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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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48 results for closed expression

The paper introduces closed-form expressions for interpreting Tsetlin Machines.

problem Interpreting complex Tsetlin Machines with a large number of clauses.
method Developed closed-form expressions for local and global interpretability of Tsetlin Machines.
result The expressions enable real-time feature importance assessment and data clustering.

Survey on closed-form Fisher-Rao distance expressions.

problem Finding closed-form expressions for Fisher-Rao distance.
method Collect and present examples of closed-form expressions for Fisher-Rao distance of discrete and continuous distributions.
result Presentation of closed-form expressions for Fisher-Rao distance of various distributions.

New model captures complex relationships from experimental data.

problem Capturing intricate feature interactions in empirical data.
method Shape Arithmetic Expressions (SHAREs) combining GAMs and mathematical expressions.
result SHAREs model captures complex feature interactions.

Conjectures closed-form expressions and cyclotomic expansions for knot invariants.

problem Calculating HOMFLY-PT invariants of knots colored by rectangular diagrams.
method Interpolation Macdonald polynomials and cyclotomic expansions.
result Conjectured closed-form expressions and cyclotomic expansions for knot invariants.

Improved portfolio optimization using VaR and CVaR with NMVM models.

problem Optimizing portfolios with VaR and CVaR under NMVM distributions.
method Transformed mean-CVaR-skewness problems into quadratic optimization with closed-form solutions for NMVM models.
result Approximate closed-form expressions for VaR and CVaR of NMVM portfolios.

This paper addresses the problem of inferring a regular expression from a given set of strings that resembles, as closely as possible, the regular expression that a human expert would have written to identify the language. This is motivated by our goal of automating the task of postmasters of an email service who use r…

2012-06-18abs ↗pdf ↗

Yau proved an existence theorem for Ricci-flat Kähler metrics in the 1970's, but we still have no closed form expressions for them. Nevertheless there are several ways to get approximate expressions, both numerical and analytical. We survey some of this work and explain how it can be used to obtain physical predictions…

2015-03-10abs ↗pdf ↗

We present a comprehensive theory of homogeneous volatility (and variance) estimators of arbitrary stochastic processes that fully exploit the OHLC (open, high, low, close) prices. For this, we develop the theory of most efficient point-wise homogeneous OHLC volatility estimators, valid for any price processes. We intr…

2009-08-12abs ↗pdf ↗

We prove a McShane-type identity - a series, expressed in terms of geodesic lengths, that sums to 2πfor any closed hyperbolic surface with one distinguished point. To do so, we prove a generalized Birman-Series theorem showing that the set of complete geodesics on a hyperbolic surface with large cone angles is sparse.

2012-03-17abs ↗pdf ↗

Tree-based regularization improves latent variable inference from related datasets.

problem Inferring latent variables from multiple related datasets in causal systems.
method Tree-Based Regularization (TBR) for sparse changes across environments.
result TBR identifies true latent variables up to simple transformations under sparse changes.

Extracts interpretable potential energy from Hamiltonian systems.

problem Learning an interpretable potential energy function from Hamiltonian systems.
method Constructs a neural network model of the potential and applies equation discovery to extract a closed-form algebraic expression.
result Close agreement between learned neural potentials and ground truth potentials, including correct effective potential for a central force problem.

The paper finds the explicit expression of Graham-Witten's invariant for 4D submanifolds.

problem Finding conformal invariants of submanifolds.
method Volume renormalization of minimal surfaces in conformally compact Einstein manifolds.
result Explicit expression of Graham-Witten's conformal invariant for 4D submanifolds.

Expressive quantum circuits are harder to train due to flatter cost landscapes.

problem Designing quantum circuits that are both expressive and trainable.
method Deriving a relationship between expressibility and gradient magnitude, extending barren plateau phenomenon.
result Highly expressive ansätze exhibit flatter cost landscapes, making them harder to train.

LCD improves causal discovery in high-dimensional gene data.

problem Predicting causal effects in large-scale gene expression data.
method Local Causal Discovery (LCD) with practical estimators, ICP algorithm inspiration, preselection method, and statistical tests.
result LCD estimator closely matches ICP's accuracy but is simpler and faster.

