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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.

168,742 papers · 148 categories

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85169254338 · May 202619922001200920172026
48 results for constructive mathematics

This is an introductory review of topological field theories (TFTs) called AKSZ sigma models. The AKSZ construction is a mathematical formulation for the construction and analyses of a large class of TFTs, inspired by the Batalin-Vilkovisky formalism of gauge theories. We begin by considering a simple two-dimensional t…

2012-04-17abs ↗pdf ↗

The mathematical features of a string theory compactification determine the physics of the effective four-dimensional theory. For this reason, understanding the mathematical structure of the possible compactification spaces is of profound importance. It is well established that the compactification space for M-Theory m…

2018-10-30abs ↗pdf ↗

It has been conjectured that every (2+1)(2+1)-TQFT is a Chern-Simons-Witten (CSW) theory labelled by a pair (G,λ)(G,λ), where GG is a compact Lie group, and λH4(BG;Z)λ\in H^4(BG;Z) a cohomology class. We study two TQFTs constructed from Jones' subfactor theory which are believed to be counterexamples to this conjecture: one is the…

2007-10-30abs ↗pdf ↗

Lean 4 library formalizes mathematical finance, verifying over 200 theorems.

problem Formal verification of complex financial mathematics.
method Lean 4 proof assistant, Mathlib, BrownianMotion package, formal verification of over 200 theorems.
result Formal verification yields certified unification of known financial results.

Mathematical reasoning---a core ability within human intelligence---presents some unique challenges as a domain: we do not come to understand and solve mathematical problems primarily on the back of experience and evidence, but on the basis of inferring, learning, and exploiting laws, axioms, and symbol manipulation ru…

2019-04-02abs ↗pdf ↗

The paper develops mathematical models for neural networks using non-compact symmetric spaces.

problem Developing mathematical models for neural networks using non-compact symmetric spaces.
method Introducing layers modeled as non-compact symmetric spaces, each mapped onto the next by solvable group homomorphisms.
result Group theoretical construction of separators for all non-compact symmetric spaces and uniformization of specific surfaces.

Based on criteria of mathematical simplicity and consistency with empirical market data, a model with volatility driven by fractional noise has been constructed which provides a fairly accurate mathematical parametrization of the data. Here, some features of the model are discussed and, using agent-based models, one tr…

2007-06-26abs ↗pdf ↗

Mathematical theory of super fiber bundles and connections developed.

problem Modeling anticommuting fermionic fields in mathematical physics.
method Detailed introduction to super fiber bundles, relative supermanifolds, and connections; construction of parallel transport map.
result Construction and comparison of parallel transport map with other methods in the literature.

Mathematical framework for differential machine learning in finance.

problem Theoretical assumptions in financial models and their impact on machine learning algorithms.
method Rigorous mathematical framework for differential machine learning in finance.
result Theoretical grounding enhances the predictive capabilities of neural networks in financial applications.

Researchers created a continuous Markov martingale that mimics Brownian motion but lacks the strong Markov property.

problem Constructing a continuous Markov martingale with Brownian marginals that misses the strong Markov property.
method Developed a new approach to create a continuous Markov martingale that differs from Brownian motion in terms of the strong Markov property.
result A continuous Markov martingale with Brownian marginals that lacks the strong Markov property was successfully constructed.

This talk reviews some mathematical and physical ideas related to the notion of dimension. After a brief historical introduction, various modern constructions from fractal geometry, noncommutative geometry, and theoretical physics are invoked and compared.

2005-02-01abs ↗pdf ↗

We describe a mathematically rigorous differential model for B-type open-closed topological Landau-Ginzburg theories defined by a pair (X,W)(X,W), where XX is a non-compact Kählerian manifold with holomorphically trivial canonical line bundle and WW is a complex-valued holomorphic function defined on XX and whose criti…

2017-09-03abs ↗pdf ↗

The design of codes for communicating reliably over a statistically well defined channel is an important endeavor involving deep mathematical research and wide-ranging practical applications. In this work, we present the first family of codes obtained via deep learning, which significantly beats state-of-the-art codes …

2018-07-02abs ↗pdf ↗

Mathematical framework for field theories on Finsler spacetimes.

problem Developing a consistent calculus for field theories on Finsler spacetimes.
method Constructing configuration bundles and applying coordinate-free calculus of variations.
result Averaged energy-momentum conservation law for Finsler field theories.

