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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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119239358477 · Jun 202019922001200920172026
48 results for Polish space

We prove that if an analytic subset AA of a linear metric space XX is not contained in a σZωσZ_ω-subset of XX then for every Polish convex set KK with dense affine hull in XX the sum A+KA+K is non-meager in XX and the sets A+A+KA+A+K and AA+KA-A+K have non-empty interior in the completion Xˉ\bar X of XX. This implies t…

2015-08-28abs ↗pdf ↗

Milnor proved two uniqueness theorems for axiomatic (co)homology: one for pairs of compacta (1960) and another, in particular, for pairs of countable simplicial complexes (1961). We obtain their common generalization: the Eilenberg-Steenrod axioms along with Milnor's map excision axiom and a (non-obvious) common genera…

2018-08-30abs ↗pdf ↗

The paper deals with the program of determining the complexity of various homeomorphism relations. The homeomorphism relation on compact Polish spaces is known to be reducible to an orbit equivalence relation of a continuous Polish group action (Kechris-Solecki). It is shown that this result extends to locally compact …

2014-07-26abs ↗pdf ↗

New theory approximates functions between metric spaces using random probability measures.

problem Building universal functions approximators between arbitrary metric spaces.
method Using elementary functions between Euclidean spaces, randomization to output discrete probability measures over target space.
result Very general qualitative guarantees and quantitative guarantees for Hölder-like maps.

A pivotal problem in Bayesian nonparametrics is the construction of prior distributions on the space M(V) of probability measures on a given domain V. In principle, such distributions on the infinite-dimensional space M(V) can be constructed from their finite-dimensional marginals---the most prominent example being the…

2011-01-24abs ↗pdf ↗

Homotopy equivalence shown between complex and thickened versions of manifolds.

problem Homotopy equivalence between manifold complexes and thickened versions.
method Natural bijections and homotopy equivalences of Vietoris-Rips and Čech complexes and thickened versions.
result Natural bijections between complexes and thickened versions are homotopy equivalences.

New framework for optimal transport with jumps over intermediate spaces.

problem Optimal transport with mass jumps over intermediate spaces.
method Hierarchical Jump multi-marginal transport (HJMOT) on Polish spaces.
result Existence and uniqueness of Monge solutions under sequential differentiability and twist condition.

Unified Kantorovich duality for multimarginal optimal transport on Polish spaces.

problem Optimal transport of multiple probability distributions.
method Unified Kantorovich duality theory for multimarginal optimal transport on general Polish product spaces.
result Unified duality theory for multimarginal optimal transport, extending classical two-marginal conjugacy.

We introduce an universum of the Polish (=complete separable metric) space - the convex cone of distance matrices and study its geometry. It happened that the generic Polish spaces in this sense of this universum is so called Urysohn spaces defined by P.S.Urysohn in 20-th, and generic metric triple (= metric space with…

2002-03-01abs ↗pdf ↗

The paper shows how to use fine shape to understand infinite-dimensional spaces.

problem Understanding infinite-dimensional metrizable spaces and their homology theories.
method Obtained results indicating fine shape is tractable and can be used for Polish spaces.
result Every Polish space is fine shape equivalent to the limit of an inverse sequence of simplicial maps.

We introduce a model of the set of all Polish (=separable complete metric) spaces: the cone R\cal R of distance matrices, and consider geometric and probabilistic problems connected with this object. The notion of the universal distance matrix is defined and we proved that the set of such matrices is everywhere dense …

2002-05-08abs ↗pdf ↗

Let X be a locally compact Polish space and G a non-discrete Polish ANR group. By C(X,G), we denote the topological group of all continuous maps f:X \to G endowed with the Whitney (graph) topology and by C_c(X,G) the subgroup consisting of all maps with compact support. It is known that if X is compact and non-discrete…

2009-04-09abs ↗pdf ↗

Feature matters for salient object detection. Existing methods mainly focus on designing a sophisticated structure to incorporate multi-level features and filter out cluttered features. We present Progressive Feature Polishing Network (PFPN), a simple yet effective framework to progressively polish the multi-level feat…

2019-11-14abs ↗pdf ↗

The study introduces Cayley--Abels--Rosendal graphs for Polish groups.

problem Understanding the structure of Polish groups through graph theory.
method Developing Cayley--Abels--Rosendal graphs and applying them to Polish groups.
result Groups with Cayley--Abels--Rosendal graphs are topological analogues of finitely generated groups.

Graph Polish optimizes molecular structures by minimizing changes and maximizing preservation.

problem Error-prone traditional molecular optimization methods.
method Graph Polish transforms optimization into a polishing task, focusing on optimization centers and minimizing changes.
result Significant advantage over state-of-the-art methods on multiple optimization tasks.

Study improves convergence rates for GVI under prior misspecification.

problem Improving convergence rates for GVI under prior misspecification.
method Proves rates of convergence and robustness to prior misspecification in GVI framework.
result Establishes sufficient conditions for existence and uniqueness of GVI posteriors.

We prove that every acyclic normal one-dimensional real Ambrosio-Kirchheim current in a Polish (i.e. complete separable metric) space can be decomposed in curves, thus generalizing the analogous classical result proven by S. Smirnov in Euclidean space setting. The same assertion is true for every complete metric space …

2013-03-22abs ↗pdf ↗

This new research explores the effects of various training methods on a Polish to English Statistical Machine Translation system for medical texts. Various elements of the EMEA parallel text corpora from the OPUS project were used as the basis for training of phrase tables and language models and for development, tunin…

2015-09-29abs ↗pdf ↗

This paper shows how to construct sequential tests with power one against weakly compact sets in Polish spaces.

problem Testing composite null hypotheses involving weakly compact sets in Polish spaces.
method Develops sequential tests for i.i.d. laws in Polish spaces, providing a sufficient condition for power one.
result Power-one sequential tests exist for weakly compact sets against their complements in i.i.d. laws in Polish spaces.

