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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.

168,657 papers · 148 categories

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9192837 · Sep 201919922001200920172026
48 results for bass notes

Geometric Bass martingales linked to Brownian motion and geometric Brownian motion.

problem Modeling continuous martingales with prescribed initial and terminal distributions.
method Developed geometric Bass martingales and established their properties.
result Explicit bijection and representation of geometric Bass martingales.

Gradient flow method solves for optimal transport starting distributions.

problem Finding the optimal starting distribution for a martingale in optimal transport.
method Following the gradient flow of the Bass functional's L2-lift.
result Gradient flow converges to a minimizer of the Bass functional.

The Bass model is calibrated to vanilla options using a fixed-point equation.

problem Calibration of the Bass local volatility model to vanilla options.
method Solving a fixed-point equation to achieve calibration.
result Existence and uniqueness of the solution to the fixed-point equation, and linear convergence of the fixed-point iteration scheme.

New approach improves computational efficiency of Bass Local Volatility model.

problem Eliminate interpolation and improve computational efficiency in local volatility models.
method Combines local quadratic estimation and lognormal mixture tails for state price densities; uses trapezoidal rule for numerical convolutions.
result Proposed method outperforms traditional numerical methods in option pricing and market case studies.

The Bass trace conjectures are placed in the setting of homotopy idempotent selfmaps of manifolds. For the strong conjecture, this is achieved via a formulation of Geoghegan. The weaker form of the conjecture is reformulated as a comparison of ordinary and L^2-Lefschetz numbers.

2009-03-25abs ↗pdf ↗

The paper studies actions on Bass-Serre trees and identifies new CC^*-simple groups.

problem Investigating actions of fundamental groups on Bass-Serre trees and their CC^*-algebraic properties.
method Analyzing boundary actions of fundamental groups of graphs of groups on their Bass-Serre trees.
result Identification of new families of CC^*-simple groups, including tubular groups and certain graphs of groups.

BASS efficiently learns time-varying graphs with low complexity and automatic tuning.

problem Estimating time-varying graphical models with efficient and automatic parameter tuning.
method BASS uses temporally-dependent spike-and-slab priors and variational inference to learn graph structures efficiently.
result BASS outperforms existing methods in recovering true graphs, especially for high-dimensional cases.

Proposes CE-BASS for robust Kalman filtering with innovative and additive outliers.

problem Robustness to both innovative and additive outliers in Kalman filtering.
method Particle mixture Kalman filter with re-sampling of past states.
result CE-BASS efficiently handles multi-modality and trend changes in hidden state distributions.

Considering music as a sequence of events with multiple complex dependencies, the Long Short-Term Memory (LSTM) architecture has proven very efficient in learning and reproducing musical styles. However, the generation of rhythms requires additional information regarding musical structure and accompanying instruments. …

2018-09-17abs ↗pdf ↗

LightSBB-M improves generative diffusion modeling with lower 2-Wasserstein distances.

problem Improving generative diffusion models using Schrödinger Bridge and Bass methods.
method Optimizes SBB transport plan with dual representation and tunable beta parameter.
result Achieves up to 32% improvement in 2-Wasserstein distance on synthetic datasets.

Unified framework for generating synthetic financial time series that accurately capture both marginal distributions and temporal dynamics.

problem Generating synthetic financial time series that reproduce both marginal distributions and temporal dynamics.
method SBBTS: A unified Schrödinger-Bass framework for synthetic financial time series.
result SBBTS accurately recovers stochastic volatility and correlation parameters that prior methods fail to capture.

Fundamental frequency (f0) estimation from polyphonic music includes the tasks of multiple-f0, melody, vocal, and bass line estimation. Historically these problems have been approached separately, and only recently, using learning-based approaches. We present a multitask deep learning architecture that jointly estimate…

2018-09-02abs ↗pdf ↗

This paper addresses questions of quasi-isometric rigidity and classification for fundamental groups of finite graphs of groups, under the assumption that the Bass-Serre tree of the graph of groups has finite depth. The main example of a finite depth graph of groups is one whose vertex and edge groups are coarse Poinca…

2004-05-13abs ↗pdf ↗

The paper extends group constructions to coset geometries, creating new ways to combine geometries.

problem Combining and gluing incidence geometries in a general framework.
method Extending classical group-theoretic constructions to coset geometries.
result Provides a general framework for combining or gluing incidence geometries.

