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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.

169,341 papers · 148 categories

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9192837 · May 202619922001200920182026
48 results for TYZ expansion

The main goal of the paper is to address the issue of the existence of Kempf's distortion function and the Tian-Yau-Zelditch (TYZ) asymptotic expansion for the Kepler manifold - an important example of non compact manfold. Motivated by the recent results for compact manifolds we construct Kempf's distortion function an…

2007-05-15abs ↗pdf ↗

The paper studies partition functions of point processes on Kähler manifolds, generalizing geometric functionals and relating to QHE.

problem Analyzing partition functions of determinantal point processes on Kähler manifolds.
method Using geometric functionals and TYZ expansion coefficients of the Bergman kernel.
result The coefficients of the partition function expansion are geometric functionals on Kähler metrics.

The paper derives expansions for Green's operators and resolvents using Hadamard methods.

problem Analyzing normally hyperbolic operators and their Green's functions.
method Hadamard expansions for powers of Green's operators and resolvents.
result Derives expansions involving Hadamard coefficients for advanced/retarded Green's operators.

Analytic torsion expansions for symmetric and complex homogeneous spaces.

problem Calculating the full asymptotic expansion of analytic torsion for various spaces.
method Explicit calculation and comparison with existing results.
result Explicit full asymptotic expansions for symmetric and complex homogeneous spaces.

A new hypergraph expansion method treats vertices and hyperedges equally, improving node classification.

problem Information loss in hypergraph expansions on either vertex or hyperedge level.
method Proposes a new hypergraph formulation named line expansion (LE) that treats vertices and hyperedges symmetrically.
result The proposed line expansion method outperforms state-of-the-art baselines on five hypergraph datasets.

Sequence learning improves query expansion in information retrieval.

problem Improving query expansion in information retrieval systems.
method Used sequence to sequence algorithms to extract keywords from sentence embeddings and trained a neural network on open datasets.
result Sequence to sequence models can capture complex query expansion relations in word embeddings.

The paper calculates asymptotic expansions for specific types of oscillatory integrals.

problem Analyzing oscillatory integrals with complex phase functions.
method Using asymptotic expansions of simpler phase functions to derive results for more complex cases.
result Explicit computation of coefficients in asymptotic expansions for certain integrals.

The paper provides estimates for flows on Riemannian manifolds using truncated expansions.

problem Quantifying the relationship between flows on Riemannian manifolds and their truncated logarithms.
method Using truncated versions of the Magnus and Baker-Cambel-Hausdorff-Dynkin expansions.
result Quantitative estimates between flows and their truncated logarithms.

This work explores functional expansions to handle path dependence in various fields.

problem Path dependence and infinite-dimensional problems in non-Markovian systems.
method Generalizes Wiener series and functional Taylor expansion to handle static and dynamic functionals.
result Elegant separation of functionals from future trajectories in dynamic cases.

In the planar limit of the 't Hooft expansion, the Wilson-loop average in 3d Chern-Simons theory (i.e. the HOMFLY polynomial) depends in a very simple way on representation (the Young diagram), so that the (knot-dependent) Ooguri-Vafa partition function becomes a trivial KP tau-function. We study higher genus correctio…

2013-03-05abs ↗pdf ↗

Paper calculates third coefficient in Kaehler-Einstein metric expansion.

problem Understanding Kaehler-Einstein metrics and their epsilon functions.
method Computes the third coefficient in the TYCZ-expansion of the epsilon function.
result Discovers the vanishing of the third coefficient's significance.

Study on heat trace expansion for thermoelastic Dirichlet-to-Neumann map.

problem Asymptotic expansion of heat trace for thermoelastic Dirichlet-to-Neumann map.
method Provided a method to obtain all coefficients of the asymptotic expansion.
result Explicitly gave the first two coefficients involving volume and total mean curvature of the boundary.

The paper proposes and proves asymptotic expansions for quantum invariants.

problem Quantum invariants and their expansions under varying metrics.
method Asymptotic expansion conjectures for relative Reshetikhin-Turaev, Turaev-Viro invariants and quantum 6j-symbols.
result Proved asymptotic expansions for special cases, showing geometric dependence on metrics.

New method models portfolios with leptokurtic risk factors using Gram-Charlier expansions.

problem Modeling portfolios with excess kurtosis.
method GC-like expansions of the hyperbolic-secant law to account for leptokurtosis.
result Portfolio distribution with risk factors modeled as GC-like expansions of the HS law.

Develops AMITE for analyzing neural network nonlinearities.

problem Addressing difficulties in verification, explainability, and security in neural network analysis.
method Analytically modified integral transform expansion (AMITE) for neural network nonlinearities.
result First to provide six mutually exclusive desired expansion properties.

The validity of an approximation formula for European option prices under a general stochastic volatility model is proved in the light of the Edgeworth expansion for ergodic diffusions. The asymptotic expansion is around the Black-Scholes price and is uniform in bounded payoff func- tions. The result provides a validat…

2010-04-13abs ↗pdf ↗

The paper uses polyhedral expansions to capture the shape of compact metric spaces.

problem Capturing the shape of compact metric spaces using finite approximations.
method Inverse sequences of polyhedra based on finite approximations of a compact metric space.
result Proves the General Principle and computes inverse persistent homology groups.

We quantify predictive uncertainty using the posterior predictive variance.

problem Quantifying uncertainty in predictive models.
method Using the law of total variance, we generate expansions for the posterior predictive variance.
result Identify the main contributors to prediction intervals and quantify term-wise uncertainty.

We approximate prices of various financial claims using a combination of expansions.

problem Approximating prices of financial claims in a complex volatility setting.
method Combining Taylor series expansions of diffusion coefficients with an expansion in correlation parameter.
result Rigorous accuracy results for European-style claims, and numerical examples for barrier-style claims.

For any strictly positive martingale S=exp(X)S = \exp(X) for which XX has a characteristic function, we provide an expansion for the implied volatility. This expansion is explicit in the sense that it involves no integrals, but only polynomials in the log strike. We illustrate the versatility of our expansion by computing t…

2012-07-01abs ↗pdf ↗

Researchers calculate the second coefficient in the expansion of a Toeplitz operator.

problem Analyzing the second coefficient in the semi-classical expansion of Toeplitz operators.
method Functional calculus of Toeplitz operators with Reeb vector fields and asymptotic analysis.
result The second coefficient of the expansion is calculated.

We develop a first order expansion for convex penalized estimators in high-dimensional regression.

problem High-dimensional regression problems with random designs.
method Construct a first order expansion ηη of the penalized estimator β^\hatβ.
result The risk of β^\hatβ is asymptotically the same as the risk of ηη.

Density expansions for hypoelliptic diffusions (X1,...,Xd)(X^1,...,X^d) are revisited. In particular, we are interested in density expansions of the projection (XT1,...,XTl)(X_T^1,...,X_T^l), at time T>0T>0, with ldl \leq d. Global conditions are found which replace the well-known "not-in-cutlocus" condition known from heat-kernel asymptot…

2011-11-10abs ↗pdf ↗

Conjectures closed-form expressions and cyclotomic expansions for knot invariants.

problem Calculating HOMFLY-PT invariants of knots colored by rectangular diagrams.
method Interpolation Macdonald polynomials and cyclotomic expansions.
result Conjectured closed-form expressions and cyclotomic expansions for knot invariants.