Research
On-device research index

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.

169,341 papers · 148 categories

Trend · papers per month

4590134179 · Jun 202019922001200920182026
48 results for distance calculation

Paper calculates Gromov-Hausdorff distance between simplexes and 2-distance spaces.

problem Calculating Gromov-Hausdorff distance between simplexes and 2-distance spaces.
method Formulas derived for clique covering number and chromatic number of graphs.
result Complete solution to generalized Borsuk problem for 2-distance spaces.

Paper introduces a new Brenier approach for more accurate Wasserstein distance calculation.

problem Estimating discrepancy between two data distributions, especially with quasi-discrete and discrete measures.
method Introduces a new Brenier approach to calculate a more accurate Wasserstein distance between two discrete distributions.
result Successfully avoids the limitations of the Sinkhorn distance, such as approximation and divide by zero issues.

Paper calculates robust XVA for derivatives under distributional uncertainty using Wasserstein distance.

problem Distributional uncertainty in over-the-counter derivatives pricing.
method Wasserstein distance as ambiguity measure, dual formulations derived using Lagrangian duality.
result Characterization and quantification of wrong-way counterparty credit and funding risks.

The paper introduces a statistical distance matrix for better feature representation and clustering.

problem Lack of detailed distance representation between feature elements.
method Extended traditional statistical distance to a matrix form (statistical distance matrix) and applied hierarchical clustering.
result The statistical distance matrix with clustering (Information Mandala) provides clearer and geometrically arranged feature representations.

The paper examines how distortion principles affect insurance pricing under risk aversion and ambiguity.

problem Understanding how risk aversion and ambiguity impact insurance pricing.
method Investigates sensitivity of distortion functionals to risk aversion and ambiguity, using Wasserstein distance.
result Identifies worst-case distributions and methods to identify distortion densities.

Paper calculates robust FVA for OTC derivatives under distributional uncertainty.

problem Distributional uncertainty in over the counter derivatives valuation.
method Wasserstein distance as ambiguity measure, dual formulation of robust FVA optimization.
result Additional FVA charge due to distributional uncertainty measured under various configurations.

Upper bound for Hausdorff distance between hyperbolic space and its medianization.

problem Calculating the Hausdorff distance between hyperbolic space and its medianization.
method Using de Sitter space to model finite-dimensional hyperbolic space and its medianization, calculating the Hausdorff distance.
result An upper bound for the Hausdorff distance between hyperbolic space and its medianization is calculated.

Here we study geodesics connecting two given points on odd-dimensional spheres respecting the Hopf fibration. This geodesic boundary value problem is completely solved in the case of 3-dimensional sphere and some partial results are obtained in the general case. The Carnot-Carathéodory distance is calculated. We also p…

2010-09-24abs ↗pdf ↗

A new algorithm reduces time complexity for binary time series classification.

problem High time complexity of ensemble shapelet transform limits its application.
method Introduces short isometric shapelet transform with two strategies: fixed shapelet length and single linear classifier.
result Demonstrates superior performance and reduced time complexity.

The setting for this brief paper is R^3. Distance between two spheres is understood as distance delta between spherical centers. For instance, a Reuleaux tetrahedron T is the intersection of four unit balls satisfying delta=1 pairwise. Volume and surface area of T are already well-known; our humble contribution is to c…

2013-01-23abs ↗pdf ↗

The economy globalization measure problem is discussed. Four macroeconomic indices of twenty among the "richest" countries are examined. Four types of "distances" are calculated.Two types of networks are next constructed for each distance measure definition. It is shown that the globalization process can be best charac…

2009-10-19abs ↗pdf ↗

New method calculates Ricci curvature from distances between weighted volumes.

problem Calculating Ricci curvature for weighted Riemannian manifolds.
method Asymptotic retrieval of generalized Ricci tensor from scaled metric derivatives of Wasserstein 1-distances.
result Limiting coarse curvature of random graphs converges to generalized Ricci tensor.

The study bounds distances in simplicial complexes and defines new invariants for 3-manifolds and handlebody-knots.

problem Estimating distances in simplicial complexes associated with low-dimensional manifolds.
method Obtained bounds on distances in simplicial complexes using topological conditions on vertices and curve complexes. Defined new invariants for 3-manifolds and handlebody-knots using splitting distances.
result Splitting distances in simplicial complexes are bounded from below under stabilizations, leading to converging invariants.

The paper constructs Gromov-Hausdorff metrics for Lorentzian spaces and calculates dimensions.

problem Understanding the geometry and dimensions of Lorentzian spaces.
method Construction of Gromov-Hausdorff metrics, calculation of dimensions, and analysis of Lorentzian spaces.
result Dushnik-Miller dimension of Minkowski spaces is countably infinite.

A new metric compares true and learned causal graphs considering data and graph structure.

problem Comparing true and learned causal graphs accurately.
method Continuous Structural Intervention Distance (CSID) using conditional mean embeddings and maximum mean discrepancy.
result Validated the CSID with synthetic data, showing its effectiveness in comparing causal graphs.

Researchers measure distances between quantum states to speed up machine learning.

problem Calculating distances between quantum states for machine learning is complex.
method Three-step method using many-particle interference to measure Hilbert-Schmidt distance.
result The method reduces complexity in calculating Euclidean distances between quantum states.

The original k-means clustering method works only if the exact vectors representing the data points are known. Therefore calculating the distances from the centroids needs vector operations, since the average of abstract data points is undefined. Existing algorithms can be extended for those cases when the sole input i…

2013-03-24abs ↗pdf ↗

A new metric HCP distance for comparing distributions.

problem Comparing high-dimensional probability distributions efficiently.
method Hilbert curve projection to low-dimensional coupling, followed by transport distance calculation.
result HCP distance is a proper metric for probability measures with bounded supports.

Paper proposes Gini distance statistics for estimating feature-label dependence.

problem Identifying statistical dependence between features and categorical labels.
method Generalized Gini distance in RKHS for feature-label dependence estimation.
result Gini distance statistics converge faster and have tighter error bounds than distance covariance.

In this paper the regularity of optimal transportation potentials defined on round spheres is investigated. Specifically, this research generalises the calculations done by Loeper, where he showed that the strong (A3) condition of Trudinger and Wang is satisfied on the round sphere, when the cost-function is the geodes…

2009-01-18abs ↗pdf ↗

We present a simple, yet effective, approach to Semi-Supervised Learning. Our approach is based on estimating density-based distances (DBD) using a shortest path calculation on a graph. These Graph-DBD estimates can then be used in any distance-based supervised learning method, such as Nearest Neighbor methods and SVMs…

2012-02-14abs ↗pdf ↗

We calculate the bridge distance for mm-bridge knots/links in the 33-sphere with sufficiently complicated 2m2m-plat projections. In particular we show that if the underlying braid of the plat has n1n - 1 rows of twists and all its exponents have absolute value greater than or equal to three then the distance of the b…

2013-12-26abs ↗pdf ↗