A dynamic model of the product lifecycle of (nearly) homogeneous durables in polypoly markets is established. It describes the concurrent evolution of the unit sales and price of durable goods. The theory is based on the idea that the sales dynamics is determined by a meeting process of demanded with supplied product u…

2011-09-05abs ↗pdf ↗

Source separation for music is the task of isolating contributions, or stems, from different instruments recorded individually and arranged together to form a song. Such components include voice, bass, drums and any other accompaniments.Contrarily to many audio synthesis tasks where the best performances are achieved b…

2019-11-27abs ↗pdf ↗

An analytic model is presented that considers the evolution of a market of durable goods. The model suggests that after introduction goods spread always according to a Bass diffusion. However, this phase will be followed by a diffusion process for durable consumer goods governed by a variation-selection-reproduction me…

2013-06-14abs ↗pdf ↗

The paper describes the K-theory of CC^*-algebras of locally finite graphs.

problem Computing the K-theory of CC^*-algebras of locally finite graphs.
method Using a directed graph representation and Cuntz-Krieger algebra, the paper computes the K-theory of C(Γ)C^*(Γ).
result The K-theory of C(Γ)C^*(Γ) is determined by the graph's genus, number of ends, and dead-ends.

New method calibrates local volatility models to marginal distributions.

problem Calibrating local volatility models to specific marginal distributions.
method Inspired by volatility interpolation, constructs time-homogeneous or continuous local volatility functions.
result Efficient numerical algorithms for constructing local volatility functions.

In geometric group theory one uses group actions on spaces to gain information about groups. One natural space to use is the Cayley graph of a group. The Cayley graph arguments that one encounters tend to require local finiteness, and hence finite generation of the group. In this paper, I take the theory of intersectio…

2011-05-27abs ↗pdf ↗

We show that for groups acting acylindrically on simplicial trees the KK- and LL-theoretic Farrell-Jones Conjecture relative to the family of subgroups consisting of virtually cyclic subgroups and all subconjugates of vertex stabilisers holds. As an application, for amalgamated free products acting acylindrically on …

2017-04-19abs ↗pdf ↗

The paper defines and proves the existence of train track maps on graphs of groups.

problem Understanding homotopy equivalences in graphs of groups.
method Developed the theory of train track maps on graphs of groups, defining maps and homotopy equivalences.
result Any homotopy equivalence of a graph of groups may be represented by a relative train track map under certain conditions.

We review the Burghelea conjecture, which constitutes a full computation of the periodic cyclic homology of complex group rings, and its relation to the algebraic Baum-Connes conjecture. The Burghelea conjecture implies the Bass conjecture. We state two conjectures about groups of finite asymptotic dimension, which tog…

2016-10-31abs ↗pdf ↗

Study non-vanishing 2\ell^2-Betti numbers for specific groups.

problem Calculating non-vanishing 2\ell^2-Betti numbers for certain groups.
method Using Euler characteristics, higher Kazhdan projections, and Baum-Connes assembly map.
result Non-vanishing calculations for delocalised 2\ell^2-Betti numbers.

We define a new notion of contracting element of a group and we show that contracting elements coincide with hyperbolic elements in relatively hyperbolic groups, pseudo-Anosovs in mapping class groups, rank one isometries in groups acting properly on proper CAT(0) spaces, elements acting hyperbolically on the Bass-Serr…

2011-12-12abs ↗pdf ↗

New algorithm reduces multi-agent bandit regret by sharing data.

problem Designing efficient collaboration between multi-agent linear bandits.
method Bandit Adaptive Sample Sharing (BASS) algorithm, without assumptions on bandit parameters structure.
result Validated through theoretical analysis and empirical evaluations, BASS outperforms current state-of-the-art.

We give an example of a subgroup of SL(2,C) which is a strictly ascending HNN extension of a non-abelian finitely generated free group F. In particular, we exhibit a free group F in SL(2,C) of rank 6 which is conjugate to a proper subgroup of itself. This answers positively a question of Drutu and Sapir. The main ingre…

2004-12-07abs ↗pdf ↗

The paper studies acylindrical actions on trees and proves acylindrical hyperbolicity of Baumslag-Solitar groups.

problem Exploring acylindrical actions on trees and their properties.
method Demonstrates criteria for preserving acylindrical hyperbolicity and analyzes the outer automorphism group of Baumsligar-Solitar groups.
result Proves acylindrical hyperbolicity of non-solvable Baumsligar-Solitar groups.

We study a notion of deformation for simplicial trees with group actions (G-trees). Here G is a fixed, arbitrary group. Two G-trees are related by a deformation if there is a finite sequence of collapse and expansion moves joining them. We show that this relation on the set of G-trees has several characterizations, in …

2001-07-02abs ↗pdf ↗

In this paper, we study strongly quasiconvex subgroups in a finitely generated 33--manifold group π1(M)π_1(M). We prove that if MM is a compact, orientable 33--manifold that does not have a summand supporting the Sol geometry in its sphere-disc decomposition then a finitely generated subgroup Hπ1(M)H \le π_1(M) has finite …

2019-11-18abs ↗pdf ↗