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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.

169,341 papers · 148 categories

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3086169231,231 · Jun 202019922001200920182026
48 results for analytic methods

Improved neural network predicts spectral functions more accurately than traditional methods.

problem Reconstructing real-time spectral functions from imaginary-time Green's functions is ill-posed and challenging.
method Feature Learning Network (FL-net) for enhanced prediction accuracy.
result FL-net achieves at least 20% improvement over traditional methods like MEM.

The paper defines wave-front singularities using explicit analytic functions.

problem Characterizing the images of wave-front singularities.
method Explicit resultant computations to construct main-analytic functions.
result Explicit formulas for main-analytic functions of wave-front singularities of types A, D, and E.

Proves time analyticity for heat and Navier-Stokes equations without decaying conditions.

problem Analyticity of solutions to heat and Navier-Stokes equations without decaying conditions.
method Real variable method and algebraic manipulation of integral kernels.
result First general pointwise time analyticity result for all dimensions.

Efficient semi-analytic methods for pricing double barrier options with time-dependent parameters.

problem Pricing and calibration of double barrier options with time-dependent parameters.
method Two approaches: General Integral transform method and Heat Potential method.
result Semi-analytic techniques are more efficient for pricing double barrier options than traditional numerical methods.

A new method for non-rigid point set registration reduces computational complexity.

problem Efficiently registering non-rigid point sets with large numbers of points.
method Structured Analytic Coherent Point Drift (Analytic-CPD) reformulates CPD for structured analytic mappings.
result Analytic-CPD reduces computational complexity by controlling the deformation model's dimensionality.

Develops a semi-analytic method for auto-callable accrual notes valuation.

problem Valuation of auto-callable structures with accrual features subject to barrier conditions.
method Extends recent studies of multi-assessed binaries to time-dependent parameters, using a semi-analytic approach.
result The semi-analytic approach is more advantageous for high precision valuation compared to Monte Carlo methods.

The paper explores bond pricing in short rate models using numerical and analytical methods.

problem Bond pricing in short rate convergence models of interest rates.
method Numerical and analytical methods for obtaining approximate solutions to partial differential equations.
result Approximations of bond prices in short rate convergence models.

Visual system compares and evaluates machine learning models for clinical data predictions.

problem Challenges in comparing and evaluating different machine learning models for medical predictions.
method Developed a visual analytics system to compare and evaluate multiple models' prediction criteria and consistency.
result Demonstrated the effectiveness of the visual analytics system in assisting clinicians and researchers.

Survey of complex analytic methods in minimal surface theory.

problem Global theory of minimal surfaces in Euclidean spaces.
method Complex analytic methods including Oka theory, holomorphic sprays, and Riemann-Hilbert boundary value problem.
result New constructions and results on minimal surfaces in various contexts.

We perform the first study of the tradeoff space of access methods and replication to support statistical analytics using first-order methods executed in the main memory of a Non-Uniform Memory Access (NUMA) machine. Statistical analytics systems differ from conventional SQL-analytics in the amount and types of memory …

2014-03-28abs ↗pdf ↗

A new method uses vector embeddings to improve analytics model performance.

problem Challenges in selecting high-quality datasets for enhanced analytics performance.
method Transform datasets into vector embeddings using NumTabData2Vec, then use similarity search for model inference.
result The proposed method accurately predicts analytics outcomes and increases speedup.

Develops a method to discriminate between competing models using Gaussian process surrogates.

problem Discriminating between competing models when data is insufficient and models are non-analytical.
method Introduces Gaussian process surrogates to extend design of experiments methods to non-analytical models.
result Extends design of experiments methods to non-analytical models in a computationally efficient manner.

Proposes efficient Bayesian logistic regression for large sparse datasets.

problem Infeasibility of theoretical Bayesian methods for large sparse feature sets.
method Low complexity analytical approximations for sparse online logistic and probit regressions.
result Empirical results show superior performance compared to more complex methods.

Functional-analytic method for stochastic parallel transport in bundles.

problem Stochastic parallel transport in Hermitian bundles over Riemannian manifolds.
method Purely functional-analytic construction.
result Obtained a general Feynman-Kac formula in vector bundles.

The paper defines functions that induce bounded composition operators on RKHSs with analytic positive definite functions.

problem Characterizing functions that induce bounded composition operators on RKHSs.
method Intrinsic properties of RKHSs and asymptotic properties of orthogonal polynomials.
result Only affine transforms can induce bounded composition operators in a large class of RKHSs.

Using Chebyshev polynomials combined with some mild combinatorics, we provide a new formula for the analytical planar limit of a random matrix model with a one-cut potential VV. For potentials V(x)=x2/2n1anxn/nV(x)=x^{2}/2-\sum_{n\ge1}a_{n}x^{n}/n, as a power series in all ana_{n}, the formal Taylor expansion of the analytic planar …

2010-10-05abs ↗pdf ↗

Analytical formula and Newton's method compared for nonlinear Black-Scholes equations.

problem Solving nonlinear Black-Scholes parabolic equations with market illiquidity and risk factors.
method Comparison of analytical approximation formula and Newton's method.
result Accuracy and time complexity of both methods compared using market data.

A new method solves SABR and Heston equations for option pricing.

problem Solving SABR and Heston equations for option pricing.
method Semi-analytical method based on path integrals, integrating analytically one set and numerically the other using Monte-Carlo.
result Compact expressions for correlated stochastic variables, efficient for Vanilla and Asian options.

The delta invariant of curves on rational surfaces is calculated using embedded topological and analytic methods.

problem Calculating the delta invariant of curves on rational surfaces.
method Embedded topological and analytic approaches.
result The delta invariant can be recovered with a concrete expression associated with the embedded topological type of the pair (X,C).

In this work, we have presented a simple analytical approximation scheme for generic non-linear FBSDEs. By treating the interested system as the linear decoupled FBSDE perturbed with non-linear generator and feedback terms, we have shown that it is possible to carry out a recursive approximation to an arbitrarily highe…

2011-06-01abs ↗pdf ↗

Review of Gerber-Shiu function for practical actuarial science.

problem Difficulty in numerical approximation and statistical inference of Gerber-Shiu function.
method Comprehensive review of formulations, surplus processes, numerical methods, and statistical inference.
result Enhanced understanding and practical guide for Gerber-Shiu function.

We develop analytical methods for nonlinear Dirac equations. Examples of such equations include Dirac-harmonic maps with curvature term and the equations describing the generalized Weierstrass representation of surfaces in three-manifolds. We provide the key analytical steps, i.e., small energy regularity and removable…

2007-07-30abs ↗pdf ↗