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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.

168,742 papers · 148 categories

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2468 · Nov 201919922001200920172026
48 results for curtain machinery

The notion of a braid is generalized into two and three dimensions. Two-dimensional braids are described by braid monodromies or graphics called charts. In this paper we introduce the notion of curtains, and show that three-dimensional braids are described by braid monodromies or curtains.

2013-12-19abs ↗pdf ↗

Consider a multiperiod optimal transport problem where distributions μ0,,μnμ_{0},\dots,μ_{n} are prescribed and a transport corresponds to a scalar martingale XX with marginals XtμtX_{t}\simμ_{t}. We introduce particular couplings called left-monotone transports; they are characterized equivalently by a no-crossing property…

2017-03-30abs ↗pdf ↗

We consider the problem of finding a model-free upper bound on the price of an American put given the prices of a family of European puts on the same underlying asset. Specifically we assume that the American put must be exercised at either T1T_1 or T2T_2 and that we know the prices of all vanilla European puts with th…

2017-11-17abs ↗pdf ↗

The ability to generalize is an important feature of any intelligent agent. Not only because it may allow the agent to cope with large amounts of data, but also because in some environments, an agent with no generalization capabilities cannot learn. In this work we outline several criteria for generalization, and prese…

2015-04-09abs ↗pdf ↗

This is the second of a series of papers which are devoted to a comprehensive theory of maps between orbifolds. In this paper, we develop a basic machinery for studying homotopy classes of such maps. It contains two parts: (1) the construction of a set of algebraic invariants -- the homotopy groups, and (2) an analog o…

2006-10-02abs ↗pdf ↗

Under mild regularity assumptions, the transport problem is stable in the following sense: if a sequence of optimal transport plans π1,π2,π_1, π_2, \ldots converges weakly to a transport plan ππ, then ππ is also optimal (between its marginals). Alfonsi, Corbetta and Jourdain asked whether the same property is true for th…

2019-04-08abs ↗pdf ↗

New theory proves representability of PDE solutions without complex machinery.

problem Proving representability of PDE solutions using traditional methods is difficult.
method Developed a new model of derived differential geometry using CC^\infty-bornological rings.
result Representability of derived moduli stacks of PDE solutions naturally follows from an Artin-Lurie style theorem.

As financial instruments grow in complexity more and more information is neglected by risk optimization practices. This brings down a curtain of opacity on the origination of risk, that has been one of the main culprits in the 2007-2008 global financial crisis. We discuss how the loss of transparency may be quantified …

2019-01-28abs ↗pdf ↗

For a real or complex semisimple Lie group GG and two nested parabolic subgroups QPGQ\subset P\subset G, we study parabolic geometries of type (G,Q)(G,Q). Associated to the group PP, we introduce a class of relative natural bundles and relative tractor bundles and construct some basic invariant differential operators on …

2015-10-14abs ↗pdf ↗

We prove that the Casimir operator acting on sections of a homogeneous vector bundle over a generalized flag manifold naturally extends to an invariant differential operator on arbitrary parabolic geometries. We study some properties of the resulting invariant operators and compute their action on various special types…

2007-08-23abs ↗pdf ↗

New method detects bearing faults using multivariate statistical process control.

problem Early detection of bearing faults in rotating machinery.
method Multivariate statistical process control charts applied to Fourier transform features of fixed-time batches.
result Effectiveness in detecting bearing faults across different conditions.

Extends confining subset theory to describe hyperbolic actions of solvable groups with higher rank abelianizations.

problem Describing hyperbolic actions of solvable groups with higher rank abelianizations.
method Extends confining subset theory to apply to solvable groups with higher rank abelianizations.
result Complete description of hyperbolic actions of generalized solvable Baumslag-Solitar groups.

