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.
Develops a new theory of loss functions for statistical machine learning.
In this paper we provide a valuation formula for different classes of actuarial and financial contracts which depend on a general loss process, by using the Malliavin calculus. In analogy with the celebrated Black-Scholes formula, we aim at expressing the expected cash flow in terms of a building block. The former is r…
Boosting can efficiently optimize any loss function without requiring first-order information.
Study shows how neural networks generalize with minimal training data.
Paper introduces MSPD for multivariate risk processes with dependencies.
Study shows benefits of transfer learning with neural networks.
New method modifies diffusions for singular rewards.
Bernard et al. (2015) study an optimal insurance design problem where an individual's preference is of the rank-dependent utility (RDU) type, and show that in general an optimal contract covers both large and small losses. However, their contracts suffer from a problem of moral hazard for paying more compensation for a…
Study embedding calculus and link invariants using functor calculus.
Embedding calculus proves convergence for surfaces.
Study geometric characterization of asymptotic pseudodifferential calculus on spinor bundles.
We explain that general differential calculus and Lie theory have a common foundation: Lie Calculus is differential calculus, seen from the point of view of Lie theory, by making use of the groupoid concept as link between them. Higher order theory naturally involves higher algebra (n-fold groupoids).(conceptual, topol…
Secondary Calculus formalizes PDEs using cohomology, simplifying their study.
In arXiv:1207.0332 [cs.LO] was proposed a graphic lambda calculus formalism, which has sectors corresponding to untyped lambda calculus and emergent algebras. Here we explore the sector covering knot diagrams, which are constructed as macros over the graphic lambda calculus.
Extends differential calculus to triole algebras.
Introduces tractors for basic examples and modern differential calculus.
A diagrammatic language for 3D manifolds with boundary.
Unified Lie structures in homotopy and isotopy calculus.
We examine the N-Koszul calculus for the N-symmetric algebras. The case N=2 corresponds to the Elie Cartan calculus. We conjecture that, as in the case N=2, the N-Cartan calculus extends to manifolds when N>2, which would provide a new type of noncommutative differential geometry.
In this paper, we study two general classes of optimization algorithms for kernel methods with convex loss function and quadratic norm regularization, and analyze their convergence. The first approach, based on fixed-point iterations, is simple to implement and analyze, and can be easily parallelized. The second, based…
This paper is concerned with pseudodifferential calculus on manifolds with fibred corners. Following work of Connes, Monthubert, Skandalis and Androulidakis, we associate to every manifold with fibred corners a longitudinally smooth groupoid which algebraic and differential structure is explicitely described. This grou…
This memoir deals with the hypoelliptic calculus on Heisenberg manifolds, or Heisenberg calculus. The Heisenberg manifolds generalize CR and contact manifolds and in this context the main differential operators at stake include the Hörmander's sum of squares, the Kohn Laplacian, the horizontal sublaplacian and its conf…
Simplified calculus for semimartingales makes complex transformations easier.
Euler calculus is based on integrating simple functions with respect to the Euler characteristic. This paper makes the case for extending Euler calculus to continuous integrands by integrating with respect to (Gaussian) curvature. This requires a metric but is nevertheless defined within any O-minimal theory. It satisf…
This is a short description of graphic lambda calculus, with special emphasis on a duality suggested by the two different appearances of knot diagrams, in lambda calculus and emergent algebra sectors of the graphic lambda calculus respectively. This duality leads to the introduction of the dual of the graphic beta move…
Develops symmetric Cartan calculus linking to Patterson-Walker metric.
New algebraic formalism for differential calculus in Diolic algebras.
New calculus solves boundary value problems for elliptic operators.
New integration theory on topological spaces, including fractals.
Following the programme set out in Part I of this work, we develop a conceptual higher order differential calculus. The '' local linear algebra '' defined in Part I is generalized by '' higher order local linear algebra ''. The underlying combinatorial object of such higher algebra is the natural n-dimensional hyper-cu…
Cartan calculus applied to string topology homology.
Develops a graphical calculus for stable curvature invariants.
Simplified calculus for manifold operators, proving index theorems.
Derives optimal control conditions using calculus of variations.
The calculus correspondence has been known to exist between generic pedal evolutions and generic wave front evolutions. In this paper, we first extend the known results on the calculus correspondence to evolutions with multi-parameters, and then give applications of calculus correspondence. Moreover, we discuss the pos…
To give a Cartan calculus on the extended quantum 3d space, the noncommutative differential calculus on the extended quantum 3d space is extended by introducing inner derivations and Lie derivatives.
Quantum calculus models stock liquidity issues.
We introduce and study graphic lambda calculus, a visual language which can be used for representing untyped lambda calculus, but it can also be used for computations in emergent algebras or for representing Reidemeister moves of locally planar tangle diagrams.
Develops calculus for tamed Dirichlet spaces using measure theory.
Koszul duality for manifold modules proven.
Simplified Khovanov-Rozansky calculus for bipartite knots.
New calculus framework for vector bundles with metrics.
We show that the existence of a Fredholm element of the zero calculus of pseudodifferential operators on a compact manifold with boundary with a given elliptic symbol is determined, up to stability, by the vanishing of the Atiyah-Bott obstruction. It follows that, up to small deformations and stability, the same symbol…
We recall an extension of Kirby's Calculus on non-simply connected 3-manifolds given in [FR], and the surgery calculus of bridged links from [Ke], which involves only local moves. We give a short combinatorial proof that the two calculi are equivalent, and thus describe the same classes of 3-manifolds. This makes the p…
A new discrete calculus for bundle-valued forms is proposed and validated.
AP-Calculus offers a new framework for causal inference in Bayesian networks.
In this paper we construct the Differential calculus on the Hopf Group Coalgebra introduced by Turaev [10]. We proved that the concepts introduced by S.L.Woronowicz in constructing Differential calculus on Hopf Compact Matrix Pseudogroups (Quantum Groups)[7] can be adapted to serve again in our construction.
Study of embedding calculus using infinite operads.