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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.

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34 results for affine-normal

Yau's Affine Normal Descent optimizes smooth unconstrained problems with geometrically adapted directions.

problem Optimizing smooth unconstrained problems with geometrically adapted directions.
method Yau's Affine Normal Descent (YAND) uses the equi-affine normal of level-set hypersurfaces as search directions.
result YAND converges globally under standard smoothness assumptions and locally quadratically near nondegenerate minimizers.

New method computes affine normal directions efficiently for sparse polynomials.

problem Computing affine normal directions is computationally expensive in high dimensions.
method Reduces third-order tensor contraction to matrix-free formulation using log-determinant gradient.
result Scalable implementations with near-linear scaling in dimension and sparsity.

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…

2006-02-22abs ↗pdf ↗

We study the long time behavior of the volume preserving pp-flow in Rn+1\mathbb{R}^{n+1} for 1p<n+1n11\leq p<\frac{n+1}{n-1}. By extending Andrews' technique for the flow along the affine normal, we prove that every centrally symmetric solution to the volume preserving pp-flow converges sequentially to the unit ball in the $…

2012-11-29abs ↗pdf ↗

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

problem Optimizing portfolios with higher moments (variance, skewness, kurtosis) for large asset universes is computationally infeasible.
method Developed a structure-exploiting algorithm based on Yau's affine-normal descent, working directly with return matrix.
result Algorithm avoids explicit higher-order tensors and exploits quartic structure for efficient computation.

Polylab is a MATLAB toolbox for multivariate polynomial modeling.

problem Efficiently modeling and manipulating multivariate polynomials across CPU and GPU.
method Unified symbolic-numeric interface, three aligned classes (MPOLY, MPOLY_GPU, MPOLY_HP), polynomial operations, differentiation, matrix computations.
result Advantages of MPOLY-HP for reduction-heavy simplification and large-scale computations, and the stochastic log-determinant variant for sparse regimes.

The paper classifies singularities of plane congruences and affine distance functions.

problem Classifying singularities of plane congruences and affine distance functions.
method Classification through 2-parameter plane congruences in \(\mathbb{R^4}\) and affine normal plane congruences.
result Generic singularities of plane congruences and affine distance functions are classified.

For non-degenerate surfaces in R4R^4, a distinguished transversal bundle called affine normal plane bundle was proposed in [Nomizu-Vrancken]. Lagrangian surfaces have remarkable properties with respect to this normal bundle, like for example, the normal bundle being Lagrangian. In this paper we characterize those surfa…

2014-12-23abs ↗pdf ↗

We consider relative normalizations of ruled surfaces with non-vanishing Gaussian curvature KK in the Euclidean space R3\mathbb{R} ^{3}, which are characterized by the support functions (α)q=Kα^{\left( α\right) }q=\left \vert K\right \vert ^α for αRα\in \mathbb{R} (Manhart's relative normalizations). All ruled surfaces for…

2015-10-30abs ↗pdf ↗

We introduce a new family of affine metrics on a locally strictly convex surface MM in affine 4-space. Then, we define the symmetric and antisymmetric equiaffine planes associated with each metric. We show that if MM is immersed in a locally strictly convex hyperquadric, then the symmetric and the antisymmetric plane…

2014-04-09abs ↗pdf ↗

Employing the affine normal flow, we prove a stability version of the pp-affine isoperimetric inequality for p1p\geq1 in R2\mathbb{R}^2 in the class of origin-symmetric convex bodies. That is, if KK is an origin-symmetric convex body in R2\mathbb{R}^2 such that it has area ππ and its pp-affine perimeter is close en…

2012-09-30abs ↗pdf ↗

We apply the Cartan equivalence method to the study of real analytic second order ODEs under the local real analytic diffeomorphism of $\C^2$ which are area-preserving. This enables us to give a characterization of the second order ODEs which are equivalent to y=0y^{\prime\prime}=0 under such transformations. Moreover w…