The health state assessment and remaining useful life (RUL) estimation play very important roles in prognostics and health management (PHM), owing to their abilities to reduce the maintenance and improve the safety of machines or equipment. However, they generally suffer from this problem of lacking prior knowledge to …

2018-07-16abs ↗pdf ↗

Instantons on various spaces can be constructed via a generalization of the Fourier transform called the ADHM-Nahm transform. An explicit use of this construction, however, involves rather tedious calculations. Here we derive a simple formula for instantons on a space with one periodic direction. It simplifies the ADHM…

2015-08-31abs ↗pdf ↗

We prove a version of the Tits alternative for groups acting on complete, finite rank median spaces. This shows that group actions on finite rank median spaces are much more restricted than actions on general median spaces. Along the way, we extend to median spaces the Caprace-Sageev machinery and part of Hagen's theor…

2017-08-03abs ↗pdf ↗

We study minimal graphs in the homogeneous Riemannian 3-manifold PSL2(R)~\widetilde{PSL_2(\mathbb{R})} and we give examples of invariant surfaces. We derive a gradient estimate for solutions of the minimal surface equation in this space and develop the machinery necessary to prove a Jenkins-Serrin type theorem for solutions …

2010-02-24abs ↗pdf ↗

We give a global version of the Bryant representation of surfaces of constant mean curvature one (cmc-1) in hyperbolic space. This allows to set the associated non-abelian period problem in the framework of flat unitary vector bundles on Riemann surfaces. We use this machinery to prove the existence of certain cmc-1 su…

2006-11-20abs ↗pdf ↗

Systematic prolongation for Killing two-tensors in symmetric spaces.

problem Understanding Killing two-tensors in symmetric spaces.
method Systematic prolongation procedure for Killing two-tensors, focusing on locally symmetric spaces.
result Natural quadratic mapping from Killing fields to Killing two-tensors on irreducible locally symmetric spaces of compact type.

We study Hamiltonian stationary Lagrangian surfaces in C^2, i.e. Lagrangian surfaces in C^2 which are stationary points of the area functional under smooth Hamiltonian variations. Using loop groups, we propose a formulation of the equation as a completely integrable system. We construct a Weierstrass type representatio…

2000-09-22abs ↗pdf ↗

In this paper, we present a probability one convergence proof, under suitable conditions, of a certain class of actor-critic algorithms for finding approximate solutions to entropy-regularized MDPs using the machinery of stochastic approximation. To obtain this overall result, we prove the convergence of policy evaluat…

2019-07-13abs ↗pdf ↗

New method improves anomaly detection in acoustic signals.

problem Poor anomaly detection performance in existing acoustic signal-based unsupervised methods.
method Deep autoencoding Gaussian mixture model with hyper-parameter optimization.
result Significantly improved anomaly detection performance compared to previous methods.

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 ↗

Proves Laplacian and Lichnerowicz Laplacian are sectorial in weighted Hölder spaces.

problem Analyzing sectoriality of Laplacian and Lichnerowicz Laplacian on asymptotically hyperbolic spaces.
method Proves sectoriality in weighted Hölder spaces using asymptotically hyperbolic metrics.
result Analytic semigroups apply, yielding well-posedness results for parabolic evolution equations.

Different shares of distinct commodity sectors in production, trade, and consumption illustrate how resources and capital are allocated and invested. Economic progress has been claimed to change the share distribution in a universal manner as exemplified by the Engel's law for the household expenditure and the shift fr…

2019-11-05abs ↗pdf ↗

We unify kernel density estimation\textit{kernel density estimation} and empirical Bayes\textit{empirical Bayes} and address a set of problems in unsupervised learning with a geometric interpretation of those methods, rooted in the concentration of measure\textit{concentration of measure} phenomenon. Kernel density is viewed symbolically as XYX\rightharpoonup Y where the rand…

2019-03-06abs ↗pdf ↗

This article serves a few purposes. First of all, it reviews polyfold--Kuranishi correspondence I (http://arxiv.org/abs/1402.7008) and previews and samples some results from four papers I have been preparing. It is also a written-up and expanded version of a talk I gave at a symplectic conference in Chengdu on June 28,…

2015-10-23abs ↗pdf ↗

We develop a technique for generalising from data in which models are samplers represented as program text. We establish encouraging empirical results that suggest that Markov chain Monte Carlo probabilistic programming inference techniques coupled with higher-order probabilistic programming languages are now sufficien…

2014-07-09abs ↗pdf ↗

In this paper, we discuss two topics: first, we show how to convert 1+1-topological quantum field theories valued in symmetric bimonoidal categories into stable homotopical data, using a machinery by Elmendorf and Mandell. Then, we discuss, in this framework, two recent results (independent of each other) on refinement…

2012-03-21abs ↗pdf ↗