arXiv research

In finance industry portfolio construction deals with how to divide the investors' wealth across an asset-classes' menu in order to maximize the investors' gain. Main approaches in use at the present are based on variations of the classical Markowitz model. However, recent evolutions of the world market showed limitati…

In this paper we study the deformation problem of pairs consisting of a Riemann surface and a holomorphic line bundle over that surface, and also sections thereof. We emphasize a constructive approach throughout and work and use covering space techniques. In particular, we also describe the limits of such degenerations…

Method improves volatility targeting for index construction.

A key tool in our earlier work on ends of manifolds high-dimensional manifolds was an ability to embed cobordisms provided by the Quillen Plus Construction into those ends. Here we develop a `spherical modification' trick which provides a constructive approach to obtaining such embeddings. More importantly, this approa…

This short note provides a systematic construction of market models without unbounded profits but with arbitrage opportunities.

Constructs Lie-Rinehart algebra for Einstein's equations.

Study constructs associative submanifolds in $G_2$-manifolds from orbifolds.

Article constructs coassociative submanifolds in Joyce's $G_2$-manifolds.

Quantum character varieties unify four construction methods.

A new approach for the construction of finite action solutions of the supersymmetric $\mathbb{C}P^{N-1}$ sigma model is presented. We show that this approach produces more non-holomorphic solutions than those obtained in previous approaches. We study the $\mathbb{C}P^2$ model in detail and present its solutions in an e…

We construct default-free interest rate models in the spirit of the well-known Markov funcional models: our focus is analytic tractability of the models and generality of the approach. We work in the setting of state price densities and construct models by means of the so called propagation property. The propagation pr…

In the article arXiv:1108.5443 we established a general group-theoretical approach to the construction of Bäcklund transformations. We then showed how this construction can be applied to construct Bäcklund transformation between equations which are Darboux integrable. Here we give a number of detailed examples and new …

Calibrated strategies can be obtained by performing strategies that have no internal regret in some auxiliary game. Such strategies can be constructed explicitly with the use of Blackwell's approachability theorem, in an other auxiliary game. We establish the converse: a strategy that approaches a convex $B$-set can be…

Object detection is a computer vision field that has applications in several contexts ranging from biomedicine and agriculture to security. In the last years, several deep learning techniques have greatly improved object detection models. Among those techniques, we can highlight the YOLO approach, that allows the const…

We introduce a new general framework for constructing the best trading strategy for a given historical indicator. We construct the unique trading strategy with the highest expected return. This optimal strategy may be implemented directly, or its expected return may be used as a benchmark to evaluate how far away from …

We present a greedy-based approach to construct an efficient single hidden layer neural network with the ReLU activation that approximates a target function. In our approach we obtain a shallow network by utilizing a greedy algorithm with the prescribed dictionary provided by the available training data and a set of po…

In this paper, we present a new approach to the construction of Einstein metrics by a generalization of Thurston's Dehn filling. In particular in dimension 3, we will obtain an analytic proof of Thurston's result.

We present an approach to constructing broken Lefschetz fibrations (BLFs) $f:X\rightarrow S^2$ from a handle decomposition of a 4-manifold $X$. Given a handle decomposition as input these techniques yield explicit descriptions of the BLFs, and do not rely on classification results from contact topology or the choice of…

In this paper we presented a novel constructive approach for training deep neural networks using geometric approaches. We show that a topological covering can be used to define a class of distributed linear matrix inequalities, which in turn directly specify the shape and depth of a neural network architecture. The key…

In this work we compare different batch construction methods for mini-batch training of recurrent neural networks. While popular implementations like TensorFlow and MXNet suggest a bucketing approach to improve the parallelization capabilities of the recurrent training process, we propose a simple ordering strategy tha…

This survey article describes the algorithmic approaches successfully used over the time to construct hyperbolic structures on 3-dimensional topological "objects" of various types, and to classify several classes of such objects using such structures.

Paper proves new method for constructing initial data in general relativity.

