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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.

168,695 papers · 148 categories

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74149223297 · May 202619922001200920172026
48 results for Vignéras constructions

This paper deals with naturally reductive pseudo-Riemannian 2-step nilpotent Lie groups $(N, \la \,,\,\ra_N)$, such that $\la \,,\,\ra_N$ is invariant under a left action. The case of nondegenerate center is completely characterized. In fact, whenever $\la \,,\, \ra_N$ restricts to a metric in the center it is proved h…

2009-11-20abs ↗pdf ↗

We determine the structure of finitely generated groups which are quasi-isometric to symmetric spaces of noncompact type, allowing Euclidean de Rham factors If XX is a symmetric space of noncompact type with no Euclidean de Rham factor, and $\Ga$ is a finitely generated group quasi-isometric to the product $\E^k\times…

1996-10-06abs ↗pdf ↗

The convexity theorem of Atiyah and Guillemin-Sternberg says that any connected compact manifold with Hamiltonian torus action has a moment map whose image is the convex hull of the image of the fixed point set. Sjamaar-Lerman proved that the Marsden-Weinstein reduction of a connected Hamitonian GG-manifold is a strat…

2005-09-19abs ↗pdf ↗

A new approach RA improves stochastic optimization by executing multiple steps between subsample updates.

problem Improving the efficiency and effectiveness of stochastic optimization methods.
method Developed Retrospective Approximation (RA) which executes multiple steps between subsample updates using a deterministic solver.
result RA achieves almost sure and L1L_1 consistency under weak conditions and optimizes iteration and oracle complexity.

We prove a generalization of Thom's transversality theorem. It gives conditions under which the jet map $f_*|_Y:Y\subseteq J^r(D,M)\ra J^r(D,N)$ is generically (for $f:M\ra N$) transverse to a submanifold ZJr(D,N)Z\subseteq J^r(D,N). We apply this to study transversality properties of a restriction of a fixed map $g:M\ra P$

2010-01-13abs ↗pdf ↗

Deep learning framework predicts surface texture parameters and their uncertainties.

problem Predicting surface texture parameters and their uncertainties from multi-instrument datasets.
method Reproducible deep learning framework using multi-instrument dataset, quantile and heteroscedastic heads for uncertainty modeling, and post-hoc conformal calibration.
result High fidelity predictions (R2: Ra 0.9824, Rz 0.9847, RONt 0.9918) and well-modelled uncertainty targets (Ra_uncert 0.9899, Rz_uncert 0.9955).

Improved RA detection with SNN outperforming baseline by 26.8% EER.

problem Improving RA detection systems' generalizability and discriminability.
method Multi-task learning with Siamese Neural Networks (SNN) and additional reconstruction loss.
result SNN outperforms baseline by 26.8% EER, and further improvement by 13.8% with reconstruction loss.

In rank aggregation (RA), a collection of preferences from different users are summarized into a total order under the assumption of homogeneity of users. Model misspecification in RA arises since the homogeneity assumption fails to be satisfied in the complex real-world situation. Existing robust RAs usually resort to…

2019-05-29abs ↗pdf ↗

Develops Heuristic Portfolio Optimization (HPO) as an information-restricted projection of Markowitz/tangency solution

problem Practitioners allocate capital with forecast-light rules like equal weight, inverse volatility, risk parity, HRP, and RA-HRP
method Implies-return principle and fixed-tree cluster-Sharpe recursion
result Formalizes HPO maps, proves defect equals squared inefficiency, and identifies nodewise alphas as policy-gradient coordinates

In this paper, we investigate the relationship between the discreteness of the spectrum of a non-compact, extrinsically bounded submanifold $\varphi \colon M^m \ra N^n$ and the Hausdorff dimension of its limit set limφ\lim\varphi. In particular, we prove that if $\varphi \colon \!M^2 \ra D \subseteq \R^3$ is a minimal im…

2012-11-26abs ↗pdf ↗

Nonexistence of quasi-harmonic spheres is necessary for long time existence and convergence of harmonic map heat flows. Let (N,h)(N,h) be a complete noncompact Riemannian manifolds. Assume the universal covering of (N,h)(N,h) admits a nonnegative strictly convex function with polynomial growth. Then there is no quasi-harmoni…

2010-10-12abs ↗pdf ↗

Efficiently predicts optimal transport plans using sliced potentials.

problem Predicting optimal transport plans across multiple measure pairs efficiently.
method Regression-based and objective-based amortization strategies using sliced optimal transport potentials.
result Efficient and accurate prediction of optimal transport plans for various tasks.

We consider in this work representations of the of the fundamental group of the 3-punctured sphere in PU(2,1){\rm PU}(2,1) such that the boundary loops are mapped to PU(2,1){\rm PU}(2,1). We provide a system of coordinates on the corresponding representation variety, and analyse more specifically those representations correspond…

2013-12-13abs ↗pdf ↗

Paper analyzes fine-tuning methods for machine unlearning, proposing a new strategy to improve forgetting accuracy.

problem Improving fine-tuning methods to effectively forget specific subsets of data in machine learning models.
method Theoretical analysis and a novel Retention-Based Masking (RBM) strategy are proposed.
result RBM significantly improves unlearning accuracy while preserving retaining accuracy.

We show how to compute the spectral flow of the odd signature operator ±datdat\pm *d_{a_t}-d_{a_t}* along an analytic path of flat connections ata_t on a bundle over a closed odd-dimensional manifold in terms of Massey products in the DGLA of bundle-valued differential forms. To obtain this information, we set up a sequence…

1994-06-30abs ↗pdf ↗

Let AA be a finite-dimensional local commutative algebra over RR, dimRA=n\dim_RA=n. In this work we consider compact manifolds over AA, and prove that the real part of an AA-differentiable function is constant. Also we find estimates for the dimensions of some spaces of 1-form.

