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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.

169,051 papers · 148 categories

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18375573 · May 202619922001200920182026
48 results for disconnected regions

The paper extends the isoperimetric inequality to disconnected regions.

problem Generalizing the isoperimetric inequality to regions that can split area.
method Analyzes the inequality in Euclidean, spherical, and hyperbolic geometries, providing conditions for multiple regions.
result Necessary and sufficient conditions for the inequality to hold for multiple regions in different geometries.

Proposes a method to accelerate safe sequential learning using offline data.

problem Limited exploration due to disconnected safe regions and slow task learning.
method Safe transfer sequential learning using Gaussian processes and offline data.
result Enhances global exploration across multiple disjoint safe regions with lower data consumption.

This paper examines the valuation of American capped call options with two-level caps. The structure of the immediate exercise region is significantly more complex than in the classical case with constant cap. When the cap grows over time, making extensive use of probabilistic arguments and local time, we show that the…

2017-07-19abs ↗pdf ↗

We introduce a simple stochastic volatility model, whose novelty consists in taking into account hitting times of the asset price, and study the optimal stopping problem corresponding to a put option whose time horizon (after the asset price hits a certain level) is exponentially distributed. We obtain explicit optimal…

2014-11-25abs ↗pdf ↗

A new method for time-series data provides guaranteed coverage and adapts to non-exchangeable data.

problem Guaranteed coverage for time-series data prediction intervals.
method Sequential Conformalized Density Regions (SCDR) using quantile random forest.
result SCDR achieves guaranteed asymptotic coverage and outperforms existing methods in simulations.

This paper studies an optimal trading problem that incorporates the trader's market view on the terminal asset price distribution and uninformative noise embedded in the asset price dynamics. We model the underlying asset price evolution by an exponential randomized Brownian bridge (rBb) and consider various prior dist…

2017-12-31abs ↗pdf ↗

We study the full holonomy group of Lorentzian manifolds with a parallel null line bundle. We prove several results that are based on the classification of the restricted holonomy groups of such manifolds and provide a construction method for manifolds with disconnected holonomy which starts from a Riemannian manifold …

2012-04-25abs ↗pdf ↗

A novel density regularizer improves data interpolation on non-simply-connected manifolds.

problem Topological differences between model-defined simply-connected manifolds and dataset's non-simply-connected regions.
method Density regularizer to circumvent low-probability-density regions (holes).
result Consistently better interpolation results on real-world image datasets.

We show that if two closed hyperbolic surfaces (not necessarily orientable or even connected) have the same Laplace spectrum, then for every length they have the same number of orientation-preserving geodesics and the same number of orientation-reversing geodesics. Restricted to orientable surfaces, this result reduces…

2006-05-30abs ↗pdf ↗

DE-SGD shows heavy-tailed behavior in decentralized settings.

problem Heavy-tailed behavior in decentralized SGD.
method Analyzes the emergence of heavy-tails in DE-SGD, considering both quadratic and twice continuously differentiable strongly convex loss functions.
result DE-SGD exhibits heavier tails than centralized SGD, and tail behavior depends on network parameters.

Study finds Hilbert square of real surfaces can be maximal even when the surface has disconnected real locus.

problem Exploring conditions for maximality of Hilbert square of real surfaces.
method Analyzing Hilbert square of maximal real surfaces and examining specific examples.
result Hilbert square can be maximal even for surfaces with disconnected real locus.

Natural images may lie on a union of disjoint manifolds rather than one globally connected manifold, and this can cause several difficulties for the training of common Generative Adversarial Networks (GANs). In this work, we first show that single generator GANs are unable to correctly model a distribution supported on…

2018-06-03abs ↗pdf ↗

Study shows disconnect between pseudo-Anosov homeomorphisms and hyperbolic 3-manifolds.

problem Disconnection between pseudo-Anosov homeomorphisms and hyperbolic 3-manifolds.
method Examined a family of braids and their associated homeomorphisms and 3-manifolds.
result Found that homeomorphisms converge but 3-manifolds do not, showing disconnect.

Compactness theorem for Riemannian manifolds with volume and curvature bounds.

problem Investigating the regularity of limit spaces of Riemannian manifolds.
method Local volume growth condition, compactness theorem, different convergence notion.
result Compactness theorem for Riemannian manifolds with LpL^p curvature bounds and volume growth assumption.

The paper examines properties of self-affine Sierpiński sponges using metric invariants.

problem Investigating properties of self-affine Sierpiński sponges using metric invariants.
method Examined through maximal power law property and perfectly disconnectedness.
result Characterized self-affine Sierpiński sponges by their metric properties.

This paper studies three aspects around dimension datum: (1), a generalization of the dimension datum, which we call the tau-dimension datum; (2), dimension data of disconnected subgroups; (3), compactness of isospectral sets of normal homogeneous spaces.

2018-03-16abs ↗pdf ↗

High volume of data, perceived as either challenge or opportunity. Deep learning architecture demands high volume of data to effectively back propagate and train the weights without bias. At the same time, large volume of data demands higher capacity of the machine where it could be executed seamlessly. Budding data sc…

2018-05-12abs ↗pdf ↗

Generative model connects physical properties to latent vectors for solar magnetic patches.

problem Disconnection between generative latent vectors and scientifically relevant quantities.
method Integrating GAN, SVM, and SSL to generate and retrieve physically interpretable solar magnetic patches.
result GAN-SVM combination enables smooth changes in physical parameters with generated patches.

We generalize Hagopian's theorem characterizing solenoids to higher dimensions by showing that any homogeneous continuum admitting a fiber bundle projection onto a torus with totally disconnected fibers admits a compatible abelian topological group structure. The higher dimensional exponent group is then introduced.

2000-03-29abs ↗pdf ↗

Real world systems typically feature a variety of different dependency types and topologies that complicate model selection for probabilistic graphical models. We introduce the ensemble-of-forests model, a generalization of the ensemble-of-trees model. Our model enables structure learning of Markov random fields (MRF) …

2013-12-17abs ↗pdf ↗