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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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9182635 · Jun 202019922001200920172026
48 results for White vertices

Let ΓΓ be a chart. For each label mm, we denote by ΓmΓ_m the "subgraph" of ΓΓ consisting of all the edges of label mm and their vertices. Let ΓΓ be a minimal chart of type (m;3,3)(m;3,3). That is, a minimal chart ΓΓ has six white vertices, and both of ΓmΓm+1Γ_m\capΓ_{m+1} and Γm+1Γm+2Γ_{m+1}\capΓ_{m+2} consist of three white ve…

2016-09-27abs ↗pdf ↗

We investigate triangulations of the two-dimensional sphere and torus with the faces properly colored white and black. We focus on matchings between white triangles and incident vertices. On the torus our objects are perfect pairings, whereas on the sphere this is only true after removing one triangle and its vertices.…

2018-08-18abs ↗pdf ↗

Minimal charts of specific type contain unique subgraphs.

problem Characterizing minimal charts of type (m;2,3,2)(m;2,3,2).
method Analyzing the structure of charts and their subgraphs.
result Each of Γm+1Γ_{m+1} and Γm+2Γ_{m+2} contains one of three specific subgraphs.

Let ΓΓ be a chart, and we denote by ΓmΓ_m the union of all the edges of label mm. A chart ΓΓ is of type (3,2,2)(3,2,2) if there exists a label mm such that w(Γ)=7w(Γ)=7, w(ΓmΓm+1)=3w(Γ_m\capΓ_{m+1})=3, w(Γm+1Γm+2)=2w(Γ_{m+1}\capΓ_{m+2})=2, and w(Γm+2Γm+3)=2w(Γ_{m+2}\capΓ_{m+3})=2 where w(G)w(G) is the number of white vertices in GG. In this paper, we prov…

2019-01-31abs ↗pdf ↗

In this work we show that 22-dimensional, simply connected, translating solitons of the mean curvature flow embedded in a slab of R3\mathbb{R}^3 with entropy strictly less than 33 must be mean convex and thus, thanks to a result by J. Spruck and L. Xiao, are convex. Recently, such 22-dimensional convex translating s…

2019-12-28abs ↗pdf ↗

Clustering is concerned with coherently grouping observations without any explicit concept of true groupings. Spectral graph clustering - clustering the vertices of a graph based on their spectral embedding - is commonly approached via K-means (or, more generally, Gaussian mixture model) clustering composed with either…

2018-08-23abs ↗pdf ↗

Watermarking of deep neural networks (DNN) can enable their tracing once released by a data owner. In this paper, we generalize white-box watermarking algorithms for DNNs, where the data owner needs white-box access to the model to extract the watermark. White-box watermarking algorithms have the advantage that they do…

2019-10-31abs ↗pdf ↗

Study analyzes correlation structure in two-factor Hull-White model for XVA calculations.

problem Capturing the correlation structure in two-factor Hull-White model for accurate XVA calculations.
method Combination of approximation formula and Monte-Carlo simulation to investigate correlation structure.
result Hull-White model effectively captures de-correlation of the yield curve under specific parameter conditions.

This paper studies minimal charts of a specific type to understand embedded surfaces in 4-space.

problem Investigating minimal charts of a specific type to understand embedded surfaces in 4-space.
method Analyzing charts of type (5,2) to find a minimal chart.
result Identified a minimal chart of type (5,2) representing an embedded surface in 4-space.

ODS improves adversarial attacks by maximizing output diversity.

problem Efficiency and effectiveness of adversarial attacks, especially black-box attacks.
method Output Diversified Sampling (ODS) that maximizes diversity in model outputs.
result ODS reduces the number of queries needed for black-box attacks on ImageNet by a factor of two.

We present a new approach to the optimal portfolio problem for an insider with logarithmic utility. Our method is based on white noise theory, stochastic forward integrals, Hida-Malliavin calculus and the Donsker delta function.

2015-08-26abs ↗pdf ↗

Enhances geodesic fiber tracking in white matter using modified metrics and tensor data.

problem Improving the accuracy and robustness of geodesic fiber tracking in white matter.
method Modification of geodesic ray-tracing method using rescaled metrics and fourth-order tensor data.
result More satisfactory results in the construction of white matter tracts as geodesics.

