arXiv research

Analytic expressions for deep neural network output under stochastic training.

Researchers derive an analytic expression for Gaussian stochastic volatility models.

For a smooth strictly pseudoconvex hypersurface in a complex manifold, we give a necessary and sufficient condition for being CR-diffeomorphic to a real-analytic CR manifold. Our condition amounts to a holomorphic extension property for the canonically associated function expressing $2$-jets of the formal Segre varieti…

Explicitly expresses torsion functions on lens spaces.

The paper calculates asymptotic expansions for specific types of oscillatory integrals.

We explicitly write down all eigenvalues of the Rumin Laplacian on the standard contact spheres, and express the analytic torsion functions associated with the {Rumin complex} in terms of the Riemann zeta function. In particular, we find that the functions vanish at the origin and determine the analytic torsions.

We begin by showing that every real analytic orbifold has a real analytic Riemannian metric. It follows that every reduced real analytic orbifold can be expressed as a quotient of a real analytic manifold by a real analytic almost free action of a compact Lie group. We then extend a well-known result of Nomizu and Ozek…

Deep neural networks approximate analytic functions in high dimensions with exponential rates.

We study the structure of the invariant of K3 surfaces with involution, which we obtained using equivariant analytic torsion. It was known before that the invariant is expressed as the Petersson norm of an automorphic form on the moduli space. When the rank of the invariant sublattice of the K3-lattice with respect to …

The scaled complex Wishart distribution is a widely used model for multilook full polarimetric SAR data whose adequacy has been attested in the literature. Classification, segmentation, and image analysis techniques which depend on this model have been devised, and many of them employ some type of dissimilarity measure…

We propose and study a simple stochastic model for the dynamics of a limit order book, in which arrivals of market order, limit orders and order cancellations are described in terms of a Markovian queueing system. Through its analytical tractability, the model allows to obtain analytical expressions for various quantit…

For a non-compact hyperbolic 3-manifold with cusps we prove an explicit formula that relates the regularized analytic torsion associated to the even symmetric powers of the standard representation of SL_2(C) to the corresponding Reidemeister torsion. Our proof rests on an expression of the analytic torsion in terms of …

Analytic torsion defined for rank 2 distributions on 5-manifolds.

Yau proved an existence theorem for Ricci-flat Kähler metrics in the 1970's, but we still have no closed form expressions for them. Nevertheless there are several ways to get approximate expressions, both numerical and analytical. We survey some of this work and explain how it can be used to obtain physical predictions…

We present a comprehensive theory of homogeneous volatility (and variance) estimators of arbitrary stochastic processes that fully exploit the OHLC (open, high, low, close) prices. For this, we develop the theory of most efficient point-wise homogeneous OHLC volatility estimators, valid for any price processes. We intr…

For a GJR-GARCH specification with a generic innovation distribution we derive analytic expressions for the first four conditional moments of the forward and aggregated returns and variances. Moment for the most commonly used GARCH models are stated as special cases. We also the limits of these moments as the time hori…

This note presents an analytic construction of the optimal unit-norm direction hat(x) = x/|x| that maximizes or minimizes the objective linear expression, B . hat(x), subject to a system of linear constraints of the form [A] . x = 0, where x is an unknown n-dimensional real vector to be determined up to an overall norm…

We classify all regular three-dimensional convex cones which possess an automorphism group of dimension at least two, and provide analytic expressions for the complete hyperbolic affine spheres which are asymptotic to the boundaries of these cones. The affine spheres are represented by explicit hypersurface immersions …

We discuss an universal bordism invariant obtained from the Atiyah-Patodi-Singer eta-invariant from the analytic and homotopy theoretic point of view. Classical invariants like the Adams e-invariant, $ρ$-invariants and $String$-bordism invariants are derived as special cases. The main results are a secondary index theo…

A Riemmanian foliated dynamical system of 3-dimension $(\mathrm{RFDS}^{3})$ is a closed Riemannian 3-manifold with additional structures: foliation, dynamical system. In the context of arithmetic topology, it is a geometric/analytic analogue of an arithmetic scheme with a conjectural dynamical system suggested by C. De…

A new method synthesizes expressions from characteristics using GAN for healthcare.

Paper proposes a surrogate model for efficient experience rating in large insurance portfolios.

OccamNet finds interpretable symbolic fits to data efficiently.

In this paper, we address the aggregation of dependent stop loss reinsurance risks where the dependence among the ceding insurer(s) risks is governed by the Sarmanov distribution and each individual risk belongs to the class of Erlang mixtures. We investigate the effects of the ceding insurer(s) risk dependencies on th…

The classical Brody's theorem asserts the equivalence between two notions of hyperbolicity for compact complex spaces, one named after Kobayashi and one expressed in terms of lack of non constant holomorphic entire functions (compactness is only used to prove the harder implication). We extend this theorem to Deligne-M…

Modified perturbation method removes non-smoothness in solving Black-Scholes equations.

