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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.

168,657 papers · 148 categories

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4387130173 · May 202619922001200920172026
48 results for Quadratic Equivalents

Proves transitivity of a specific class of quadratic polynomials.

problem Transitivity of pure Hurwitz classes of post-critically finite quadratic polynomials.
method Uses mapping classes of the sphere with finitely many marked points.
result Establishes transitivity for pure Hurwitz classes of post-critically finite quadratic polynomials.

Study shows certainty equivalent policy minimizes regret in continuous-time systems.

problem Minimizing regret in continuous-time stochastic linear-quadratic systems.
method Theoretical analysis of randomized certainty equivalent policy.
result Establishes square-root of time regret bounds and linear scaling with parameters.

Consider an analytic map of a neighborhood of 0 in a vector space to a Euclidean space. Suppose that this map takes all germs of lines passing through 0 to germs of circles. Such a map is called rounding. We introduce a natural equivalence relation on roundings and prove that any rounding, whose differential at 0 has r…

2002-12-06abs ↗pdf ↗

Gaussian equivalence fails for simple polynomial embeddings in quadratic scaling RF models.

problem Failure of Gaussian equivalence in polynomial feature embeddings under quadratic scaling.
method Introduced Conditional Gaussian Equivalent (CGE) model to capture non-Gaussian behavior.
result Correct asymptotics derived for training and test errors in CGE model.

Chern-Simons and Reshetikhin-Turaev theories are shown equivalent for U(1) gauge group.

problem Equivalence between U(1)U(1) Chern-Simons and Reshetikhin-Turaev TQFTs.
method Proof of natural isomorphism between theories for finite quadratic modules.
result Extended (2+1)(2+1)-dimensional TQFTs are naturally isomorphic.

We study the performance of the certainty equivalent controller on Linear Quadratic (LQ) control problems with unknown transition dynamics. We show that for both the fully and partially observed settings, the sub-optimality gap between the cost incurred by playing the certainty equivalent controller on the true system …

2019-02-21abs ↗pdf ↗

The least absolute shrinkage and selection operator (lasso) and ridge regression produce usually different estimates although input, loss function and parameterization of the penalty are identical. In this paper we look for ridge and lasso models with identical solution set. It turns out, that the lasso model with shri…

2014-01-10abs ↗pdf ↗

The Mean-Variance Criterion is equivalent to Second-order Stochastic Dominance under symmetric Elliptical distributions.

problem Determining the equivalence of Mean-Variance Criterion and Stochastic Dominance Criteria.
method Analyzing under symmetric and Skew-Elliptical distributions using Monte Carlo simulations.
result The Mean-Variance Criterion does not coincide with Second-order Stochastic Dominance for some types of risk-averse investors.

For a given lattice, we establish an equivalence involving a closed zone of the corresponding Voronoi polytope, a lamina hyperplane of the corresponding Delaunay partition and a quadratic form of rank 1 being an extreme ray of the corresponding L-type domain.

2000-04-01abs ↗pdf ↗

Study of eigenvalues in nonlinear kernels for classification of separable data.

problem Understanding the applicability of linear equivalents in nonlinearly separable data classification.
method Analysis of conjugate kernels and their quadratic equivalents for a canonical nonlinearly separable dataset (XOR problem).
result Identification of regimes where nonlinear kernels deviate from linear equivalents, leading to label-aligned eigenspaces.

Every metric symplectic Lie algebra has the structure of a quadratic extension. We give a standard model and describe the equivalence classes on the level of corresponding quadratic cohomology sets. Finally, we give a scheme to classify the isomorphism classes of metric symplectic Lie algebras and give a complete list …

2016-09-12abs ↗pdf ↗

This paper classifies quadratic form parameters over integers and computes their Witt groups.

problem Classifying quadratic form parameters over integers and computing their Witt groups.
method Study of quadratic forms and extended quadratic forms over the integers, defining and comparing different definitions of extended quadratic forms.
result Classification of all quadratic form parameters over the integers and computation of their Witt groups.

2-compatible Lie algebras are quadratic deformations of Lie algebras with specific constraints.

problem Classifying contact Lie algebras using quadratic deformations.
method Defining 2-compatible Lie algebras as quadratic deformations of Lie algebras and studying the constraints on these deformations.
result Any (2p+1)-dimensional contact Lie algebra is isomorphic to a quadratic deformation of the Heisenberg algebra.

Quadratic hedging of option payoffs generates the variance optimal martingale measure. When an option features an exercise policy and its cash flows are hedged according to this approach, it may be tempting to optimize such a policy under this measure. Because the variance optimal martingale measure may not be an equiv…

2020-01-16abs ↗pdf ↗

We introduce O-systems (Definition \ref{DO}) of orthogonal transformations of Rm{\Bbb R}^{m}, and establish 111-1 correspondences both between equivalence classes of Clifford systems and that of O-systems, and between O-systems and orthogonal multiplications of the form $μ:{\Bbb R}^{n} \times {\Bbb R}^{m} \longrightarr…

1995-11-03abs ↗pdf ↗

The paper connects Lie bialgebras, Rota-Baxter Lie algebras, and their properties.

problem Exploring connections between Lie bialgebras and Rota-Baxter Lie algebras.
method Introducing quadratic Rota-Baxter Lie algebras, matched pairs, bialgebras, and Manin triples.
result Established a correspondence between factorizable Lie bialgebras and quadratic Rota-Baxter Lie algebras.

