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.
Research decouples Lie algebroids using bicocycle double cross product theory.
Study compares survival analysis algorithms with missing data methods.
Recently, Cappell and Miller extended the classical construction of the analytic torsion for de Rham complexes to coupling with an arbitrary flat bundle and the holomorphic torsion for -complexes to coupling with an arbitrary holomorphic bundle with compatible connection of type . Cappell and Mil…
Classical 10d string backgrounds with a 4d de Sitter space-time, D-brane and orientifold sources, are commonly believed to satisfy the following: 1. There is no classical de Sitter solution with parallel sources. 2. Classical de Sitter solutions with intersecting sources are unstable. 3. Classical de Sitter solutions c…
On a symplectic manifold, there is a natural elliptic complex replacing the de Rham complex. It can be coupled to a vector bundle with connection and, when the curvature of this connection is constrained to be a multiple of the symplectic form, we find a new complex. In particular, on complex projective space with its …
We consider the optimal control problem for null curves in de Sitter 3-space defined by a functional which is linear in the curvature of the trajectory. We show how techniques based on the method of moving frames and exterior differential systems, coupled with the reduction procedure for systems with a Lie group of sym…
New equations connect instantons, spinors, and 3-forms in 6 and 7 dimensions.
We define a non-degenerated Monge-Ampere structure on a 6-manifold associated with a Monge-Ampere equation as a couple (Ω,ω), such that Ωis a symplectic form and ωis a 3-differential form which satisfies ω\wedgeΩ=0 and which is non-degenerated in the sense of Hitchin. We associate with such a couple an almost (pseudo) …
We consider the problem of rational decision making in the presence of nonlinear constraints. By using tools borrowed from spin glass and random matrix theory, we focus on the portfolio optimisation problem. We show that the number of ``optimal'' solutions is generically exponentially large: rationality is thus de fact…
Derives equations for interacting Lie-Poisson systems using 2-cocycle extensions.
This study compares direct and indirect methods for estimating own funds in life insurance, finding indirect methods more effective under realistic asset-liability coupling.
In this paper, we study the perturbative aspects of the half-twisted variant of Witten's topological A-model coupled to a non-dynamical gauge field with Kahler target space X being a G-manifold. Our main objective is to furnish a purely physical interpretation of the equivariant cohomology of the chiral de Rham complex…
The paper introduces a trilinear functional to recover torsion in spectral triples.
In de novo drug design, computational strategies are used to generate novel molecules with good affinity to the desired biological target. In this work, we show that recurrent neural networks can be trained as generative models for molecular structures, similar to statistical language models in natural language process…
Paper tackles causal inference with partially labeled data, introducing robust methods.
The article studies spinor and tensor fields on curved spaces, deriving formulas and spectra.
In this paper we address several aspects of flat Bogomolnyi-Prasad-Sommerfeld (BPS) domain walls together with their Lorentz invariant vacua of 4d N=1 supergravity coupled to a chiral multiplet. The scalar field spans a one-parameter family of 2d Kähler manifolds satisfying a Kähler-Ricci flow equation. We find that BP…
Credit value adjustment (CVA) is the charge applied by financial institutions to the counterparty to cover the risk of losses on a counterpart default event. In this paper we estimate such a premium under the Bates stochastic model (Bates [4]), which considers an underlying affected by both stochastic volatility and ra…
The paper solves integrable systems of PDEs, including famous equations.
A discussion is given of the conformal Einstein field equations coupled with matter whose energy-momentum tensor is trace-free. These resulting equations are expressed in terms of a generic Weyl connection. The article shows how in the presence of matter it is possible to construct a conformal gauge which allows to kno…
A recent proposal by Ryu and Takayanagi for a holographic interpretation of entanglement entropy in conformal field theories dual to supergravity on anti-de Sitter (adS) is generalized to include entanglement entropy of black holes living on the boundary of adS. The generalized proposal is verified in boundary dimensio…
The economic equities maximization criterion (MFPE) leads to the choice of financial portfolio, which maximizes the ratio of the expected value of the insurance company on the capital. This criterion is presented in the framework of a non-life insurance company and is applied within the framework of the French legislat…
We prove the Novikov conjecture on oriented Cheeger spaces whose fundamental group satisfies the strong Novikov conjecture. A Cheeger space is a stratified pseudomanifold admitting, through a choice of ideal boundary conditions, an L2-de Rham cohomology theory satisfying Poincare duality. We prove that this cohomology …
Dans les années 1940-1970, Alexandrov et l'"École de Leningrad" ont développé une théorie très riche des surfaces singulières. Il s'agit de surfaces topologiques, munie d'une métrique intrinsèque pour laquelle on peut définir une notion de courbure, qui est une mesure de Radon. Cette classe de surfaces a de bonnes prop…
This work improves molecular design by efficiently selecting diverse candidate molecules.
