arXiv research

Classifies shapes of yield curves in the Svensson family.

Genetic Algorithm improves Nelson-Siegel-Svensson model calibration for interest rates.

The paper classifies natural almost Hermitian structures on Lie groups with minimal conformal leaves.

We orthogonalize the NSS model to condition and diagnose its ill-conditioned parameters.

This study models Burundi's bond market yield curve using Nelson-Siegel and Svensson models.

Walczak formula is a very nice tool for understanding the geometry of a Riemannian manifold equipped with two orthogonal complementary distributions. Svensson [7] has shown that this formula simplifies to a Bochner type formula when we are dealing with Kähler manifolds and holomorphic (integrable) distributions. Here, …

In this paper we calibrate chaotic models for interest rates to market data using a polynomial-exponential parametrization for the chaos coefficients. We identify a subclass of one-variable models that allow us to introduce complexity from higher order chaos in a controlled way while retaining considerable analytic tra…

Metaheuristics improve yield curve estimation for Costa Rica.

Neural network model improves robustness of mortgage bond yield curve estimation.

The paper introduces explainable $k$-means with axis-parallel hyperplanes for $d$-dimensional data.

There is by now a large consensus in modern monetary policy. This consensus has been built upon a dynamic general equilibrium model of optimal monetary policy as developed by, e.g., Goodfriend and King (1997), Clarida et al. (1999), Svensson (1999) and Woodford (2003). In this paper we extend the standard optimal monet…

Constructs families of Toeplitz operators for symplectic fibrations.

In the paper we formulate and derive the family blowup formula of family Seiberg-Witten invariants. The formula has been used in the enumerative application of counting singular curves on algebraic surfaces. We first give a topological derivation of the formula by using family index theorem. Then we define the algebrai…

Proves an equivariant version of index theorem for geometric families.

Squared families are a new model class derived from linear transformations, offering convenient properties and universal approximation.

Smooth families of biholomorphisms between strongly pseudoconvex domains are shown to be smooth.

Computes Seiberg-Witten invariants for Kähler families of 4-manifolds.

We investigate families of Legendrian submanifolds of 1-jet spaces by developing and applying a theory of families of generating family homologies. This theory allows us to detect an infinite family of loops of Legendrian n-spheres embedded in the standard contact (2n+1)-space (for n>1) that are contractible in the smo…

Study families of flat connections with nilpotent Higgs fields, showing similar monodromy to regular Higgs bundles.

Tangential families are 1-parameter families of rays emanating tangentially from smooth curves. We classify tangential family germs up to Left-Right equivalence: we prove that there are two infinite series and four sporadic simple singularities of tangential family germs (in addition to two stable singularities). We gi…

Study families of Morse functions for manifolds with boundary.

We consider the local analytic behavior for a family of holomorphic differentials on a family of degenerating annuli. Three results and discussion are presented. The first is the normal families Lemma 1. The second is an isomorphism of sheaves, formula (3), giving a direct description of families of regular $k$-differe…

Extends width estimates to family case using index theory.

Consider two families of closed oriented curves in a d-manifold. At each point of intersecction of a curve of one family with a curve of the other family, form a new closed curve by going around the first curve and then going around the second. Typically, an i-dimensional family and a j-dimensional family will produce …

Paper introduces kernel deformed exponential families for sparse continuous attention.

We show how the families Seiberg-Witten invariants of a family of smooth $4$-manifolds can be recovered from the families Bauer-Furuta invariant via a cohomological formula. We use this formula to deduce several properties of the families Seiberg-Witten invariants. We give a formula for the Steenrod squares of the fami…

After defining reduced minimum braid word and criteria for a braid family representative, different braid family representatives are derived, and a correspondence between them and families of knots and links given in Conway notation is established.

Study algebraic relations of Vassiliev invariants for families of knots.

Constructs non-abelian G2-instantons on ALC members of B7 family.

The paper introduces structured variational families to improve scalability in black-box variational inference.

Proves conditions for generating families on Lagrangian cobordisms.

In this paper, we study the analogue of the Shafarevich conjecture for polarized Calabi-Yau varieties. We use variations of Hodge structures and Higgs bundles to establish a criterion for the {\it rigidity} of families. We then apply the criterion to obtain that some important and typical families of Calabi-Yau varieti…

Exponential family distributions are highly useful in machine learning since their calculation can be performed efficiently through natural parameters. The exponential family has recently been extended to the t-exponential family, which contains Student-t distributions as family members and thus allows us to handle noi…

New families of embeddings in 4-manifolds, topologically trivial but smoothly non-trivial.

In this paper, we first prove a local family version of the Atiyah-Bott-Segal-Singer Lefschetz fixed point formula, then we extend the famous Witten's rigidity Theorems to the family case. Several family vanishing theorems for elliptic genera are also proved.

The classical H surfaces of H. A. Schwarz form a 1-parameter family of triply periodic minimal surfaces (TPMS) that are usually described as close relatives to his more famous P surface. However, a crucial distinction between these surfaces is that the P surface belongs to a 5-dimensional smooth family of embedded TPMS…

It is well-known that in any codimension a simply connected Euclidean minimal surface has an associated one-parameter family of minimal isometric deformations. In this paper, we show that this is just a special case of the associated family to any simply connected elliptic surface for which all curvature ellipses of a …

Study circle families' envelopes and related curves.

Geometric equation defines canonical metrics on vector bundle families.

In LM, we proved a family version of the famous Witten rigidity theorems and several family vanishing theorems for elliptic genera. In this paper, we gerenalize our theorems LM in two directions. First we establish a family rigidity theorem for the Dirac operator on loop space twisted by general positive energy loop gr…

Survey of gauge theory for families of 4-manifolds.

The paper shows conflict graphs of Petersen family graphs are mostly unbalanced.

We study the problem of recovering the subspace spanned by the first $k$ principal components of $d$-dimensional data under the streaming setting, with a memory bound of $O(kd)$. Two families of algorithms are known for this problem. The first family is based on the framework of stochastic gradient descent. Nevertheles…

We use bifurcation theory to determine the existence of infinitely many new examples of triply periodic minimal surfaces in $\mathbb R^3$. These new examples form branches issuing from the H-family, the rPD-family, the tP-family, and the tD-family, that converge to some degenerate embedding of the families. As to nonde…

The study explores generalized divergences and exponential families with a focus on sufficient conditions and laws of large numbers.

Solves four problems related to circle families in the plane.

In this paper, we give proofs of the family index formula and the equivariant family index formula by the Greiner's approach to heat kernel asymptotics. We compute equivariant family JLO characters. We also define the equivariant eta form and give a proof of its regularity.

An analytic index is defined for a family of cusp pseudodifferential operators, $P_b,$ on a fibration with fibres which are compact manifolds with boundaries, provided the family is elliptic and has invertible indicial family at the boundary. In fact there is always a perturbation $Q_b$ by a family of cusp operators of…