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.
Survey of de Casteljau's algorithm's applications in geometric data analysis.
Cubic spline interpolation on Euclidean space is a standard topic in numerical analysis, with countless applications in science and technology. In several emerging fields, for example computer vision and quantum control, there is a growing need for spline interpolation on curved, non-Euclidean space. The generalization…
Study compares survival analysis algorithms with missing data methods.
This paper presents practical methods for portfolio selection in investments.
The primitive cohomology of Calabi-Yau intersections is described using a twisted de Rham complex.
DE-QT detects optimal Q-learning stopping points.
This book, which is in Spanish, provides detailed descriptions, including over 550 mathematical formulas, for over 150 trading strategies across a host of asset classes (and trading styles). This includes stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured asse…
DE-PSGLD samples from constrained distributions in a decentralized manner.
This paper uses bandit theory and Thompson Sampling to optimize protein sequences.
American options are the reference instruments for the model calibration of a large and important class of single stocks. For this task, a fast and accurate pricing algorithm is indispensable. The literature mainly discusses pricing methods for American options that are based on Monte Carlo, tree and partial differenti…
Algorithm computes eigenvalues and eigenforms on Calabi-Yau threefolds.
Paper establishes lower bounds and optimal algorithms for deployment-efficient RL.
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…
Paper proposes a new model and methods for robustly de-interleaving HMP mixtures.
The scale of ongoing and future electromagnetic surveys pose formidable challenges to classify astronomical objects. Pioneering efforts on this front include citizen science campaigns adopted by the Sloan Digital Sky Survey (SDSS). SDSS datasets have been recently used to train neural network models to classify galaxie…
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…
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…
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…
Pulling back the weight system associated with the spinor representation of the Lie algebra so(7) by the universal Vassiliev-Kontsevich invariant yields a numerical link invariant with values in formal power series. Computing some skein relations satisfied by this invariant, I derive a recursive algorithm for its evalu…
Community detection in graphs has been the subject of many algorithms. Recent methods want to optimize a modularity function which shows a maximum of relationships within communities and found a minimum of inter-community relations. these algorithms are applied to unipartite, multipartite and directed graphs. However, …
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.)
Learning policies on data synthesized by models can in principle quench the thirst of reinforcement learning algorithms for large amounts of real experience, which is often costly to acquire. However, simulating plausible experience de novo is a hard problem for many complex environments, often resulting in biases for …
X-TFC solves parametric DEs with neural networks and physics constraints.
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 …
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…
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…
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…
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).
Artificial neural network (ANN) provides superior accuracy for nonlinear alternating current (AC) state estimation (SE) in smart grid over traditional methods. However, research has discovered that ANN could be easily fooled by adversarial examples. In this paper, we initiate a new study of adversarial false data injec…
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 …
We categorify the coefficients of the Burau representation matrix using elementary geometrical methods. We show the faithfulness of this categorification in the sense that it detects the trivial braid.
Formulas derived for operators on forms in anti-de Sitter spaces.
Despite being very effective in several classification tasks, Dynamic Ensemble Selection (DES) techniques can select classifiers that classify all samples in the region of competence as being from the same class. The Frienemy Indecision REgion DES (FIRE-DES) tackles this problem by pre-selecting classifiers that correc…
Study of de Rham cohomology on non-Hausdorff manifolds.
The theory of Vassiliev invariants deals with many modules of diagrams on which the algebra Lambda defined by Pierre Vogel acts. By specifying a quadratic simple Lie superalgebra, one obtains a character on Lambda. We show the coherence of these characters by building a map of graded algebras beetwen Lambda and a quoti…
Classification of specific pseudo-Riemannian manifolds.
The paper explores de Rham theory for singular spaces and stacks.
De Sitter spacetime can be separated into two parts along two kinds of hypersurfaces and the half-de Sitter spacetimes are covered by the planar and hyperbolic coordinates respectively. Two positive energy theorems were proved previously for certain -asymptotically de Sitter and $\H$-asymptotically de Sitter initial…
Proximal algorithms applied to current deformation into cycles.
Nous considérons un espace topologique qui est localement isomorphe au quotient de R^k par l'action d'un groupe discret et nous l'appelons quasi-variété de dimension k. Les quasi-variétés généralisent les variétés et les V-variétés et représentent le cadre naturel pour la réduction symplectique par rapport à l'action i…
Proves optimal isoperimetric inequality in de Sitter space.
New Lipschitz de Rham theorem for -cohomology.
It is shown that if the Holmes-Thompson volume definition is used, totally geodesic submanifolds of a Finsler space are minimal. The analogous result for the Hausdorff measure is known to be false. ----- Nous montrons que les sous-varietes totalement geodesiques d'une variete de Finsler sont minimales pour le volume de…
Study examines solutions to Jang equation on anti-de Sitter spacetimes.
Proof of Tholozan's volume formula for anti-de-Sitter 3-manifolds.
Estimates for spacelike hypersurfaces in de Sitter space.