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.
Paper constructs a new approach to extract Affine Index Polynomial from Sawollek Polynomial.
The results of the paper concern the topological structure of complete riemannian manifolds with cyclic holonomy groups and low-dimensional orientable complete flat manifolds. We also discuss related results such as the affine classification of orientable complete flat 4-manifolds, an algebraic criterion of an affine e…
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…
The paper classifies affine minimal translation surfaces and finds their properties.
Lagrangian curves in 4-space entertain intriguing relationships with second order deformation of plane curves under the special affine group and null curves in a 3-dimensional Lorentzian space form. We provide a natural affine symplectic frame for Lagrangian curves. It allows us to classify Lagrangrian curves with cons…
Invariants for virtual and twisted links using affine indices.
As seen in the works of Calabi, Cheng-Yau and Loftin, affine sphere equations have a close relationship with Kaehler-Einstein metrics. The main purpose of this note is to show that an equation analogous to those of hyperbolic affine spheres arises naturally from Kaehler-Einstein metrics on Einstein toric surfaces. The …
The paper studies a new class of affine maximal surfaces with singularities.
New formula for instantaneous frequency in unbalanced systems.
Lie minimal surfaces are characterized by differential equations of principal curvatures.
Paper shows affine constraint is unnecessary for high-dimensional data.
Random features enhance control of complex systems.
We introduce a class of Higgs bundles called cyclic which lie in the Hitchin component of representations of a compact Riemann surface into the split real form of a simple Lie group. We then prove that such a Higgs bundle is equivalent to a certain class of solutions to the affine Toda equations. We further explain thi…
The relationship between minimal algebraic Kac-Moody groups and twin buildings is well known as is the relationship between formal completions in one direction and affine buildings. Nevertheless, as the completion of a Kac-Moody group in one direction destroys the opposite BN-pair, there exists no longer a twin buildin…
Generalizes Hecke algebra for double torus, linking to skein algebra.
The paper studies third-order PDEs invariant under affine transformations and connects them to the Fubini-Pick invariant.
We discuss locally simply transitive affine actions of Lie groups G on finite-dimensional vector spaces such that the commutator subgroup [G,G] is acting by translations. In other words, we consider left-symmetric algebras satisfying the identity [x,y].z=0. We derive some basic characterizations of such left-symmetric …
Study classifies zero mean curvature surfaces with planar curvature lines.
Estimates box dimension of fractal interpolation surfaces using oscillation vectors.
Study the geometry of a Lie group using Hessian and flat affine structures.
New bounds for convex clustering under graph connectivity.
A manifold with an arbitrary affine connection is considered and the geodesic spray associated with the connection is studied in the presence of a Lie group action. In particular, results are obtained that provide insight into the structure of the reduced dynamics associated with the given invariant affine connection. …
We consider the three-dimensional Heisenberg group, equipped with any left-invariant metric, either Lorentzian or Riemannian. We completely classify their affine vector fields and investigate their relationship with Killing vector fields and their casual character. We also classify their Ricci, curvature and matter col…
We provide explicit solutions of certain forward-backward stochastic differential equations (FBSDEs) with quadratic growth. These particular FBSDEs are associated with quadratic term structure models of interest rates and characterize the zero-coupon bond price. The results of this paper are naturally related to simila…
Spectral Clustering(SC) is a prominent data clustering technique of recent times which has attracted much attention from researchers. It is a highly data-driven method and makes no strict assumptions on the structure of the data to be clustered. One of the central pieces of spectral clustering is the construction of an…
Properties of low-variability periods in the time series are analysed. The theoretical approach is used to show the relationship between the multi-scaling of low-variability periods and multi-affinity of the time series. It is shown that this technically simple method is capable of reveling more details about time-seri…
New algorithm estimates task affinities without repeated training, improving model performance and efficiency.
Two ML frameworks predict antibody properties using structural data.
ICCNLS models complex relationships as convex and concave components.
Subspace clustering (SC) refers to the problem of clustering high-dimensional data into a union of low-dimensional subspaces. Based on spectral clustering, state-of-the-art approaches solve SC problem within a two-stage framework. In the first stage, data representation techniques are applied to draw an affinity matrix…
We study a topological aspect of rank-1 double affine Hecke algebra (DAHA). Clarified is a relationship between the DAHA of A1-type (resp. CC1-type) and the skein algebra on a once-punctured torus (resp. a 4-punctured sphere), and the SL(2;Z) actions of DAHAs are identified with the Dehn twists on the surfaces. Combini…
In this paper, we develop a theory about the relationship between -invariant/equivariant functions and deep neural networks for finite group . Especially, for a given -invariant/equivariant function, we construct its universal approximator by deep neural network whose layers equip -actions and each affine t…
We present two results about the relationship between fundamental groups of quasiprojective manifolds and linear systems on a projectivization. We prove the existence of a plane curve with non-abelian fundamental group of the complement which does not admit a mapping onto an orbifold with non-abelian fundamental group.…
We give a complete characterization of the relationship between the shape of a Euclidean polygon and the symbolic dynamics of its billiard flow. We prove that the only pairs of tables that can have the same bounce spectrum are right-angled tables that differ by an affine map. The main tool is a new theorem that establi…
DKLM learns adaptive kernels for robust nonlinear subspace clustering.
This paper generalizes a result about bounded differentials to higher-order differentials and studies their geometric implications.
The Epicurean Philosophy is commonly thought as simplistic and hedonistic. Here I discuss how this is a misconception and explore its link to Reinforcement Learning. Based on the letters of Epicurus, I construct an objective function for hedonism which turns out to be equivalent of the Reinforcement Learning objective …
Model visualizes and analyzes multilayer networks in a latent space.
During a speculative episode the price of an item jumps from an initial level p_1 to a peak level p_2 before more or less returning to level p_1. The ratio p_2/p_1 is referred to as the amplitude A of the peak. This paper shows that for a given market the peak amplitude is a linear function of the logarithm of the pric…
Timelike Thomsen surfaces are timelike minimal surfaces that are also affine minimal. In this paper, we make use of both the Lorentz conformal coordinates and the null coordinates, and their respective representation theorems of timelike minimal surfaces, to obtain a complete global classification of these surfaces and…
Neural language models are a powerful tool to embed words into semantic vector spaces. However, learning such models generally relies on the availability of abundant and diverse training examples. In highly specialised domains this requirement may not be met due to difficulties in obtaining a large corpus, or the limit…
Almost Zoll affine surface found on cylinder.
Paper generalizes Bloch-Ros principle to various surface classes.
We study affine maps between affine manifolds. Even when the fibers are compact and diffeomorphic, two of them can inherit different affine structures from the source space. This leads to a fixed linear holonomy deformation theory of the affine structure of an affine manifold. We found various conditions which make the…
ISR creates analytical relationships from data via invertible maps.
Study satellite knots and their quandles related to incompressible tori.
We study the geometry of jets of submanifolds with special interest in the relationship with the calculus of variations. We give a new proof of the fact that higher order jets of submanifolds are affine bundles; as a by-product we obtain a new expression for the associated vector bundles. We use Green-Vinogradov formul…
We consider the optimal investment problem when the traded asset may default, causing a jump in its price. For an investor with constant absolute risk aversion, we compute indifference prices for defaultable bonds, as well as a price for dynamic protection against default. For the latter problem, our work complements S…