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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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80159239318 · Jun 202019922001200920172026
48 results for Yukawa term

This article studies the geometry of moduli spaces of G2-manifolds, associative cycles, coassociative cycles and deformed Donaldson-Thomas bundles. We introduce natural symmetric cubic tensors and differential forms on these moduli spaces. They correspond to Yukawa couplings and correlation functions in M-theory. We ex…

2002-02-06abs ↗pdf ↗

By carrying out a rational transformation on the base curve CP1\mathbb{CP}^1 of the Seiberg-Witten curve for N=2\mathcal{N}=2 supersymmetric pure SU(2)\mathrm{SU}(2)-gauge theory, we obtain a family of Jacobian elliptic K3 surfaces of Picard rank 17. The isogeny relating the Seiberg-Witten curve for pure SU(2)\mathrm{SU}(2)-ga…

2009-12-24abs ↗pdf ↗

The paper is related to the classification of special manifolds and projective special manifolds. One of the result of this paper is that, if the Weil-Petersson metric on a projective special manifold is complete, then the Hodge metrc and the Weil-Petersson metrc are equivalent.

2005-05-26abs ↗pdf ↗

K-nearest neighbors (KNN) method is used in many supervised learning classification problems. Potential Energy (PE) method is also developed for classification problems based on its physical metaphor. The energy potential used in the experiments are Yukawa potential and Gaussian Potential. In this paper, I use both app…

2012-11-05abs ↗pdf ↗

Calculates Laplacian spectra on Calabi-Yau hypersurfaces.

problem Computing the spectrum of the Laplacian on complex manifolds.
method Numerical computation of eigenvalues and eigenmodes for line bundles.
result Agreement with exact results for P3\mathbb{P}^3 and a torus, first numerical results for Fermat quintic.

We give geometric explanations and proofs of various mirror symmetry conjectures for TnT^{n}-invariant Calabi-Yau manifolds when instanton corrections are absent. This uses fiberwise Fourier transformation together with base Legendre transformation. We discuss mirror transformations of (i) moduli spaces of complex stru…

2000-09-27abs ↗pdf ↗

We study the four-dimensional effective theory arising from ten-dimensional heterotic supergravity compactified on manifolds with torsion. In particular, given the heterotic superpotential appropriately corrected at O(α)\mathcal{O}(α') to account for the Green-Schwarz anomaly cancellation mechanism, we investigate proper…

2015-09-29abs ↗pdf ↗

Let X be an n-dimensional Calabi-Yau with ordinary double points, where n is odd. Friedman showed that for n=3 the existence of a smoothing of X implies a specific type of relation between homology classes on a resolution of X. (The converse is also true, due to work of Friedman, Kawamata and Tian.) We sketch a more to…

2008-10-01abs ↗pdf ↗

Period domains, the classifying spaces for (pure, polarized) Hodge structures, and more generally Mumford-Tate domains, arise as open GRG_{\mathbb{R}}--orbits in flag varieties G/PG/P. We investigate Hodge--theoretic aspects of the geometry and representation theory associated with these flag varieties. In particular, w…

2014-07-16abs ↗pdf ↗

Derives a formula for fermion dimensions in spherically symmetric monopole backgrounds.

problem Calculating the dimension of the plane-wave normalizable kernel for massless fermions in spherically symmetric monopole backgrounds.
method Derives a formula for the dimension of the plane-wave normalizable kernel of the Dirac operator for fermions of any representation of SU(N) in the presence of any spherically symmetric monopole background.
result Derives a formula for the dimension of the plane-wave normalizable kernel of the Dirac operator.