In this paper, we introduce a new approach to constructing unbiased estimators when computing expectations of path functionals associated with stochastic differential equations (SDEs). Our randomization idea is closely related to multi-level Monte Carlo and provides a simple mechanism for constructing a finite variance…

This work presents an approach to automatically induction for non-greedy decision trees constructed from neural network architecture. This construction can be used to transfer weights when growing or pruning a decision tree, allowing non-greedy decision tree algorithms to automatically learn and adapt to the ideal arch…

In this thesis we investigate a new formalism for supergeometry which focuses on the categorical properties of the theory. This approach is our main tool in the subsequent investigation of a global analytic approach to the construction of super Teichmueller spaces. These results should be of importance to various other…

We present a viscosity approach to the min-max construction of closed geodesics on compact Riemannian manifolds of arbitrary dimension. We also construct counter-examples in dimension $1$ and $2$ to the $\varepsilon$-regularity in the convergence procedure. Furthermore, we prove the lower semi-continuity of the index o…

New proof shows all conformal vector fields on complex hyperbolic space are Killing.

Alternative construction of Rumin complex on Lie groups.

Paper explores conditions for constructing new quasi-alternating links.

We describe a new approach to the problem of constructing gluing parameterizations for open neighborhoods of boundary points of moduli spaces of anti-self-dual connections over closed four-dimensional manifolds. Our approach employs general results from differential topology for $C^1$ maps of smooth Banach manifolds wi…

We first give a constructive answer to the attenuated tensor tomography problem on simple surfaces. We then use this result to propose two approaches to produce vector-valued integral transforms which are fully injective over tensor fields. The first approach is by construction of appropriate weights which vary along t…

New method improves predictive systems with better theoretical guarantees.

The $k$-NN graph has played a central role in increasingly popular data-driven techniques for various learning and vision tasks; yet, finding an efficient and effective way to construct $k$-NN graphs remains a challenge, especially for large-scale high-dimensional data. In this paper, we propose a new approach to const…

Enhanced synthetic dataset improves asset allocation analysis.

Novel M-theory approach classifies topological phases of matter.

We give three constructions of a vertex-minimal triangulation of $4$-dimensional real projective space $\mathbb{R}P^4$. The first construction describes a $4$-dimensional sphere on $32$ vertices, which is a double cover of a triangulated $\mathbb{R}P^4$ and has a large amount of symmetry. The second and third construct…

The unified approach of Feldman and Cousins allows for exact statistical inference of small signals that commonly arise in high energy physics. It has gained widespread use, for instance, in measurements of neutrino oscillation parameters in long-baseline experiments. However, the approach relies on the Neyman construc…

This paper is dedicated to the construction of high-order (in both space and time) finite-difference schemes for both forward and backward PDEs and PIDEs, such that option prices obtained by solving both the forward and backward equations are consistent. This approach is partly inspired by Andreasen & Huge, 2011 who re…

New proof confirms operations on constructible functions match theory.

Constructs generalized Frobenius manifolds for specific Weyl groups.

Most existing approaches address multi-view subspace clustering problem by constructing the affinity matrix on each view separately and afterwards propose how to extend spectral clustering algorithm to handle multi-view data. This paper presents an approach to multi-view subspace clustering that learns a joint subspace…

The problem of which Gauss diagram can be realized by plane curves is an old one and has been solved in several ways. In this paper, we present a direct approach to this problem. We show that needed conditions for realizability of a Gauss diagram can be interpreted as follows "the number of exits = the number of entran…

We approach the construction of Backlund transformations for Darboux integrable hyperbolic partial differential equations in the plane through the reduction of exterior differential systems. For example it is shown that all the Backlund transformations in arXiv:0707.4408v2 can be constructed using symmetry reduction.

The paper introduces eigen-portfolios using PCA to improve portfolio construction in finance.

Constructive approach to Lie algebra gradings, computing maximal and enumerating all gradings.

Simplified construction recovers Todd class using algebraic methods.

This is an introduction to the construction of higher-dimensional knots by spinning methods. Simple spinning of classical knots was introduced by E. Artin in 1926, and several generalizations have followed. These include twist spinning, superspinning or p-spinning, frame spinning, roll spinning, and deform spinning. We…

Paper constructs motifs from planar tilings for DP weaves and polycatenanes.