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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.

168,657 papers · 148 categories

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130260389519 · Jun 202019922001200920172026
48 results for discretely valued fields

Discrete Lagrange problems solved with Lie group constraints.

problem Solving discrete Lagrange problems with Lie group constraints.
method Proving critical sections are solutions of unconstrained variational problems, applying Noether theory and multisymplectic forms.
result Critical sections of discrete Lagrange problems are solutions of unconstrained variational problems.

This work develops discrete Gaussian models for vector-valued data on triangular meshes.

problem Discrete representation of continuous vector-valued environmental data.
method Develops discrete intrinsic Gaussian processes for vector-valued data on triangular meshes using discrete differential operators.
result Models can capture harmonic flows, incorporate boundary conditions, and model non-stationary data.

We propose an original model for inferring team strengths using a Markov Random Field, which can be used to generate historical estimates of the offensive and defensive strengths of a team over time. This model was designed to be applied to sports such as soccer or hockey, in which contest outcomes take value in a limi…

2013-05-09abs ↗pdf ↗

New method speeds up sampling of Markov random fields.

problem Efficient sampling of Markov random fields is computationally expensive.
method Introduced a new class of Markov random fields linked to Gaussian Markov Random fields for faster sampling.
result At least 35x faster and 37x less energy consumption compared to Gibbs sampling.

The paper introduces novel Gaussian process models for vector-valued signals on manifolds.

problem Modeling vector-valued signals on non-Euclidean domains, especially for applications like wind speeds.
method Intrinsically defined Gaussian vector fields on manifolds, accounting for manifold geometry.
result Gaussian vector fields provide more refined inductive biases than extrinsic fields.

The study identifies all possible vector field structures on specific 2D shapes.

problem Optimal discrete gradient vector fields on surfaces with 1-2 critical cells.
method Analysis of discrete vector fields on 2D shapes with minimal critical cells.
result All possible structures of discrete Morse functions on specified shapes.

We give another definition of two-dimensional extended homotopy field theories (E-HFTs) with aspherical targets and classify them. When the target of E-HFT is chosen to be a K(G,1)K(G,1)-space, we classify E-HFTs taking values in the symmetric monoidal bicategory of algebras, bimodules, and bimodule maps by certain Frobeni…

2019-09-09abs ↗pdf ↗

In an earlier work we identified the types and numbers of static equilibrium points of solids arising from fine, equidistant nn-discretrizations of smooth, convex surfaces. We showed that such discretizations carry equilibrium points on two scales: the local scale corresponds to the discretization, the global scale to…

2014-10-20abs ↗pdf ↗

A learning algorithm optimizes beamforming for holographic transceivers in far-field communication.

problem Optimal phase-shifts for beamforming in holographic transceivers are challenging due to unknown receiver locations and large phase-shifts.
method Developed a learning algorithm using a fixed-budget multi-armed bandit framework to learn optimal phase-shifts.
result The algorithm, HoloBeam, outperforms state-of-the-art methods in beamforming optimization.

A new field of discrete differential geometry is presently emerging on the border between differential and discrete geometry. Whereas classical differential geometry investigates smooth geometric shapes (such as surfaces), and discrete geometry studies geometric shapes with finite number of elements (such as polyhedra)…

2005-04-18abs ↗pdf ↗

We present a theory and applications of discrete exterior calculus on simplicial complexes of arbitrary finite dimension. This can be thought of as calculus on a discrete space. Our theory includes not only discrete differential forms but also discrete vector fields and the operators acting on these objects. This allow…

2005-08-18abs ↗pdf ↗

The study examines discrete subgroups of PSL2 over non-archimedean fields.

problem Conditions for discrete subgroups of PSL2 over non-archimedean fields.
method Structure theorem for two-generator groups acting by isometries on a Λ-tree, practical algorithms.
result Necessary and sufficient conditions for discrete subgroups of PSL2 over non-archimedean fields.

In this technical note we give a purely geometric understanding of discrete torsion, as an analogue of orbifold Wilson lines for two-form tensor field potentials. In order to introduce discrete torsion in this context, we describe gerbes and the description of certain type II supergravity tensor field potentials as con…

1999-09-15abs ↗pdf ↗

Defines discrete differential geometry concepts in homotopy type theory.

problem No existing definition of Euler characteristic for comparison.
method Type families on higher inductive types, simplicial complexes, principal bundles, connections, curvature, vector fields, index.
result Theorem relating total curvature and total index, key to proving Gauss-Bonnet and Poincaré-Hopf theorems.

Simplicial versions of topological abelian gauge theories are constructed which reproduce the continuum expressions for the partition function and Wilson expectation value of linked loops, expressible in terms of R-torsion and linking numbers respectively. The new feature which makes this possible is the introduction o…

1996-12-01abs ↗pdf ↗

Paper establishes NE existence and efficient algorithms for weakly monotone GMFGs.

problem Existence and efficient learning of Nash Equilibrium in λλ-regularized GMFGs.
method Establishes existence of NE for any λλ-regularized GMFGs. Proposes efficient algorithms for weakly monotone GMFGs.
result Efficient algorithms for weakly monotone GMFGs with provable convergence.

