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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.

169,291 papers · 148 categories

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306089119 · Jun 202019922001200920182026
48 results for analytic loops

Study topological G₂ and Spin(7) strings at 1-loop using double complexes.

problem Calculate topological string partition functions at 1-loop.
method Define double complexes for supersymmetric backgrounds using generalised geometry, compute partition functions as alternating products of determinants of Laplacians.
result Reproduce known results for G₂ string and predict for Spin(7) string.

On the unit sphere S\mathbb{S} in a real Hilbert space H\mathbf{H}, we derive a binary operation \odot such that (S,)(\mathbb{S},\odot) is a power-associative Kikkawa left loop with two-sided identity e0\mathbf{e}_0, i.e., it has the left inverse, automorphic inverse, and AlA_l properties. The operation \odot is co…

1999-10-21abs ↗pdf ↗

Develops Poisson structures on weak Sobolev loop spaces for integrable systems.

problem Analyzing integrable systems on low regularity loop spaces.
method Extending Mokhov's constructions to weak Sobolev spaces, constructing presymplectic and Poisson structures.
result Valid Poisson structures and deformations for weak Sobolev loops, extending Hamiltonian formalisms.

Efficient hybrid method for pricing barrier options with stochastic volatility.

problem Valuation of barrier options on assets with stochastic volatility.
method Combining Monte Carlo simulation and semi-analytical heat potential method.
result Our method provides better accuracy and is orders of magnitude faster than existing methods.

The classical Björling problem is to find the minimal surface containing a given real analytic curve with tangent planes prescribed along the curve. We consider the generalization of this problem to non-minimal constant mean curvature (CMC) surfaces, and show that it can be solved via the loop group formulation for suc…

2009-08-23abs ↗pdf ↗

Abstract: Extends Drinfeld correspondence to infinite-dimensional Lie groups.

problem Establishing Drinfeld correspondence in infinite dimensions.
method Extending Drinfeld correspondence to Poisson Lie groups and Lie bialgebras in infinite-dimensional settings.
result Extended Drinfeld correspondence to regular Lie groups modeled on nuclear Fréchet and Silva spaces.

The monodromy action in the homology of level sets of Morse functions on stratified singular analytic varieties is studied. The local variation operators in both the standard and the intersection homology groups defined by the loops around the critical values of such functions are reduced to similar operators in the ho…

1995-05-11abs ↗pdf ↗

Paper achieves ε2ε^{-2} sample complexity for actor-critic methods with minimal assumptions.

problem Achieving ε2ε^{-2} sample complexity for actor-critic methods under minimal assumptions.
method Single-loop, single-timescale implementation; coupled Lyapunov drift framework.
result First ildeO(ε2) ilde{\mathcal{O}}(ε^{-2}) sample complexity guarantee for finding an εε-optimal policy.

This paper introduces TDA and TSI for better business analytics.

problem Nonlinear, multi-scale business datasets under-represented by traditional tools.
method Topological Data Analysis (TDA) and Topological Stability Index (TSI).
result TSI reveals structural variability in business data.

Study of operators on loop spaces using Fermionic calculus and stochastic methods.

problem Analyzing operators on loop spaces arising from self-adjoint and closed operators.
method Fermionic calculus and stochastic methods to derive regularity and stochastic representations.
result Derivation of a stochastic refinement of the Duistermaat-Heckman localization formula.

We determine the equilibria of a rigid loop in the plane, subject to the constraints of fixed length and fixed enclosed area. Rigidity is characterized by an energy functional quadratic in the curvature of the loop. We find that the area constraint gives rise to equilibria with remarkable geometrical properties: not on…

2001-03-12abs ↗pdf ↗

We define a large class of integrable nonlinear PDE's, \emph{kk-symmetric AKS systems}, whose solutions evolve on finite dimensional subalgebras of loop algebras, and linearize on an associated algebraic curve. We prove that periodicity of the associated algebraic data implies a type of quasiperiodicity for the soluti…

2006-04-11abs ↗pdf ↗

A Human-in-the-Loop Bayesian Optimization framework for constraint-aware bioprocess development.

problem Bioprocess development
method Pareto Front Guided Sampling (PFGS) with Bayesian Optimization (BO)
result Systematic identification of high-performing, feasibility-compliant, and perturbation-resilient operating conditions.

