arXiv research

The paper calculates automorphisms of Weil algebras, focusing on one-component groups.

The study extracts market direction from transaction data.

Study uses holography to analyze entanglement entropy in deformed CFTs.

Study calculates fundamental groups of torus knots using algebraic topology.

We give a geometric realization of the polyhedra governed by the structure of associative algebras with co-inner products, or more precisely, governed by directed planar trees. Our explicit realization of these polyhedra, which include the associahedra in a special case, shows in particular that these polyhedra are hom…

New pricing methods for $α$-quantile and early-exercise options using Spitzer identities.

We consider a proper flat fibration with real base and complex fibers. First we construct odd characteristic classes for such fibrations by a method that generalizes constructions of Bismut-Lott. Then we consider the direct image of a fiberwise holomorphic vector bundle, which is a flat vector bundle on the base. We gi…

Main theorem of this paper states that Floer cohomology groups in a Hilbert space are isomorphic to the cohomological Conley Index. It is also shown that calculating cohomological Conley Index does not require finite dimensional approximations of the vector field. Further directions are discussed.

We introduce RNADE, a new model for joint density estimation of real-valued vectors. Our model calculates the density of a datapoint as the product of one-dimensional conditionals modeled using mixture density networks with shared parameters. RNADE learns a distributed representation of the data, while having a tractab…

The paper calculates curvature formulas for stable Higgs bundles.

SOLO uses DNN to optimize complex topology problems with reduced FEM calculations.

We describe ways to define and calculate $L_1$-norm signal subspaces which are less sensitive to outlying data than $L_2$-calculated subspaces. We focus on the computation of the $L_1$ maximum-projection principal component of a data matrix containing N signal samples of dimension D and conclude that the general proble…

Researchers use Gysin sequence to show sl(N) homology of T(2,m) is cohomology of SU(N) representations.

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…

Paper defines a new dimension to measure self-directed learning complexity.

Study on Teichmüller space of acute triangles using explicit calculations.

In this paper we are investigating variational homogeneous second order differential equations by considering the questions of how many different variational principles exist for a given spray. We focus our attention on h(2)-variationality; that is, the regular Lagrange function is homogeneous of degree two in the dire…

Variational Optimization forms a differentiable upper bound on an objective. We show that approaches such as Natural Evolution Strategies and Gaussian Perturbation, are special cases of Variational Optimization in which the expectations are approximated by Gaussian sampling. These approaches are of particular interest …

An invariant of orientable 3-manifolds is defined by taking the minimum $n$ such that a given 3-manifold embeds in the connected sum of $n$ copies of $S^2 \times S^2$, and we call this $n$ the embedding number of the 3-manifold. We give some general properties of this invariant, and make calculations for families of le…

This paper examines the volatility and covariance dynamics of cash and futures contracts that underlie the Optimal Hedge Ratio (OHR) across different hedging time horizons. We examine whether hedge ratios calculated over a short term hedging horizon can be scaled and successfully applied to longer term horizons. We als…

We describe some regular techniques of calculating finite degree invariants of triple points free smooth plane curves $S^1 \to R^2$. They are a direct analog of similar techniques for knot invariants and are based on the calculus of {\em triangular diagrams} and {\em connected hypergraphs} in the same way as the calcul…

Discover gaps in q-series exponents for 3d N=2 theories.

Let $QF(S)$ be the quasifuchsian space of a closed surface $S$ of genus $g\geq 2$. We construct a new mapping class group invariant Kähler metric on $QF(S)$. It is an extension of the Weil-Petersson metric onthe Teichmüller space $\mathcal T(S)\subset QF(S)$. We also calculate its curvature and prove some negativity fo…

We introduce a novel class of labeled directed acyclic graph (LDAG) models for finite sets of discrete variables. LDAGs generalize earlier proposals for allowing local structures in the conditional probability distribution of a node, such that unrestricted label sets determine which edges can be deleted from the underl…

This paper aims to classify the holonomy of the conformal Tractor connection, and relate these holonomies to the geometry of the underlying manifold. The conformally Einstein case is dealt with through the construction of metric cones, whose Riemmanian holonomy is the same as the Tractor holonomy of the underlying mani…

Calculates local Granger causality for Gaussian and nonlinear systems.

New algorithm consistently orients eigenvectors for machine learning.

