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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.

169,051 papers · 148 categories

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48 results for continuous integration

Quasiregular curves are Hölder continuous and have higher integrability.

problem Understanding the Hölder continuity and integrability of quasiregular curves.
method Analyzing the Hölder continuity and integrability of curves defined by a KK-quasiregular function with respect to a covector ωω.
result Quasiregular curves are (1/K)(ωVert/ω1)(1/K)(\lVert ω Vert/|ω|_{\ell_1})-Hölder continuous and have higher integrability.

Defines stochastic integrals for arbitrary collections of continuous semimartingales in finance.

problem Developing a framework for stochastic integration in complex financial models.
method Finite-dimensional approximation and operational characterization of stochastic integrals.
result Enriched class of wealth processes leads to exact analogues of optional decomposition and hedging duality.

ease.ml/ci integrates machine learning models rigorously with minimal labeling effort.

problem Lack of rigorous continuous integration for machine learning models.
method Design of a domain-specific language and novel optimizations to reduce labeling effort.
result Achieved single accuracy point error tolerance with 0.999 reliability using minimal labeling effort.

Continuous-time distributed mirror descent with integral feedback converges to global optimum.

problem Distributed optimization of a global strongly convex function with local convex components.
method Continuous-time distributed mirror descent with integral feedback.
result Asymptotic convergence to global optimum with constant step-size.

The paper shows how Sobolev maps affect currents in metric spaces.

problem Understanding how Sobolev maps affect currents in metric spaces.
method Proving that a Sobolev map pushes almost every compactly supported integral current to an Ambrosio-Kirchheim integral current.
result The paper proves an isoperimetric inequality for Sobolev mappings relative to bounded, closed, and additive cochains.

Geometric integrals of Hölder continuous functions are defined over a 2D domain.

problem Defining integrals for Hölder continuous functions over a 2D domain.
method Summing discrete Stratonovich or Itô type terms over refining partitions.
result Two-dimensional extension of Young integral that coincides with recent integral.

We first analyze the integrated density of states (IDS) of periodic Schrödinger operators on an amenable covering manifold. A criterion for the continuity of the IDS at a prescribed energy is given along with examples of operators with both continuous and discontinuous IDS'. Subsequently, alloy-type perturbations of th…

2007-05-08abs ↗pdf ↗

Proposes exact inference for continuous-time Gaussian process dynamics.

problem Inexact inference methods for continuous-time Gaussian process dynamics are impractical for irregularly-sampled data.
method Uses higher-order numerical integrators to discretize dynamics with arbitrary accuracy and proposes multistep and Taylor integrators for exact inference.
result Demonstrates accurate representation of continuous-time systems through exact GP inference.

Paper proves method for calculating NML code length works for continuous models.

problem Uncertainty in calculating NML code length for continuous models.
method Introduced a novel decomposition approach based on the coarea formula to prove correctness for continuous cases.
result Method accurately calculates NML code length for continuous models.

New integral defined for Hölder continuous functions, characterizing distributional volume forms.

problem Defining and characterizing a new integral for Hölder continuous functions.
method Constructing a distribution from Hölder continuous functions and using integral properties.
result Characterizes the Hölder regularity of the constructed distribution.

The paper studies Lipschitz bounds for integral kernels under differentiability assumptions.

problem Understanding the Lipschitz continuity of feature maps associated with integral kernels.
method Analyzes differentiability assumptions to derive explicit formulas for Lipschitz constants and conditions for non-Lipschitz continuity.
result Explicit formulas and conditions for Lipschitz continuity of feature maps associated with various kernels.

DDD reformulated for sparse matrices, integrating trajectory and snapshot time series data.

problem Efficiently integrate trajectory and snapshot time series data.
method Reformulate DDD to use compact basis functions, reducing parameter scaling.
result Inference of sparse matrices reduces the number of parameters in DDD.

