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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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48 results for Semi-infinite duality

Develops exact convex optimization formulations for neural networks.

problem Training two-layer neural networks with rectified linear units.
method Uses semi-infinite duality and minimum norm regularization to develop exact convex optimization formulations.
result Shows equivalence of ReLU networks trained with weight decay to block 1\ell_1 penalized convex models.

Polynomial-time convex optimization for CNNs with ReLU activations.

problem Training Convolutional Neural Networks (CNNs) with ReLU activations.
method Developed a convex analytic framework using semi-infinite duality to formulate equivalent convex optimization problems for CNN architectures.
result Proved that two-layer CNNs can be globally optimized via an 2\ell_2 norm regularized convex program.

Notes on Morse Homology, focusing on gradient flow lines and semi-infinite dimensional cases.

problem Exploring Morse Homology and its applications in semi-infinite dimensional spaces.
method Presentation of concepts in finite dimensional Morse Homology, with an eye towards generalization to semi-infinite dimensions.
result Intuition for Floer homology through finite dimensional Morse Homology concepts.

Develops new reinforcement learning methods for complex constrained decision-making problems.

problem Complex constrained decision-making problems with a continuum of constraints.
method Proposes semi-infinitely constrained Markov decision processes (SICMDPs) and two reinforcement learning algorithms: SI-CRL and SI-CPO.
result Demonstrates the effectiveness of SI-CRL and SI-CPO in solving complex sequential decision-making tasks.

Paper optimizes financial trading strategies under uncertain market conditions.

problem Guaranteeing robust positive expected profits in financial systems.
method Transformed semi-infinite constraints into structured policies and proposed a novel graphical approach.
result Demonstrated superior risk-adjusted returns and downside risk compared to conventional strategies.

We define a limiting slN\mathfrak{sl}_N Khovanov-Rozansky homology for semi-infinite positive multi-colored braids, and we show that this limiting homology categorifies a highest-weight projector for a large class of such braids. This effectively completes the extension of Cautis' similar result for infinite twist braid…

2019-04-19abs ↗pdf ↗

The paper develops bounds for multi-asset derivatives using option prices.

problem Computing model-free upper and lower bounds for multi-asset derivatives.
method Develops a fundamental theorem of asset pricing and superhedging duality, recasting the problem into a linear semi-infinite optimization problem and providing algorithms for exact computation.
result Provides ε\varepsilon-optimal upper and lower bounds for multi-asset derivatives, characterizing optimal pricing measures.

We introduce a framework, twisted parametrized stable homotopy theory, for describing semi-infinite homotopy types. A twisted parametrized spectrum is a section of a bundle whose fibre is the category of spectra. We define these bundles in terms of modules over a stack of parametrized spectra and in terms of diagrams o…

2005-08-03abs ↗pdf ↗

Neural networks can find financial arbitrage opportunities without needing market models.

problem Finding arbitrage opportunities in financial markets without using market models.
method Used neural networks to solve convex semi-infinite programs and detect arbitrage opportunities.
result Neural networks can detect model-free static arbitrage strategies in financial markets.

This paper tackles robust control of noisy systems with uncertain distributions.

problem Optimal control of sampled-data stochastic systems with multiplicative noise and distributional ambiguity.
method Develops a convex relaxation to handle the ``concave-max'' geometry and derives a probabilistic performance guarantee.
result Derives an explicit, non-asymptotic bound on the duality gap and proves robust viability conditions.

The paper identifies the best treatment to maximize NDPO, a key outcome in causal mediation analysis.

problem Identifying the treatment that maximizes the expected natural direct potential outcome (NDPO) in causal mediation analysis.
method Developed a fixed-confidence best-arm identification (BAI) algorithm based on the Track-and-Stop (TaS) framework, using a cutting-set method to solve a semi-infinite optimization problem.
result The proposed algorithm achieves sample-efficient identification with a high-probability correctness guarantee and asymptotic optimality.

This paper studies Brownian motion and heat kernel measure on a class of infinite dimensional Lie groups. We prove a Cameron-Martin type quasi-invariance theorem for the heat kernel measure and give estimates on the LpL^p norms of the Radon-Nikodym derivatives. We also prove that a logarithmic Sobolev inequality holds …

2009-02-14abs ↗pdf ↗

Rabinowitz Floer homology is the semi-infinite dimensional Morse homology associated to the Rabinowitz action functional used in the pioneering work of Rabinowitz. Gradient flow lines are solutions of a vortex-like equation. In this survey article we describe the construction of Rabinowitz Floer homology and its applic…

2010-01-24abs ↗pdf ↗

Neural networks solve copositive programs, revealing insights into training problems.

problem Training two-layer vector-output ReLU neural networks.
method Convex analysis and copositive programming.
result Neural networks solve copositive programs, providing insights into training problems.

