arXiv research

Proposes SCD-split for CP to balance interpretability and efficiency.

Improves multi-objective learning by adapting to local subintervals.

In this paper we propose a new kind of high order numerical scheme for backward stochastic differential equations(BSDEs). Unlike the traditional $θ$-scheme, we reduce truncation errors by taking $θ$ carefully for every subinterval according to the characteristics of integrands. We give error estimates of this nonlinear…

Approach selects variables and time intervals for comparing high-dimensional time-series data.

We investigate the structure of good deal bounds, which are subintervals of a no-arbitrage pricing bound, for financial market models with convex constraints as an extension of Arai and Fukasawa (2014). The upper and lower bounds of a good deal bound are naturally described by a convex risk measure. We call such a risk…

In this paper we study half-geodesics, those closed geodesics that minimize on any subinterval of length $l(γ)/2$. For each nonnegative integer $n$, we construct Riemannian manifolds diffeomorphic to $S^2$ admitting exactly $n$ half-geodesics. Additionally, we construct a sequence of Riemannian manifolds, each of which…

In this paper we study 1/k geodesics, those closed geodesics that minimize on all subintervals of length $L/k$, where $L$ is the length of the geodesic. We develop new techniques to study the minimizing properties of these curves on doubled polygons, and demonstrate a sequence of doubled polygons whose closed geodesics…

In this paper we study 1/k-geodesics, those closed geodesics that minimize on any subinterval of length $L/k$, where $L$ is the length of the geodesic. We investigate the existence and behavior of these curves on doubled polygons and show that every doubled regular $n$-gon admits a $1/2n$-geodesic. For the doubled regu…

In this article, we study the problem of pricing defaultable bond with discrete default intensity and barrier under constant risk free short rate using higher order binary options and their integrals. In our credit risk model, the risk free short rate is a constant and the default event occurs in an expected manner whe…

We study the set of marginal utility-based prices of a financial derivative in the case where the investor has a non-replicable random endowment. We provide an example showing that even in the simplest of settings - such as Samuelson's geometric Brownian motion model - the interval of marginal utility-based prices can …

Unified framework detects change-points and estimates parameters in nonlinear systems with regime switching.

We analyze the structure of the \emph{frequency space} $Q(F)$ of a nonabelian free group $F=F(a_1,...,a_k)$ consisting of all shift-invariant Borel probability measures on $\partial F$ and construct a natural action of $Out(F)$ on $Q(F)$. In particular we prove that for any outer automorphism $φ$ of $F$ the \emph{conju…

In this paper we study 1/k-geodesics, those closed geodesics that minimize on any subinterval of length $l(γ)/k$. We employ energy methods to provide a relationship between the 1/k-geodesics and what we define as the balanced points of the uniform energy. We show that classes of balanced points of the uniform energy pe…

We study the pricing problem for corporate defaultable bond from the viewpoint of the investors outside the firm that could not exactly know about the information of the firm. We consider the problem for pricing of corporate defaultable bond in the case when the firm value is only declared in some fixed discrete time a…

We study convex risk measures describing the upper and lower bounds of a good deal bound, which is a subinterval of a no-arbitrage pricing bound. We call such a convex risk measure a good deal valuation and give a set of equivalent conditions for its existence in terms of market. A good deal valuation is characterized …

Let $u$ be a positive solution of the ultraparabolic equation \begin{equation*} \partial_t u=\sum_{i=1}^n \partial_{x_i}^2 u+\sum_{i=1}^k x_i\partial_{x_{n+i}}u \hspace{8mm} \mbox{on} \hspace{4mm} \mathbb{R}^{n+k}\times (0,T), \end{equation*} where $1\leq k\leq n$ and $0<T \leq +\infty$. Assume that $u$ and its derivat…

The paper analyzes discrete approximations to minimize curve length in Euclidean space.

The paper extends sequences while preserving statistical properties using a mixture model.

In this article, we consider a 2 factors-model for pricing defaultable bond with discrete default intensity and barrier where the 2 factors are stochastic risk free short rate process and firm value process. We assume that the default event occurs in an expected manner when the firm value reaches a given default barrie…

RandNet-Parareal uses neural networks to speed up time-parallel PDE solving.

The paper proves conditions under which certain geometric structures are rigid.

Paper improves deep learning for solving evolutionary equations with trainable hard constraints.

A new method optimizes knot selection for spline dimensional decomposition in stochastic dynamic analysis.

The study identifies obstructions to global visibility of singularities in spacetimes.

Study heat flow on collapsing K3 surfaces, handling conic singularities.