Develops a framework for consistent pricing of interest rate derivatives.
problem Consistent pricing of bivariate interest rate exotics across interconnected markets.
method Schrödinger optimal transport problem with constraints.
result Demonstrates practical applicability and no-arbitrage bounds computation.
New methods optimize sums of bivariate functions on finite domains.
problem Optimizing functions with multiple arguments that are sums of bivariate functions.
method Measure-valued extensions, ℓ2-approximation, entropy-regularization, linear programming, coordinate ascent. result Tractable problem formulations solvable with various methods.
We define parametrized cobordism categories and study their formal properties as bivariant theories. Bivariant transformations to a strongly excisive bivariant theory give rise to characteristic classes of smooth bundles with strong additivity properties. In the case of cobordisms between manifolds with boundary, we pr…
Constructs bivariate quantiles using vine copulas for multivariate analysis.
problem Need for research in multivariate quantiles, especially for bivariate responses.
method Constructs bivariate (conditional) quantiles using vine copula based bivariate regression model with a novel tree sequence graph structure.
result Avoids typical shortfalls of regression like transformations, interactions, collinearity, and quantile crossings.
Proposes bivariate DeepKriging for efficient wind field prediction.
problem Challenges in predicting large-scale bivariate wind fields with high spatial variability and heterogeneity.
method Spatially dependent deep neural network (DNN) with embedding layer using spatial radial basis functions.
result Outperforms traditional cokriging predictors and reduces computation time.
We collect well known and less known facts about the bivariate normal distribution and translate them into copula language. In addition, we prove a very general formula for the bivariate normal copula, we compute Gini's gamma, and we provide improved bounds and approximations on the diagonal.
Study classifies mappings of bivariate normal densities, revealing three types with distinct geometric and statistical properties.
problem Understanding the properties of two-component bivariate normal mixtures.
method Classification via A-equivalence and statistical analysis. result Three distinct types of mappings with specific geometric and statistical properties, and upper bounds for the number of modes.
Study uses a bivariate model to price crude oil futures.
problem Pricing crude oil futures using latent factors and state-space models.
method Modelled short and long term factors as OU processes, estimated using Kalman Filter and maximised Gaussian likelihood.
result Successfully estimated model parameters and factors from WTI Crude Oil NYMEX futures data.
Worst-case bounds on the expected shortfall risk given only limited information on the distribution of the random variables has been studied extensively in the literature. In this paper, we develop a new worst-case bound on the expected shortfall when the univariate marginals are known exactly and additional expert inf…
We show that gamma distributions provide models for departures from randomness since every neighbourhood of an exponential distribution contains a neighbourhood of gamma distributions, using an information theoretic metric topology. We derive also the information geometry of the 3-manifold of McKay bivariate gamma dist…
In this paper we consider a family of Dirac-type operators on fibration P→B equivariant with respect to an action of an etale groupoid. Such a family defines an element in the bivariant K theory. We compute the action of the bivariant Chern character of this element on the image of Connes' map Φ in the cyclic…
The paper develops deep learning models for personalized treatment rules in survival analysis.
problem Deriving optimal treatment rules for bivariate survival outcomes in randomized trials.
method Adaptive prediction-powered learning using deep neural networks and stochastic policies.
result Maximizes joint survival probability beyond fixed time points (t1,t2). New 4-manifolds with exotic diffeomorphisms found.
problem Existence of exotic diffeomorphisms in 4-manifolds.
method Proves existence of infinitely many contractible 4-manifolds with exotic diffeomorphisms.
result Infinitely many contractible 4-manifolds with absolutely exotic diffeomorphisms.
The study evaluates financial risk using copulas and statistical tests.
problem Validating bivariate forecasts in risk evaluation.
method Using copulas to characterize dependencies, applying statistical tests to validate forecasts, removing heteroskedasticity.
result A Student copula accurately describes financial time series dependencies.
New method improves speed of estimating bivariate functional data.
problem Estimating bivariate functional data at faster rates.
method Adapting to directional regularity of bivariate processes.
result Faster rates of convergence achieved through change-of-basis.
Exotic submanifolds in 4-manifolds remain exotic after stabilizations.
problem Constructing exotic codimension-1 submanifolds in 4-manifolds.
method Constructing pairs of exotic codimension-1 submanifolds with diffeomorphic complements and showing they remain exotic after stabilizations.
result Exotic submanifolds remain exotic after any number of stabilizations.
