Research
On-device research index

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.

168,695 papers · 148 categories

Trend · papers per month

15294458 · May 202619922001200920172026
48 results for cyclical monotonicity

Develops Lie-theoretic perspective on Hitchin's equations for cyclic G-Higgs bundles.

problem Analytic and geometric properties of harmonic maps.
method Lie-theoretic perspective on Hitchin's equations for cyclic G-Higgs bundles.
result Proves Dai-Li's conjecture on the monotonicity of the energy density and negative curvature conjecture for Coxeter cyclic G-Higgs bundles.

A new learning rule consistently reduces error over data samples.

problem Finding a learning rule that consistently reduces error over all data distributions.
method A deterministic, data-dependent partitioning rule that only partitions cyclic intervals with sufficient empirical diversity of labels.
result The expected error is monotone non-increasing with the sample size under every data distribution.

The paper examines properties of GW optimal transport plans, showing they can be sparse and permutation-supported.

problem Properties of Gromov-Wasserstein optimal transport plans.
method Exploration of sparsity, permutation support, and cyclical monotonicity properties.
result GW optimal plans can be sparse and permutation-supported under certain conditions.

This work clarifies different transport map constructions and their causal interpretations.

problem Identifying distinct transport map constructions and their equivalence.
method Comparative analysis of three transport map constructions: cyclically monotone, quantile-preserving, and triangular monotone.
result Conditions for equivalence of different transport map constructions.

Develops a method to efficiently compute Wasserstein barycenters with variational distributions.

problem High computational burden in computing Wasserstein barycenters for high-dimensional and continuous settings.
method Introduces a variational distribution to approximate the continuous Wasserstein barycenter, reformulating the problem as an optimization with c-cyclical monotonicity.
result The method provides a tractable dual formulation for efficient computation of Wasserstein barycenters, demonstrated on real applications.

A hyperbolic polygon is defined to be cyclic, horocyclic, or equidistant if its vertices lie on a metric circle, horocycle, or a component of the equidistant locus to a hyperbolic geodesic, respectively. Convex such nn-gons are parametrized by the subspaces of (0,)n(0,\infty)^n that contain their side length collections,…

2011-01-25abs ↗pdf ↗

The paper establishes general results in Lorentzian optimal transport theory.

problem Establishing strong duality and optimality conditions in Lorentzian optimal transport.
method Providing non-trivial assumptions on measures, characterizing optimality, and proving regularity results.
result Regularity results for cc-convex functions and (weak) Kantorovich potentials do not extend to the Lorentzian setting, but under suitable assumptions, they are locally semconvex.

A new copula model for multi-attribute data using optimal transport.

problem Relaxing the Gaussian assumption for multi-attribute graphical models.
method Introducing a new copula (Cyclically Monotone Copula) and using optimal transport theory.
result The model allows arbitrary continuous distributions and is more flexible than classical methods.

New method for regression in high-dimensional space using mixture modeling and optimal transport.

problem Regression in high-dimensional space with unordered data.
method Mixture modeling and optimal transport for permutation recovery and denoising.
result Explicit upper bounds on mean squared denoising error for Gaussian noise.

By investigating model-independent bounds for exotic options in financial mathematics, a martingale version of the Monge-Kantorovich mass transport problem was introduced in \cite{BeiglbockHenry LaborderePenkner,GalichonHenry-LabordereTouzi}. In this paper, we extend the one-dimensional Brenier's theorem to the present…

2013-02-20abs ↗pdf ↗

We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality theory for general marginals and measurable reward (cost) functions: absence of a…

2015-07-02abs ↗pdf ↗

Develops a first-order interior-point method for solving constrained variational inequalities.

problem Solving constrained variational inequalities with nontrivial constraints.
method ADMM-based interior-point method for constrained VIs (ACVI).
result First-order interior-point method with global convergence guarantees for general cVI problems.

In this paper, we introduce the LpL_p geominimal surface area for all np<1-n\neq p<1, which extends the classical geominimal surface area (p=1p=1) by Petty and the LpL_p geominimal surface area by Lutwak (p>1p>1). Our extension of the LpL_p geominimal surface area is motivated by recent work on the extension of the LpL_p a…

2013-08-20abs ↗pdf ↗

This paper introduces 'General Cyclical Training' for neural networks.

problem Improving training efficiency and performance of neural networks.
method Cyclical training phases with varying hyperparameters, batch sizes, loss functions, and data augmentation.
result Cyclical weight decay, softmax temperature, and gradient clipping enhance model accuracy.

New cyclicity measures defined in weighted Besov spaces, with stability and geometric analysis.

problem Characterizing cyclicity in weighted Besov spaces.
method Defining cyclicity indices based on potential theory and capacity, studying stability under perturbations, and linking zero set structure to cyclicity.
result Novel invariants and conditions for cyclicity in various function spaces.

