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.
This handbook translates lead time analysis into R code.
This is a survey paper on Legendrian and transversal knots for Handbook of Knot Theory.
This is a chapter that is to appear in the "Handbook of Knot Theory", edited by William W. Menasco and Morwen B. Thistlethwaite.
This is survey about action of group on Hilbert geometry. It will be a chapter of the "Handbook of Hilbert geometry" edited by G. Besson, M. Troyanov and A. Papadopoulos.
This Chapter, "High-dimensional ABC", is to appear in the forthcoming Handbook of Approximate Bayesian Computation (2018). It details the main ideas and concepts behind extending ABC methods to higher dimensions, with supporting examples and illustrations.
This Chapter, "Overview of Approximate Bayesian Computation", is to appear as the first chapter in the forthcoming Handbook of Approximate Bayesian Computation (2018). It details the main ideas and concepts behind ABC methods with many examples and illustrations.
This is an overview of the area of Stochastic Portfolio Theory, and can be seen as an updated and extended version of the survey paper by Fernholz and Karatzas (Handbook of Numerical Analysis Vol.15:89-167, 2009).
This Chapter, "ABC Samplers", is to appear in the forthcoming Handbook of Approximate Bayesian Computation (2018). It details the main ideas and algorithms used to sample from the ABC approximation to the posterior distribution, including methods based on rejection/importance sampling, MCMC and sequential Monte Carlo.
We solve the problem of pricing and optimal exercise of American call-type options in markets which do not necessarily admit an equivalent local martingale measure. This resolves an open question proposed by Fernholz and Karatzas [Stochastic Portfolio Theory: A Survey, Handbook of Numerical Analysis, 15:89-168, 2009].
In 1978, W. Thurston revolutionized low diemsional topology with his work on hyperbolic 3-manifolds. In this paper, we discuss what is currently known about knots in the 3-sphere with hyperbolic complements. Then focus is on geometric invariants coming out of the hyperbolic structures. This is one of a collection of ar…
This is an introductory text on the more topological aspects of contact geometry, written for the Handbook of Differential Geometry vol. 2. After discussing (and proving) some of the fundamental results of contact topology (neighbourhood theorems, isotopy extension theorems, approximation theorems), I move on to a deta…
This is a commentary on Teichm{ü}ller's paper Unter-suchungen{ü}ber konforme und quasikonforme Abbildungen (Inves-tigations on conformal and quasiconformal mappings) published in 1938. The paper contains fundamental results in conformal geometry , in particular a lemma, known as the Modulsatz, which insures the almost …
Signature kernel handles sequential data with theoretical and practical advantages.
This document is an invited chapter covering the specificities of ABC model choice, intended for the incoming Handbook of ABC by Sisson, Fan, and Beaumont (2017). Beyond exposing the potential pitfalls of ABC based posterior probabilities, the review emphasizes mostly the solution proposed by Pudlo et al. (2016) on the…
This chapter from the upcoming Handbook of Knot Theory (eds. Menasco and Thistlethwaite) shows how to construct hyperbolic structures on link complements and perform hyperbolic Dehn filling. Along with a new elementary exposition of the standard ideas from Thurston's work, the article includes never-before-published ex…
This handbook simplifies Grassmann manifold geometry for matrix-based algorithms.
Herbert Gr{ö}tzsch is the main founder of the theory of quasicon-formal mappings. We review five of his papers, written between 1928 and 1932, that show the progress of his work from conformal to quasiconformal geometry. This will give an idea of his motivation for introducing quasicon-formal mappings, of the problems …
This is survey about the classical knot concordance group, prepared for an upcoming handbook of knot theory. Topics include: the basic definitions of concordance; the theory of algebraic concordance as developed by Levine; the theory of Casson-Gordon invariants; applications of topological surgery as developed by Freed…
We comment on the paper Über Extremalprobleme der konformen Geometrie (On extremal problems in conformal geometry) by Teichmüller, published in 1941. This paper contains ideas on a wide generalization of his previous work on the solution of extremal problems in conformal geometry. The generalization concerns at the sam…
We comment on Teichm{ü}ller 's paper ''Vollst{ä}ndige L{ö}sung einer Extremalaufgabe der quasikonformen Abbildung'' (Complete solution of an ex-tremal problem of the quasiconformal mapping),, published in 1941. In this paper, Teichm{ü}ller gives a proof of the existence of extremal quasiconformal mappings in the case o…
Unified framework for MCMC and machine learning problems.