Using nonlinear pde techniques, we construct a new family of globally smooth tt* structures. This includes tt* structures associated to the (orbifold) quantum cohomology of a finite number of complex projective spaces and weighted projective spaces. The existence of such "magical solutions" of the tt* equations, namely…

2010-10-10abs ↗pdf ↗

We explore the robust replication of forward-start straddles given quoted (Call and Put options) market data. One approach to this problem classically follows semi-infinite linear programming arguments, and we propose a discretisation scheme to reduce its dimensionality and hence its complexity. Alternatively, one can …

2016-03-21abs ↗pdf ↗

Convex optimization refines neural network training, improving model performance and reducing hyperparameter sensitivity.

problem Training deep neural networks using non-convex optimization methods often leads to suboptimal solutions and requires extensive tuning.
method Formulate neural network training as convex programs with regularization terms, leveraging sparse recovery models and semi-infinite programming theory.
result Convex models can achieve global optima and outperform traditional non-convex methods, with improved robustness to hyperparameters.

Verma Howe duality connects tensor products of Verma modules to LKB representations.

problem Understanding the relationship between tensor products of Verma modules and LKB representations.
method Established a quantized version of Verma Howe duality and used it to prove the simplicity of LKB representations.
result LKB representations arise from the quantized Verma Howe duality and are shown to be simple modules.

Cohomological and homological spectral sequences are shown to be isomorphic.

problem Cohomological and homological Atiyah-Hirzebruch spectral sequences are not always isomorphic.
method Spanier-Whitehead duality is used to establish an isomorphism between the two spectral sequences.
result Cohomological and homological Atiyah-Hirzebruch spectral sequences are isomorphic for finite spectra.

Study geodesic trees and exceptional directions in FPP on hyperbolic groups.

problem Understanding the geometry and uniqueness of geodesics in FPP on hyperbolic groups.
method Analyzing random geodesic trees and exceptional directions in the context of FPP on hyperbolic groups.
result The set of exceptional directions has strictly smaller Hausdorff dimension than the boundary, and hence has measure zero.

This is an introduction to the subject of the differential topology of the space of smooth loops in a finite dimensional manifold. It began as the background notes to a series of seminars given at NTNU and subsequently at Sheffield. I am posting them in the hope that they will be useful to people wishing to know a litt…

2005-10-05abs ↗pdf ↗

We give the definition of a duality that is applicable to arbitrary kk-forms. The operator that defines the duality depends on a fixed form ΩΩ. Our definition extends in a very natural way the Hodge duality of nn-forms in 2n2n dimensional spaces and the generalized duality of two-forms. We discuss the properties of …

2011-09-05abs ↗pdf ↗

Geometric duality connects graph isomorphism and knot equivalence.

problem Understanding the equivalence of graph isomorphism and knot equivalence.
method Observation of geometric duality in planar graphs and links.
result The equivalence relation defined by isomorphisms of checkerboard graphs is the same as 2-isomorphisms of checkerboard graphs.

This dissertation explores T-duality between hyperkähler structures and branes on algebraic integrable systems.

problem Investigates T-duality between hyperkähler structures and branes on algebraic integrable systems.
method Uses techniques of generalized geometry and Fourier-Mukai transform to show T-duality between semi-flat hyperkähler structures and generalized branes.
result Shows T-duality between semi-flat hyperkähler structures and generalized branes on algebraic integrable systems.

Study on moduli spaces of Seiberg-Witten equations on manifolds with boundary.

problem Analyzing moduli spaces of Seiberg-Witten equations on manifolds with boundary.
method General regularity theorem, strong unique continuation principle, and gluing theorem for Dirac operators; smoothness of restriction map.
result Proves moduli spaces are Hilbert manifolds and have semi-infinite-dimensionality properties.

We study generalized complex structures and TT-duality (in the sense of Bouwknegt, Evslin, Hannabuss and Mathai) on Lie algebras and construct the corresponding Cavalcanti and Gualtieri map. Such a construction is called "Infinitesimal TT-duality". As an application we deal with the problem of finding symplectic stru…

2017-03-22abs ↗pdf ↗

The paper establishes a duality between non-compact and compact symmetric pairs.

problem Understanding the relationship between non-compact and compact symmetric pairs.
method Developed a duality theorem between non-compact pseudo-Riemannian semisimple symmetric pairs and commutative compact semisimple symmetric triads.
result Explicit description of a one-to-one correspondence between non-compact and compact symmetric pairs.

We find the T-duality transformation rules for 2-dimensional (2,1) supersymmetric sigma-models in (2,1) superspace. Our results clarify certain aspects of the (2,1) sigma model geometry relevant to the discussion of T-duality. The complexified duality transformations we find are equivalent to the usual Buscher duality …

2019-01-03abs ↗pdf ↗

We study discrete group actions on coarse Poincare duality spaces, e.g. acyclic simplicial complexes which admit free cocompact group actions by Poincare duality groups. When G is an (n-1) dimensional duality group and X is a coarse Poincare duality space of formal dimension n, then a free simplicial action of G on X d…

1999-11-02abs ↗pdf ↗

The paper shows plentiful non-homotopy finite Poincaré duality spaces.

problem The existence of non-homotopy finite Poincaré duality spaces.
method Constructing a finitely dominated Poincaré space with a non-trivial 2-divisible element in the reduced Grothendieck group.
result The existence of finitely dominated Poincaré spaces that are not homotopy finite.