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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.

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66132197263 · Jun 202019922001200920172026
48 results for continuous indexing

Researchers prove an equivariant index theorem on Euclidean space.

problem Calculating the equivariant index of the Bott-Dirac operator on R2n\mathbb{R}^{2n}.
method Continuous field of CC^*-algebras and equivariant index theorem.
result Explicit calculation of the equivariant index of the Bott-Dirac operator on R2n\mathbb{R}^{2n}.

Paper tackles continual learning with single-index models, proving regret bounds.

problem Continual learning with single-index models across multiple tasks.
method Proposes a randomized strategy to learn a common single-index and task-specific link functions.
result Proves regret bounds for the proposed strategy under various loss function assumptions.

The paper proves continuity of Morse index for Ricci shrinkers.

problem Lower and upper semi-continuity of the Morse index for gradient Ricci shrinkers.
method Adapting and refining recent arguments on CMC hypersurfaces and polynomially weighted Sobolev spaces, with techniques for non-compact shrinkers.
result Identifies a condition ensuring the Morse index of asymptotically conical shrinkers is bounded below by the f-index of their asymptotic cone.

We recall the Chernoff-Marsden definition of weak symplectic structure and give a rigorous treatment of the functional analysis and geometry of weak symplectic Banach spaces. We define the Maslov index of a continuous path of Fredholm pairs of Lagrangian subspaces in continuously varying Banach spaces. We derive basic …

2013-01-30abs ↗pdf ↗

FunBaT extends Tucker decomposition to handle continuous-indexed tensor data.

problem Handling continuous-indexed tensor data that doesn't fit traditional Tucker decomposition.
method FunBaT treats continuous-indexed data as interactions between a core tensor and a group of latent functions modeled by Gaussian processes (GP). It converts each GP into a state-space prior and uses advanced message-passing techniques for scalable inference.
result FunBaT effectively handles real-world data with continuous indexes, demonstrating its advantage in synthetic and real-world applications.

We find various lower and upper bounds for the index of Wente tori that contain a continuous family of planar principal curves. We then prove a result that gives an algorithm for computing the index sharply.

2008-04-26abs ↗pdf ↗

Local EGOP learns functions varying along a few directions.

problem Efficient estimation of functions varying along a few directions in high-dimensional space.
method Local EGOP learning, a recursive algorithm using EGOP quadratic form as metric and inverse-covariance.
result Local EGOP learning achieves intrinsic dimensional learning rates under noisy manifold hypothesis.

We consider a curve of Fredholm pairs of Lagrangian subspaces in a fixed Banach space with continuously varying (weak) symplectic structures. Assuming vanishing index, we obtain intrinsically a continuously varying splitting of the total Banach space into pairs of symplectic subspaces. Using such decompositions we defi…

2014-06-03abs ↗pdf ↗

Training a neural network for a classification task typically assumes that the data to train are given from the beginning. However, in the real world, additional data accumulate gradually and the model requires additional training without accessing the old training data. This usually leads to the catastrophic forgettin…

2018-09-07abs ↗pdf ↗

We give here a self contained and elementary introduction to the Conley-Zehnder index for a path of symplectic matrices. We start from the definition of the index as the degree of a map into the circle for a path starting at the identity and ending at a matrix for which 1 is not an eigenvalue. We prove some properties …

2012-01-18abs ↗pdf ↗

In this paper, we study the family index of a family of spin manifolds. In particular, we discuss to which extend the real index (of the Dirac operator of the real spinor bundle if the fiber dimension is divisible by 8) which can be defined in this case contains extra information over the complex index (the index of it…

2003-09-25abs ↗pdf ↗

For a continuous curve of families of Dirac type operators we define a higher spectral flow as a KK-group element. We show that this higher spectral flow can be computed analytically by $\heta$-forms, and is related to the family index in the same way as the spectral flow is related to the index. We introduce a notion…

1996-08-08abs ↗pdf ↗

In this paper, we are interested in continuous time models in which the index level induces some feedback on the dynamics of its composing stocks. More precisely, we propose a model in which the log-returns of each stock may be decomposed into a systemic part proportional to the log-returns of the index plus an idiosyn…

2009-11-15abs ↗pdf ↗

Study improves policy search in continuous control by using heavy-tailed distributions.

problem Challenges in continuous space policy search due to non-convexity and myopic-farsighted incentives.
method Introduced heavy-tailed policy parameterizations and analyzed convergence rates and stability.
result Convergence rate to stationarity depends on policy's tail index and exploration tolerance.

Develops a continuous compliance index for Islamic equity screening.

problem Binary rulebooks lead to inconsistent compliance assessment of firms.
method Integrates six leading financial and business activity standards into a single continuous index.
result Firms with the same pass/fail label can differ significantly in compliance strength.

Counterexample disproves Borde-Sorkin conjecture on causal continuity of Morse spacetimes.

problem Disproving the Borde-Sorkin conjecture on causal continuity of Morse spacetimes.
method Provided a counterexample with low regularity causal structure and causal bubbling.
result Borde-Sorkin conjecture does not hold for Morse spacetimes with large anisotropy.

The equivariant coarse index is well-understood and widely used for actions by discrete groups. We extend the definition of this index to general locally compact groups. We use a suitable notion of admissible modules over CC^*-algebras of continuous functions to obtain a meaningful index. Inspired by work by Roe, we t…

2019-02-20abs ↗pdf ↗

This paper considers possible price paths of a financial security in an idealized market. Its main result is that the variation index of typical price paths is at most 2, in this sense, typical price paths are not rougher than typical paths of Brownian motion. We do not make any stochastic assumptions and only assume t…

2010-05-03abs ↗pdf ↗

In this paper we study the cohomological Conley index of arbitrary isolated invariant continua for continuous maps f ⁣:URdRdf \colon U \subseteq \mathbb{R}^d \to \mathbb{R}^d by analyzing the topological structure of their unstable manifold. We provide a simple dynamical interpretation for the first cohomological Conley index…

2018-02-07abs ↗pdf ↗

Paper tackles missing data in irregularly-sampled time series.

problem Modeling irregularly-sampled time series data.
method Encoder-decoder framework based on variational autoencoders and generative adversarial networks.
result Models achieve competitive or better classification results on irregularly-sampled multivariate time series.

We identify branched coverings (continuous open surjections p:Y->X of Hausdorff spaces with uniformly bounded number of pre-images) with Hilbert C*-modules C(Y) over C(X) and with faithful unital positive conditional expectations E:C(Y)->C(X) topologically of index-finite type. The case of non-branched coverings corres…

2010-02-18abs ↗pdf ↗

We will show that for a polynomially contractible manifold of bounded geometry and of polynomial volume growth every coarse and rough cohomology class pairs continuously with the K-theory of the uniform Roe algebra. As an application we will discuss non-vanishing of rough index classes of Dirac operators over such mani…

2015-05-15abs ↗pdf ↗

We develop a methodology for index tracking and risk exposure control using financial derivatives. Under a continuous-time diffusion framework for price evolution, we present a pathwise approach to construct dynamic portfolios of derivatives in order to gain exposure to an index and/or market factors that may be not di…

2017-05-30abs ↗pdf ↗

We consider a continuous curve of self-adjoint Fredholm extensions of a curve of closed symmetric operators with fixed minimal domain DmD_m and fixed {\it intermediate} domain DWD_W. Our main example is a family of symmetric generalized operators of Dirac type on a compact manifold with boundary with varying well-posed…

2004-06-08abs ↗pdf ↗