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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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25.0%50.0%75.0%100.0% · Jul 199219922001200920182026
48 results for anisotropic index of refraction

We study the multiplicity sets of first order symbols associated with differential operators on two dimensional surfaces. This work is inspired by the phenomenon of conical refraction explained by the existence of singularities in the Fresnel hyper-surface for Maxwell's equations on an anisotropic crystal.

2013-11-04abs ↗pdf ↗

New system studies trapped light paths in Euclidean space.

problem Trapping of light paths in Euclidean space with negative refractive index.
method Introduces wind-tree tiling billiards system to study trajectories of rays in Euclidean space with rectangular obstacles.
result Almost every configuration of the system traps trajectories with initial vertical direction in an infinite strip.

Study on Gauss map of anisotropic minimal surfaces with Morse index estimates.

problem Estimating the Morse index of anisotropic minimal surfaces.
method Local analysis of Gauss map, conformal geometric techniques applied to the Gauss map.
result Upper and lower estimates for the Morse index of anisotropic minimal surfaces.

The point of the paper is to show some limitations of geometrical optics in the analysis of subwavelength focusing. We analyze the resolution of the image of a line source radiating in the Maxwell fisheye and the Veselago-Pendry slab lens. The former optical medium is deduced from the stereographic projection of a virt…

2009-12-01abs ↗pdf ↗

Generalizes Fermat's principle for wave propagation in cone structures.

problem Wave propagation in complex media with discontinuities and anisotropy.
method Generalizes Fermat's principle to smooth interfaces separating two cone structures representing wave propagation in various media.
result Conditions for critical points of arrival time functional, generalizing Snell's law and reflection.

Vanilla SGD learns SIM from anisotropic data without explicit covariance estimation.

problem Learning SIM from anisotropic Gaussian inputs.
method Vanilla Stochastic Gradient Descent (SGD) trained on SIM with anisotropic input.
result Vanilla SGD adapts to anisotropic data's covariance structure.

Study on Parisian ruin for a refracted Lévy process with adaptive premium rate.

problem Investigating the probability of Parisian ruin for a Lévy insurance risk process with a refracted premium rate.
method Generalization of Loeffen et al. (2013) for a refracted Lévy process with a deterministic implementation delay.
result Compact and similar structure result for the probability of Parisian ruin.

Study optimal stopping times for financial options with negative discount rates and random refraction times.

problem Optimal stopping times for financial options with negative discount rates and random refraction times.
method Analyzes optimal multiple stopping problems driven by Lévy processes with negative discount rates and random refraction times.
result Optimal strategy is uniquely characterized by up-crossing times, with thresholds determined explicitly or recursively.

Paper proves geodesics and focal points unchanged by conformal changes in pseudo-Finsler manifolds.

problem Understanding the behavior of lightlike geodesics in pseudo-Finsler manifolds.
method Used Chern connection, anisotropic calculus, and critical points of energy functional to prove invariance.
result Lightlike geodesics and focal points are preserved by anisotropic conformal changes.

In this paper, we introduce an insurance ruin model with adaptive premium rate, thereafter refered to as restructuring/refraction, in which classical ruin and bankruptcy are distinguished. In this model, the premium rate is increased as soon as the wealth process falls into the red zone and is brought back to its regul…

2013-06-19abs ↗pdf ↗

Machine learning models solve inverse eigenvalue problems for symmetric potentials and refractive indices.

problem Solving inverse eigenvalue problems for symmetric potentials and refractive indices.
method Supervised regression models (k-Nearest Neighbours, Random Forests, Multi-Layer Perceptron) trained on eigenvalue datasets.
result Machine learning methods can numerically solve inverse eigenvalue problems under appropriate parameter tuning.

Optimal dividend strategy found for risk models with regime switching.

problem Optimal dividend strategy for spectrally negative Markov additive models with regime switching.
method Introduced an auxiliary problem and transformed the original problem into a local optimization problem.
result The refraction-reflection strategy with regime-modulated thresholds is optimal.

The paper classifies a specific type of hyperbolic lattices using geometric properties.

problem Classifying (1,2)(1{,}2)-reflective anisotropic hyperbolic lattices of rank 44.
method Using geometric properties of the fundamental polyhedron of a cocompact reflection group in three-dimensional Lobachevsky space.
result A classification of (1,2)(1{,}2)-reflective anisotropic hyperbolic lattices of rank 44.

In the standard models for optimal multiple stopping problems it is assumed that between two exercises there is always a time period of deterministic length δδ, the so called refraction period. This prevents the optimal exercise times from bunching up together on top of the optimal stopping time for the one-exercise c…

2012-05-09abs ↗pdf ↗

Characterizes flag geometries for Hitchin representations in SL3(R).

problem Understanding flag geometries associated with Hitchin representations in SL3(R).
method Geometric characterization based on invariant foliations and refraction flows.
result Constructs refraction flows for positive roots in general sl_n(R), with highest root flows being C^1+α.

Optimal dividend strategies are found for companies with both continuous and lump sum payouts.

problem Determining the best dividend strategy for companies with both continuous and lump sum payouts.
method Using scale functions, explicit formulas for the expected present value of dividends until ruin are derived.
result A two-layer (a,b) strategy is shown to be optimal, paying continuous dividends above level a and lump sum payments above level b.

Paper solves Minkowski problem for anisotropic p-torsional rigidity.

problem Solving the Minkowski problem for anisotropic p-torsional rigidity.
method Using the anisotropic pp-Laplacian equation, presenting sufficient and necessary conditions for existence.
result Presented sufficient and necessary conditions for the existence of a solution.

In this paper, we study the anisotropic Minkowski problem. It is a problem of prescribing the anisotropic Gauss-Kronecker curvature for a closed strongly convex hypersurface in Euclidean space as a function on its anisotropic normals in relative or Minkowski geometry. We first formulate such problem to a Monge-Ampére t…

2012-03-06abs ↗pdf ↗

In this paper, we study the dual representation for generalized multiple stopping problems, hence the pricing problem of general multiple exercise options. We derive a dual representation which allows for cashflows which are subject to volume constraints modeled by integer valued adapted processes and refraction period…

2011-12-12abs ↗pdf ↗

Motivated by the study of wave fronts in anisotropic media, we propose an incidence geometry of anisotropic spheres in a Finsler-Minkowski space. An anisotropic version of the Laguerre functional is considered. In some circumstances, this functional can be used to determine that two wavefronts observed at distinct time…

2014-03-31abs ↗pdf ↗

Study anisotropic flow for capillary hypersurfaces, proving new inequalities.

problem Anisotropic capillary hypersurfaces and their properties.
method Anisotropic volume-preserving mean curvature flow, new approach for strictly convex initial hypersurfaces.
result Established new Alexandrov-Fenchel inequalities for strictly convex anisotropic capillary hypersurfaces.

In this note, we give a classification of complete anisotropic isoparametric hypersurfaces, i.e., hypersurfaces with constant anisotropic principal curvatures, in Euclidean spaces, which is in analogue with the classical case for isoparametric hypersurfaces in Euclidean spaces. On the other hand, by an example of local…

2010-08-11abs ↗pdf ↗