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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.

168,695 papers · 148 categories

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121242363484 · Jun 202019922001200920172026
48 results for convenient spaces

We review the basic definitions and properties concerning smooth structures, convenient spaces, diffeological spaces and tangent structures. The relation betwen them is described. A tangent structure is constructed for each pre-convenient space. This one is proved to be convenient iff the space and the tangent fibres c…

2001-12-04abs ↗pdf ↗

Following the unified approach of A. Kriegl and P.W. Michor (1997) for a treatment of global analysis on a class of locally convex spaces known as convenient, we give a generalization of Rashevsky-Chow's theorem for control systems in regular connected manifolds modelled on convenient (infinite-dimensional) locally con…

2012-09-09abs ↗pdf ↗

Extends Dirac structures to infinite dimensions for mechanical systems.

problem Adapting finite-dimensional Dirac structures to infinite-dimensional settings.
method Introduces partial Dirac structures and applies variational techniques to constraint Lagrangians on subbundles and singular distributions.
result Characterizes normal geodesics for conical Finsler metrics on Banach manifolds.

In this paper are studied the harmonic maps between two generalized Lagrange spaces. At the same time, it is proved that the solutions of C2C^2 class of certain ODEs or PDEs are harmonic maps between certain convenient generalized Lagrange spaces.

2000-09-14abs ↗pdf ↗

With a view towards applications in the theory of infinite-dimensional representations of finite-dimensional Lie supergroups, we introduce a new category of supermanifolds. In this category, supermanifolds of `maps' and `fields' (fibre bundle sections) exist. In particular, loop supergroups can be realised globally in …

2011-09-14abs ↗pdf ↗

A "Chen space" is a set X equipped with a collection of "plots" - maps from convex sets to X - satisfying three simple axioms. While an individual Chen space can be much worse than a smooth manifold, the category of all Chen spaces is much better behaved than the category of smooth manifolds. For example, any subspace …

2008-07-10abs ↗pdf ↗

Extends Dirac structures to infinite dimensions, focusing on convenient Lie algebroids and manifolds.

problem Extending classical geometrical results from finite to infinite dimensions.
method Introduces partial Dirac structures on convenient Lie algebroids and manifolds, explores their properties and limits.
result Classical geometrical results can be extended to infinite dimensional contexts.

The paper extends Nambu-Poisson structures to infinite dimensions.

problem Extending Nambu-Poisson structures to infinite dimensional settings.
method Adapting finite dimensional Nambu-Poisson structures to a convenient manifold setting.
result Classical results in finite dimensions can be extended to infinite dimensions for partial Nambu structures.

This paper is devoted to the framework of direct limit of anchored Banach bundles over a convenient manifold which is a direct limit of Banach manifold. In particular we give a criterion of integrability for distributions on such convenient manifolds which are locally direct limits of particular sequences of Banach anc…

2014-08-16abs ↗pdf ↗

New risk measures incorporate economic states to assess crude oil derivatives.

problem Assessing risk in crude oil derivatives with varying economic conditions.
method Introduced regime switching entropic risk measures using Markov chains.
result Closed formulae for risk measures derived, showing term structure and mean-reverting convenience yield.

The study explains why signature methods work in commodity futures term structure classification.

problem Lack of interpretability in signature methods for term structure classification.
method Introducing signature perturbations to explain the success of signature-based classification.
result The volatility of the convenience yield is the major discriminant for commodity markets classification.

In the previous work, the notion of the Finsleroid--Finsler space have been formulated and the necessary and sufficient conditions for the space to be of the Landsberg type have been found. In the present paper, starting with particular spray coefficients, we demonstrate how the Landsberg condition can explicitly appea…

2006-04-25abs ↗pdf ↗

We introduce a certain type of representations for the quantum Teichmuller space of a punctured surface, which we call local representations. We show that, up to finitely many choices, these purely algebraic representations are classified by classical geometric data. We also investigate the family of intertwining opera…

2007-07-14abs ↗pdf ↗

We introduce the concept of partial Poisson structure on a manifold MM modelled on a convenient space. This is done by specifying a (weak) subbundle TMT^{\prime}M of TMT^{\ast}M and an antisymmetric morphism P:TMTMP:T^{\prime}M\rightarrow TM such that the bracket {f,g}P=<df,P(dg)>\{f,g\}_{P}=-<df,P(dg)> defines a Poisson bracket on the …

2018-08-08abs ↗pdf ↗

Survey on Nambu-Poisson structures in infinite dimensions.

problem Generalization of Poisson and Nambu-Poisson structures in infinite dimensions.
method Study properties of associated characteristic distribution and projective/direct limits.
result Properties and limits of Nambu-Poisson structures in convenient setting.

