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.
Solves problem of describing transformations for upper triangular Toeplitz operators.
Study uses multifractal detrended cross-correlation to detect Forex arbitrage opportunities.
Introduces triangular transport for uncertain data.
We introduce a microscopic model which describes the dynamics of each dealer in multiple foreign exchange markets, taking account of the triangular arbitrage transaction. The model reproduces the interaction among the markets well. We explore the relation between the parameters of the present microscopic model and the …
Examines discrete curvature's relation to smooth curvature in 3 spaces.
Generalizes Lie bialgebroids to supermanifolds with homotopy Poisson structures.
This paper explores the relationship between Leibniz algebras and Nijenhuis operators.
Model shows triangular arbitrage key to cross-currency correlations in forex markets.
Paper presents a new triangular form for flat systems.
Paper presents a new flat triangular form for systems.
We consider the problem of approximate joint triangularization of a set of noisy jointly diagonalizable real matrices. Approximate joint triangularizers are commonly used in the estimation of the joint eigenstructure of a set of matrices, with applications in signal processing, linear algebra, and tensor decomposition.…
We study the motion of discrete interfaces driven by ferromagnetic interactions on the two-dimensional triangular lattice by coupling the Almgren, Taylor and Wang minimizing movements approach and a discrete-to-continuum analysis, as introduced by Braides, Gelli and Novaga in the pioneering case of the square lattice. …
Triangular flows ensure statistical consistency and fast rates in generative modeling.
Paper studies simplified trisections and their equivalence classes.
Paper uses GNNs to efficiently detect profitable triangular arbitrage opportunities.
We create a smooth manifold of triangular meshes with a geodesically complete metric.
Discretizes Helfrich-type energies on surfaces using triangular complexes.
We study the problem to provide a triangular form based on implicit differential equations for non-linear multi-input systems with respect to the flatness property. Furthermore, we suggest a constructive method for the transformation of a given system into that special triangular shape, if possible. The well known Brun…
We first show that there are in fact triangular arbitrage opportunities in the spot foreign exchange markets, analyzing the time dependence of the yen-dollar rate, the dollar-euro rate and the yen-euro rate. Next, we propose a model of foreign exchange rates with an interaction. The model includes effects of triangular…
We investigate triangular arbitrage within the spot foreign exchange market using high-frequency executable prices. We show that triangular arbitrage opportunities do exist, but that most have short durations and small magnitudes. We find intra-day variations in the number and length of arbitrage opportunities, with la…
A marked surface is a compact oriented surface equipped with some pairwise disjoint arcs embedded in its boundary. In this paper, we extend the notion of character varieties to marked surfaces, in such a way that they have a nice behaviour for the operation of gluing two boundary arcs together. These stated character v…
The study investigates linearizability of Poisson structures on groupoids.
New method for conditional sampling using M-GANs, likely-free inference.
New method uses neural maps to efficiently sample lattice QCD distributions.
Study finds conditions for operator fields to be in strictly upper triangular form in small dimensions.
In this paper we look for closed expressions to calculate the number of colourings of prime knots for given linear Alexander quandles. For this purpose the colouring matrices are simplified to a triangular form, when possible. The operations used to perform this triangularization preserve the property that the entries …
New basis confirms Thurston's conjecture and reveals knot configurations.
We study the problem of computing the matrix exponential of a block triangular matrix in a peculiar way: Block column by block column, from left to right. The need for such an evaluation scheme arises naturally in the context of option pricing in polynomial diffusion models. In this setting a discretization process pro…
Let X be a simply connected compact Riemannian symmetric space, let U be the universal covering group of the identity component of the isometry group of X, and let \g denote the complexification of the Lie algebra of U, \g=\u^\C. Each \u-compatible triangular decomposition \g=\n_- + \h + \n_+ determines a Poisson Lie g…
We will develop simple relations between the arc-lengths of a pair of geodesics that share common end-points. The two geodesics differ only by the requirement that one is constrained to lie in a subspace of the parent manifold. We will present two applications of our results. In the first example we explore the converg…
We study controlled systems which are uniformly observable and differentially observable with an order larger than the system state dimension. We establish that they may be transformed into a (partial) triangular canonical form but with possibly non locally Lipschitz functions. We characterize the points where this Lip…
We examine doing probabilistic descent over manifolds implicitly defined by a set of polynomials with rational coefficients. The system of polynomials is assumed to be triangularized. An application of Whitney's embedding theorem allows us to work in a reduced dimensional embedding space. A numerical continuation metho…
In this paper, we classify all of the five-sided three-dimensional hyperbolic polyhedra with one ideal vertex, which have the shape of a triangular prism. We show how to find each such polyhedron in the upper half-space model by considering lines and circles in the plane. Finally, we give matrix generators in $\mathrm{…
Two algorithms create high-quality triangular meshes for surfaces with guaranteed angles.
Study on flow-based methods for capturing tail properties in densities.
Develops theory for conditional optimal transport in infinite-dimensional spaces.
New model for simulating and inferring from inverse problems.
Minimal covolume group found in hyperbolic 3-space.
The study examines polyhedra with hexagonal and triangular faces, focusing on their 3-regular planar graphs.
Images obtained with coherent illumination, as is the case of sonar, ultrasound-B, laser and Synthetic Aperture Radar -- SAR, are affected by speckle noise which reduces the ability to extract information from the data. Specialized techniques are required to deal with such imagery, which has been modeled by the G0 dist…
Algorithm learns non-Gaussian graphical models via Hessian scores and triangular transport.
New combinatorial type helps distinguish plane curve topologies.
STM maps improve terrain perception for autonomous robots.
By introducing a finer version of the Kauffman bracket skein algebra, we show how to decompose the Kauffman bracket skein algebra of a surface into elementary blocks corresponding to the triangles in an ideal triangulation of the surface. The new skein algebra of an ideal triangle has a simple presentation. This gives …
New framework for learning KR maps from data, ensuring stable generalization.
A new neural network for efficient density estimation.
It is known, since works of Burde and de Rham, that one can detect the roots of the Alexander polynomial of a knot by the study of the representations of the knot group into the group of the invertible upper triangular matrices. In this work, we propose to generalize this result by considering the representations…
Researchers compute the cohomology ring of a foliation defined by a group action.