We discuss a semi-analytical method for solving SABR-type equations based on path integrals. In this approach, one set of variables is integrated analytically while the second set is integrated numerically via Monte-Carlo. This method, known in the literature as Conditional Monte-Carlo, leads to compact expressions fun…

Paper studies the full asymptotic torsion forms of flat bundles.

We present and discuss several old and new methods for mapping a circular disc to a square. In particular, we present analytical expressions for mapping each point (u,v) inside the circular disc to a point (x,y) inside a square region. Ideally, we want the mapping to be smooth and invertible. In addition, we put emphas…

We study analytic descriptions of conformal immersions of the Riemann sphere S^2 into the CP^(N-1) sigma model. In particular, an explicit expression for two-dimensional (2-D) surfaces, obtained from the generalized Weierstrass formula, is given. It is also demonstrated that these surfaces coincide with the ones obtain…

Random matrix theory is used to assess the significance of weak correlations and is well established for Gaussian statistics. However, many complex systems, with stock markets as a prominent example, exhibit statistics with power-law tails, that can be modelled with Levy stable distributions. We review comprehensively …

This paper is devoted to a proof of a generalized Ray-Singer conjecture for a manifold with boundary (the Dirichlet and the Neumann boundary conditions are independently given on each connected component of the boundary and the transmission boundary condition is given on the interior boundary). The Ray-Singer conjectur…

A latent force model is a Gaussian process with a covariance function inspired by a differential operator. Such covariance function is obtained by performing convolution integrals between Green's functions associated to the differential operators, and covariance functions associated to latent functions. In the classica…

This paper considers the valuation of exotic path-dependent options in Lévy models, in particular options on the supremum and the infimum of the asset price process. Using the Wiener--Hopf factorization, we derive expressions for the analytically extended characteristic function of the supremum and the infimum of a Lév…

Researchers created an accurate kinetic energy functional for materials modeling.

We present a novel approach for estimating conditional probability tables, based on a joint, rather than independent, estimate of the conditional distributions belonging to the same table. We derive exact analytical expressions for the estimators and we analyse their properties both analytically and via simulation. We …

We show that the classical Szasz analytic function $S_N(f)(x)$ is obtained by applying the pseudo-differential operator $f(N^{-1}D_θ)$ to the Bergman kernels for the Bargmann-Fock space. The expression generalizes immediately to any smooth polarized noncompact complete toric \kahler manifold, defining the generalized S…

We prove that if (C,0) is a reduced curve germ on a rational surface singularity (X,0) then its delta invariant can be recovered by a concrete expression associated with the embedded topological type of the pair (X,C). Furthermore, we also identify it with another (a priori) embedded analytic invariant, which is motiva…

We first apply the method and results in the previous paper to give a new proof of a result (hold in ${\bf C}/{\bf Z}$) of Gilkey on the variation of h-invariants associated to non self-adjoint Dirac type operators. We then give an explicit local expression of certain h-invariant appearing in recent papers of Braverma…

For a compact, connected, oriented Riemannian $3$-manifold $(M, g)$ with smooth boundary $\partial M$, we explicitly give a local representation and a full symbol expression for the electromagnetic Dirichlet-to-Neumann map by factorizing Maxwell's equations and using an isometric transform. We prove that one can recons…

We give two formulae which express the Alexander polynomial $Δ^C$ of several variables of a plane curve singularity $C$ in terms of the ring ${\cal O}_{C}$ of germs of analytic functions on the curve. One of them expresses $Δ^C$ in terms of dimensions of some factorspaces corresponding to a (multi-indexed) filtration o…

Harmonic forms and Rumin complex linked on Sasakian manifolds.

The extremely useful method of Malliavin calculus has not yet gained adequate popularity because of the complicated analytic apparatus of this method. The author attempts here to propose a simplified algebraic formalism similar to Malliavin calculus, but based on the notion of creation-annihilation operators instead of…

This work is an analytical and numerical study of the composition of several fractals into one and of the relation between the composite dimension and the dimensions of the component fractals. In the case of composition of standard IFS with segments of equal size, the composite dimension can be expressed as a function …

Tree ensembles such as Random Forests have achieved impressive empirical success across a wide variety of applications. To understand how these models make predictions, people routinely turn to feature importance measures calculated from tree ensembles. It has long been known that Mean Decrease Impurity (MDI), one of t…

We develop series expansions in powers of $q^{-1}$ and $q^{-1/2}$ of solutions of the equation $ψ(z) = q$, where $ψ(z)$ is the Laplace exponent of a hyperexponential Lévy process. As a direct consequence we derive analytic expressions for the prices of European call and put options and their Greeks (Theta, Delta, and G…

Develops a novel framework for pricing variance swaps in multi-asset stochastic volatility models.

New method estimates latent gene expression factors without overlap with known confounders.