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.
Defines hierarchical clustering axioms for various densities.
The main goal of this paper is presentation a modern axiomatic approach to financial arithmetic. At the first, the axiomatic financial arithmetic theory was proposed by Peccati who has introduced the axiomatic definition of the future value. This theory has been extensively developed in past years. Proposed approach to…
We extend the holomorphic analytic torsion classes of Bismut and Köhler to arbitrary projective morphisms between smooth algebraic complex varieties. To this end, we propose an axiomatic definition and give a classification of the theories of generalized holomorphic analytic torsion classes for arbitrary projective mor…
Paper defines the payback period for nonconventional cash flows using axioms.
Proposes BA method for unbiased time series anomaly detection evaluation.
A new framework assesses financial and ESG risks for sustainable investing.
The aim of this paper is to develop a new axiomatization of planar geometry by reinterpreting the original axioms of Euclid. The basic concept is still that of a line segment but its equivalent notion of betweenness is viewed as a topological, not a metric concept. That leads quickly to the notion of connectedness with…
We give a simple axiomatic definition of a rational-valued invariant s(W,V,e) of triples (W,V,e), where W is a (smooth, oriented, closed) 6-manifold and V is a 3-submanifold of W, and where e is a second rational cohomology class of the complement of V satisfying a certain condition. The definition is stated in terms o…
A concise discussion of the axiomatic approach to the concept of parallel transport is presented. Attention is drawn to a bijective map between the sets of connections and (axiomatically defined) parallel transports. The transports along paths are pointed as a generalization of the (axiomatically defined) parallel tran…
Defines and classifies Thurston geometries and connects simplicial volume to Kodaira dimension.
Defines Learning Analytics' foundational structure and scope.
This work improves understanding of symmetrizing Bregman divergences on positive definite matrices.
We describe a general framework for measuring risks, where the risk measure takes values in an abstract cone. It is shown that this approach naturally includes the classical risk measures and set-valued risk measures and yields a natural definition of vector-valued risk measures. Several main constructions of risk meas…
Paper axiomatizes interventional probability distributions.
We refurbish our axiomatics of differential geometry introduced in [Mathematics for Applications,, 1 (2012), 171-182]. Then the notion of Euclideaness can naturally be formulated. The principal objective in this paper is to present an adaptation of our theory of differential forms developed in [International Journal of…
In this paper we give an axiomatization of differential geometry comparable to model categories for homotopy theory. Weil functors play a predominant role.
The axiomatic approach to parallel transport theory is partially discussed. Bijective correspondences between the sets of connections, (axiomatically defined) parallel transports, and transports along paths satisfying some additional conditions, are constructed. In particular, the equivalence between the concepts "conn…
In our previous paper entitled "Axiomatic differential geometry -towards model categories of differential geometry-, we have given a category-theoretic framework of differential geometry. As the first part of our series of papers concerned with differential-geometric developments within the above axiomatic scheme, this…
Axiomatizes -quantiles, a generalization of quantiles.
In this article we prove that any unitary, axiomatic topological quantum field theory in four-dimensions can not detect changes in the smooth structure of M, a simply connected, closed (compact without boundary), oriented smooth manifold. However, as Donaldson-Witten theory (a topological quantum field theory but not a…
The paper defines strong emergence in field theories and proves it exists between certain theories.
Information theory provides principled ways to analyze different inference and learning problems such as hypothesis testing, clustering, dimensionality reduction, classification, among others. However, the use of information theoretic quantities as test statistics, that is, as quantities obtained from empirical data, p…
The 3D index of Dimofte-Gaiotto-Gukov a partially defined function on the set of ideal triangulations of 3-manifolds with torii boundary components. For a fixed tuple of integers, the index takes values in the set of -series with integer coefficients. Our goal is to give an axiomatic definition of the tetra…
We give here a self contained and elementary introduction to the Conley-Zehnder index for a path of symplectic matrices. We start from the definition of the index as the degree of a map into the circle for a path starting at the identity and ending at a matrix for which 1 is not an eigenvalue. We prove some properties …
We formulate and prove an axiomatic characterization of conditional information geometry, for both the normalized and the nonnormalized cases. This characterization extends the axiomatic derivation of the Fisher geometry by Cencov and Campbell to the cone of positive conditional models, and as a special case to the man…
Axiomatizes the bid-ask market maker's quoting rule
In our previous paper (Axiomatic Differential Geometry II-3) we have discussed the general Jacobi identity, from which the Jacobi identity of vector fields follows readily. In this paper we derive Jacobi-like identities of tangent-vector-valued forms from the general Jacobi identity.
Given a complete and (locally) cartesian closed category U, it is shown that the category of functors from the category of Weil algebras to the category U is (locally, resp.) cartesian closed. The corresponding axiomatization for differential geometry based upon Weil functors is then given.
Introduces a new geometry based on difference angles, showing unique properties.
As the fourth paper of our series of papers concerned with axiomatic differential geometry, this paper is devoted to the general Jacobi identity supporting the Jacobi identity of vector fields. The general Jacobi identity can be regarded as one of the few fundamental results belonging properly to smootheology.
Clarifies interest rate cap rules for loans with unconventional cash flows.
New characterization of geodesic currents via curve functionals.
In this paper is proposed a kind of model theory for our axiomatic differential geometry. It is claimed that smooth manifolds, which have occupied the center stage in differential geometry, should be replaced by functors on the category of Weil algebras. Our model theory is geometrically natural and conceptually motiva…
Paper proves impossibility of three desirable properties in node embedding.
We define a new class of Bayesian point estimators, which we refer to as risk averse. Using this definition, we formulate axioms that provide natural requirements for inference, e.g. in a scientific setting, and show that for well-behaved estimation problems the axioms uniquely characterise an estimator. Namely, for es…
New framework explains neural network behavior through geometric postulates.
Paper introduces variance-based measures for second-order uncertainty quantification in classification problems.
Diversification represents the idea of choosing variety over uniformity. Within the theory of choice, desirability of diversification is axiomatized as preference for a convex combination of choices that are equivalently ranked. This corresponds to the notion of risk aversion when one assumes the von-Neumann-Morgenster…
A framework for anonymized risk sharing without revealing identities or preferences.
Defines globalness measure for explainers using optimal transport.
Geometric invariant theory introduces stability conditions mirroring abelian category theory.
New stability theorem for hyperbolic metrics without volume bounds.
We introduce an axiomatic framework for the parallel transport of connections on gerbes. It incorporates parallel transport along curves and along surfaces, and is formulated in terms of gluing axioms and smoothness conditions. The smoothness conditions are imposed with respect to a strict Lie 2-group, which plays the …
We provide an axiomatic approach to the theory of local tangent cones of regular sub-Riemannian manifolds and the differentiability of mappings between such spaces. This axiomatic approach relies on a notion of a dilation structure which is introduced in the general framework of quasimetric spaces. Considering quasimet…
In this paper, we give a precise and workable definition of a quantum knot system, the states of which are called quantum knots. This definition can be viewed as a blueprint for the construction of an actual physical quantum system. Moreover, this definition of a quantum knot system is intended to represent the "quantu…
We consider the "partial information decomposition" (PID) problem, which aims to decompose the information that a set of source random variables provide about a target random variable into separate redundant, synergistic, union, and unique components. In the first part of this paper, we propose a general framework for …
Projection maps which appear in the theory of buildings and oriented matroids are closely related to the notion of shellability. This was first observed by Bj{ö}rner. In this paper, we give an axiomatic treatment of either concept and show their equivalence. We also axiomatize duality in this setting. As applications o…
New Gini indices capture more nuanced income inequality.