the homology of SβS_β. The construction of SβS_β relies on the Chern functor CH:MFnstDC×Cper(Hilbn(C2))CH: MF_n^{st}\to D^{per}_{C^*\times C^*}(Hilb_n(C^2)) defined…

2018-11-08abs ↗pdf ↗

Develops quantum circuits for faster learning with symmetry considerations.

problem Speeding up learning quantum states with symmetry considerations.
method Utilizes Okounkov-Vershik approach and Young-Jucys-Murphy elements to develop SnS_n-equivariant convolutional quantum circuits.
result Proves SnS_n-CQA generates any unitary in any given SnS_n irrep sector, universal for SU(dd) symmetry.

New approach treats coordination as an architectural layer to improve LLM-based multi-agent systems.

problem Coordination defects lead to high failure rates in LLM-based multi-agent systems.
method Treats coordination as a configurable architectural layer separable from agent logic and information access.
result Configurations leave distinguishable signatures, enabling architectural reasoning and Pareto frontiers.

Foresight Arena benchmarks AI forecasting on real-world markets, isolating predictive edge.

problem Evaluating AI forecasting ability in real-world markets is challenging due to overfitting, centralized trust, and conflated metrics.
method Permissionless, on-chain benchmark using probabilistic forecasts, commit-reveal protocol, and smart contracts.
result Demonstrates the need for 350 predictions to reliably distinguish agents of different skill levels.

The paper refines transformations of lattice diagrams and introduces dotted diagrams.

problem Investigating transformations and deformations of lattice diagrams and their associated dotted diagrams.
method Introducing dotted diagrams and investigating deformations of these diagrams, relating them to transformations of lattice diagrams.
result Refined results on the relation between deformations of admissible dotted diagrams and transformations of lattice diagrams.

Study stability of non-Kähler Calabi-Yau metrics using critical points of generalized Einstein Hilbert action.

problem Stability of critical points of the generalized Einstein Hilbert action in non-Kähler Calabi-Yau theory.
method Analysis of Bismut Hermitian Einstein manifolds and Bismut flat pluriclosed steady solitons, proving stability conditions.
result All Bismut Hermitian Einstein manifolds are linearly stable, and all Bismut flat pluriclosed steady solitons with positive Ricci curvature are linearly strictly stable.

Kernelized Taylor diagram visualizes data populations with fewer assumptions.

problem Limitations of Taylor diagram in capturing non-linear relationships and sensitivity to outliers.
method Proposes a kernelized version of the Taylor diagram that uses maximum mean discrepancy and kernel mean embedding.
result Kernelized Taylor diagram visualizes data populations with minimal assumptions of data distributions.

A virtual link diagram is called normal if the associated abstract link diagram is checkerboard colorable, and a virtual link is normal if it has a normal diagram as a representative.In this paper, we introduce a method of converting a virtual link diagram to a normal virtual link diagram by use of the double covering …

2016-06-02abs ↗pdf ↗

Study categorizes knots and links as rigid or shaky based on Reidemeister moves.

problem Classifying knots and links as rigid or shaky based on adaptability to Reidemeister moves.
method Categorization of hard diagrams as rigid or shaky, investigation of rigid and shaky hard diagrams for specific knots and links.
result Every link has a rigid hard diagram, and there is an upper limit for the number of crossings in such diagrams.

Twisted graph diagrams are virtual graph diagrams with bars on edges. A bijection between abstract graph diagrams and twisted graph diagrams is constructed. Then a polynomial invariant of Yamada-type is developed which provides a lower bound for the virtual crossing number of virtual graph diagrams.

2007-06-19abs ↗pdf ↗

A virtual link diagram is called normal if the associated abstract link diagram is checkerboard colorable, and a virtual link is normal if it has a normal diagram as a representative. Normal virtual links have some properties similar to classical links.In this paper, we introduce a method of converting a virtual link d…

2017-12-25abs ↗pdf ↗

Problems on region choices for knot and link diagrams solved using Alexander numbering.

problem Existence of solutions for region choice problems on knot and link diagrams.
method Alexander numbering for regions, alternative proofs, necessary and sufficient conditions.
result Existence of solutions for region choice problems on link diagrams.

The presence of slipknots in configurations of proteins and DNA has been shown to affect their functionality, or alter it entirely. Historically, polymers are modeled as polygonal chains in space. As an alternative to space curves, we provide a framework for working with subknots inside of knot diagrams via knotoid dia…

2018-03-19abs ↗pdf ↗

Bankwitz characterized an alternating diagram representing the trivial knot. A non-alternating diagram is called almost alternating if one crossing change makes the diagram alternating. We characterize an almost alternaing diagram representing the trivial knot. As a corollary we determine an unknotting number one alter…

2006-04-30abs ↗pdf ↗

The paper explores when specific knot operations simplify diagrams.

problem Understanding when arc crossing changes simplify knot diagrams.
method Examined two types of arc crossing changes on link diagrams and determined when they are unknotting operations.
result Any two crossing points in an alternating knot diagram are arc crossing change admissible.

Gauss diagrams' properties can change with Hamiltonian cycle choice.

problem The impact of Hamiltonian cycle choice on Gauss diagrams.
method Examined realizable and unrealizable Gauss diagrams, and proved preservation of realizability under certain Hamiltonian cycle changes.
result Properties of Gauss diagrams can vary with Hamiltonian cycle choice.

New estimate of semimeander complexity for knots with more than 10 crossings.

problem Estimating the complexity of semimeander diagrams of knots.
method Proved a new upper bound on the number of crossings for semimeander diagrams of knots with more than 10 crossings.
result For knots with more than 10 crossings, semimeander diagrams have no more than 0.311.558cr(K)0.31 \cdot 1.558^{\operatorname{cr}(K)} crossings.