arXiv research

Rational neural networks approximate functions more efficiently with less depth.

Paper introduces rational Gaussian wavelets for efficient signal approximation.

The present paper attempts to show an alternative approach with regards to rational Pythagorean-hodograph (PH) curves and especially more natural approach for rational PH helices (i.e. rational helices). It exploits geometric features of rational helices to obtain a simpler construction of these curves and apply this t…

Classifies worst approximable rational numbers using hyperbolic geometry.

Neural networks and rational functions efficiently approximate each other. In more detail, it is shown here that for any ReLU network, there exists a rational function of degree $O(\text{polylog}(1/ε))$ which is $ε$-close, and similarly for any rational function there exists a ReLU network of size $O(\text{polylog}(1/ε…

Extends rough Heston model solution to general λ.

For node level graph encoding, a recent important state-of-art method is the graph convolutional networks (GCN), which nicely integrate local vertex features and graph topology in the spectral domain. However, current studies suffer from several drawbacks: (1) graph CNNs relies on Chebyshev polynomial approximation whi…

Sparse Bayesian learning improves rational approximations for complex-valued models.

New metrics compare rational spectra using optimal transport.

Approximating complex curves with simple parametric curves is widely used in CAGD, CG, and CNC. This paper presents an algorithm to compute a certified approximation to a given parametric space curve with cubic B-spline curves. By certified, we mean that the approximation can approximate the given curve to any given pr…

Two new rational formulae for normal implied volatility are presented.

Study calculates homotopy groups and derivatives for disc diffeomorphisms.

Improved regression analysis using Padé approximants with new residuals and regularization.

We justify and give error estimates for binomial approximations of game (Israeli) options in the Black--Scholes market with Lipschitz continuous path dependent payoffs which are new also for usual American style options. We show also that rational (optimal) exercise times and hedging self-financing portfolios of binomi…

We show that the loop spaces of real projective spaces are topologically approximated by the spaces of rational maps from RP(1) to RP(n). As a byproduct of our constructions we obtain an interpretation of the Kronecker characteristic (degree) of an ornament via particle spaces.

Software finds ideal polyhedra with rational dihedral angles and volume maxima.

Approximate 3D elastic curves with exact constraints

Generalizing Cusick's theorem on the closedness of the classical Lagrange spectrum for the approximation of real numbers by rational ones, we prove that various approximation spectra are closed, using penetration properties of the geodesic flow in cusp neighbourhoods in negatively curved manifolds and a result of Mauco…

The article proves estimates on homotopy and cohomology dimensions in fibrations.

The main result of this paper is a probabilistic proof of the penalty method for approximating the price of an American put in the Black-Scholes market. The method gives a parametrized family of partial differential equations, and by varying the parameter the corresponding solutions converge to the price of an American…

This work improves polynomial approximations for functions with asymmetric behavior.

We present a new numerical method to price vanilla options quickly in time-changed Brownian motion models. The method is based on rational function approximations of the Black-Scholes formula. Detailed numerical results are given for a number of widely used models. In particular, we use the variance-gamma model, the CG…

We present an approach of computing the intersection curve $\mathcal{C}$ of two rational parametric surface $§_1(u,s)$ and $§_2(v,t)$, one being projectable and hence can easily be implicitized. Plugging the parametric surface to the implicit surface yields a plane algebraic curve $G(v,t)=0$. By analyzing the topology …

Study on stable translation lengths of surface homeomorphisms and their approximations.

We give upper and lower bounds on the volume of a tubular neighborhood of the nodal set of an eigenfunction of the Laplacian on a real analytic closed Riemannian manifold M. As an application we consider the question of approximating points on M by nodal sets, and explore analogy with approximation by rational numbers.

The abstract discusses rational approximations for Hitchin representations on surfaces.

Study proposes a new model for joint survival annuity valuation.

Given an $n$-component link $L$ in any 3-manifold $M$, the space $\mathcal{L} \subset (\mathbb{Q}\cup \mkern-1.5mu\{\infty\})^n$ of rational surgery slopes yielding L-spaces is already fully characterized (in joint work by the author) when $n\!=\!1$ and $\mathcal{L}$ is nontrivial. For $n\mkern-2mu>\mkern-3mu1$, howeve…

The paper explores how to evaluate Bayesian approximations in neural networks.

We study the modelling and valuation of surrender and other behavioural options in life insurance and pension. We place ourselves in between the two extremes of completely arbitrary intervention and optimal intervention by the policyholder. We present a method that is based on differential equations and that can be use…

Linear cost method approximates Gaussian Matérn processes with exponentially convergent accuracy.

Efficiently computes matrix square roots and their inverses for large matrices.

Paper formalizes Simon's satisficing through FFSD, proving its equivalence to expected utility theory.

We prove a negative result for the approximation of functions defined on compact subsets of $\mathbb{R}^d$ (where $d \geq 2$) using feedforward neural networks with one hidden layer and arbitrary continuous activation function. In a nutshell, this result claims the existence of target functions that are as difficult to…

We introduce a model of super-exponential financial bubbles with two assets (risky and risk-free), in which rational investors and noise traders co-exist. Rational investors form expectations on the return and risk of a risky asset and maximize their constant relative risk aversion expected utility with respect to thei…

This study presents a method for constructing a sequence of approximate solutions of increasing accuracy to general equilibrium models on nonlocal domains. The method is based on a technique originated from dynamical systems theory. The approximate solutions are constructed employing the Contraction Mapping Theorem and…

The paper constructs new rational homology 3-spheres bounding rational homology 4-balls.

Black-box explanation is the problem of explaining how a machine learning model -- whose internal logic is hidden to the auditor and generally complex -- produces its outcomes. Current approaches for solving this problem include model explanation, outcome explanation as well as model inspection. While these techniques …

Classifies real rational knots and curves in a specific quadric space.

New method for simplifying knots with specific properties.

The study calculates the average genus of rational knots and links.

We note that a rational $3$-tangle diagram is obtained from a combination of four generators. There is an algorithm to distinguish two rational $3$-tangle diagrams up to isotopy. However, there is no perfect classification about rational $3$-tangle diagrams such as the classification of rational $2$-tangle diagrams cor…

Let M be a geometrically finite pinched negatively curved Riemannian manifold with at least one cusp. Inspired by the theory of diophantine approximation of a real (or complex) number by rational ones, we develop a theory of approximation of geodesic lines starting from a given cusp by ones returning to it. We define a…

New rational band moves simplify knot classification.

Classifies surgeries on torus knots and cables that bound rational homology balls.

Jones polynomial coincidences explored for rational knots.

The study examines the asymptotic behavior of cohomology groups of algebraic group subgroups.

We introduce a novel class of credit risk models in which the drift of the survival process of a firm is a linear function of the factors. The prices of defaultable bonds and credit default swaps (CDS) are linear-rational in the factors. The price of a CDS option can be uniformly approximated by polynomials in the fact…