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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.

168,695 papers · 148 categories

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110219329438 · Jun 202019922001200920172026
48 results for Simplified Case

We compare two different bilateral counterparty valuation adjustment (BVA) formulas. The first formula is an approximation and is based on subtracting the two unilateral Credit Valuation Adjustment (CVA)'s formulas as seen from the two different parties in the transaction. This formula is only a simplified representati…

2011-06-17abs ↗pdf ↗

Study on nonorientable 4-manifolds using simplified fibrations and trisections.

problem Classify and understand nonorientable 4-manifolds.
method Use simplified broken Lefschetz fibrations and trisections, topological modifications of singularities, handlebody decompositions, and mapping classes of surfaces.
result Classify low genus simplified broken Lefschetz fibrations on nonorientable 4-manifolds.

The aim of this note is to extend the results in arXiv:1504.02043 to the case of approximate harmonic maps. More precisely, we will proved that the singular strata Sk(u)S^k(u) of an approximate harmonic map are k-rectifiable, and we will show effect bounds on the quantitative strata. In the process we will simplify many o…

2016-11-09abs ↗pdf ↗

Paper studies simplified trisections and their equivalence classes.

problem Understanding right-left equivalence of simplified (2,0)(2, 0)-trisections.
method Analyzes simplified trisection diagrams and upper-triangular handle-slides.
result At least two simplified (2,0)(2, 0)-trisections can be right-left equivalent without being related by automorphisms or handle-slides.

This is a short, elementary survey article about taut submanifolds. In order to simplify the exposition, we restrict to the case of compact smooth submanifolds of Euclidean or spherical spaces. Some new, partial results concerning taut 4-manifolds are discussed at the end of the text.

2006-06-14abs ↗pdf ↗

A simplified, user-friendly repackaging of the curvature estimates implied by the Seiberg-Witten equations is formulated in terms of the convex hull of the set of monopole classes. New results are also obtained concerning boundary cases of the resulting forms of the curvature estimates.

2006-11-15abs ↗pdf ↗

Neural network learns atomic coordinates from Patterson maps in a simplified case.

problem Training a neural network to infer atomic coordinates from Patterson maps.
method Synthetic data training, centering output maps, removing centrosymmetric inversion, and adding empty space.
result The network can generalize to infer atom positions from Patterson maps not in the training set.

Muon optimizer simplifies matrix optimization with spectral orthogonalization.

problem Matrix optimization challenges, especially with large condition numbers.
method Simplified Muon optimizer using spectral orthogonalization of gradients.
result Simplified Muon converges linearly with independent scalar sequences, outperforming gradient descent and Adam.

New integrators for mechanical systems on Lie groups simplify based on group properties.

problem Designing numerical integrators for mechanical systems on Lie groups.
method Leverage retraction maps and Lie group properties to design structure-preserving integrators.
result Simplified design of integrators for Euler-Poincare and Lie-Poisson equations.

Given a finite simplicial complex L and a collection of pairs of spaces indexed by its vertex set, one can define their polyhedral product. We record a simple formula for its Euler characteristic. In special cases the formula simplifies further to one involving the h-polynomial of L.

2011-03-15abs ↗pdf ↗

A simplified trisection is a trisection map on a 4-manifold such that, in its critical value set, there is no double point and cusps only appear in triples on innermost fold circles. We give a necessary and sufficient condition for a 3-tuple of systems of simple closed curves in a surface to be a diagram of a simplifie…

2017-11-08abs ↗pdf ↗

Classifies 3-manifolds from simplified (2,0)-trisections of 4-manifolds.

problem Classifying 3-manifolds from simplified (2,0)-trisections of 4-manifolds.
method Classifies vertical 3-manifolds as preimages of arcs on the plane for simplified (2,0)-trisection maps.
result Each 6-tuple of vertical 3-manifolds determines the source 4-manifold uniquely up to orientation reversing diffeomorphisms.

Shapes of four dimensional spaces can be studied effectively via maps to standard surfaces. We explain, and illustrate by quintessential examples, how to simplify such generic maps on 4-manifolds topologically, in order to derive simple decompositions into much better understood manifold pieces. Our methods not only al…

2017-10-17abs ↗pdf ↗

Recently we introduced T-duality in the study of topological insulators. In this paper, we study the bulk-boundary correspondence for three phenomena in condensed matter physics, namely, the quantum Hall effect, the Chern insulator, and time reversal invariant topological insulators. In all of these cases, we show that…

2015-05-20abs ↗pdf ↗

In a simplified setting, we show how to price invoice non-recourse factoring taking into account not only the credit worthiness of the debtor but also the assignor's one, together with the default correlation between the two. Indeed, the possible default of the assignor might impact the payoff by means of the bankruptc…

2019-07-30abs ↗pdf ↗

This work uncovers the tropical analogue for measured laminations of the convex hull construction of decorated Teichmueller theory, namely, it is a study in coordinates of geometric degeneration to a point of Thurston's boundary for Teichmueller space. This may offer a paradigm for the extension of the basic cell decom…

2011-06-14abs ↗pdf ↗

Simplified proof and new C0C^0 estimate for Kähler-Einstein metrics.

problem Existence of Kähler-Einstein metrics on Calabi-Yau manifolds.
method Alternative C0C^0 a priori estimate for the Monge-Ampère equation.
result Established a new uniform bound for the solution of the Monge-Ampère equation.

In this paper, we propose a Double Thompson Sampling (D-TS) algorithm for dueling bandit problems. As indicated by its name, D-TS selects both the first and the second candidates according to Thompson Sampling. Specifically, D-TS maintains a posterior distribution for the preference matrix, and chooses the pair of arms…

2016-04-25abs ↗pdf ↗

We study the problem of identifying the policy space of a learning agent, having access to a set of demonstrations generated by its optimal policy. We introduce an approach based on statistical testing to identify the set of policy parameters the agent can control, within a larger parametric policy space. After present…

2019-09-09abs ↗pdf ↗

We study the relation between the trading behavior of agents and volatility in toy markets of adaptive inductively rational agents. We show that excess volatility, in such simplified markets, arises as a consequence of {\em i)} the neglect of market impact implicit in price taking behavior and of {\em ii)} excessive re…

2000-04-21abs ↗pdf ↗

Residual Neural Networks (ResNets) achieve state-of-the-art performance in many computer vision problems. Compared to plain networks without residual connections (PlnNets), ResNets train faster, generalize better, and suffer less from the so-called degradation problem. We introduce simplified (but still nonlinear) vers…

2019-05-27abs ↗pdf ↗

Derives adjoint formulas for matrix operations and applies them to specific cases.

problem Computing adjoints for matrix operations and specific matrix types.
method Derives adjoint formulas for matrix operations and applies them to specific cases.
result Closed-form expressions for adjoints in specific matrix types.

In this paper we build a method to optimize Multi-Year Prospective Budgets. First we present a systemic model of Local Community Finances. Then, from two acceptable Multi-Year Prospective Budgets the method implements a Genetic Algorithm to generate a collection of admissible Multi-Year Prospective Budgets among which …

2013-06-12abs ↗pdf ↗