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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.

169,341 papers · 148 categories

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48 results for absolutely continuous curves

The paper studies curves in Finsler-like spaces and their properties.

problem Investigating properties of curves in asymmetric metric spaces induced by Finsler structures.
method Analyzes three types of absolutely continuous curves in Finsler-like spaces and establishes the Lisini structure theorem.
result Characterizes the nature of absolutely continuous curves in terms of dynamical transference plans.

Extends square root velocity transform to handle curves in shape spaces of manifold-valued data.

problem Handling curves that leave the shape space in shape analysis.
method Generalizes absolutely continuous curves to strong Riemannian manifolds and extends SRVT to handle these curves.
result Computations in the SRVT framework can now be applied to curves in shape spaces of manifold-valued data.

Paper studies geometric properties of nonlinear Lebesgue spaces.

problem Geometric and analytic properties of nonlinear Lebesgue spaces.
method Formalizes pointwise description of geometric properties using a nonlinear Fubini-Lebesgue theorem.
result Definition of length structure, Alexandrov curvature bounds, and speed for absolutely continuous curves in nonlinear Lebesgue spaces.

It is well-known that the class of piecewise smooth curves together with a smooth Riemannian metric induces a metric space structure on a manifold. However, little is known about the minimal regularity needed to analyze curves and particularly to study length-minimizing curves where neither classical techniques such as…

2012-12-31abs ↗pdf ↗

Regulated curves on Banach manifolds with continuous projections and regulated derivatives are studied.

problem Regulated curves on Banach manifolds with continuous projections and regulated derivatives.
method Building a Banach manifold structure on the set of such curves.
result Existence of a 'local addition' on such a manifold for any Banach manifold.

The square root velocity framework is a method in shape analysis to define a distance between curves and functional data. Identifying two curves if they differ by a reparametrisation leads to the quotient space of unparametrised curves. In this paper we study analytical and topological aspects of this construction for …

2015-07-09abs ↗pdf ↗

This paper develops GPCA for probability distributions using Otto-Wasserstein geometry.

problem Analyzing modes of variation in datasets of probability measures.
method Geodesic Principal Component Analysis (GPCA) on Wasserstein space with neural networks.
result Identification of geodesic curves that capture modes of variation in probability distributions.

A Carnot group G\mathbb{G} admits Lusin approximation for horizontal curves if for any absolutely continuous horizontal curve γγ in G\mathbb{G} and ε>0\varepsilon>0, there is a C1C^1 horizontal curve ΓΓ such that Γ=γΓ=γ and Γ=γΓ'=γ' outside a set of measure at most ε\varepsilon. We verify this property for free Carno…

2016-02-08abs ↗pdf ↗

The paper uses Tannakian reconstruction to understand hyperbolic log-orbi curves.

problem Understanding the structure of hyperbolic log-orbi curves.
method Formulates hyperbolic uniformization as a Tannakian reconstruction theorem and constructs a canonical maximal parahoric PSL2-Higgs object.
result Reconstructs the absolute Galois group of a one-variable complex function field as the inverse limit of etale fundamental groups of orbifold models.

ABROCA assesses algorithmic bias, revealing skewed distributions that inflate results.

problem Detecting nuanced performance differences in classifier fairness.
method Study of ABROCA metric's statistical properties under various conditions.
result ABROCA distributions are skewed, inflating results by chance in imbalanced classes.

Study weak Frenet frame for non-smooth curves with finite curvature and torsion.

problem Defining weak binormal and normal for non-smooth curves with finite total curvature and torsion.
method Piecewise linear methods and density argument applied to polygonal curves.
result Weak binormal and normal are rectifiable curves agreeing with total absolute torsion and vector product of tangent indicatrix and weak binormal.

Study absolute continuity of Wasserstein barycenters on manifolds with singular cost functions.

problem Absolute continuity of Wasserstein barycenters on manifolds with singular cost functions.
method Approximation framework to handle singularity, geometrically transparent.
result Precise analytic condition on cost profile for necessary assumptions.

We give a complete answer to the question of when two curves in two different Riemannian manifolds can be seen as trajectories of rolling one manifold on the other without twisting or slipping. We show that up to technical hypotheses, a rolling along these curves exists if and only if the geodesic curvatures of each cu…

2011-11-03abs ↗pdf ↗

New method proves absolute continuity of Wasserstein barycenters on manifolds with lower Ricci curvature bound.

problem Proving absolute continuity of Wasserstein barycenters on manifolds with lower Ricci curvature bound.
method Introducing new displacement functionals exploiting Hessian equality and revisiting Souslin space theory, Dunford-Pettis theorem, and de la Vallée Poussin criterion for uniform integrability.
result Absolute continuity of Wasserstein barycenters is established for a general class of manifolds with lower Ricci curvature bound.

