arXiv research

Study shows flows from double cones remain symmetric, finds non-symmetric example.

Serverless cloud computing speeds up double machine learning model estimation.

We consider the optimal double stopping time problem defined for each stopping time $S$ by $v(S)=\esssup\{E[ψ(τ_1, τ_2) | \F_S], τ_1, τ_2 \geq S \}$. Following the optimal one stopping time problem, we study the existence of optimal stopping times and give a method to compute them. The key point is the construction of …

Efficient semi-analytic methods for pricing double barrier options with time-dependent parameters.

Defines braids with double lines for links in a surface times circle and connects it to the affine Hecke algebra.

Paper analyzes finite-time convergence of double Q-learning.

Extends double linear policy with time-varying weights and proves robust positive expectation.

Defines doubling conditions for Lorentzian spaces linked to curvature bounds.

Efficient verified double auctions improve matching speed and detect errors.

Ancient caloric functions on manifolds with polynomial growth are studied under volume doubling barrier.

Uniform doubling property proven for specific Lie groups.

Space exploration technology advances exponentially, consistent with Moore's and Wright's laws.

Analyzing historical data of price indices we find an extraordinary growth phenomenon in several examples of hyper-inflation in which price changes are approximated nicely by double-exponential functions of time. In order to explain such behavior we introduce the general coarse-graining technique in physics, the Monte …

Study CMC hypersurfaces in $\mathbb{H}^2 imes\mathbb{H}^2$ with a specific symmetry.

We establish an $h$-principle for exact Lagrangian immersions with transverse self-intersections and the minimal, or near-minimal number of double points. One corollary of our result is that any orientable closed 3-manifold admits an exact Lagrangian immersion into standard symplectic 6-space $\R^6_\st$ with exactly on…

We determine the price of digital double barrier options with an arbitrary number of barrier periods in the Black-Scholes model. This means that the barriers are active during some time intervals, but are switched off in between. As an application, we calculate the value of a structure floor for structured notes whose …

We study optimal double stopping problems driven by a Brownian bridge. The objective is to maximize the expected spread between the payoffs achieved at the two stopping times. We study several cases where the solutions can be solved explicitly by strategies of threshold type.

Researchers describe how special conic bundles deform into double solids.

We study the set of all closed oriented smooth 4-manifolds experimentally, according to a suitable complexity defined using Turaev's shadows. This complexity roughly measures how complicated the 2-skeleton of the 4-manifold is. We characterise here all the closed oriented 4-manifolds that have complexity at most one. T…

The metric algebroid proposed by Vaisman (the Vaisman algebroid) governs the gauge symmetry algebra generated by the C-bracket in double field theory (DFT). We show that the Vaisman algebroid is obtained by an analogue of the Drinfel'd double of Lie algebroids. Based on a geometric realization of doubled space-time as …

Study shows double and triple descent in unsupervised autoencoders, improving performance in various tasks.

Double descent risk in L2-regularized models explained and mitigated.

In this paper we study 1/k geodesics, those closed geodesics that minimize on all subintervals of length $L/k$, where $L$ is the length of the geodesic. We develop new techniques to study the minimizing properties of these curves on doubled polygons, and demonstrate a sequence of doubled polygons whose closed geodesics…

CP-factorization for high-dimensional tensor time series and double projection iterations

We construct and study a family of double-periodic almost entire solutions of the maximal surface equation. The solutions are parameterized by a submanifold of $3\times 3$-matrices (the so-called generating matrices). We show that the constructed solutions are either space-like or of mixed type with the light-cone type…

We construct branched double coverings by certain direct products of manifolds for connected sums of copies of sphere bundles over the 2-sphere. As an application we answer a question of Kotschick and Loeh up to dimension five. More precisely, we show that: (1) every simply connected, closed four-manifold admits a bran…

In low-dimensional topology, many important decision algorithms are based on normal surface enumeration, which is a form of vertex enumeration over a high-dimensional and highly degenerate polytope. Because this enumeration is subject to extra combinatorial constraints, the only practical algorithms to date have been v…

The paper shows some Montesinos links can't be doubly sliced strongly.

A new approach optimizes weights in DLP for better risk-adjusted performance.

Constructs minimal hypersurfaces in S^4(1) by doubling equatorial S^3.

Paper extends Lévy models with memory to better price FX double barrier options.

We study a phenomenological model for the continuous double auction, equivalent to two independent $M/M/1$ queues. The continuous double auction defines a continuous-time random walk for trade prices. The conditions for ergodicity of the auction are derived and, as a consequence, three possible regimes in the behavior …

New insights into double descent phenomenon in neural networks.

News might trigger jump arrivals in financial time series. The "bad" and "good" news seems to have distinct impact. In the research, a double exponential jump distribution is applied to model downward and upward jumps. Bayesian double exponential jump-diffusion model is proposed. Theorems stated in the paper enable est…

Estimates impulse response functions using machine learning in time series data.

Study groups of order 64 and non-homeomorphic double Kodaira fibrations with same invariants.

In this paper, the survival function of waiting times between orders and the corresponding trades in a double-auction market is studied both by means of experiments and of empirical data. It turns out that, already at the level of order durations, the survival function cannot be represented by a single exponential, thu…

Study of generalized double Bruhat cells and their integrations.

Path integral method calculates PDBS option prices with time-dependent parameters.

In this short paper, in order to price occupation-time options, such as (double-barrier) step options and quantile options, we derive various joint distributions of a mixed-exponential jump-diffusion process and its occupation times of intervals.

A Klein surface is a surface with a dianalytic structure. A double of a Klein surface $X$ is a Klein surface $Y$ such that there is a degree two morphism (of Klein surfaces) $Y\rightarrow X$. There are many doubles of a given Klein surface and among them the so-called natural doubles which are: the complex double, the …

We introduce canonical coordinates on minimal time-like surfaces in the n-dimensional Minkowski space and prove the existence and the uniqueness of these parameters. With respect to these coordinates the coefficients of the first fundamental form are expressed by the invariants of the surface. On any time-like surface …

Study essential diagrams of knots in $S_{g} imes S^{1}$ and their relation to virtual knots.

This paper deals with the evaluation of double line integrals of the squared exponential covariance function. We propose a new approach in which the double integral is reduced to a single integral using the error function. This single integral is then computed with efficiently implemented numerical techniques. The perf…

We define a general notion of abstract double Lie algebroid. We show (1) that the double Lie algebroid of a double Lie groupoid is a double Lie algebroid in this sense; (2) that the double cotangent constructed from Lie algebroid structures on a vector bundle A and its dual A* is a double Lie algebroid if and only if (…

The word `double' was used by Ehresmann to mean `an object X in the category of all X'. Double categories, double groupoids and double vector bundles are instances, but the notion of Lie algebroid cannot readily be doubled in the Ehresmann sense, since a Lie algebroid bracket cannot be defined diagrammatically. In this…

Graphs with nonnegative Bakry-Émery curvature have volume doubling and Poincaré inequalities.

This paper studies the timing of trades under mean-reverting price dynamics subject to fixed transaction costs. We solve an optimal double stopping problem to determine the optimal times to enter and subsequently exit the market, when prices are driven by an exponential Ornstein-Uhlenbeck process. In addition, we analy…