Method estimates joint distribution of bivariate outcomes.
problem Modeling dependence between bivariate outcomes.
method Semiparametric distribution regression.
result Method performs similarly or better than alternatives in finite samples.
Modeling stock returns and volatility using a bivariate gamma generalized Laplace law.
problem Analyzing stock returns and volatility using a new statistical model.
method Maximum likelihood estimation for a bivariate generalized Laplace distribution, simplifying to linear regression.
result Explicit estimators derived with nonstandard convergence rates for certain parameter configurations.
Researchers study the conformal geometry of bivariate Gaussian manifolds.
problem Exploring the conformal structure of Fisher-Rao metric on statistical manifolds.
method Determined invariants of the conformal structure of the Fisher-Rao metric on the bivariate Gaussian manifold.
result The conformal holonomy group is SO0(1,6) for generic random variables, but SO0(1,4) for independent ones. Several classification methods assume that the underlying distributions follow tree-structured graphical models. Indeed, trees capture statistical dependencies between pairs of variables, which may be crucial to attain low classification errors. The resulting classifier is linear in the log-transformed univariate and b…
Study exotic Dehn twists in 4-manifolds, producing first known exotic diffeomorphisms.
problem Detecting exotic diffeomorphisms in 4-manifolds.
method 2-parameter families Seiberg-Witten theory over RP2. result Constructed the smallest closed 4-manifold with exotic diffeomorphisms.
New methods distinguish exotic 4-manifolds using Heegaard Floer homology.
problem Distinguishing exotic 4-manifolds from standard ones.
method Using Heegaard Floer homology to define new invariants.
result New invariants remain distinct in covers and can distinguish exotic manifolds.
Constructs exotic proper 2-knots from open 2-handles.
problem Proving topological equivalence of exotic proper knotted surfaces.
method Flexible construction of exotic open 2-handles, distinguishing through genus functions and end Floer homology.
result Constructs infinite families of irreducible exotic proper knotted surfaces.
The paper presents a new method to create exotic 4-manifolds and surfaces that remain exotic after stabilization.
problem Stabilization of exotic 4-dimensional phenomena and knotted surfaces.
method Elementary approach to constructing exotic 4-manifolds and surfaces, including examples in closed, simply connected 4-manifolds.
result The construction yields exotic surfaces in the 4-ball that remain exotic after stabilization, detected by Khovanov homology.
New actions found on exotic spheres using group theory.
problem Understanding smooth transformations on exotic spheres.
method Recent progress in stable homotopy groups of spheres and group theory.
result Smooth circle and cyclic group actions on exotic spheres produced.
TRA detects causal direction from bivariate data using geometric shapes.
problem Inferring causal direction from observational data is challenging and unreliable.
method TRA compares rank-based copula-standardized residual clouds to detect causal direction.
result TRA is robust and superior in detecting causal direction across various scenarios.
The paper constructs exotic knotted surfaces and curves in 4-manifolds.
problem Understanding exotic knotted surfaces and curves in 4-manifolds.
method Local knotting and construction of surfaces and curves.
result First examples of exotically knotted complex curves and symplectic 2-spheres.
Paper finds exotic diffeomorphisms on specific 4-manifolds.
problem Understanding exotic diffeomorphisms on 4-manifolds with b2+=2. method Comparing winding numbers of parameter families.
result 2\mathbb{C}\mathbb{P}^2 \# 10 (-\mathbb{C}\mathbb{P}^2) admits exotic diffeomorphisms.
Detects exotic embeddings in 4-manifolds with boundary.
problem Detecting exotic diffeomorphisms in 4-manifolds with boundary.
method Defined family versions of Kronheimer-Mrowka invariants and used them to find exotic embeddings.
result First example of exotic 3-spheres in a smooth closed 4-manifold with diffeomorphic complements.
Long Short-Term Memory (LSTM) infers the long term dependency through a cell state maintained by the input and the forget gate structures, which models a gate output as a value in [0,1] through a sigmoid function. However, due to the graduality of the sigmoid function, the sigmoid gate is not flexible in representing m…
Study exotic phenomena in small 4-manifolds using diffeomorphisms.
problem Understanding exotic smooth structures and embeddings in 4-manifolds.
method Using constraints from Seiberg-Witten theory on diffeomorphisms.
result New methods to detect and bound exotic phenomena.
