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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.

168,742 papers · 148 categories

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57114171228 · Jun 202619922001200920172026
48 results for QP manifolds

Unified description of p-brane QP-manifolds connects two recent tensor hierarchy descriptions.

problem Connecting two recent tensor hierarchy descriptions of p-brane QP-manifolds.
method Presented a duality-covariant version of p-brane QP-manifolds based on a specific QP-manifold construction.
result Solutions to constraints correspond to 1/2-BPS p-branes, suggesting a new incarnation of a brane scan.

Defines formal exponentials for graded manifolds and linearizes QP-manifolds.

problem Formal exponentials and linearizations of QP-manifolds.
method Definition of formal exponential maps, Grothendieck connections, and connections on tangent bundles.
result Linearizes QP-manifolds at points, giving formal tangent spaces LL_\infty-algebra structures.

Constructs brane current algebras from QP-manifolds, generalizing string currents.

problem Constructing brane current algebras from QP-manifolds.
method Using Poisson algebra and QP-manifolds (symplectic LL_\infty-algebroids), the paper derives a universal geometric form for Poisson brackets of brane currents.
result Derives a universal expression for 't Hooft anomaly in the presence of fluxes.

Generalized current algebras introduced by Alekseev and Strobl in two dimensions are reconstructed by a graded manifold and a graded Poisson brackets. We generalize their current algebras to higher dimensions. QP manifolds provide the unified structures of current algebras in any dimension. Current algebras give rise t…

2011-08-02abs ↗pdf ↗

Efficiently solves heterogeneous QPs by reducing variables using instance-specific projections.

problem Solving high-dimensional quadratic programming problems efficiently.
method Data-driven framework with a graph neural network generating projections tailored to each QP instance.
result Produces high-quality solutions with reduced computation time, outperforming existing methods.

A rational projective plane (QP2\mathbb{QP}^2) is a simply connected, smooth, closed manifold MM such that H(M;Q)Q[α]/α3H^*(M;\mathbb{Q}) \cong \mathbb{Q}[α]/\langle α^3 \rangle. An open problem is to classify the dimensions at which such a manifold exists. The Barge-Sullivan rational surgery realization theorem provides necessar…

2017-02-25abs ↗pdf ↗

In this paper, we give the notion of a CLWX 2-algebroid and show that a QP-structure of degree 3 gives rise to a CLWX 2-algebroid. This is the higher analogue of the result that a QP-structure of degree 2 gives rise to a Courant algebroid. A CLWX 2-algebroid can also be viewed as a categorified Courant algebroid. We sh…

2016-01-26abs ↗pdf ↗

We define \textit{graded manifolds} as a version of supermanifolds endowed with an additional Z\mathbb Z-grading in the structure sheaf, called \textit{weight} (not linked with parity). Examples are ordinary supermanifolds, vector bundles over supermanifolds, double vector bundles, iterated constructions like TTMTTM, e…

2001-05-29abs ↗pdf ↗

QP improves Gaussian process inference by minimizing Wasserstein distance.

problem Approximate inference in Gaussian processes using KL divergence is inadequate.
method Quantile Propagation (QP) minimizes Wasserstein distance instead of KL divergence.
result QP outperforms EP and variational Bayes in classification and Poisson regression.

Tail-Safe hedging uses reinforcement learning with a safety layer to manage financial risks.

problem Managing financial risks in derivatives trading with robustness and explainability.
method Combines distributional reinforcement learning with a CBF-QP safety layer to enforce financial constraints.
result Improves risk management without degrading central performance and avoids hard constraint violations.

Data-driven optimization improves mean-variance portfolios by penalizing norms.

problem Estimation error in mean-variance optimization.
method Augment MVO with norm penalties, use neural networks for optimization, and compute derivatives implicitly.
result Data-driven optimization reduces portfolio risk compared to standard MVO.

Neural network discovers exact solutions to QP with linear constraints.

problem Discovering exact solutions to Quadratic Programs (QP) with linear constraints using neural networks.
method Proposes a neural network modeling approach that analytically derives model parameters from problem coefficients, ensuring closed-form solutions without training.
result The closed-form NN model produces exact solutions for every critical region of the QP solution function, outperforming DNNs and commercial solvers in terms of optimality and feasibility.

MAP inference for general energy functions remains a challenging problem. While most efforts are channeled towards improving the linear programming (LP) based relaxation, this work is motivated by the quadratic programming (QP) relaxation. We propose a novel MAP relaxation that penalizes the Kullback-Leibler divergence…

2012-06-18abs ↗pdf ↗

Consider a Riemannian manifold in dimension n3n\geq 3 with strictly convex boundary. We prove the local invertibility, up to potential fields, of the geodesic ray transform on tensor fields of rank four near a boundary point. This problem is closely related with elastic \textit{qP}-wave tomography. Under the condition …

2018-10-25abs ↗pdf ↗

Develops a new fuzzy model using QPs and ewl2 regularization to improve local region behavior.

problem Inability of constant and linear functions to accurately describe local regions in fuzzy models.
method Applied Fuzzy C-Means for structure identification, used QPs as consequents, introduced ewl2 regularization.
result Improved model's ability to describe local regions without overfitting.