This research explores the effects of various training settings on a Polish to English Statistical Machine Translation system for spoken language. Various elements of the TED, Europarl, and OPUS parallel text corpora were used as the basis for training of language models, for development, tuning and testing of the tran…

2015-09-30abs ↗pdf ↗

Stein importance sampling is a widely applicable technique based on kernelized Stein discrepancy, which corrects the output of approximate sampling algorithms by reweighting the empirical distribution of the samples. A general analysis of this technique is conducted for the previously unconsidered setting where samples…

2020-01-25abs ↗pdf ↗

New algorithms reduce complexity for learning in MDPs with entropy regularization.

problem Efficient learning for MDPs with large or continuous state and action spaces.
method Multilevel Monte Carlo (MLMC) algorithms integrating fixed-point iteration and stochastic approximation of the Bellman operator.
result MLMC with unbiased approximation of the Bellman operator achieves polynomial sample complexity.

Groups of homotopy equivalences of graphs help realize compact subgroups.

problem Realizing compact subgroups of homotopy equivalences of graphs.
method Introduced a Polish group topology on the group of proper homotopy equivalences and proved the Nielsen Realization theorem.
result Compact subgroups of homotopy equivalences can be realized by simplicial isomorphisms of graphs.

We show that all non-trivial continuous endomorphisms of the circle group are topologically mixing. We also show that there exists a large infinite class of continuous endomorphisms of any n-dimensional torus group which are topologically mixing. Lastly, we prove that any continuous endomorphism on an abelian polish se…

2016-06-21abs ↗pdf ↗

Study uses deep learning for pairs trading in Polish equities, achieving profits in 2017-2019.

problem Statistical arbitrage in Polish equities market using traditional methods.
method Deep learning (LSTMs) for asset replication, PCA for risk factor analysis, Ornstein Uhlenbeck process for residual modeling.
result Deep learning methods, especially LSTMs, show promise for profitable trading in Polish equities.

Log-periodic oscillations have been used to predict price trends and crashes on financial markets. So far two types of log-periodic oscillations have been associated with the real markets. The first type are oscillations which accompany a rising market and which ends in a crash. The second type oscillations, called "an…

2003-07-14abs ↗pdf ↗

WWe define the notion of a random metric space and prove that with probability one such a space is isometricto the Urysohn universal metric space. The main technique is the study of universal and random distance matrices; we relate the properties of metric (in particulary universal) space to the properties of distance …

2004-02-16abs ↗pdf ↗

We study the inter-stock correlations for the largest companies listed on Warsaw Stock Exchange and included in the WIG20 index. Our results from the correlation matrix analysis indicate that the Polish stock market can be well described by a one factor model. We also show that the stock-stock correlations tend to incr…

2008-03-01abs ↗pdf ↗

Single tree outperforms random forest in testing accuracy.

problem The challenge of improving single decision tree performance.
method Gradient-based entire tree optimization framework, scaled sigmoid approximation, numerical stability algorithm, subtree polish strategy.
result Optimized single tree outperforms classic random forest by 2.03% on average.

We prove that every one-dimensional real Ambrosio-Kirchheim normal current in a Polish (i.e. complete separable metric) space can be naturally represented as an integral of simpler currents associated to Lipschitz curves. As a consequence a representation of every such current with zero boundary (i.e. a cycle) as an in…

2013-03-22abs ↗pdf ↗

A Polish group GG is called a group of quasi-invariance or a QI-group, if there exist a locally compact group XX and a probability measure μμ on XX such that 1) there exists a continuous monomorphism of GG to XX, and 2) for each gXg\in X either gGg\in G and the shift μgμ_g is equivalent to μμ or g∉Gg\not\in G and…

2008-12-09abs ↗pdf ↗

The statistics of return distributions on various time scales constitutes one of the most informative characteristics of the financial dynamics. Here we present a systematic study of such characteristics for the Polish stock market index WIG20 over the period 04.01.1999 - 31.10.2005 for the time lags ranging from one m…

2006-03-09abs ↗pdf ↗

Study on minimal torsion topological generators for mapping class groups of infinite-type surfaces.

problem Minimal topological generating sets of mapping class groups consisting of torsion elements.
method Investigation of minimal topological generating sets for Map(S(n))\mathrm{Map}(S(n)) consisting entirely of torsion elements, with special attention to involutions.
result Minimal topological generating sets for Map(S(n))\mathrm{Map}(S(n)) consisting of torsion elements are found for various nn.

An elementary proof shows submodular functions can be represented as measure suprema.

problem Representing submodular functions as supremum of measures.
method Elementary proof using standard extension theorem of measures.
result Submodular functions can be expressed as supremum of measures.

Non-symmetric rectangular correlation matrices occur in many problems in economics. We test the method of extracting statistically meaningful correlations between input and output variables of large dimensionality and build a toy model for artificially included correlations in large random time series.The results are t…

2010-04-26abs ↗pdf ↗

The paper studies convergence of kernel autocovariance operators for stationary processes.

problem Estimating autocovariance operators of stationary processes on Polish spaces.
method Investigates convergence of empirical estimates of autocovariance operators under various conditions.
result Provides consistency results for kernel PCA and spectral analysis methods.

It is proved that the isometry classes of pointed connected complete Riemannian nn-manifolds form a Polish space, M(n)\mathcal{M}_*^\infty(n), with the topology described by the CC^\infty convergence of manifolds. This space has a canonical partition into sets defined by varying the distinguished point into each manifo…

2014-08-20abs ↗pdf ↗