In aircraft industry, market needs evolve quickly in a high competitiveness context. This requires adapting a given aircraft model in minimum time considering for example an increase of range or the number of passengers (cf A330 NEO family). The computation of loads and stress to resize the airframe is on the critical …
We show that contact homology distinguishes infinitely many tight contact structures on any orientable, toroidal, irreducible 3-manifold. As a consequence of the contact homology computations, on a very large class of toroidal manifolds, all known examples of universally tight contact structures with nonvanishing torsi…
Morphology in unbalanced languages remains a big challenge in the context of machine translation. In this paper, we propose to de-couple machine translation from morphology generation in order to better deal with the problem. We investigate the morphology simplification with a reasonable trade-off between expected gain…
On décrit ici des relations entre la géométrie globale des variétés de contact closes et celle de certaines variétés symplectiques, à savoir les variétés de Stein compactes. L'origine de ces relations est l'existence de livres ouverts adaptés aux structures de contact. We discuss relations between the global geometry o…
Gibbs sampling, as a model learning method, is known to produce the most accurate results available in a variety of domains, and is a de facto standard in these domains. Yet, it is also well known that Gibbs random walks usually have bottlenecks, sometimes termed "local maxima", and thus samplers often return suboptima…
Recursive KalmanNet generalizes well in noisy, out-of-distribution scenarios.
We build examples of properly convex projective manifold which have finite volume, are not compact, nor hyperbolic in every dimension . On the way, we build Zariski-dense discrete subgroups of $\SL_{n+1}(\R)$ which are not lattice, nor Schottky groups. Moreover, the open properly convex set is…
We show that some curvature operators are locally invertible, in some weithted sobolev spaces, near the euclidian metric. (Nous montrons que certains opérateurs affines en la courbure de Ricci sont localement inversibles, dans des espaces de Sobolev à poids, au voisinage de la métrique euclidienne.)
On every compact, orientable, irreducible 3-manifold V which is toroidal or has torus boundary components we construct a contact 1-form whose Reeb vector field R does not have any contractible periodic orbits and is tangent to the boundary. Moreover, if bdry V is nonempty, then the Reeb vector field R is transverse to …
We present Simitate --- a hybrid benchmarking suite targeting the evaluation of approaches for imitation learning. A dataset containing 1938 sequences where humans perform daily activities in a realistic environment is presented. The dataset is strongly coupled with an integration into a simulator. RGB and depth stream…
Nous montrons que les équations du repère mobile des surfaces de Bonnet conduisent à une paire de Lax matricielle isomonodromique d'ordre deux pour la sixième équation de Painlevé. We show that the moving frame equations of Bonnet surfaces can be extrapolated to a second order, isomonodromic matrix Lax pair of the sixt…
We prove a gluing formula for the analytic torsion on non-compact (i.e. singular) riemannian manifolds. Let M= U\cup M_1, where M_1 is a compact manifold with boundary and U represents a model of the singularity. For general elliptic operators we formulate a criterion, which can be checked solely on U, for the existenc…
Two de Rham complexes in diffeology are compared using a factor map.
We describe, in the general setting of closed cone fields, the set of causal functions which can be approximated by smooth Lyapunov. We derive several consequences on causality theory. Dans le contexte général des champs de cones fermés, on décrit l'ensemble des fonctions causales qui peuvent être approchées par des fo…
This paper presents practical methods for portfolio selection in investments.
The so-called risk diversification principle is analyzed, showing that its convenience depends on individual characteristics of the risks involved and the dependence relationship among them. ----- Se analiza el principio de diversificación de riesgos y se demuestra que no siempre resulta mejor que no diversificar, pues…
The cohomology theory for financial market can allow us to deform Kolmogorov space of time series data over time period with the explicit definition of eight market states in grand unified theory. The anti-de Sitter space induced from a coupling behavior field among traders in case of a financial market crash acts like…
HR in 8D encodes unique conformal gravity with negative curvature.
This note examines financial distributions to competing teams at the end of the most famous multiple stage professional (male) bicyclist race, TOUR DE FRANCE. A rank-size law (RSL) is calculated for the team financial gains. The RSL is found to be hyperbolic with a surprisingly simple decay exponent (about equal to -1)…
A new framework to perturbative quantum gravity is proposed following the geometry of nonholonomic distributions on (pseudo) Riemannian manifolds. There are considered such distributions and adapted connections, also completely defined by a metric structure, when gravitational models with infinite many couplings reduce…
This article was withdrawn by the author to be incorporated into the paper "Extensão de aplicações na esfera de um espaço vetorial com produto interno" (arXiv:1109.2866).
Motivated by the study of coupled Kähler-Einstein metrics by Hultgren and Witt Nyström and coupled Kähler-Ricci solitons by Hultgren, we study in this paper coupled Sasaki-Einstein metrics and coupled Sasaki-Ricci solitons. We first show an isomorphism between the Lie algebra of all transverse holomorphic vector fields…
En nous basant sur les résultats d'Arthur annoncés dans \cite[§30]{Arthur} nous démontrons les conjectures énoncées dans \cite{IMRN,BC,SMF} dans le cas des groupes orthogonaux à l'exclusion des groupes de type . En ce qui concerne ces derniers, nous annonçons la démonstration -- encore en préparation - que …