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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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121242363484 · May 202619922001200920172026
48 results for convenient structures

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 ↗

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.

Study projective and direct limits of Banach structures with connections to GG-structures.

problem Understanding connections between Banach structures and GG-structures.
method Endow projective and direct limits with Fréchet or convenient structures and study connections.
result Illustrated examples demonstrate the study of projective and direct limits.

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.

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.

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.

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.

We define the notion of strong projective limit of Banach Lie algebroids. We study the associated structures of Fréchet bundles and the compatibility with the different morphisms. This kind of structure seems to be a convenient framework for various situations.

2010-12-03abs ↗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.

Kernelized PCovR reveals structure-property relations in chemistry and materials.

problem Understanding structure-property relations in complex systems.
method Kernel Principal Covariates Regression (kernel PCovR) with sparsification.
result Kernelized PCovR effectively reveals and predicts structure-property relations.

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 ↗

Co-Euler structures were studied by Burghelea and Haller on closed manifolds as dual objects to Euler structures. We extend the notion of co-Euler structures to the situation of compact manifolds with boundary. As an application, by studying their variation with respect to smooth changes of the Riemannian metric, co-Eu…

2014-03-05abs ↗pdf ↗

We consider the problem of constructing Poisson brackets on smooth manifolds MM with prescribed Casimir functions. If MM is of even dimension, we achieve our construction by considering a suitable almost symplectic structure on MM, while, in the case where MM is of odd dimension, our objective is achieved by using …

2011-03-04abs ↗pdf ↗

A new multi-factor model improves commodity pricing accuracy.

problem Enhancing accuracy in commodity pricing by integrating multiple risk factors.
method A four-factor model using Kalman filter for simultaneous estimation and state variable filtering.
result The four-factor model outperforms existing models in capturing futures term structures and crude oil pricing.

Generalizes Dolbeault cohomology computation to Levi-flat CR structures on compact Lie groups.

problem Computing Dolbeault cohomology for Levi-flat CR structures on compact Lie groups.
method Algebraic classification of left-invariant CR structures combined with Pittie's result on compact Lie groups.
result Generalization of Dolbeault cohomology computation to Levi-flat CR 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 ↗

In this paper it is shown that for any network there is a uniquely determined network based on a structure tree that provides a convenient way of determining a minimal cut separating a pair s,ts, t where each of s,ts, t is either a vertex or an end in the original network. A Max-Flow Min-Cut Theorem is proved for any net…

2013-11-15abs ↗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 ↗

Rigging technique introduced in \cite{bi0} is a convenient way to address the study of null hypersurfaces. It offers in addition the extra benefit of inducing a Riemannian structure on the null hypersurface which is used to study geometric and topological properties on it. In this paper we develop this technique showin…

2017-03-29abs ↗pdf ↗

Hierarchical structure is ubiquitous in data across many domains. There are many hierarchical clustering methods, frequently used by domain experts, which strive to discover this structure. However, most of these methods limit discoverable hierarchies to those with binary branching structure. This limitation, while com…

2012-03-15abs ↗pdf ↗

We show that isotopy classes of simple closed curves in any oriented surface admit a quandle structure with operations induced by Dehn twists, the Dehn quandle of the surface. We further show that the monodromy of a Lefschetz fibration can be conveniently encoded as a quandle homomorphism from the knot quandle of the b…

2002-01-28abs ↗pdf ↗

A beta-negative binomial (BNB) process is proposed, leading to a beta-gamma-Poisson process, which may be viewed as a "multi-scoop" generalization of the beta-Bernoulli process. The BNB process is augmented into a beta-gamma-gamma-Poisson hierarchical structure, and applied as a nonparametric Bayesian prior for an infi…

2011-12-15abs ↗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 ↗