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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.

168,695 papers · 148 categories

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4080119159 · Jun 202019922001200920172026
48 results for ambit fields

Develops a new model for day-ahead electricity prices using ambit fields.

problem The high-dimensional panel structure of electricity spot prices in European zones.
method Formulates a continuous time framework as an ambit field indexed by a cylinder surface, embedding intrinsic dependence structures.
result The model allows for pricing of derivatives on individual delivery periods, making products like spreads analytically tractable.

We lift ambit fields as introduced by Barndorff-Nielsen and Schmiegel to a class of Hilbert space-valued volatility modulated Volterra processes. We name this class Hambit fields, and show that they can be expressed as a countable sum of weighted real-valued volatility modulated Volterra processes. Moreover, Hambit fie…

2015-09-28abs ↗pdf ↗

Back cover text: Megaprojects and Risk provides the first detailed examination of the phenomenon of megaprojects. It is a fascinating account of how the promoters of multibillion-dollar megaprojects systematically and self-servingly misinform parliaments, the public and the media in order to get projects approved and b…

2013-03-28abs ↗pdf ↗

The theoretical basis for a candidate variational principle for the information bottleneck (IB) method is formulated within the ambit of the generalized nonadditive statistics of Tsallis. Given a nonadditivity parameter q q , the role of the \textit{additive duality} of nonadditive statistics (q=2q q^*=2-q ) in relating…

2008-11-19abs ↗pdf ↗

Clustering is a crucial component of many data mining systems involving the analysis and exploration of various data. Data diversity calls for clustering algorithms to be accurate while providing stable (i.e., deterministic and robust) results on arbitrary input networks. Moreover, modern systems often operate with lar…

2019-09-19abs ↗pdf ↗

Gaussian Process (GP) models are often used as mathematical approximations of computationally expensive experiments. Provided that its kernel is suitably chosen and that enough data is available to obtain a reasonable fit of the simulator, a GP model can beneficially be used for tasks such as prediction, optimization, …

2011-03-21abs ↗pdf ↗

Spectral algorithms on manifolds using diffusion kernels improve convergence rates.

problem The limitations of existing spectral algorithms in RKHSs for data on manifolds.
method Integrating manifold structure into spectral algorithms using heat kernel diffusion spaces.
result Spectral algorithms converge to the target function and its derivatives in a strong sense, with rates dependent on manifold intrinsic dimension.

Sherpa.ai framework combines federated learning and differential privacy for edge AI services.

problem Protecting data privacy in edge AI services.
method Holistic federated learning and differential privacy approach with methodological guidelines.
result Demonstrated through classification and regression use cases.

New models can't beat existing ones, so debiasing methods only slightly reduce needed labels.

problem Limiting scalability in model evaluation due to self-preferencing biases.
method Study of debiasing methods using a few high-quality labels to reduce model judgments.
result Debiasing methods can't decrease required ground truth labels by more than half when the judge is no more accurate than the model.

We give a general treatment of the somewhat unfamiliar operation on manifolds called Connected Sum at Infinity, or CSI for short. A driving ambition has been to make the geometry behind the well definition and basic properties of CSI as clear and elementary as possible. CSI then yields a very natural and elementary pro…

2010-10-13abs ↗pdf ↗

Braided vector fields on spatial subdomains homeomorphic to the cylinder play a crucial role in applications such as solar and plasma physics, relativistic astrophysics, fluid and vortex dynamics, elasticity, and bio-elasticity. Often the vector field's topology -- the entanglement of its field lines -- is non-trivial,…

2019-09-17abs ↗pdf ↗

The paper proves that certain modified conformal vector fields are trivial on compact and non-compact manifolds.

problem Proving triviality of modified conformal vector fields on Riemannian manifolds.
method Analyzing properties of homothetic, conformal, and gradient vector fields on compact and non-compact manifolds.
result Established conditions under which mm-modified conformal vector fields are trivial.

We prove a monodromy theorem for local vector fields belonging to a sheaf satisfying the unique continuation property. In particular, in the case of admissible regular sheaves of local fields defined on a simply connected manifold, we obtain a global extension result for every local field of the sheaf. This generalizes…

2015-07-13abs ↗pdf ↗

The paper establishes a connection between force-free fields and conformally geodesic fields.

problem Understanding the relationship between force-free fields and conformally geodesic fields.
method Developed an equivalence between force-free fields and conformally geodesic fields, generalized to arbitrary dimensions.
result Established that stationary points of hierarchies of L2L^2 and L1L^1-optimization problems are related by a conformal change of metric.