Monotone aggregation of dependent random vectors has an absolutely continuous distribution under certain conditions.

problem Monotone aggregation of dependent random vectors
method Coordinatewise monotonicity and uniform lower-increment conditions
result One-dimensional push-forwards of dependent random vectors have an absolutely continuous distribution

We study the stability of several no-arbitrage conditions with respect to absolutely continuous, but not necessarily equivalent, changes of measure. We first consider models based on continuous semimartingales and show that no-arbitrage conditions weaker than NA and NFLVR are always stable. Then, in the context of gene…

2013-12-16abs ↗pdf ↗

The paper generalizes Fenchel's theorem for curves with singularities.

problem Proving a generalized Fenchel's theorem for closed curves with singularities.
method Generalization of Fenchel's theorem for closed frontal curves in Euclidean space.
result Total absolute curvature of non-co-orientable closed frontal curves is at least π, with equality conditions.

In this paper, we give several results on area minimizing surfaces in strictly mean convex 3-manifolds. First, we study the genus of absolutely area minimizing surfaces in a compact, orientable, strictly mean convex 3-manifold M bounded by a simple closed curve in the boundary of M. Our main result is that for any g>=0…

2012-01-16abs ↗pdf ↗

Paper shows pricing rules affect insider's optimal strategy in Kyle-Back models.

problem Effect of pricing rules on insider's optimal strategy in Kyle-Back models.
method Analyzed a large class of pricing rules and derived necessary conditions for consistency with equilibrium.
result Pricing rules can lead to infinite value function for insiders when strategies are restricted, contradicting folk result.

The intensity of a default time is obtained by assuming that the default indicator process has an absolutely continuous compensator. Here we drop the assumption of absolute continuity with respect to the Lebesgue measure and only assume that the compensator is absolutely continuous with respect to a general σσ-finite …

2015-12-12abs ↗pdf ↗

In a recent joint work with V. Turaev (cf. math.DG/9810114) we defined a new concept of combinatorial torsion which we called absolute torsion. Compared with the classical Reidemeister torsion it has the advantage of having a well-defined sign. Also, the absolute torsion is defined for arbitrary orientable flat vector …

1999-03-23abs ↗pdf ↗

Classifies financial markets up to financial indistinguishability.

problem Identifying distinct financial markets that are financially indistinguishable.
method Defined a notion of isomorphism for financial markets, classified complete one-period markets, and introduced the absolute market price of risk as an invariant.
result Proved a number of mutual fund theorems for markets with non-trivial automorphism groups.

Enneper's wire, the image of the circle of radius RR under Enneper's surface, bounds exactly three minimal surfaces for RR between 1 and 3\sqrt 3, and these three surfaces depend continuously on RR. The other two surfaces (besides Enneper's surface) are absolute minima of area among disk-type surfaces bounded by En…

2015-05-22abs ↗pdf ↗

Given a definable function f, enough differentiable, we study the continuity of the total curvature function t --> K(t), total curvature of the level {f=t}, and the total absolute curvature function t-->|K| (t), total absolute curvature of the level {f=t}. We show they admits at most finitely many discontinuities.

2007-08-03abs ↗pdf ↗

Paper uses VAEs to model yield curves without arbitrage violations.

problem Forecasting yield curves across diverse macroeconomic regimes leads to arbitrage violations.
method Proposes a two-stage architecture with CVAEsT+LS and Neural SDEs penalized by No-Arbitrage PDE.
result Significantly reduces forecasting errors and overcomes HJM model limitations.

Constructs manifolds with specific spectral properties.

problem Spectral properties of Riemannian manifolds.
method Asymptotically hyperbolic manifolds with sharp curvature bounds.
result Embeds singular continuous spectrum into the essential spectrum of the Laplacian.

Researchers prove a property for a specific group class, leading to Wasserstein geodesic continuity.

problem Proving a measure contraction property for generalized H-type Carnot groups.
method Analyzing H-type Carnot groups of rank kk and dimension nn to establish the MCP(K,N)\mathrm{MCP}(K,N) condition.
result Generalized H-type Carnot groups satisfy MCP(K,N)\mathrm{MCP}(K,N) with K0K\leq 0 and Nk+3(nk)N \geq k+3(n-k), matching geodesic dimension.

Paper explores transport maps and measure rigidity in metric spaces.

problem Existence and uniqueness of transport maps in non-branching metric measure spaces.
method Investigates the relationship between transport maps and essentially non-branching measures.
result Essentially non-branching metric measure spaces have unique transport maps under certain conditions.

We show that for a generic nullhomotopic simple closed curve C in the boundary of a compact, orientable, mean convex 3-manifold M with trivial second homology, there is a unique area minimizing disk D embedded in M where the boundary of D is C. We also show that the same is true for absolutely area minimizing surfaces.

2008-10-28abs ↗pdf ↗

LALR adapts learning rate for faster convergence in regression and neural nets.

problem Finding optimal learning rates for faster convergence in regression and neural networks.
method Lipschitz continuity theory applied to Mean Absolute Error and Quantile loss functions.
result Adaptive learning rate policy enables up to 20x faster convergence.

Let M be a compact, orientable, mean convex 3-manifold with boundary. We show that the set of all simple closed curves in the boundary of M which bound unique area minimizing disks in M is dense in the space of simple closed curves in the boundary of M which are nullhomotopic in M. We also show that the set of all simp…

2012-07-19abs ↗pdf ↗