Study shows financial value of weak information converges in discrete vs continuous markets.

problem Analyzing financial value of weak information in discrete vs continuous markets.
method Defined minimal probability measure and financial value of weak information, then showed convergence.
result Financial value of weak information converges in discrete vs continuous markets.

A line field on a manifold is a smooth map which assigns a tangent line to all but a finite number of points of the manifold. As such, it can be seen as a generalization of vector fields. They model a number of geometric and physical properties, e.g. the principal curvature directions dynamics on surfaces or the stress…

2017-12-21abs ↗pdf ↗

Floer constructs homology from flow lines in generalized dynamical systems and combinatorial vector fields.

problem Computing homology in discrete and smooth dynamical systems.
method Counting flow lines between orbits and critical points.
result Directly recovers Z2\mathbb{Z}_2 homology from flow lines.

A new discrete calculus for bundle-valued forms is proposed and validated.

problem Discretization of exterior calculus for bundle-valued forms.
method Discretization of Cartan's exterior calculus for differential forms with values in vector bundles.
result The proposed discrete operator mimics the continuous exterior covariant derivative and ensures numerical convergence.

We analyze quantum Yang-Mills theory on R2\mathbb{R}^2 using a novel discretization method based on an algebraic analogue of stochastic calculus. Such an analogue involves working with "Gaussian" free fields whose covariance matrix is indefinite rather than positive definite. Specifically, we work with Lie-algebra valu…

2016-07-25abs ↗pdf ↗

The paper develops algorithms and topological invariants for distinguishing dynamic systems.

problem Distinguishing the topological type of surfaces and functions in dynamic systems.
method Construction of algorithms and topological invariants using discrete topological structures.
result The development of discrete topological structures for topological equivalence of dynamic systems.

Paper proves a discrete Schwarz-Pick lemma for generalized circle packings.

problem Comparing geometric quantities of circle packings with different boundary values.
method Combinatorial Calabi flows and maximum principle.
result Discrete Schwarz-Pick lemma proven for generalized circle packings.

Study on 2-valued dynamics on complex plane, showing some dynamics can't be group actions.

problem Whether 2-valued dynamics can be defined by the action of a 2-valued group.
method Construction of examples of dynamics that are or are not group actions.
result Some 2-valued dynamics on complex plane cannot be defined by the action of a 2-valued group.

Develops combinatorial theory of vector bundles on simplicial complexes.

problem Creating a discrete theory for vector bundles and connections on simplicial complexes.
method Introduces discrete exterior covariant derivative and applies it to various geometric objects.
result Flat discrete connections yield a cochain complex computing twisted de Rham cohomology.

The paper proves the existence of a complete holomorphic vector field on a complex manifold with a Kähler-Einstein metric.

problem Existence of complete holomorphic vector fields on complex manifolds with specific metrics.
method Method of potential scaling to find a potential function with constant length differential, then constructing a vector field from its gradient.
result A complete holomorphic vector field is constructed on a complex manifold with a Kähler-Einstein metric.

A Neural Network (NN) based numerical method is formulated and implemented for solving Boundary Value Problems (BVPs) and numerical results are presented to validate this method by solving Laplace equation with Dirichlet boundary condition and Poisson's equation with mixed boundary conditions. The principal advantage o…

2019-09-24abs ↗pdf ↗

A new method splits surface flow discretizations into streamfunctions and harmonic fields.

problem Discretizing incompressible flows on surfaces with pressure and saddle-point structure.
method Discrete Helmholtz-Hodge decomposition for BDM elements on surfaces.
result Eliminates pressure and saddle-point structure, ensuring exact tangentiality and divergence-freeness.

In this study, we propose a new definition of multivariate conditional value-at-risk (MCVaR) as a set of vectors for discrete probability spaces. We explore the properties of the vector-valued MCVaR (VMCVaR) and show the advantages of VMCVaR over the existing definitions given for continuous random variables when adapt…

2017-08-03abs ↗pdf ↗

Summarizes quantum field theories with discrete symmetry, classifying representations and anomalies.

problem Classifying representations and anomalies in quantum field theories with discrete symmetry.
method Classification of representations and anomalies using the ring of profinite integers.
result Rich and complex classification of representations and anomalies.

Study Transformer layers under cross-entropy training using mean field control.

problem Understanding the behavior of Transformer layers in cross-entropy training.
method Continuous-depth mean field control analysis, treating depth as time and layer parameters as controls.
result Derivation of a Pontryagin condition for the limiting population problem, involving the softmax residual.

Study optimizes portfolio liquidation strategies with complex market impacts.

problem Optimizing portfolio liquidation with transient market impacts and self-exciting order flow.
method Mean-field control problem with semimartingale strategies, passing to continuous-time limit, and solving Riccati equations.
result Existence of optimal strategy with jumps only at start and end of trading period.

We examine the effect of clamping variables for approximate inference in undirected graphical models with pairwise relationships and discrete variables. For any number of variable labels, we demonstrate that clamping and summing approximate sub-partition functions can lead only to a decrease in the partition function e…

2015-10-01abs ↗pdf ↗

RFM uses tangent vector fields to match data on manifolds, analyzing TV convergence for Euler discretization.

problem Matching data on curved manifolds using flow-based models.
method Developed a nonasymptotic TV convergence analysis for RFM samplers using Euler discretization.
result Explicit bounds on TV convergence separating numerical discretization and learning errors.