Heterotic vacua of string theory are realised, at large radius, by a compact threefold with vanishing first Chern class together with a choice of stable holomorphic vector bundle. These form a wide class of potentially realistic four-dimensional vacua of string theory. Despite all their phenomenological promise, there …

2016-05-17abs ↗pdf ↗

We propose a new approach to the Mirror Symmetry Conjecture in a form suitable to possibly non-Kähler compact complex manifolds whose canonical bundle is trivial. We apply our methods by proving that the Iwasawa manifold XX, a well-known non-Kähler compact complex manifold of dimension 33, is its own mirror dual to t…

2017-06-20abs ↗pdf ↗

Symbolic regression finds two projective invariants capturing most of the Ricci-flat metric variation.

problem Capturing the Ricci-flat metric variation on the Dwork quintic using a small number of projective invariants.
method Using symbolic regression on sampled points, the authors find two low-order symmetric features that capture most of the variation.
result A degree-3 polynomial in (p2,σ3)(p_2,σ_3) achieves held-out test R2=0.946R^2=0.946.

Study shows translators can have non-removable singularities at infinity but eventually converge to unique planes.

problem Understanding singularities and convergence of translators at infinity.
method Global analysis of quasilinear soliton equations, sharp non-standard elliptic decay estimates, and potential theory.
result Finite entropy, finite genus translators converge to uniquely determined planes at infinity.

Deformed holomorphic Chern-Simons theory yields new instantons.

problem Deforming classical holomorphic Chern-Simons theory on Calabi-Yau manifolds.
method Deformation of complex structure by a parameter \( h \) leading to new instanton solutions.
result Existence of instanton solutions invariant under re-scalings of \( h \) and their connection to \( G_2 \)-instantons.

Model combines long-term and short-term memory using conceptors.

problem Transfer between long-term and short-term memory.
method Recurrent neural network with gated reservoir for short-term memory and conceptors for long-term memory.
result Standard operations on conceptors allow combining long-term memories and describing their effect on short-term memory.

TimeBridge addresses non-stationarity in long-term time series forecasting.

problem Non-stationarity in multivariate time series leads to spurious regressions and obscures long-term relationships.
method TimeBridge segments series into patches, applying Integrated Attention for short-term non-stationarity and Cointegrated Attention for long-term cointegration.
result TimeBridge achieves state-of-the-art performance in both short-term and long-term forecasting.

This paper balances short-term and long-term rewards in policy learning.

problem Balancing short-term and long-term rewards in policy learning.
method Formalizes a new framework to balance rewards, identifies rewards under mild assumptions, deduces efficiency bounds, and develops a policy learning approach.
result The proposed method improves the estimator of long-term reward and reduces regret.

This paper proposes a framework to predict long-term trends and short-term fluctuations in multivariate time series.

problem Existing prediction methods often ignore the distinction between long-term trends and short-term fluctuations.
method The paper introduces a MTS forecasting framework that uses both original time series and its first difference to capture long-term trends and short-term fluctuations.
result The proposed method improves forecasting performance by using more supervision information.

MTAdam optimizes multiple loss terms in neural models, balancing gradients dynamically.

problem Balancing multiple loss terms in neural model training is challenging and computationally demanding.
method Generalized Adam algorithm that computes separate derivatives and balances gradients across layers dynamically.
result Training with MTAdam leads to faster recovery from suboptimal initial loss weighting and matches conventional training outcomes.

This paper uses Bayesian models to analyze CTA returns across short and long-term trends.

problem The relative merits and interactions of short- and long-term trend systems in CTA replication remain controversial.
method Dynamic decomposition of CTA returns into short-term trend, long-term trend, and market beta factors using a Bayesian graphical model.
result The blend of horizons shapes the strategy's risk-adjusted performance.

The paper tackles long-term treatment effects with persistent confounders using sequential short-term outcomes.

problem Estimating long-term treatment effects with persistent unmeasured confounders.
method Exploiting the sequential structure of short-term outcomes, the paper develops three novel identification strategies and corresponding estimators.
result The proposed methods outperform existing approaches in handling persistent confounders.