Study efficient pricing for barrier options in stochastic-volatility models with leverage correction.

problem Barrier options are sensitive to volatility dynamics, especially leverage, making accurate pricing difficult.
method Developed a class of continuous-path stochastic-clock volatility models and a systematic small-ρ expansion to incorporate leverage.
result Transform-only pricing formulas for barrier derivatives are fast and numerically stable, even for negative leverage.

Constructs an analytic index for infinite dimensional manifolds with LTLT-action.

problem Analyzing infinite dimensional manifolds with LTLT-action.
method Defines an analytic LTLT-equivariant index using a Hilbert space, Dirac operator, and crossed product.
result Justifies the analytic index in terms of noncommutative geometry.

Explicit BCH series radii found for special Banach-Malcev shift algebras.

problem Finding convergence radii for BCH series in specific algebraic structures.
method Established explicit convergence radii using continuity estimates and algebraic properties.
result Explicit formula for convergence radii derived and validated for various shift algebras.

To a knot in 3-space, one can associate a sequence of Laurent polynomials, whose nnth term is the nnth colored Jones polynomial. The Volume Conjecture for small angles states that the value of the nn-th colored Jones polynomial at $e^{\a/n}$ is a sequence of complex numbers that grows subexponentially, for a fixed s…

2005-03-28abs ↗pdf ↗

Study loop ensembles on graphs, linking group theory and topology.

problem Understanding loop homotopy classes and homologies on graphs.
method Determined distributions of loop homotopy classes and homologies using the lower central series of the fundamental group.
result Distributions of loop homotopy classes and homologies defined by the lower central series of the fundamental group.

Study asymptotic expansion of graph Laplacian on discretized surfaces, relating spanning trees and cycle-rooted forests.

problem Asymptotic expansion of graph Laplacian on discretized surfaces.
method Relate spanning trees and cycle-rooted spanning forests to zeta-regularized determinants.
result Explicit formula for limit of cycle-rooted spanning forest probability and topological observables.

We produce skew loops -- loops having no pair of parallel tangent lines -- homotopic to any loop in a flat torus or other quotient of R^n. The interesting case here is n=3. More subtly for any n, we characterize the homotopy classes that will contain a skew loop having a specified loop in the unit sphere as tangent ind…

2007-01-31abs ↗pdf ↗

Bayesian optimization with Gaussian processes speeds up searches for stationary points.

problem Accelerating searches for stationary points on potential energy surfaces.
method Unified Bayesian optimization view using Gaussian process regression with derivative observations, inverse-distance kernels, and active learning.
result Surrogates can reduce the number of expensive electronic structure evaluations by an order of magnitude.

Using the relations between the theory of differentiable Bol loops and the theory of affine symmetric spaces we classify all connected differentiable Bol loops having an at most 99-dimensional semi-simple Lie group as the group topologically generated by their left translations. We show that all these Bol loops are is…

2015-07-01abs ↗pdf ↗

A skew loop is a closed curve without parallel tangent lines. We prove: The only complete surfaces in euclidean 3-space with a point of positive curvature and no skew loops are the quadrics. In particular, ellipsoids are the only closed surfaces without skew loops. We also prove results about skew loops on cylinders an…

2002-05-21abs ↗pdf ↗

Study shows looping a 6-manifold over a 4-manifold results in a product of loops on spheres.

problem Understanding the homotopy properties of 6-manifolds over 4-manifolds.
method Analyzes the homotopy equivalence and rational homotopy of the total space of a sphere bundle over a 4-manifold.
result Looping a 6-manifold over a 4-manifold is homotopy equivalent to a product of loops on spheres.

New theory defines invariants for framed 3-manifolds using trivalent graphs with self-loops.

problem Defining invariants for framed 3-manifolds with semi-simple Lie groups.
method Constructing graph complexes and cocycles, including self-loops, to define invariants.
result Higher-loop invariants can be defined by graph cocycles with or without self-loops.

Training-free looped transformers improve model performance without additional training.

problem Improving model performance without additional training or fine-tuning.
method A lightweight inference-time wrapper loops a contiguous mid-stack block of layers of a frozen checkpoint without additional fine-tuning.
result Our method improves model performance across various model families.