2012-10-10abs ↗pdf ↗

In this paper we discuss some affine properties of convex equal-area polygons, which are convex polygons such that all triangles formed by three consecutive vertices have the same area. Besides being able to approximate closed convex smooth curves almost uniformly with respect to affine length, convex equal-area polygo…

2011-03-14abs ↗pdf ↗

The envelope of straight lines affine normal to a plane curve C is its affine evolute; the envelope of the affine lines tangent to C is the original curve, together with the entire affine tangent line at each inflexion of C. In this paper, we consider plane curves without inflexions. We use some techniques of singulari…

2017-05-04abs ↗pdf ↗

The aim of this paper is to investigate the differential geometry of immersed surfaces in three-dimensional normed spaces from the viewpoint of affine differential geometry. We endow the surface with a useful Riemannian metric which is closely related to normal curvature, and from this we re-calculate the Minkowski Gau…

2017-09-02abs ↗pdf ↗

In [Centro-affine invariants for smooth convex bodies, Int. Math. Res. Notices. doi: 10.1093/imrn/rnr110, 2011] Stancu introduced a family of centro-affine normal flows, pp-flow, for 1p<.1\leq p<\infty. Here we investigate the asymptotic behavior of the planar pp-flow for p=p=\infty in the class of smooth, origin-symme…

2013-12-17abs ↗pdf ↗

The study shows how to foliate convex hypersurfaces in affine space with constant curvature.

problem Finding convex hypersurfaces with constant Gauss-Kronecker curvature in affine space.
method Solving a Monge-Ampère equation with specific boundary conditions.
result Regular domains in affine space are foliated by complete convex hypersurfaces with constant Gauss-Kronecker curvature.

Normalizing flows are shown to be equivalent to Bayesian networks, revealing new insights.

problem Understanding the limitations and capabilities of normalizing flows.
method Revisiting normalizing flows as probabilistic graphical models and analyzing their structure.
result Normalizing flows can be reduced to Bayesian networks, revealing new insights into their structure and capabilities.

In a recent paper, Darvas-Rubinstein proved a convergence result for the Kahler-Ricci iteration, which is a sequence of recursively defined complex Monge-Ampere equations. We introduce the Monge-Ampere iteration to be an analogous, but more general, sequence of recursively defined real Monge-Ampere second boundary valu…

2017-12-07abs ↗pdf ↗

At a 3/2-cusp of a given plane curve γ(t)γ(t), both of the Euclidean curvature κgκ_g and the affine curvature κAκ_A diverge. In this paper, we show that each of sgκg\sqrt{|s_g|}κ_g and (sA)2κA(s_A)^2 κ_A (called the Euclidean and affine normalized curvature, respectively) at a 3/2-cusp is a smooth function of the variable tt, …

2011-02-22abs ↗pdf ↗

Given an oriented Riemannian surface (Σ,g)(Σ, g), its tangent bundle TΣ enjoys a natural pseudo-Kähler structure, that is the combination of a complex structure $\J$, a pseudo-metric $\G$ with neutral signature and a symplectic structure $\Om$. We give a local classification of those surfaces of TΣ which are both Lagr…

2008-07-09abs ↗pdf ↗

The study shows how geometric Weyl bulk-density exponent rigidifies spectral encodings in O-regularly varying classes.

problem Understanding spectral encodings under Weyl growth conditions.
method Analyzing geometric Weyl bulk-density exponent and proving spectral rigidity.
result The geometric Weyl bulk-density exponent (d2)/2(d-2)/2 rigidifies spectral encodings in the O-regularly varying class, leading to unique admissible exponents and scaling laws.

A new method recovers rewards from behavior policies using classification and regression.

problem Recovering meaningful rewards from observed behavior in reinforcement learning.
method GenPQR, a modular procedure that estimates behavior policy, evaluates soft Q-function, and recovers normalized reward using classification and regression.
result GenPQR matches or improves reward recovery compared to DeepPQR, while being simpler and more modular.