TimeMixer predicts global financial asset volatility, excelling in short-term forecasts.

problem Predicting volatility in global financial markets is challenging due to complexity and non-linear dynamics.
method Uses TimeMixer, a multiscale-mixing model for forecasting across different scales.
result TimeMixer performs exceptionally well in short-term volatility forecasting but less so in longer-term predictions.

In this paper, we proposed a deep learning-based end-to-end method on the domain specified automatic term extraction (ATE), it considers possible term spans within a fixed length in the sentence and predicts them whether they can be conceptual terms. In comparison with current ATE methods, the model supports nested ter…

2019-08-15abs ↗pdf ↗

The study finds solar terms significantly impact China's stock market returns and volatility.

problem Investigating the effect of solar terms on China's stock market.
method Regression framework, analyzing multiple solar terms and their impact on return and volatility.
result Solar terms 1, 3, and 4 cause significant positive returns, while 8, 11, and 14 bring high volatility.

We derive a closed formula for the Heegaard Floer correction terms of lens spaces in terms of the classical Dedekind sum and its generalization, the Dedekind-Rademacher sum. Our proof relies on a reciprocity formula for the correction terms established by Ozsvath and Szabo. A consequence of our result is that the Casso…

2011-05-23abs ↗pdf ↗

Estimates long-term effects from short-term experiments and observational data with unobserved confounders.

problem Estimating long-term causal effects from short-term experiments and long-term observational data with unobserved confounding.
method Combining regression residuals with short-term experimental outcomes to create an instrumental variable for estimating long-term causal effects.
result The estimator is unbiased and its variance is analytically studied.

In information retrieval (IR) and related tasks, term weighting approaches typically consider the frequency of the term in the document and in the collection in order to compute a score reflecting the importance of the term for the document. In tasks characterized by the presence of training data (such as text classifi…

2019-03-28abs ↗pdf ↗

Combines CNN and Transformer for financial time series forecasting.

problem Forecasting financial time series, especially stock prices, is challenging due to short-term and long-term dependencies.
method Uses CNN for short-term dependencies and Transformer for long-term dependencies.
result Demonstrated superior performance in forecasting stock price changes compared to traditional methods.

Combining experimental and observational data for long-term causal effects.

problem Estimating causal effects of treatment on long-term outcomes using mixed data types.
method Three approaches for fusing experimental and observational data: equal confounding, shared confounder, and proxy variables.
result Developed estimators for each approach and analyzed their robustness.

Study curve flows with global forcing terms using a distance comparison principle.

problem Analyse the behavior of curves under curve flows with global forcing terms.
method Prove a distance comparison principle for curve shortening flow with arbitrary global forcing terms.
result Established a distance comparison principle for curve flows with global forcing terms.

New algorithm optimizes for long-term user satisfaction in delayed reward settings.

problem Optimizing for long-term user satisfaction in delayed reward settings.
method Developed a predictive model of delayed rewards and a bandit algorithm that combines rewards and surrogate outcomes.
result Our algorithm significantly outperforms methods that optimize for short-term proxies or rely solely on delayed rewards.

Study analyzes fintech terms in news and blogs, revealing specialized attributes of fintech companies.

problem Understanding specialized attributes of fintech companies through term analysis.
method Large scale analysis of fintech terms in news and blogs, using complex networks and statistically validated networks.
result Companies with fintech terms have over-expressions of specific attributes related to geography and economy.

This paper examines the volatility and covariance dynamics of cash and futures contracts that underlie the Optimal Hedge Ratio (OHR) across different hedging time horizons. We examine whether hedge ratios calculated over a short term hedging horizon can be scaled and successfully applied to longer term horizons. We als…

2011-03-30abs ↗pdf ↗

New algorithm optimizes long-term user satisfaction in recommendation systems.

problem Optimizing long-term user satisfaction in recommendation systems with delayed rewards.
method Developed a predictive model of delayed rewards and a bandit algorithm that balances exploration and exploitation.
result Our approach results in substantially better performance compared to short-term or delayed optimization.