2004-02-14abs ↗pdf ↗

Robo-advisors use MPC to create dynamic investment strategies.

problem Static allocation methods limit robo-advisors' effectiveness.
method Combines MPC with Hidden Markov Model and Black-Litterman for dynamic asset allocation.
result MPC-based strategies outperform static approaches in dynamic and risk-budgeting criteria.

LARA forecasts financial asset trends by refining noisy labels and extracting profitable samples.

problem Low signal-to-noise ratio and stochastic nature of financial data lead to poor predictions.
method LARA combines LA-Attention and RA-Labeling to refine and extract profitable samples.
result LARA significantly outperforms existing methods on Qlib platform.

This paper introduces a new process for portfolio rebalancing that is more equitable than existing methods.

problem Improving portfolio rebalancing processes in finance to be more equitable.
method Introduces a new market-invariant process for portfolio rebalancing, proving its superiority over existing methods.
result The market-invariant process is more equitable than the banker and linear processes, as demonstrated by empirical results.

The level curves of an analytic function germ almost always have bumps at unexpected points near the singularity. This profound discovery of N. A'Campo is fully explored in this paper for $f(z,w)\in \C\{z,w\}$, using the Newton-Puiseux infinitesimals and the notion of gradient canyon. Equally unexpected is the Dirac ph…

2012-06-04abs ↗pdf ↗

For elliptic principal bundles $π:X\ra B$ over Kähler manifolds it was shown by Blanchard that XX has a Kähler metric if and only both Chern classes (with real coefficients) of ππ vanish. For some elliptic principal bundles, when the span of these Chern classes is 1-dimensional, it was shown by Vaisman that XX carry…

2010-01-06abs ↗pdf ↗

Given a hyperbolic subgroup HH of a hyperbolic group GG for which a Cannon-Thurston map $\hat i:\partial H \ra \partial G$ exists, we study the limit set ΛHΛ_H of HH with respect to its action on G\partial G. We prove that the set of conical limit points is exactly the subset of ΛHΛ_H consisting of the points to wh…

2013-01-15abs ↗pdf ↗

We analyze the possibility of reduction of systemic risk in financial markets through Pigouvian taxation of financial institutions which is used to support the rescue fund. We introduce the concept of the cascade risk with a clear operational definition as a subclass and a network related measure of the systemic risk. …

2014-06-23abs ↗pdf ↗

Hybrid LLM and quantum optimization improve CSA collateral management by 9-10%.

problem Finance-native collateral optimization under ISDA CSAs with legal constraints.
method Hybrid pipeline combining LLM, quantum-inspired exploration, and CP-SAT.
result Improves a strong classical baseline by 9.1-10.7% across different scenarios.

Capsule Networks have great potential to tackle problems in structural biology because of their attention to hierarchical relationships. This paper describes the implementation and application of a Capsule Network architecture to the classification of RAS protein family structures on GPU-based computational resources. …

2018-08-22abs ↗pdf ↗

Consider Dn,m=U(n,m)/(U(n)×U(m))D_{n,m} = U(n,m)/\left(U(n) \times U(m)\right), the dual of the the Grassmannian manifold and the principal U(n)U(n) bundle over Dn,m,D_{n,m}, U(n)U(n,m)/U(m)πDn,mU(n)\rightarrow U(n,m)/U(m) \stackrelπ \rightarrow D_{n,m}. Given a nontrivial XMm×n(C),X \in M_{m \times n}(\mathbb{C}), consider a two dimensional subspace $\mathfrak{m}' \su…

2016-09-20abs ↗pdf ↗

If an m+2m+2-manifold MM is locally modeled on $\RR^{m+2}$ with coordinate changes lying in the subgroup $G=\RR^{m+2}\rtimes ({\rO}(m+1,1)\times \RR^+)$ of the affine group ${\rA}(m+2)$, then MM is said to be a \emph{Lorentzian similarity manifold}. A Lorentzian similarity manifold is also a conformally flat Lorentzia…

2011-10-09abs ↗pdf ↗

New nonacyclic Reidemeister torsions defined for odd-dimensional manifolds.

problem Defining torsions for non-acyclic cohomology in odd-dimensional manifolds.
method Introduced a new Reidemeister torsion for manifolds of odd dimension, even when cohomology is not acyclic.
result Introduced new topological invariants and computed Reidemeister torsions for specific manifolds.

Paper proves neural networks can be approximated using interval bounds.

problem Verifying safety and robustness of neural networks.
method Introduces interval universal approximation (IUA) theorem for neural networks.
result Neural networks can be approximated using interval bounds for any continuous function and squashable activation functions.

We consider branes NN in a Schwarzschild-AdS(n+2)\text{AdS}_{(n+2)} bulk, where the stress energy tensor is dominated by the energy density of a scalar fields map $\f:N\ra \mc S$ with potential VV, where $\mc S$ is a semi-Riemannian moduli space. By transforming the field equation appropriately, we get an equivalent field …

2004-09-13abs ↗pdf ↗

Let $(V, \Om)$ be a symplectic vector space and let $φ: M \ra V$ be a symplectic immersion. We show that φ(M)Vφ(M) \subset V is (locally) an extrinsic symplectic symmetric space (e.s.s.s.) in the sense of \cite{CGRS} if and only if the second fundamental form of φφ is parallel. Furthermore, we show that any symmetric spa…

2009-09-29abs ↗pdf ↗

Python package automates causal parameter estimation using Riesz regression.

problem Efficient estimation of causal and structural parameters.
method Automatic DML and generalized Riesz regression framework.
result Automatic construction of balancing link functions for generalized Riesz regression.