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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.

168,742 papers · 148 categories

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2579 · May 202519922001200920172026
48 results for Tze Leung Lai

We define an (equivariant) quaternionic analytic torsion for antiselfdual vector bundles on quaternionic Kaehler manifolds, using ideas by Leung and Yi. We compute this torsion for vector bundles on quaternionic homogeneous spaces with respect to any isometry in the component of the identity, in terms of roots and Weyl…

2001-05-11abs ↗pdf ↗

In this thesis, we study a class of special Lagrangian submanifolds of toric Calabi-Yau manifolds and construct their mirrors using some techniques developed in the SYZ programme. We present a justification on the conjecture on the mirror construction of D- branes in Aganagic-Vafa [2]. We apply the techniques employed …

2016-12-30abs ↗pdf ↗

Generalizing some results from R. Leung's thesis, we compute, in rational cohomology, the Poincare dual of the degeneracy locus of the family of Dirac operators parameterized by the moduli space of projectively anti-self-dual $\SO(3)$ connections. This is the first step in a program to derive a relation between the Don…

2008-04-18abs ↗pdf ↗

Let XX be a compact Kähler manifold, EXE\to X a Hermitian vector bundle and LXL\to X an ample line bundle. We construct a non-linear heat flow corresponding to the almost Hermitian-Einstein equation introduced by N.C. Leung, and prove that the solution exists for a short time. We also construct a potential function $D…

2006-12-14abs ↗pdf ↗

This is a survey on the recent progress in several applications of isoparametric theory, including an affirmative answer to Yau's conjecture on the first eigenvalue of Laplacian in the isoparametric case, a negative answer to Yau's 76th problem in his Problem Section, new examples of Willmore submanifolds in spheres, a…

2017-09-21abs ↗pdf ↗

The present volume is the written version of the series of lectures the author delivered at the Catholic University of Leuven, Belgium during the period of June-July, 1990. The main purpose of these talks is to present some of author's work and also his joint works with Professor T. Nagano and Professor Y. Tazawa of Ja…

2013-07-05abs ↗pdf ↗

The paper examines stability of subelliptic harmonic maps with potential.

problem Stability of subelliptic harmonic maps with potential.
method Derived first and second variation formulas, proved stability conditions, and gave instability results.
result Subelliptic harmonic maps with potential are stable under certain curvature and potential conditions.

Polynomial-time method solves complex combinatorial semi-bandits.

problem Optimal strategies for combinatorial semi-bandits with uncorrelated Gaussian rewards.
method Proposes a polynomial-time method to solve the Graves-Lai optimization problem for various combinatorial structures.
result First known approach to implement asymptotically optimal algorithms in polynomial time for combinatorial semi-bandits.

Extends quantization theory to mixed polarizations using transverse differential operators.

problem Quantization in mixed polarization.
method Developed a theory of transverse differential operators associated to non-singular polarizations.
result Obtained a geometric interpretation of deformation quantization and sheaf of subalgebras acting on polarized sections.

This paper connects symplectic and Kähler manifolds via brane quantization.

problem Quantizing Kähler manifolds using brane techniques.
method Using physical proposals and geometric quantization, the authors relate A-model morphism spaces to quantizations of symplectic and Kähler manifolds.
result Chan-Leung-Li's work provides a mathematical realization of the action of A-branes on B-branes, linking deformation quantizations of symplectic and Kähler manifolds.

Inspired by the work of Leung-Wan, we study the mean curvature flow in hyperkähler manifolds starting from hyper-Lagrangian submanifolds, a class of middle dimensional submanifolds, which contains the class of complex Lagrangian submanifolds. For each hyper-Lagrangian submanifold, we define a new energy concept called …

2018-08-21abs ↗pdf ↗

New method fuses optical and SAR data to fill LAI gaps during cloudy periods.

problem Cloudy periods mask key crop growth stages, leading to unreliable yield predictions.
method Multi-Output Gaussian Process (MOGP) regression for fusing Sentinel-1 RVI and Sentinel-2 LAI time series.
result MOGP provides improved LAI estimations even during cloudy periods, especially for long gaps.

Develops a correspondence between symplectic orbits and Grassmannians.

problem Understanding the homotopy types of Grassmannians of linear subspaces in symplectic vector spaces.
method Uses orbit fibrations and linear symplectic reduction to compute homotopy types.
result Recover observations from Arnold, Oh-Park, and Lee-Leung in different cases.