The present paper contains a systematic study of the structure of metric Lie algebras, i.e., finite-dimensional real Lie algebras equipped with a non-degenerate invariant symmetric bilinear form. We show that any metric Lie algebra without simple ideals has the structure of a so called balanced quadratic extension of a…

2003-12-11abs ↗pdf ↗

If an augmented algebra K over Q is filtered by powers of its augmentation ideal I, the associated graded algebra grK need not in general be quadratic: although it is generated in degree 1, its relations may not be generated by homogeneous relations of degree 2. In this paper we give a sufficient criterion (called the …

2011-10-11abs ↗pdf ↗

In the present paper we establish the necessary and sufficient conditions for two ordinary differential equations of the form y"2+A(x,y,y)y"+B(x,y,y)=0y"{}^2+A(x,y,y') y"+B(x,y,y')=0 to be equivalent under the action of the pseudogroup of contact transformations. These conditions are formulated in terms of integrals of some one-dimensional d…

2012-06-04abs ↗pdf ↗

Geodesic flows on Kähler manifolds are quantum integrable when metrics are c-projectively equivalent.

problem Quantum integrability of geodesic flows on Kähler manifolds under c-projective equivalence.
method Construction of Poisson-commuting integrals of motion and their quantum counterparts.
result The geodesic flow's integrals of motion commute as quantum operators, leading to separation of variables in Schrödinger's equation.

Theory is developed for linear-quadratic at infinity generating families for Legendrian knots in R^3. It is shown that the unknot with maximal Thurston--Bennequin invariant of -1 has a unique linear-quadratic at infinity generating family, up to fiber-preserving diffeomorphism and stabilization. From this, invariant ge…

2009-04-17abs ↗pdf ↗

Study on Teichmüller rays' asymptotic behavior and distances.

problem Understanding the asymptotic behavior of Teichmüller rays.
method Explicit formula derivation for limiting Teichmüller distance under specific conditions.
result Two Teichmüller rays are asymptotic if their vertical measured foliations are modularly equivalent and their limit surfaces coincide.

Every symplectic Lie algebra with degenerate (including non-abelian nilpotent symplectic Lie algebras) has the structure of a quadratic extension. We give a standard model and describe the equivalence classes on the level of corresponding quadratic cohomology sets. Finally, we give a scheme to classify the isomorphism …

2016-09-12abs ↗pdf ↗

Proposes a new framework for invariant quadratic P&L predictions in option books.

problem Inconsistent second-order P&L predictions across different factor parameterizations.
method Local, model-agnostic framework using covariant Hessian defined by an affine connection.
result Coordinate-invariant quadratic P&L predictions that match desk targets.

New invariant detects non-homotopy equivalent 4-manifolds.

problem Detecting non-homotopy equivalent 4-manifolds.
method Extending Kreck and Schafer's doubling construction to 2-complexes with finite fundamental group.
result Existence of kk closed smooth 4-manifolds that are stably diffeomorphic but not homotopy equivalent.

We study the asymptotic geometry of Teichmueller geodesic rays. We show that when the transverse measures to the vertical foliations of the quadratic differentials determining two different rays are topologically equivalent, but are not absolutely continuous with respect to each other, then the rays diverge in Teichmue…

2008-03-12abs ↗pdf ↗

New bounds for adaptive control in high dimensions without fixed state space.

problem Adaptive control of linear systems in high or infinite dimensions.
method Novel perturbation bound for certainty equivalence, scaling with prediction error.
result First regret bounds for LQR in infinite dimensional systems, independent of ambient dimension.

New equivalences found between subsampling and ridge regularization methods.

problem Establishing precise structural and risk equivalences between subsampling and ridge regularization.
method Proved structural and risk equivalences between subsample ridge estimators and different ridge regularization levels and subsample aspect ratios.
result Optimally tuned ridge regression exhibits a monotonic prediction risk in the data aspect ratio.

Solves generalized twisted rabbit problems for higher degree polynomials.

problem When a quadratic polynomial is twisted by a cyclic subgroup, what polynomial is equivalent?
method Uses d2d^2-adic expansion instead of 4-adic for higher degree polynomials.
result Provides a solution that depends on the d2d^2-adic expansion of the power of the mapping class element.

Researchers found non-Killing tensor fields on certain symmetric spaces.

problem Understanding Killing tensors on all Riemannian symmetric spaces.
method Constructed explicit examples of quadratic Killing tensors on quaternionic and Cayley projective spaces.
result Quadratic Killing tensors can be non-Killing on some symmetric spaces.

The paper studies new curvature properties in Finsler geometry.

problem Properties of projectively equivalent Finsler metrics and their curvature structures.
method Introducing new characterizations of quadratic curvature properties in Finsler manifolds.
result Novel insights into curvature behavior under generalized projective sprays.

In 1986, Matveev defined the notion of Borromean surgery for closed oriented 3-manifolds and showed that the equivalence relation generated by this move is characterized by the pair (first betti number, linking form up to isomorphism). We explain how this extends for 3-manifolds with spin structure if we replace the li…

2001-04-05abs ↗pdf ↗

Gaussian belief propagation (GaBP) is an iterative algorithm for computing the mean of a multivariate Gaussian distribution, or equivalently, the minimum of a multivariate positive definite quadratic function. Sufficient conditions, such as walk-summability, that guarantee the convergence and correctness of GaBP are kn…

2012-12-02abs ↗pdf ↗

Article explores G2-structures with quadratic conditions, finding new ERP and complete solitons.

problem Investigating closed G2-structures satisfying quadratic conditions.
method Analyzing a second-order PDE system involving parameter λ, producing new examples of ERP and complete solitons.
result First examples of ERP G2-structures, including complete inhomogeneous ERP G2-structure.