This paper develops a theory of Lipschitz comparisons of hyperbolic surfaces analogous to the theory of quasi-conformal comparisons. Extremal Lipschitz maps (minimal stretch maps) and geodesics for the `Lipschitz metric' are constructed. The extremal Lipschitz constant equals the maximum ratio of lengths of measured la…

1998-01-09abs ↗pdf ↗

This is an overview article. After an introduction to convenient calculus in infinite dimensions, the foundational material for manifolds of mappings is presented. The central character is the smooth convenient manifold C(M,N)C^{\infty}(M,N) of all smooth mappings from a finite dimensional Whitney manifold germ MM into a …

2019-09-01abs ↗pdf ↗

We introduce a new feature map for barcodes that arise in persistent homology computation. The main idea is to first realize each barcode as a path in a convenient vector space, and to then compute its path signature which takes values in the tensor algebra of that vector space. The composition of these two operations …

2018-06-01abs ↗pdf ↗

Paper examines floating exercise boundaries for American options in time-inhomogeneous models.

problem Floating exercise boundaries in time-inhomogeneous models with negative interest rates or yields.
method Semi-analytical approach for pricing American options.
result Specialized pricing methodologies are required for models with floating exercise boundaries.

We adopt a vierbein formalism to study pseudo-Finsler spaces modeled on a pseudo-Minkowski space. We show that it is possible to obtain closed expressions for most of the geometric objects of the theory, including Berwald's curvature, Landsberg's tensor, Douglas' curvature, non-linear connection and Ricci scalar. These…

2016-12-02abs ↗pdf ↗

Approximate inference techniques are the cornerstone of probabilistic methods based on Gaussian process priors. Despite this, most work approximately optimizes standard divergence measures such as the Kullback-Leibler (KL) divergence, which lack the basic desiderata for the task at hand, while chiefly offering merely t…

2019-12-21abs ↗pdf ↗

We present a construction, called the limit of a tree system of spaces (or, less formally, a tree of spaces). The construction is designed to produce compact metric spaces that resemble fractals, out of more regular spaces, such as closed manifolds, compact polyhedra, compact Menger manifolds, etc. Such spaces are pote…

2013-04-18abs ↗pdf ↗

DELIMIT is a framework extension for deep learning in diffusion imaging, which extends the basic framework PyTorch towards spherical signals. Based on several novel layers, deep learning can be applied to spherical diffusion imaging data in a very convenient way. First, two spherical harmonic interpolation layers are a…

2018-08-04abs ↗pdf ↗

Yang-Mills instantons on ALE gravitational instantons were constructed by Kronheimer and Nakajima in terms of matrices satisfying algebraic equations. These were conveniently organized into a quiver. We construct generic Yang-Mills instantons on ALF gravitational instantons. Our data are formulated in terms of matrix-v…

2010-06-30abs ↗pdf ↗

This note explores norms beyond ultrametric inequalities in non-Archimedean analysis.

problem Analyzing norms beyond ultrametric inequalities in non-Archimedean analysis.
method Characterization of isometries between finite-dimensional spaces with a specific norm.
result Characterization of isometries between finite-dimensional linear spaces over a valued field.

We study the problem of computing the homology of the configuration spaces of a finite cell complex XX. We proceed by viewing XX, together with its subdivisions, as a subdivisional space--a kind of diagram object in a category of cell complexes. After developing a version of Morse theory for subdivisional spaces, we …

2017-08-08abs ↗pdf ↗

Study on diffeologies on locally convex spaces and smooth multiplication of distributions.

problem Geometric characterization and smoothness of distribution multiplication.
method Investigation of canonical and cc^\infty-diffeologies on locally convex spaces, proving geometric characterizations, and comparing diffeologies.
result Established a framework for nonlinear distribution theory beyond manifolds, realizing microlocally multipliable distributions as a diffeological colimit.

The paper studies biharmonic functions and bi-eigenfunctions on spheres and model spaces.

problem Characterizing biharmonic functions and eigenfunctions on model spaces.
method Analyzes bi-Laplacian on spheres, derives integral formulas for biharmonic solutions, and classifies proper biharmonic functions.
result Proper biharmonic functions on model spaces can be constructed from eigenfunctions of the factor sphere.

Proposes a topological model for partial equivariance in neural networks.

problem Capturing partial equivariance in neural networks for data analysis.
method Introduces P-GENEOs and studies spaces of measurements and P-GENEOs between them.
result Spaces of measurements and P-GENEOs have convenient approximation and convexity properties.

New method for efficient inference over complex parameter spaces.

problem Challenges in Bayesian inference for high-dimensional, intractable likelihoods.
method Arbitrary Marginal Neural Ratio Estimation (AMNRE) for simulation-based inference.
result Efficient inference over arbitrary subsets of parameters without numerical integration.

We define inductively isometric embeddings of $\mb{P}^n(\mb{R})$ and $\mb{P}^n(\mb{C})$ (with their canonical metrics conveniently scaled) into the standard unit sphere, which present the former as the restriction of the latter to the set of real points. Our argument parallels the telescopic construction of $\mb{P}^\in…

2018-12-25abs ↗pdf ↗