Unique solutions found for Plateau problems in smooth and continuous calibrations.

problem Finding unique solutions to the Plateau problem for specific types of currents.
method Boundary regularity theory for area-minimizing currents and unique continuation argument.
result Every compactly supported smoothly or continuously calibrated integral current is the unique solution to the Plateau problem for its boundary data.

Paper explores rough path theory for frictionless markets, linking NCFL to unbiased rough integrators.

problem Tackles the limits of rough path theory in frictionless markets.
method Investigates the capacity of rough path theory to support No Free Lunch markets.
result Establishes a 'Rough Kreps-Yan' theorem linking NCFL to unbiased rough integrators.

This paper provides an existence-and-uniqueness theorem characterizing the stochastic integral with respect to a Wiener process. The integral is represented as a mapping from the space of measurable and adapted pathwise locally integrable processes to the space of continuous adapted processes. It is characterized in te…

2018-12-23abs ↗pdf ↗

Paper proposes a new FRL algorithm for continuous sensitive attributes using EIPM.

problem Existing FRL algorithms cannot handle continuous sensitive attributes.
method Introduces EIPM to assess fairness in representation space for continuous attributes and proposes FREM algorithm.
result FREM outperforms other methods in fairness evaluation for continuous sensitive attributes.

Proposes a new feature preprocessing method using kernel density integral transformation.

problem Feature preprocessing for tabular data in machine learning and statistics.
method Kernel density integral transformation as a drop-in replacement or improved alternative to min-max scaling and quantile transformation.
result Frequently outperforms min-max scaling and quantile transformation with hyperparameter tuning.

The paper evaluates integrals for fBm with various Hurst indices.

problem Evaluating integrals for stochastic processes with fractional Brownian motion for different Hurst indices.
method Analytic continuation from complex analysis to extend integral domain.
result Integral formulas for fBm with Hurst indices H(0,1)H \in (0,1) are derived.

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…

2015-11-01abs ↗pdf ↗

This work proposes a method to integrate algorithms into neural networks using continuous relaxation.

problem Training neural networks with new forms of supervision like ordering constraints.
method Relaxing discrete conditions in control structures like conditional statements, loops, and indexing to make them differentiable.
result The proposed method can keep up with relaxations designed for specific tasks, showing general applicability.

We develop variational integrators from discrete Hamiltonian systems with external forces.

problem Creating accurate discrete models of continuous Hamiltonian systems.
method Constructing discrete Hamiltonian systems with external forces, analyzing symplectic structure, and combining methods to build variational integrators.
result We derive variational integrators that approximate continuous Hamiltonian systems with high accuracy.

Based on the classical Plücker correspondence, we present algebraic and geometric properties of discrete integrable line complexes in CP3CP^3. Algebraically, these are encoded in a discrete integrable system which appears in various guises in the theory of continuous and discrete integrable systems. Geometrically, the e…

2014-10-21abs ↗pdf ↗

The paper shows inequality and rigidity for manifolds with integral Ricci curvature.

problem Analyzing structures of manifolds with integral Ricci curvature.
method Using segment inequality and similar methods as in \cite{CC1}, derive almost rigidity structure results.
result Sharp Hölder continuity result holds in the limit space of manifolds with integral Ricci curvature bound.

Study on regularity of exceptional actions and moduli of continuity for circle diffeomorphisms.

problem Regularity of exceptional actions of groups on the circle.
method Analysis of C1,αC^{1,α} diffeomorphisms with free orbits and bounded derivatives.
result Existence of exceptional C1,αC^{1,α} diffeomorphisms under certain conditions on αα.

Cauchy used infinitesimals in differential geometry and integral geometry.

problem Applying infinitesimals in differential and integral geometry.
method Using infinitesimals as numbers in differential and integral geometry.
result Valid application of infinitesimals in geometric probability, differential geometry, elasticity, and Dirac delta functions.

CRUs model irregular time series with continuous hidden states.

problem Handling irregular time intervals in sequential data.
method Continuous Recurrent Units (CRUs) that integrate hidden states via a linear stochastic differential equation.
result CRUs outperform methods based on neural ordinary differential equations in irregular time series interpolation.