arXiv research

Extend classical theory of affine processes to path-dependent setting

The paper shows that energy futures yield curves have an affine geometry.

Characterizes Whitney forms on simplices and proves their uniqueness.

Leibniz cohomology reveals connections on manifolds.

By analyzing the affine Taylor expansion of a non-degenerate plane curve, we obtain characterizations of classes of such curves via curvature properties of the gravity curve. The proof is based on an analysis of the degree parity and leading coefficients of polynomials occurring in the expansion.

We compute the cohomology with group ring coefficients of the complement of a finite collection of affine hyperplanes in a finite dimensional complex vector space. It is nonzero in exactly one degree, namely the degree equal to the rank of the hyperplane arrangement.

PANDA predicts protein binding affinity changes from sequences, outperforming existing methods.

Identifies smooth curves for financial models.

This paper constructs and studies the long-term factorization of affine pricing kernels into discounting at the rate of return on the long bond and the martingale component that accomplishes the change of probability measure to the long forward measure. The principal eigenfunction of the affine pricing kernel germane t…

Paper shows affine constraint is unnecessary for high-dimensional data.

We show that, when considering the anisotropic scaling factors and their derivatives as affine variables, the coefficients of the heat kernel expansion of the Dirac-Laplacian on $SU(2)$ Bianchi IX metrics are algebro-geometric periods of motives of complements in affine spaces of unions of quadrics and hyperplanes. We …

Automorphisms of Kodaira surfaces are shown to be affine transformations.

Anosov groups study matrix coefficients and orbit counting in symmetric spaces.

Study of Markov-modulated affine processes for richer models in finance.

Stochastic delay differential equations (SDDE's) have been used for financial modeling. In this article, we study a SDDE obtained by the equation of a CIR process, with an additional fixed delay term in drift; in particular, we prove that there exists a unique strong solution (positive and integrable) which we call fix…

Generalizing earlier work by Ros in ambient dimension three, we prove an affine lower bound for the Morse index of closed minimal hypersurfaces inside a flat torus in terms of their first Betti number (with purely dimensional coefficients).

Minimal surfaces in Heisenberg group have null curves and lines.

Hessian metrics on a sphere with specific properties.

For a polygon in Euclidean space we consider a transformation T which is obtained by applying the midpoints polygon construction twice and using an index shift. For a closed polygon this is a curve shortening process. A polygon is called (affine) soliton of the transformation T if its image under T is an affine image o…

In this paper we consider existence and multiplicity results concerning affine connections on $C^{k}$-manifolds $M$ whose coefficients are as regular as one needs, following the regularity theory introduced in arXiv:1908.04442. We show that if $M$ admits a $B_{α,β}^{k}$-structure, then the existence of such regular con…

We obtain a first order extension of the large deviation estimates in the Gärtner-Ellis theorem. In addition, for a given family of measures, we find a special family of functions having a similar Laplace principle expansion up to order one to that of the original family of measures. The construction of the special fam…

Max-affine regression refers to a model where the unknown regression function is modeled as a maximum of $k$ unknown affine functions for a fixed $k \geq 1$. This generalizes linear regression and (real) phase retrieval, and is closely related to convex regression. Working within a non-asymptotic framework, we study th…

Characterizes fractional Dehn twist coefficient and proves slice-Bennequin inequality.

Clarifies relation for solving control-affine Schrödinger bridge problems.

Study initiates homology theory for Bol-Moufang quasigroups.

We show that, when considering the scaling factor as an affine variable, the coefficients of the asymptotic expansion of the spectral action on a (Euclidean) Robertson-Walker spacetime are periods of mixed Tate motives, involving relative motives of complements of unions of hyperplanes and quadric hypersurfaces and div…

Study on friction forces for nonholonomic systems using affine connections.

New SDEs from affine and polynomial perspectives for path-dependent processes.