In this survey, we discuss several different types of gradient boosting algorithms and illustrate their mathematical frameworks in detail: 1. introduction of gradient boosting leads to 2. objective function optimization, 3. loss function estimations, and 4. model constructions. 5. application of boosting in ranking.

2019-08-19abs ↗pdf ↗

The concept of a Point Cloud has played an increasingly important role in many areas of Engineering, Science, and Mathematics. Examples are: LIDAR, 3D-Printing, Data Analysis, Computer Graphics, Machine Learning, Mathematical Visualization, Numerical Analysis, and Monte Carlo Methods. Entering point cloud into Google r…

2016-11-15abs ↗pdf ↗

Calculation of an optimal tariff is a principal challenge for pricing actuaries. In this contribution we are concerned with the renewal insurance business discussing various mathematical aspects of calculation of an optimal renewal tariff. Our motivation comes from two important actuarial tasks, namely a) construction …

2016-05-19abs ↗pdf ↗

Mathematical construction of Chern-Simons partition function using reflection positivity.

problem Constructing a mathematical framework for Chern-Simons functional integrals.
method Reflection positive functional on Banach space of connections, unitary operators, weak limit.
result Nonperturbative construction of partition function without renormalization.

Mathematical analysis improves SGMs, resolving memorization issues.

problem Improving performance and avoiding memorization in SGMs.
method Formulated SGMs using Wasserstein proximal operators and mean-field games.
result Improved SGM performance in terms of training samples and time.

We show how networks of Wilson lines realize quantum groups U_q(sl(m)), for arbitrary m, in 3d SU(N) Chern-Simons theory. Lifting this construction to foams of surface operators in 4d theory we find that rich structure of junctions is encoded in combinatorics of planar diagrams. For a particular choice of surface opera…

2015-07-22abs ↗pdf ↗

We extend Massey products from cohomology to differential cohomology via stacks, organizing and generalizing existing constructions in Deligne cohomology. We study the properties and show how they are related to more classical Massey products in de Rham, singular, and Deligne cohomology. The setting and the algebraic m…

2015-10-21abs ↗pdf ↗

Non-unique option pricing in Heston model analyzed mathematically.

problem Non-uniqueness of call option prices in the Heston model.
method Analysis of degenerate parabolic equations in the context of option pricing.
result Construction of a new example demonstrating the accuracy of a uniqueness theorem.

This paper formulates a generalization of our work on quantum knots to explain how to make quantum versions of algebraic, combinatorial and topological structures. We include a description of previous work on the construction of Hilbert spaces from the states of the bracket polynomial with applications to algorithms fo…

2011-05-01abs ↗pdf ↗

This paper shows connections between two complex mathematical theories are equivalent.

problem Establishing equivalence between two complex mathematical theories.
method Using geometric quantisation and conformal field theory, the paper establishes equivalence between the Hitchin connection and the Knizhnik-Zamolodchikov connection.
result The Hitchin and Knizhnik-Zamolodchikov connections are projectively equivalent in genus zero.

This article offers an introductory look at Khovanov homology and its historical context.

problem Classifying knot embeddings and understanding their homology.
method Expository presentation of Khovanov homology and its historical development.
result Introduction and popularization of knot theory and Khovanov homology in Colombia and Latin America.

Reconstructs supersymmetry and supergravity in complexified Z/2-graded Algebraic Geometry.

problem Lack of a precise mathematical framework for supersymmetry and supergravity.
method Complexified Z/2-graded C-infinity Algebraic Geometry, with minimal mathematical patches.
result A precise setting for supersymmetry and supergravity, including fermionic D-branes.

Mathematical construction of vertex algebra representations from integrable G2 structures.

problem Constructing representations of a specific vertex algebra from geometric input.
method Integrable G2 structures with closed torsion on group manifolds, embedding into superaffine vertex algebra and chiral de Rham complex.
result Embeddings of deformed Shatashvili-Vafa vertex algebra in the chiral algebra of heterotic G2 backgrounds.

A discrete time probabilistic model, for optimal equity allocation and portfolio selection, is formulated so as to apply to (at least) reinsurance. In the context of a company with several portfolios (or subsidiaries), representing both liabilities and assets, it is proved that the model has solutions respecting constr…

1999-07-24abs ↗pdf ↗