Vector fields invariant under Lie group action are finitely generated by polynomial fields.

problem Understanding invariant vector fields under Lie group actions.
method Analyzing the module of smooth vector fields invariant under a linear action of a compact Lie group.
result The module of invariant vector fields is finitely generated by polynomial fields.

The position vector field x is the most elementary and natural geometric object on a Euclidean submanifold MM. The position vector field plays very important roles in mathematics as well as in physics. Similarly, the tangential component x^T of the position vector field is the most natural vector field tangent to the …

2017-12-24abs ↗pdf ↗

Study on vector fields on Lie groups reveals surprising algebraic coincidences.

problem Characterizing vector fields on Lie groups with Riemannian metrics.
method Algebraic and geometric analysis of left-invariant vector fields on nilpotent Lie groups.
result Spaces of Killing, one-harmonic, and conformal vector fields coincide with the center of the Lie algebra on nilpotent Lie groups.

This work discovers latent field effects governing interacting dynamical systems.

problem Discovering field effects governing interacting dynamical systems.
method Proposes neural fields to learn latent force fields from observed dynamics, disentangling local object interactions and global field effects.
result Accurately discovers latent field effects in various dynamical systems.

Study proves conformal vector fields on certain Finsler manifolds are Killing fields.

problem Characterizing conformal vector fields on compact homogeneous Finsler manifolds.
method Analyzes properties of conformal vector fields and homogeneous Finsler metrics.
result Conformal vector fields on compact homogeneous Finsler manifolds are Killing fields.

For a submanifold M in a Euclidean space, the tangential component x^T of the position vector field x of M is the most natural vector field tangent to the Euclidean submanifold, called the canonical vector field of M. In this article, first we prove that the canonical vector field of every Euclidean submanifold is alwa…

2018-01-22abs ↗pdf ↗

Study magnetic field evolution in inhomogeneous axion stars.

problem Magnetic field evolution in axion stars with spatial inhomogeneity.
method Derived new induction equation for magnetic field, analyzed CS waves interactions, and considered compact domain effects.
result Spatial inhomogeneity of pseudoscalar field significantly affects magnetic field evolution.

In this paper we form a general conservation law that unifies a class of physics field theories. For this we first introduce the notion of a general field as a formal sum differential forms on a Minkowski manifold. Thereafter, we employ the action principle to define the conservation law for such general fields. By con…

2019-08-28abs ↗pdf ↗

A Ricci soliton (M,g,v,λ)(M,g,v,λ) on a Riemannian manifold (M,g)(M,g) is said to have concurrent potential field if its potential field vv is a concurrent vector field. Ricci solitons arisen from concurrent vector fields on Riemannian manifolds were studied recently in \cite{CD2}. The most important concurrent vector field is …

2014-10-19abs ↗pdf ↗

Challenge to separate Earth's magnetic field from vehicle's magnetic field for accurate navigation.

problem Separate Earth's magnetic field from vehicle's magnetic field for accurate magnetic navigation.
method Use machine learning (ML) and integrate physics of magnetic navigation (SciML) to remove aircraft magnetic field from total magnetic field.
result A model can be constructed to effectively remove aircraft magnetic field from the dataset.

New field invariant refines real spectrum and relates to absolute Galois group.

problem Understanding field invariants related to absolute Galois groups.
method Introducing Artin-Schreier quandles and computing their properties for different types of fields.
result Artin-Schreier quandles provide relations between fields and their absolute Galois groups.

Study biharmonic vector fields and unit vector fields on Riemannian manifolds.

problem Determine the equivalence of biharmonicity and harmonicity for vector fields and unit vector fields on Riemannian manifolds.
method Analyze biharmonic vector fields and unit vector fields on (M,g)(M,g) with pseudo-Riemannian gg-natural metrics on TMTM and T1MT_1M.
result Contrary to Sasaki metric, biharmonicity and harmonicity are not equivalent for large classes of gg-natural metrics on TMTM.

This short report establishes some basic properties of smooth vector fields on product manifolds. The main results are: (i) On a product manifold there always exists a direct sum decomposition into horizontal and vertical vector fields. (ii) Horizontal and vertical vector fields are naturally isomorphic to smooth famil…

2011-06-05abs ↗pdf ↗

Defines quaternionic k-vector fields on quaternionic Kähler manifolds.

problem No specific problem stated; focuses on definition and properties.
method Introduced a modified Dirac operator to define quaternionic k-vector fields.
result Calculated the dimension of quaternionic k-vector fields on HPn\mathbb{H}P^n.