Let $W\ltimes L$ be an irreducible affine Weyl group with Coxeter complex $Σ$, where $W$ denotes the associated finite Weyl group and $L$ the translation subgroup. The Steinberg torus is the Boolean cell complex obtained by taking the quotient of $Σ$ by the lattice $L$. We show that the ordinary and flag $h$-polynomial…

For every proper convex cone $K \subset \mathbb R^3$ there exists a unique complete hyperbolic affine 2-sphere with mean curvature $-1$ which is asymptotic to the boundary of the cone. Two cones are associated if the corresponding affine spheres can be mapped to each other by an orientation-preserving isometry. This eq…

We give a geometric description of the fusion rules of the affine Lie algebra su(2)_k at a positive integer level k in terms of the k-th power of the basic gerbe over the Lie group SU(2). The gerbe can be trivialised over conjugacy classes corresponding to dominant weights of su(2)_k via a 1-isomorphism. The fusion-rul…

This paper optimizes portfolio selection for multivariate affine and quadratic Volterra models with rough volatilities.

Study on Funk geometry volume growth and polytope flags, verifying conjectures.

We give a global version of Le-Ramanujam mu-constant theorem for polynomials. Let f_t, (t in [0,1]), be a family of polynomials of n complex variables with isolated singularities, whose coefficients are polynomials in t. We consider the case where some numerical invariants are constant (the affine Milnor number, the Mi…

We consider the volume expansion of the Blaschke metric, which is a projectively invariant metric on a strictly convex domain in a locally flat projective manifold. When the boundary is even dimensional, we express the logarithmic coefficient L as the integral of affine invariants over the boundary. We also formulate a…

The Bergman space and conformally flat 2-disk operads are linked to vertex operator algebras.

Let G:=SO(n,1)^\circ and Γbe a geometrically finite Zariski dense subgroup with critical exponent delta bigger than (n-1)/2. Under a spectral gap hypothesis on L^2(Γ\ G), which is always satisfied for delta>(n-1)/2 for n=2,3 and for delta>n-2 for n>= 4, we obtain an {\it effective} archimedean counting result for a dis…

Investigates mean-variance portfolio selection in non-Markovian markets.

State-of-the-art subspace clustering methods are based on expressing each data point as a linear combination of other data points while regularizing the matrix of coefficients with $\ell_1$, $\ell_2$ or nuclear norms. $\ell_1$ regularization is guaranteed to give a subspace-preserving affinity (i.e., there are no conne…

The development of new classification and regression algorithms based on empirical risk minimization (ERM) over deep neural network hypothesis classes, coined deep learning, revolutionized the area of artificial intelligence, machine learning, and data analysis. In particular, these methods have been applied to the num…

Let $M$ be a $3\times 3$ integer matrix each of whose eigenvalues is greater than $1$ in modulus and let $\mathcal{D}\subset\mathbb{Z}^3$ be a set with $|\mathcal{D}|=|\det M|$, called digit set. The set equation $MT = T+\mathcal{D}$ uniquely defines a nonempty compact set $T\subset \mathbb{R}^3$. If $T$ has positive L…

Equality in Miyaoka-Yau inequality implies uniformization of Klt pairs.

Let M be a rational homology sphere plumbed 3-manifold associated with a connected negative definite plumbing graph. We show that its Seiberg-Witten invariants equal certain coefficients of an equivariant multivariable Ehrhart polynomial. For this, we construct the corresponding polytopes from the plumbing graphs toget…

Study of parabolic Higgs bundles on curves with special fixed points.

We show that the forbidden detour move, essentially introduced by Kanenobu and Nelson, is an unknotting operation for virtual knots. Then we define the forbidden detour number of a virtual knot to be the minimal number of forbidden detour moves necessary to transform a diagram of the virtual knot into the trivial knot …

We present new extensions to a method for constructing several families of solvable one-dimensional time-homogeneous diffusions whose transition densities are obtainable in analytically closed-form. Our approach is based on a dual application of the so-called diffusion canonical transformation method that combines smoo…

ATSM are widely applied for pricing of bonds and interest rate derivatives but the consistency of ATSM when the short rate, r, is unbounded from below remains essentially an open question. First, the standard approach to ATSM uses the Feynman-Kac theorem which is easily applicable only when r is bounded from below. Sec…

Algorithm tackles large-scale portfolio optimization with higher moments, improving computational efficiency.