New method uses neural nets to control systems safely with disturbances.

problem Designing safe control laws for systems with disturbances.
method Imitation learning to train neural network controllers that satisfy CBF constraints.
result Demonstrated on a unicycle model with external disturbances.

Simplified approach to portfolio risk management and hedging in practice.

problem Challenges in applying academic portfolio risk management and hedging in real-world business settings.
method A straightforward approach using convex optimization and quadratic programming.
result Demonstrates how to solve portfolio risk management and hedging problems with CVXOPT.

The paper prices a new life insurance policy for couples, considering various contingent benefits.

problem Valuation of life insurance policies for dependent coupled lives.
method Employed the QPQP-rule combining real-world and risk-neutral measures for pricing.
result Explicit pricing expressions for the new insurance policy were derived and analyzed.

Partial label learning deals with the problem where each training instance is assigned a set of candidate labels, only one of which is correct. This paper provides the first attempt to leverage the idea of self-training for dealing with partially labeled examples. Specifically, we propose a unified formulation with pro…

2019-02-08abs ↗pdf ↗

Paper tackles multivariate shape-constrained convex regression problems.

problem Fitting a convex function to data with component-wise monotonicity and uniform Lipschitz continuity.
method Least squares estimator via solving a constrained convex quadratic programming problem. Efficient algorithms designed: sGS-ADMM and pALM.
result Both proposed algorithms outperform state-of-the-art methods in numerical experiments.

Given a compact orientable surface with finitely many punctures ΣΣ, let $\Cal S(Σ)$ be the set of isotopy classes of essential unoriented simple closed curves in ΣΣ. We determine a complete set of relations for a function from $\Cal S(Σ)$ to R\bold R to be the geodesic length function of a hyperbolic metric with geo…

1998-01-07abs ↗pdf ↗

Algorithm learns two-layer residual units using ReLU activations from samples.

problem Learning two-layer residual units from samples.
method Design layer-wise objectives as functionals, formulate ERM as QP, solve using LP, prove statistical consistency.
result Strong statistical consistency and robustness of the algorithm.

In this paper we show that in anisotropic elasticity, in the particular case of transversely isotropic media, under appropriate convexity conditions, knowledge of the qSH wave travel times determines the tilt of the axis of isotropy as well as some of the elastic material parameters, and the knowledge of qP and qSV tra…

2019-02-25abs ↗pdf ↗

We present a new analysis of the problem of learning with drifting distributions in the batch setting using the notion of discrepancy. We prove learning bounds based on the Rademacher complexity of the hypothesis set and the discrepancy of distributions both for a drifting PAC scenario and a tracking scenario. Our boun…

2012-05-19abs ↗pdf ↗

The paper explores how ReLU DNNs can represent MPC policies and vice versa.

problem Representing MPC policies as ReLU DNNs and vice versa.
method Developed an approximate method for identifying input-space in ReLU nets resulting in PWA functions over polyhedral regions. Studied inverse multiparametric linear or quadratic programs for reconstruction of constraints and cost functions given a PWA function.
result Identification and representation of MPC policies as ReLU DNNs and vice versa.
SpicyMKLstat.ML

We propose a new optimization algorithm for Multiple Kernel Learning (MKL) called SpicyMKL, which is applicable to general convex loss functions and general types of regularization. The proposed SpicyMKL iteratively solves smooth minimization problems. Thus, there is no need of solving SVM, LP, or QP internally. SpicyM…

2009-09-28abs ↗pdf ↗

ARGEN method improves variable selection and regularization in high-dimensional sparse models.

problem Constrained variable selection and regularization in high-dimensional sparse linear models.
method ARGEN penalty method, variable selection and regularization.
result ARGEN method has variable selection and estimation consistency under certain conditions.

Unified framework for fast large-scale portfolio optimization.

problem Efficient portfolio optimization for large-scale financial data.
method Incorporates shrinkage and regularization techniques, addressing multiple objectives.
result AP-Trees and PCA-based factor models consistently outperform other approaches in out-of-sample portfolio performance.

We develop the idea of using Monte Carlo sampling of random portfolios to solve portfolio investment problems. In this first paper we explore the need for more general optimization tools, and consider the means by which constrained random portfolios may be generated. A practical scheme for the long-only fully-invested …

2010-08-22abs ↗pdf ↗

A new framework for SPX and VIX hedging that combines AI and market dynamics.

problem Jointly hedging SPX and VIX exposures under transaction costs and regime shifts.
method Integrates an SSVI-based implied-volatility surface and a Cboe-compliant VIX computation with a control layer that enforces safety as constraints.
result Reduces expected shortfall while suppressing nuisance turnover in a reproducible synthetic environment.

In 1972, K. Kenmotsu studied a class of almost contact Riemannian manifolds. Later, such a manifold was called a Kenmotsu manifold. This paper, we studied Kenmotsu manifolds with (2n+s)(2n+s)-dimensional ss-contact metric manifold and this manifold, we have called generalized Kenmotsu manifolds. Necessary and sufficient c…

2014-06-04abs ↗pdf ↗

Study on a new type of manifolds that generalize almost C-manifolds.

problem Understanding weak nearly C-manifolds and their properties.
method Analyzing conditions for local Riemannian product structures and characterizing specific dimensions.
result Conditions for a weak nearly C-manifold to become locally a Riemannian product and characterization of specific dimensions.