Nicolas-Auguste Tissot (1824--1897) was a French mathematician and cartographer. He introduced a tool which became known among geographers under the name ``Tissot indicatrix'', and which was widely used during the first half of the twentieth century in cartography. This is a graphical representation of a field of ellip…
This paper has three parts. The first part is a general introduction to rigidity and to rigid actions of mapping class group actions on various spaces. In the second part, we describe in detail four rigidity results that concern actions of mapping class groups on spaces of foliations and of laminations, namely, Thursto…
We provide a commentary on Teichm{ü}ller's paper "Extremale quasikonforme Abbildungen und quadratische Differentiale" (Extremal quasiconformal mappings of closed oriented Riemann surfaces), Abh. Preuss. Akad. Wiss., Math.-Naturw. Kl. 1940, No.22, 1-197 (1940). The paper is quoted in several works, although it was read …
The main subject of the book is an up-to-date and in-depth survey of the theory of normal frames and coordinates in differential geometry. The book can be used as a reference manual, review of the existing results and introduction to some new ideas and developments. In the book can be found practically all existing ess…
The book "Handbook of Finsler geometry" has been included with a CD containing an elegant Maple package, FINSLER, for calculations in Finsler geometry. Using this package, an example concerning a Finsler generalization of Einstein's vacuum field equations was treated. In this example, the calculation of the components …
The type problem is the problem of deciding, for a simply connected Riemann surface, whether it is conformally equivalent to the complex plane or to the unit dic in the complex plane. We report on Teichm{ü}ller's results on the type problem from his two papers Eine Anwendung quasikonformer Abbildungen auf das Typenprob…
There is a striking relationship between a three hundred years old Political Science theorem named "Condorcet's jury theorem" (1785), which states that majorities are more likely to choose correctly when individual votes are often correct and independent, and a modern Machine Learning concept called "Strength of Weak L…
This article, written to appear as a chapter in "The Springer Handbook of Spacetime", is a review of the initial value problem for Einstein's gravitational field theory in general relativity. Designed to be accessible to graduate students who have taken a first course in general relativity, the article first discusses …
Grothendieck's Esquisse d'un programme is often referred to for the ideas it contains on dessins d'enfants, the Teichm{ü}ller tower, and the actions of the absolute Galois group on these objects or their etale fundamental groups. But this program contains several other important ideas. In particular, motivated by surfa…
We review some ideas of Grothendieck and others on actions of the absolute Galois group Γ Q of Q (the automorphism group of the tower of finite extensions of Q), related to the geometry and topology of surfaces (mapping class groups, Teichm{ü}ller spaces and moduli spaces of Riemann surfaces). Grothendieck's motivation…
Unified kernel for prediction markets reduces belief variance forecast error.
Quantum computing offers new solutions for financial optimization, pricing, risk, and security.
In this technical report I present my method for automatic synthetic dataset generation for object detection and demonstrate it on the video game League of Legends. This report furthermore serves as a handbook on how to automatically generate datasets and as an introduction on the dataset generation part of the LeagueA…
This paper explains tax policy for crypto assets in a rapidly evolving tech landscape.
This study tackles XVA model risk and computational effort in derivatives pricing.
In his 1944 paper Veränderliche Riemannsche Flächen , Teichmüller defined a structure of complex manifold on the set of isomorphism classes of marked closed Riemann surfaces of genus g. The complex manifold he obtained is the space called today Teichmüller space. In the same paper, Teichmüller introduced the so-called …