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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.

168,657 papers · 148 categories

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3527041,0561,408 · Jun 202019922001200920172026
48 results for Poisson Model

We show that various notions of integrability for Poisson brackets are all equivalent, and we give the precise obstructions to integrating Poisson manifolds. We describe the integration as a symplectic quotient, in the spirit of the Poisson sigma-model of Cattaneo and Felder. For regular Poisson manifolds we express th…

2002-10-10abs ↗pdf ↗

Poisson sigma models represent an interesting use of Poisson manifolds for the construction of a classical field theory. Their definition in the language of fibre bundles is shown and the corresponding field equations are derived using a coordinate independent variational principle. The elegant form of equations of mot…

2012-11-05abs ↗pdf ↗

The Poisson--Weil sigma model, worked out by us recently, stems from gauging a Hamiltonian Lie group symmetry of the target space of the Poisson sigma model. Upon gauge fixing of the BV master action, it yields interesting topological field theories such as the 2--dimensional Donaldson-Witten topological gauge theory a…

2008-10-18abs ↗pdf ↗

Geometrically proves twisted Poincaré duality for orientable Poisson manifolds.

problem Establishing twisted Poincaré duality for Poisson manifolds.
method Geometrically reinterprets algebraic constructions of twisted Poisson modules and Poisson chain complexes.
result Explicit chain isomorphism between Poisson cochain and chain complexes with coefficients in Poisson modules.

We show how to carry out the gauging of the Poisson sigma model in an AKSZ inspired formulation by coupling it to the a generalization of the Weil model worked out in ref. arXiv:0706.1289 [hep-th]. We call the resulting gauged field theory, Poisson--Weil sigma model. We study the BV cohomology of the model and show its…

2008-01-04abs ↗pdf ↗

We present a machine learning model for the analysis of randomly generated discrete signals, modeled as the points of an inhomogeneous, compound Poisson point process. Like the wavelet scattering transform introduced by Mallat, our construction is naturally invariant to translations and reflections, but it decouples th…

2019-02-10abs ↗pdf ↗

We propose a Poisson-Lie analog of the symplectic induction procedure, using an appropriate Poisson generalization of the reduction of symplectic manifolds with symmetry. Having as basic tools the equivariant momentum maps of Poisson actions, the double group of a Poisson-Lie group and the reduction of Poisson manifold…

2000-12-11abs ↗pdf ↗

Solves optimal stopping problem with Poisson constraints using jumps.

problem Optimal stopping with Poisson constraints and jumps.
method Penalized backward stochastic differential equation (PBSDE) with jumps, decomposition method based on Jacod-Pham, comparison theorem of BSDEs with jumps.
result Solves American option pricing in nonlinear markets with Poisson constraints.

New Poisson structures on algebras linked to derivatives.

problem Understanding Poisson structures on trivial extension algebras.
method Introducing a correspondence between Poisson structures and derivatives, and formulating results in terms of Lie algebroids.
result One-to-one correspondence between Poisson structures and data involving derivatives.

We semiclassicalise the theory of quantum group principal bundles to the level of Poisson geometry. The total space XX is a Poisson manifold with Poisson-compatible contravariant connection, the fibre is a Poisson-Lie group in the sense of Drinfeld with bicovariant Poisson-compatible contravariant connection, and the …

2019-03-28abs ↗pdf ↗

Study shows Merton model limits to Poisson process with log-normal intensity, improving default portfolio prediction.

problem Improving prediction of default portfolios using complex models.
method Applying Merton model with log-normal intensity function to Poisson process, discussing temporal correlation effects.
result Power decay model provides better generalization for long-term default portfolio data.

Constructs Lie groupoid integrating elliptic tangent bundles and Poisson structures.

problem Existence and integration of elliptic tangent bundles and Poisson structures.
method Explicit construction of Lie groupoids and local models for symplectic integration.
result Necessary and sufficient topological condition for integration of elliptic tangent bundles.