In-vivo examination of the physical connectivity of axonal projections through the white matter of the human brain is made possible by diffusion weighted magnetic resonance imaging (dMRI) Analysis of dMRI commonly considers derived scalar metrics such as fractional anisotrophy as proxies for "white matter integrity," a…

2019-10-02abs ↗pdf ↗

This paper studies business cycle patterns in UK sectoral output. It analyzes the distinction between white noise processes and their non-white noise counterparts in the frequency domain and further examines the associated features and patterns for the process where white noise conditions are violated. The characterist…

2010-01-26abs ↗pdf ↗

New formulas for barrier options in stochastic volatility models with nonzero correlation.

problem Calculating barrier options prices in models with nonzero correlation.
method Derivation of two novel closed-form formulas: Hull and White type and Alòs-like decomposition.
result Closed-form formulas for barrier options in stochastic volatility models with nonzero correlation.

Paper proposes a new Autoencoder for robustly encoding white matter streamlines.

problem Limited Autoencoder architectures ignore global streamline geometry and lack interpretability.
method Introduces Differentiable Vector Quantized Variational Autoencoder (D-VQ-VAE) for entire streamline bundles.
result Demonstrates superior performance in encoding and synthesis compared to state-of-the-art Autoencoders.

Large bundles of myelinated axons, called white matter, anatomically connect disparate brain regions together and compose the structural core of the human connectome. We recently proposed a method of measuring the local integrity along the length of each white matter fascicle, termed the local connectome. If communicat…

2018-04-22abs ↗pdf ↗

Transfer learning improves model robustness against adversarial attacks.

problem Understanding how transfer learning affects model robustness against adversarial attacks.
method Extensive empirical evaluations of white-box and black-box attacks on fine-tuned transfer learning models.
result Adversarial examples are more transferable when fine-tuning is used than when networks are trained independently.

Paper presents a fast algorithm for pricing Bermudan swaptions under the two-factor Hull-White model.

problem Evaluating Bermudan swaption prices under the two-factor Hull-White model with high computational efficiency.
method Discretization of expected value calculation, Gaussian kernel sums, fast Gauss transform, grid rotation for stability.
result Significant reduction in computation time and improved stability for correlation close to -1.

In this paper we investigate the effectiveness of Alternating Direction Implicit (ADI) time discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial differential equation, which is semidiscretized by applying finite difference schemes on nonuniform spatial grids. We consider t…

2011-11-17abs ↗pdf ↗

A non-traditional approach to the discretization of differential-geometrical connections was suggested by the authors in 1997. At the same time we started studying first order difference ``black and white triangle operators (equations)'' on triangulated surfaces with a black and white coloring or triangles. In this wor…

2002-08-29abs ↗pdf ↗

Derives semi-closed form prices for barrier options in the Hull-White model.

problem Calculating prices of barrier options in the Hull-White model with time-dependent parameters.
method Applies generalized integral transform and heat potentials to solve linear Volterra equations of the first kind.
result The method provides more efficient and accurate solutions compared to finite difference methods.

A geodesic net with 4 boundary vertices and 25 balanced vertices is constructed.

problem Constructing geodesic nets with specific vertex types and properties.
method Novel approach to increase the number of balanced vertices from 16 to 25.
result First net with four boundary vertices and 25 balanced vertices, including non-symmetric balanced vertices.

Extends batch active learning to non-differentiable models.

problem Efficiently training machine learning models on large, initially unlabelled datasets.
method Black-box batch active learning for regression tasks that relies solely on model predictions.
result Achieves strong performance on regression datasets compared to white-box approaches for deep learning models.

New action poisoning attacks improve LinUCB's performance by changing action signals.

problem Improving understanding of adversarial attacks on contextual bandit algorithms.
method Proposed action poisoning attacks in white-box and black-box settings.
result Action poisoning attacks can force LinUCB to pull a target arm frequently with low cost.

We study the Hull-White model for the term structure of interest rates in the presence of volatility uncertainty. The uncertainty about the volatility is represented by a set of beliefs, which naturally leads to a sublinear expectation and a G-Brownian motion. The main question in this setting is how to find an arbitra…

2018-08-10abs ↗pdf ↗