In this paper we try to design the necessary calculation needed for backtesting trading systems when only candle chart data are available. We lay particular emphasis on situations which are not or not uniquely decidable and give possible strategies to handle such situations.

2014-12-17abs ↗pdf ↗

Quantizes Kähler manifolds using sheaves and differential operators.

problem Quantizing Kähler manifolds with sheaves and differential operators.
method Constructing a category enriched over sheaves of modules, defining quantizable morphisms, and showing equivalence to differential operator categories.
result Equivalence of quantized categories under certain conditions.

In this article we lay out the details of Fukaya's AA_\infty-structure of the Morse complexe of a manifold possibly with boundary. We show that this AA_\infty-structure is homotopically independent of the made choices. We emphasize the transversality arguments that make some fiber products smooth.

2018-10-22abs ↗pdf ↗

By Markowitz geometry we mean the intersection theory of ellipsoids and affine subspaces in a real finite-dimensional linear space. In the paper we give a meticulous and self-contained treatment of this arch-classical subject, which lays a solid mathematical groundwork of Markowitz mean-variance theory of efficient por…

2017-07-12abs ↗pdf ↗

Sharp eigenvalue estimates for submanifolds of asymptotically hyperbolic spaces.

problem Estimating eigenvalues of the p-Laplacian on submanifolds of asymptotically hyperbolic manifolds.
method Sharp upper and lower bounds derived using conformal techniques and properties of submanifolds.
result Lower bounds on the first eigenvalue for minimal and bounded mean curvature submanifolds.

We study the J-flow from the point of view of an algebro-geometric stability condition. In terms of this we give a lower bound for the natural associated energy functional, and we show that the blowup behavior found by Fang-Lai is reflected by the optimal destabilizer. Finally we prove a general existence result on com…

2013-09-11abs ↗pdf ↗

New bounds for Bayesian bandits show prior improves performance.

problem Improving regret bounds for Bayesian bandits.
method Upper confidence bound algorithm with finite-time logarithmic regret bounds.
result Derives O(cΔlogn)O(c_Δ\log n) and O(chlog2n)O(c_h \log^2 n) upper bounds for Bayesian bandits.

We study the J-flow on the toric manifolds, through study the transition map between the moment maps induced by two Kähler metrics, which is a diffeomorphism between polytopes. This is similar to the work of Fang-Lai, under the assumption of Calabi symmetry, they study the monotone map between two intervals. We get a p…

2014-07-04abs ↗pdf ↗

Constructing brane quantization for AnA_n-resolutions using SYZ mirror symmetry.

problem Quantizing branes on singular fibers using SYZ mirror symmetry.
method Constructing coisotropic A-branes and their mirrors via fiberwise geometric quantization.
result Establishing a mirror isomorphism between endomorphism algebras.

We propose the kl-UCB ++ algorithm for regret minimization in stochastic bandit models with exponential families of distributions. We prove that it is simultaneously asymptotically optimal (in the sense of Lai and Robbins' lower bound) and minimax optimal. This is the first algorithm proved to enjoy these two propertie…

2017-02-23abs ↗pdf ↗

In this article a class of closed convex sets in the Euclidean nn-space which are the convex hull of their profiles is described. Thus a generalization of Krein-Milman theorem\cite{Lay:1982} to a class of closed non-compact convex sets is obtained. Sufficient and necessary conditions for convexity, affinity and starsh…

2013-01-04abs ↗pdf ↗

New steady gradient Ricci solitons found with specific symmetry.

problem Finding new steady gradient Ricci solitons with positive curvature.
method Utilized a procedure by Lai to construct examples with O(p)imesO(q)O(p) imes O(q) symmetry.
result Found new examples of steady gradient Ricci solitons with O(p)imesO(q)O(p) imes O(q) symmetry in dimensions p+qp+q.

We lay the foundations for a theory of divergence-measure fields in noncommutative stratified nilpotent Lie groups. Such vector fields form a new family of function spaces, which generalize in a sense the BVBV fields. They provide the most general setting to establish Gauss-Green formulas for vector fields of low regul…

2018-06-08abs ↗pdf ↗