We construct a Poisson isomorphism between the formal Poisson manifolds g^* and G^*, where g is a finite dimensional quasitriangular Lie bialgebra. Here g^* is equipped with its Lie-Poisson (or Kostant-Kirillov-Souriau) structure, and G^* with its Poisson-Lie structure. We also quantize Poisson-Lie dynamical r-matrices…

2004-12-17abs ↗pdf ↗

Modified EAT method improves Poisson gradient estimation.

problem Challenging differentiation through Poisson-distributed latent variables.
method Exponential Arrival Time (EAT) simulation with modifications and Gumbel-SoftMax relaxation.
result Modified EAT method provides unbiased first moment and reduced second-moment bias.

Paper tackles Bayesian image restoration in low-photon Poisson imaging problems.

problem Bayesian inference in challenging low-photon Poisson imaging problems.
method Plug-and-play (PnP) Langevin sampling strategies with accelerated methods and mirror sampling.
result Effective PnP Langevin sampling methods for low-photon Poisson imaging problems.

The paper establishes a Poisson Poincaré-Dulac theorem for Poisson-flat connections.

problem Analyzing Poisson-flat connections with logarithmic poles.
method Defining an Euler-Poisson principal part and residue theory, establishing a Poisson Poincaré-Dulac theorem.
result Any logarithmic Poisson-flat connection is holomorphically gauge equivalent to a pure Euler-Poisson normal form.

The first cohomology of Poisson algebras is described and conditions for its vanishing are established.

problem Understanding the first cohomology of Poisson algebras.
method Description and mapping of first cohomology to intrinsic cohomologies of Poisson submanifolds, formulation of vanishing conditions.
result Necessary and sufficient conditions for the vanishing of the first cohomology of infinitesimal Poisson algebras are derived.

A new Poisson bracket defined on Poisson structures with applications to fixed points and cohomology.

problem Defining a Poisson bracket on the space of Poisson structures.
method Constructing a Poisson bracket on P(M)\mathcal{P}(M) depending on a volume form, and defining invariant of Poisson structures.
result Invariant of Poisson structures detects unimodularity and related Poisson bracket for symplectic structures.

Lectures on symplectic and Poisson geometry, quantization, and quantum field theory.

problem Exploring symplectic and Poisson structures and their applications in quantum field theory.
method Introduction to differential geometry, symplectic geometry, Poisson geometry, and deformation quantization.
result Detailed understanding of symplectic and Poisson structures and their quantization.

Study models market volatility with persistent and temporary impacts.

problem Microstructure of rough volatility models driven by Poisson measures.
method Existence and uniqueness of solutions for stochastic path-dependent Volterra equations.
result Volatility process converges to fractional Heston model with spikes.

This chapter is an attempt to present a mathematical theory of compound fractional Poisson processes. The chapter begins with the characterization of a well-known Lévy process: The compound Poisson process. The semi-Markov extension of the compound Poisson process naturally leads to the compound fractional Poisson proc…

2011-03-03abs ↗pdf ↗

We present a probabilistic model of events in continuous time in which each event triggers a Poisson process of successor events. The ensemble of observed events is thereby modeled as a superposition of Poisson processes. Efficient inference is feasible under this model with an EM algorithm. Moreover, the EM algorithm …

2012-03-15abs ↗pdf ↗

Non-negative matrix factorization models based on a hierarchical Gamma-Poisson structure capture user and item behavior effectively in extremely sparse data sets, making them the ideal choice for collaborative filtering applications. Hierarchical Poisson factorization (HPF) in particular has proved successful for scala…

2016-04-13abs ↗pdf ↗

Poisson likelihood models have been prevalently used in imaging, social networks, and time series analysis. We propose fast, simple, theoretically-grounded, and versatile, optimization algorithms for Poisson likelihood modeling. The Poisson log-likelihood is concave but not Lipschitz-continuous. Since almost all gradie…

2016-08-03abs ↗pdf ↗

We address the question of duality for the dynamical Poisson groupoids of Etingof and Varchenko over a contractible base. We also give an explicit description for the coboundary case associated with the solutions of the classical dynamical Yang-Baxter equation on simple Lie algebras as classified by the same authors. O…

2002-09-17abs ↗pdf ↗