In this work, a classification method for SSVEP-based BCI is proposed. The classification method uses features extracted by traditional SSVEP-based BCI methods and finds optimal discrimination thresholds for each feature to classify the targets. Optimising the thresholds is formalised as a maximisation task of a perfor…

GPMI method interpolates uncertain atrial conduction velocity on non-Euclidean manifolds.

For a given cusped 3-manifold $M$ admitting an ideal triangulation, we describe a method to rigorously prove that either $M$ or a filling of $M$ admits a complete hyperbolic structure via verified computer calculations. Central to our method are an implementation of interval arithmetic and Krawczyk's Test. These techni…

Spinors help study unique five-dimensional contact structures.

This paper proposes a Monte Carlo technique for pricing the forward yield to maturity, when the volatility of the zero-coupon bond is known. We make the assumption of deterministic default intensity (Hazard Rate Function). We make no assumption on the volatility of the yield. We actually calculate the initial value of …

This is a survey on the geometry of warped products, without, or essentially with only soft, calculation. Somewhere in the paper, the goal was to give a synthetic account since existing approaches are rather analytic. Somewhere else, we have interpreted statements, especially by means of a physical terminology. This is…

It is known that from purely observational data, a causal DAG is identifiable only up to its Markov equivalence class, and for many ground truth DAGs, the direction of a large portion of the edges will be remained unidentified. The golden standard for learning the causal DAG beyond Markov equivalence is to perform a se…

Bayesian tensor network reduces conditional probability calculation to polynomial time.

In this article we study algebraic properties of the specific class of groups $\mathcal{G}$ generated by direct products and wreath products. Such class of groups appears in calculation of fundamental groups of orbits of Morse functions on compact manifolds. We prove that for any group $G\in\mathcal{G}$ the ranks of th…

Recent developments have linked causal inference with Algorithmic Information Theory, and methods have been developed that utilize Conditional Kolmogorov Complexity to determine causation between two random variables. We present a method for inferring causal direction between continuous variables by using an MDL Binnin…

Minimal surfaces with planar curvature lines are classical geometric objects, having been studied since the late 19th century. In this paper, we revisit the subject from a different point of view. After calculating their metric functions using an analytical method, we recover the Weierstrass data, and give clean parame…

The paper introduces a machine learning method to forecast market direction using efficient frontier coefficients.

We study coordinate-invariance of some asymptotic invariants such as the ADM mass or the Chruściel-Herzlich momentum, given by an integral over a "boundary at infinity". When changing the coordinates at infinity, some terms in the change of integrand do not decay fast enough to have a vanishing integral at infinity; bu…

In Peña (2007), MCMC sampling is applied to approximately calculate the ratio of essential graphs (EGs) to directed acyclic graphs (DAGs) for up to 20 nodes. In the present paper, we extend that work from 20 to 31 nodes. We also extend that work by computing the approximate ratio of connected EGs to connected DAGs, of …

Study the structure of Kuranishi spaces for pairs of Kähler manifolds and polystable Higgs bundles.

Through the direct study of the analysis estimator we derive oracle inequalities with fast and slow rates by adapting the arguments involving projections by Dalalyan, Hebiri and Lederer (2017). We then extend the theory to the square root analysis estimator. Finally, we focus on (square root) total variation regularize…

We give a new description of the ring structure on the differential characters of a smooth manifold via the smooth hyperspark complex. We show the explicit product formula, and as an application, calculate the product for differential characters of the unit circle. Applying the presentation of spark classes by smooth h…

Distortion (Denneberg 1990) is a well known premium calculation principle for insurance contracts. In this paper, we study sensitivity properties of distortion functionals w.r.t. the assumptions for risk aversion as well as robustness w.r.t. ambiguity of the loss distribution. Ambiguity is measured by the Wasserstein d…

Several statistical models are given in the form of unnormalized densities, and calculation of the normalization constant is intractable. We propose estimation methods for such unnormalized models with missing data. The key concept is to combine imputation techniques with estimators for unnormalized models including no…

Direct measurements of Gini coefficients by conventional arithmetic calculations are a poor estimator, even if paradoxically, they include the entire population, as because of super-additivity they cannot lend themselves to comparisons between units of different size, and intertemporal analyses are vitiated by the popu…

This study compares direct and indirect methods for estimating own funds in life insurance, finding indirect methods more effective under realistic asset-liability coupling.