We refine the cyclic cohomological apparatus for computing the Hopf cyclic cohomology of the Hopf algebras associated to infinite primitive Cartan-Lie pseudogroups, and for the transfer of their characteristic classes to foliations. The main novel feature is the precise identification as a Hopf cyclic complex of the im…

2010-09-05abs ↗pdf ↗

In this paper, we study quandles of cyclic type, which form a particular subclass of finite quandles. The main result of this paper describes the set of isomorphism classes of quandles of cyclic type in terms of certain cyclic permutations. By using our description, we give a direct classification of quandles of cyclic…

2013-12-25abs ↗pdf ↗

The paper investigates cyclic arbitrage opportunities in decentralized exchanges.

problem Price discrepancies in decentralized exchanges lead to arbitrage opportunities.
method Theoretical framework and analysis of transaction-level data.
result Traders have executed over 292,606 cyclic arbitrages over eleven months, exploiting more than 138 million USD in revenue.

In spin geometry, traceless cyclic homogeneous Riemannian manifolds equipped with a homogeneous spin structure can be viewed as the simplest manifolds after Riemannian symmetric spin spaces. In this paper, we give some characterizations and properties of cyclic and traceless cyclic homogeneous Riemannian manifolds and …

2014-07-21abs ↗pdf ↗

Study integrable discretizations of cyclic systems with circular coordinate lines.

problem Integrable discretizations of 3D cyclic systems with circular coordinate lines.
method Investigate circle congruences and flat connections in the context of discrete cyclic systems.
result Characterization of circle congruences and existence of certain flat connections.

A surgery on a knot in 3-sphere is called SU(2)-cyclic if it gives a manifold whose fundamental group has no non-cyclic SU(2) representations. Using holonomy perturbations on the Chern-Simons functional, we prove that the distance of two SU(2)-cyclic surgery coefficients is bounded by the sum of the absolute values of …

2013-06-29abs ↗pdf ↗

New definite 4-manifolds found with non-cyclic groups.

problem Finding exotic smooth structures on 4-manifolds with specific fundamental groups.
method Constructing infinitely many non-diffeomorphic structures.
result Infinitely many pairwise non-diffeomorphic definite 4-manifolds with Z/2imesZ/2\mathbb{Z}/2 imes \mathbb{Z}/2 fundamental group.

We classify SU(2)SU(2)-cyclic and SU(2)SU(2)-abelian 3-manifolds, for which every representation of the fundamental group into SU(2)SU(2) has cyclic or abelian image respectively, among geometric 3-manifolds which are not hyperbolic. As an application, we give examples of hyperbolic 3-manifolds which do not admit degree-1 maps …

2019-10-29abs ↗pdf ↗

New framework for cyclic quantum causal models with graph separation property.

problem Understanding causal relationships in feedback processes and exotic scenarios.
method Introducing a robust probability rule and a novel graph-separation property, p-separation.
result Established graph-separation properties for all consistent cyclic causal models.

New Heegaard Floer homology for orbifolds with cyclic singularities.

problem Defining Heegaard Floer homology for orbifolds with arbitrary cyclic singularities.
method Generalizing recent work by defining Heegaard Floer homology for orbifolds with arbitrary cyclic singularities.
result Defined a new Heegaard Floer homology for orbifolds with arbitrary cyclic singularities.

A central result here is the computation of the entire cyclic homology of canonical smooth subalgebras of stable continuous trace C*-algebras having smooth manifolds M as their spectrum. More precisely, the entire cyclic homology is shown to be canonically isomorphic to the continuous periodic cyclic homology for these…

2004-12-24abs ↗pdf ↗

Let MM be an irreducible, compact, connected, orientable 3-manifold whose boundary is a torus. We show that if MM is hyperbolic, then it admits at most six finite/cyclic fillings of maximal distance 5. Further, the distance of a finite/cyclic filling to a cyclic filling is at most 2. If MM has a non-boundary-paralle…

1994-10-01abs ↗pdf ↗

The paper extends the uniqueness of complete harmonic metrics to subharmonic weights and proves their existence on the unit disc.

problem Finding complete harmonic metrics on Riemann surfaces for subharmonic weights.
method Extending Li-Mochizuki's theorem to subharmonic weights and proving existence on the unit disc.
result Complete harmonic metrics exist on the unit disc for subharmonic weights.

We discuss 3-manifolds which are cyclic coverings of the 3-sphere, branched over 2-bridge knots and links. Different descriptions of these manifolds are presented: polyhedral, Heegaard diagram, Dehn surgery and coloured graph constructions. Using these descriptions, we give presentations for their fundamental groups, w…

2001-06-19abs ↗pdf ↗

The paper defines cyclic sets from ribbon string links and connects them to quantum invariants.

problem Defining and relating cyclic sets from ribbon string links.
method Endowing ribbon string links with cyclic and cocyclic structures, relating to coend of a ribbon category via quantum invariants.
result Established a relationship between ribbon string links and quantum invariants.

Consider an equity market with nn stocks. The vector of proportions of the total market capitalizations that belong to each stock is called the market weight. The market weight defines the market portfolio which is a buy-and-hold portfolio representing the performance of the entire stock market. Consider a function th…

2014-02-15abs ↗pdf ↗