We show how to construct absolutely exotic smooth structures on compact 4-manifolds with boundary, including contractible manifolds. In particular, we prove that any compact smooth 4-manifold W with boundary that admits a relatively exotic structure contains a pair of codimension-zero submanifolds homotopy equivalent t…
Since the first work on exotic smoothness in physics, it was folklore to assume a direct influence of exotic smoothness to quantum gravity. In the second paper, we calculate the "smoothness structure" part of the path integral in quantum gravity for the exotic R^4 as non-compact manifold. We discuss the influence of th…
New exotic structures found on 4-manifolds with specific groups.
problem Finding exotic smooth structures on 4-manifolds with certain fundamental groups.
method Constructing new smooth structures using definite intersection forms and fundamental groups.
result Infinitely many exotic smooth structures on 4-manifolds with fundamental group Z/2Z.
4-manifolds can be exotic after connected sum with S^2 x S^2.
problem Existence of exotic contractible 4-manifolds.
method Constructed a cork that remains exotic after connected sum with S^2 x S^2.
result Existence of exotic pair of contractible 4-manifolds.
New exotic 4-manifolds found with small trisection genus.
problem Finding exotic 4-manifolds with small trisection genus.
method Constructing genus-3 relative trisections for contractible 4-manifolds.
result Exotic 4-manifolds with boundary have trisection genus of 4.
This paper constructs exotic diffeomorphisms on reducible 4-manifolds with odd b+.
problem Detecting exotic diffeomorphisms on reducible 4-manifolds with odd b+.
method Using a families Bauer-Furuta invariant and pin-cobordism.
result Constructs exotic diffeomorphisms on reducible 4-manifolds with odd b+.
In this paper we introduce exotic twisted T-equivariant K-theory of loop space LZ depending on the (typically non-flat) holonomy line bundle LB on LZ induced from a gerbe with connection B on Z. We also define exotic twisted T-equivariant Chern character that maps the exotic tw…
New method improves bivariate causal discovery by accurately estimating cause variable complexity.
problem Improper estimation of cause variable complexity in current MDL-based methods.
method Rate-distortion MDL (RDMDL) using information dimension for cause variable complexity estimation.
result RDMDL achieves competitive performance on Tübingen dataset.
Classifies geodesic planes outside convex core of geometrically finite 3-manifolds.
problem Classifying geodesic planes in geometrically finite 3-manifolds.
method Constructive proof involving exotic rays and roofs.
result Existence of exotic roofs depends on the existence of exotic rays and bending lamination properties.
Exotic diffeomorphisms found on complex surfaces and 4-manifolds.
problem Finding exotic diffeomorphisms on 4-manifolds.
method Minimal complex surfaces and spin 4-manifolds with S3 boundary. result First known instances of exotic diffeomorphisms of irreducible 4-manifolds.
New exotic 4D spaces found using knot slicing techniques.
problem Finding non-diffeomorphic exotic 4D spaces.
method Using RBG links to create slice knots with non-diffeomorphic complements.
result Distinguished new exotic 4D spaces using end Floer homology.
The Bivariate Dynamic Contagion Processes (BDCP) are a broad class of bivariate point processes characterized by the intensities as a general class of piecewise deterministic Markov processes. The BDCP describes a rich dynamic structure where the system is under the influence of both external and internal factors model…
Study of torus surgeries on knot traces, finding exotic surfaces and traces.
problem Understanding exotic surfaces and traces through torus surgeries.
method Realizing annulus twisting as torus surgery, using key technical insight.
result Exotic elliptic surfaces and traces discovered, improving known geography.
Paper proves global optimality of a simple optimization scheme for learning DAG models.
problem Learning acyclic directed graphical models from data.
method Path-following optimization scheme for bivariate setting.
result Simple optimization scheme globally converges to global minimum.
Paper defines end Khovanov homology to detect exotic planes.
problem Detecting exotic Lagrangian and symplectic planes in 4-space.
method Define and apply end Khovanov homology to surfaces in 4-space.
result First known examples of exotic Lagrangian and symplectic planes found.
Paper explores using 0-surgery to find exotic 4-manifolds.
problem Distinguishing smooth structures on 4-manifolds.
method Uses 0-surgery homeomorphisms to generate exotic pairs.
result Found 5 topologically slice knots potentially leading to exotic spheres.
New results on localization of exotic diffeomorphisms in 4-manifolds.
problem Understanding when groups of exotic diffeomorphisms can be localized to smaller embedded submanifolds.
method Analyzing families Seiberg-Witten theory, Dehn twists, and properties of Seifert fibered homology spheres.
result Exotic diffeomorphisms cannot be localized to topologically embedded rational homology balls or homology spheres.