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.
Dual Bayesian Affine Estimators for Wiener-type state-space models
Developed moment estimators for affine stochastic volatility models.
The paper establishes inequalities for convex curves and applies them to lattice point estimates.
New algorithm estimates task affinities without repeated training, improving model performance and efficiency.
We give the best possible upper bound for the number of exceptional values of the Lagrangian Gauss map of complete improper affine fronts in the affine three-space. We also obtain the sharp estimate for weakly complete case. As an application of this result, we provide a new and simple proof of the parametric affine Be…
We test for departures from normal and independent and identically distributed (NIID) returns, when returns under the alternative hypothesis are self-affine. Self-affine returns are either fractionally integrated and long-range dependent, or drawn randomly from an L-stable distribution with infinite higher-order moment…
This article investigates parameter estimation of affine term structure models by means of the generalized method of moments. Exact moments of the affine latent process as well as of the yields are obtained by using results derived for p-polynomial processes. Then the generalized method of moments, combined with Quasi-…
Estimates how many times a star appears due to gravitational lensing.
First we provide a simple set of sufficient conditions for the weak convergence of scaled affine processes with state space . We specialize our result to one-dimensional continuous state branching processes with immigration. As an application, we study the asymptotic behavior of least squares estimators…
Study compares geometric approaches for shape and deformation statistics.
New formula for instantaneous frequency in unbalanced systems.
For an affine two factor model, we study the asymptotic properties of the maximum likelihood and least squares estimators of some appearing parameters in the so-called subcritical (ergodic) case based on continuous time observations. We prove strong consistency and asymptotic normality of the estimators in question.
New AMP algorithm estimates signals and latent variables in mixed regression models.
The paper discusses algorithms for reconstructing curves with given Euclidean or affine curvatures.
We construct noncompact solutions to the affine normal flow of hypersurfaces, and show that all ancient solutions must be either ellipsoids (shrinking solitons) or paraboloids (translating solitons). We also provide a new proof of the existence of a hyperbolic affine sphere asymptotic to the boundary of a convex cone c…
Affine term structure models have gained significant attention in the finance literature, mainly due to their analytical tractability and statistical flexibility. The aim of this article is to present both theoretical foundations as well as empirical aspects of the affine model class. Starting from the original one-fac…
Equal-volume polygons are obtained from adequate discretizations of curves in 3-space, contained or not in surfaces. In this paper we explore the similarities of these polygons with the affine arc-length parameterized smooth curves to develop a theory of discrete affine invariants. Besides obtaining discrete affine inv…
Estimates latent positions in 1D torus from noisy pairwise affinities.
Study shows complete affine manifolds have zero simplicial volume.
In this paper we classify convex compact ancient solutions to the affine curve shortening flow: namely, any convex compact ancient solution to the affine curve shortening flow must be a shrinking ellipse. The method combines a rescaling argument inspired by \cite{Wang}, affine invariance of the equation and monotonicit…
The paper shows that energy futures yield curves have an affine geometry.
This paper consists of real and complex affine techniques for studying the Abreu equation on toric surfaces. In particular, an interior estimate for Ricci tensor is given.
We prove that the only compact, origin-symmetric, strictly convex ancient solutions of the planar centro-affine normal flows are contracting origin-centered ellipses.
We introduce a class of maps from an affine flat into a Riemannian manifold that solve an elliptic system defined by the natural second order elliptic operator of the affine structure and the nonlinear Riemann geometry of the target. These maps are called affine harmonic. We show an existence result for affine harmonic…
We prove some estimates of the volumes of the sets of translation surfaces of unit area having several independent small saddle connections in a rank one affine submanifold.
In statistical analysis, measuring a score of predictive performance is an important task. In many scientific fields, appropriate scores were tailored to tackle the problems at hand. A proper score is a popular tool to obtain statistically consistent forecasts. Furthermore, a mathematical characterization of the proper…
Proof shows volume equals integral points for certain manifolds.
In this paper, we prove global second derivative estimates for solutions of the Dirichlet problem for the Monge-Ampere equation when the inhomogeneous term is only assumed to be Holder continuous. As a consequence of our approach, we also establish the existence and uniqueness of globally smooth solutions to the second…
Affine jump-diffusions constitute a large class of continuous-time stochastic models that are particularly popular in finance and economics due to their analytical tractability. Methods for parameter estimation for such processes require ergodicity in order establish consistency and asymptotic normality of the associat…
This work extends the variance reduction method for the pricing of possibly path-dependent derivatives, which was developed in (Genin and Tankov, 2016) for exponential Lévy models, to affine stochastic volatility models (Keller-Ressel, 2011). We begin by proving a pathwise large deviations principle for affine stochast…
Paper presents an efficient algorithm for estimating Lipschitz functions from noisy data.
Kähler-Ricci flows' tangent cones are algebraic varieties.
Estimates box dimension of fractal interpolation surfaces using oscillation vectors.
Algorithm learns affine transformations robustly from corrupted samples.
This paper introduces a new transfer learning method for regression.
Distributed adaptive networks achieve better estimation performance by exploiting temporal and as well spatial diversity while consuming few resources. Recent works have studied the single task distributed estimation problem, in which the nodes estimate a single optimum parameter vector collaboratively. However, there …
Paper proposes Sp-GD for sparse max-affine regression with theoretical guarantees.
PCA adapted for curved spaces improves data analysis.
This paper discusses properties of a Doubly Stochastic Poisson Process (DSPP) where the intensity process belongs to a class of affine diffusions. For any intensity process from this class we derive an analytical expression for probability distribution functions of the corresponding DSPP. A specification of our results…
An affine hypersurface (AH) structure is a pair comprising a conformal structure and a projective structure such that for any torsion-free connection representing the projective structure the completely trace-free part of the covariant derivative of any metric representing the conformal structure is completely symmetri…
Paper presents ABGD for efficient piecewise linear regression in high dimensions.
This study examines biases in flow matching samplers using finite-sample estimation.
Subspace clustering refers to the problem of clustering high-dimensional data into a union of low-dimensional subspaces. Current subspace clustering approaches are usually based on a two-stage framework. In the first stage, an affinity matrix is generated from data. In the second one, spectral clustering is applied on …
Method identifies latent variables from high-dimensional data with piecewise affine mixing.
The paper generalizes a Steklov eigenvalue inequality for substatic triples under non-negative Ricci curvature.
Almost Zoll affine surface found on cylinder.
New conical metrics found on toric varieties with convex cones.
In this article, we introduce a -parameter family of affine connections and derive the Ricci curvature. We first establish an integral Bochner technique. On one hand, this technique yields a new proof to our recent work in \cite{LX} for substatic manifolds. On the other hand, this technique leads to various geometri…