We prove a graph theoretic closed formula for coefficients in the Tian-Yau-Zelditch asymptotic expansion of the Bergman kernel. The formula is expressed in terms of the characteristic polynomial of the directed graphs representing Weyl invariants. The proof relies on a combinatorial interpretation of a recursive formul…

2011-03-15abs ↗pdf ↗

Optimal investment strategy under demand and cost uncertainties with shocks.

problem Optimal investment decision in a project with stochastic demand and costs.
method Extended Dixit and Pindyck's approach to jump diffusion processes, derived closed expression for value of the firm.
result Closed-form solution to the optimization problem for isoelastic functions.

New method linearizes Darboux transformations of discrete curves.

problem Linearizing Darboux transformations of discrete curves.
method Expressing Darboux transformations as parallel sections of discrete connections in quaternionic formalism.
result Closed-form discrete parametrisations of all Darboux transforms and bicycle correspondences.

We solve the ANOVA decomposition for categorical inputs.

problem Lack of a closed-form expression for ANOVA decomposition with categorical dependent variables.
method Bridge functional analysis with discrete Fourier analysis to derive a closed-form decomposition.
result Closed-form decomposition for categorical inputs without assumptions.

Study examines pricing of target volatility options in fractional SABR model.

problem Pricing target volatility options in the lognormal fractional SABR model.
method Used Ito's calculus for a theoretical replicating strategy and derived approximations and closed-form expressions.
result Accuracy of approximations for target volatility option pricing in various parameter ranges.

Unified framework for pricing various debt securities.

problem Pricing of different types of debt securities under general short-rate processes.
method Unifying framework using continuous-time Markov chain approximations and bi-dimensional diffusion processes.
result Closed-form matrix expressions and efficient algorithms for pricing various debt securities.

We find the maximum mutual information for neural networks and its key determinants.

problem Understanding the maximum mutual information in neural architectures.
method Derived closed-form expression for maximum mutual information across neural network families.
result Maximum mutual information stems from a generalized formula and is influenced by network width and statistical invariances.

Naz and Chaudhry found multiple solutions, while Boucekkine and Ruiz-Tamarit found unique solutions for the Lucas-Uzawa model.

problem Determining the uniqueness of closed-form solutions for the Lucas-Uzawa model.
method Equating expressions for h(t) and u(t) to find conditions for unique solutions.
result Proposed a condition for unique closed-form solutions and an open question for integral evaluation.

The paper connects knot homology, quantum 6j-symbols, and complements of knots.

problem Investigating the relationship between knot homology, quantum 6j-symbols, and knot complements.
method Developed a grading rule for HOMFLY-PT and Kauffman homology, found relationships between A-polynomials, and conjectured closed-form expressions for quantum 6j-symbols and knot complements.
result Closed-form expressions for SO(N) quantum 6j-symbols and conjectured expressions for (a,t)-deformed F_K for knot complements.

Bayes-optimal learning of deep random networks with Gaussian weights is studied.

problem Learning a target function corresponding to a deep, extensive-width, non-linear neural network with random Gaussian weights.
method Closed-form expressions for Bayes-optimal test error, ridge regression, kernel and random features regression are computed.
result Optimally regularized ridge regression and kernel regression achieve Bayes-optimal performances, while logistic loss yields a near-optimal test error for classification.

Paper finds explicit expressions for Jenkins-Strebel differentials on a sphere with four poles.

problem Finding explicit Jenkins-Strebel differentials on a Riemann sphere with four poles.
method Using the Weierstrass \wp function and simple closed curves.
result Explicit expressions and algorithm for Jenkins-Strebel differentials on the sphere with four poles.

This work studies Gaussian geometry under entropy-regularized 2-Wasserstein distance.

problem Understanding Gaussian distributions in uncertainty quantification and diffusivity.
method Entropy-regularized 2-Wasserstein distance, closed-form solutions, fixed-point characterization.
result Closed-form expressions for the 2-Sinkhorn divergence and fixed-point barycenter.

This research connects 4-manifold trisections to their underlying surfaces and their intersection forms.

problem Understanding the intersection forms of 4-manifolds from their trisection diagrams.
method Expressing the twisted homology and Reidemeister torsion of a 4-manifold in terms of the first homology of its trisection surface and the intersection form.
result The intersection form of a 4-manifold can be derived from the intersection form of its trisection surface.

Unified method for deriving ridgelet transforms for various neural network architectures.

problem Deriving closed-form expressions for ridgelet transforms in modern neural network architectures.
method Unified Fourier slice method to derive ridgelet transforms for diverse neural network types.
result Systematic method to derive ridgelet transforms for various neural network architectures.