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.

168,695 papers · 148 categories

Trend · papers per month

22436586 · May 202619922001200920172026
48 results for dual quantities

We relate the Gromov norm on homology classes to the harmonic norm on the dual cohomology and obtain double sided bounds in terms of the volume and other geometric quantities of the underlying manifold. Along the way, we provide comparisons to other related norms and quantities as well.

2018-09-29abs ↗pdf ↗

There is an elegant relation found by Fabricius-Bjerre [Math. Scand 40 (1977) 20--24] among the double tangent lines, crossings, inflections points, and cusps of a singular curve in the plane. We give a new generalization to singular curves in RP^2. We note that the quantities in the formula are naturally dual to each …

2006-02-01abs ↗pdf ↗

Utilizing a number of results of Dittmann, we investigate the nature of the Yang-Mills field over the eight-dimensional convex set, endowed with the Bures metric, of three-level quantum systems. Adopting a numerical strategy, we first decompose the field into self-dual and anti-self-dual components, by implementing the…

2001-05-04abs ↗pdf ↗

Uniform sampling of training data has been commonly used in traditional stochastic optimization algorithms such as Proximal Stochastic Gradient Descent (prox-SGD) and Proximal Stochastic Dual Coordinate Ascent (prox-SDCA). Although uniform sampling can guarantee that the sampled stochastic quantity is an unbiased estim…

2014-01-13abs ↗pdf ↗

Expands newsvendor model with moment constraints using Wasserstein distance.

problem Optimizing order quantity under distributional ambiguity.
method Formulates infinite dimensional primal problem, derives finite dimensional dual problem using problem of moments duality.
result Distributional ambiguity affects optimal order quantity and profits/costs.

Variational problems that involve Wasserstein distances have been recently proposed to summarize and learn from probability measures. Despite being conceptually simple, such problems are computationally challenging because they involve minimizing over quantities (Wasserstein distances) that are themselves hard to compu…

2015-03-09abs ↗pdf ↗

We prove an analogue of the classical Steiner formula for the LpL_p affine surface area of a Minkowski outer parallel body for any real parameters pp. We show that the classical Steiner formula and the Steiner formula of Lutwak's dual Brunn Minkowski theory are special cases of this new Steiner formula. This new Stein…

2018-11-17abs ↗pdf ↗

This work generalizes a geometric Laplacian determinant description to higher dimensions.

problem Defining and understanding the Laplacian determinant in higher dimensions with non-Delaunay triangulations.
method Geometric description of the Laplacian determinant in higher dimensions, relating it to volume quantities derived from simplex geometry.
result Generalizes geometric Laplacian determinant description to higher dimensions, showing negative semidefiniteness and kernel of constants.

For a spacelike 2-surface in spacetime, we propose a new definition of quasi-local angular momentum and quasi-local center of mass, as an element in the dual space of the Lie algebra of the Lorentz group. Together with previous defined quasi-local energy-momentum, this completes the definition of conserved quantities i…

2013-12-04abs ↗pdf ↗

We solve the analogue of Björling's problem for Willmore surfaces via a harmonic map representation. For the umbilic-free case the problem and solution are as follows: given a real analytic curve y0y_0 in S3S^3, together with the prescription of the values of the surface normal and the dual Willmore surface along the c…

2014-09-13abs ↗pdf ↗

The paper approximates Levi-Civita connection and curvature on 2D manifolds using finite elements.

problem Approximating Levi-Civita connection and curvature on 2D manifolds with finite elements.
method Using Regge finite elements, piecewise polynomial symmetric (0,2)-tensor fields, and distributional sense for non-regular tensors.
result Distributional quantities converge to their smooth counterparts under refinement of triangulation.

New algorithms optimize spectral risk measures, improving interpolation between average and worst-case performance.

problem Optimizing spectral risk measures for learning systems.
method Developed stochastic algorithms to optimize spectral risk measures by characterizing their subdifferential and addressing challenges like biasedness of subgradient estimates and non-smoothness.
result Our approach outperforms out-of-the-box stochastic subgradient and dual averaging methods in optimizing spectral risk measures.

The renormalized volume of hyperbolic manifolds is a quantity motivated by the AdS/CFT correspondence of string theory and computed via a certain regularization procedure. The main aim of the present paper is to elucidate its geometrical meaning. We use another regularization procedure based on surfaces equidistant to …

2006-07-04abs ↗pdf ↗

Extends mean curvature to surfaces in Riemann-Cartan geometry with torsion.

problem Addressing surfaces in Riemann-Cartan geometry with nontrivial torsion.
method Introducing a complex-valued 2-form associated with the torsion, which interacts with other geometric concepts.
result Complex-valued mean curvature quantity interacts with Hopf differential and Gauss map.

We analyse the most general N=2 supersymmetric solutions of D=11 supergravity consisting of a warped product of four-dimensional anti-de-Sitter space with a seven-dimensional Riemannian manifold Y_7. We show that the necessary and sufficient conditions for supersymmetry can be phrased in terms of a local SU(2)-structur…

2012-07-12abs ↗pdf ↗

Variational problems that involve Wasserstein distances and more generally optimal transport (OT) theory are playing an increasingly important role in data sciences. Such problems can be used to form an examplar measure out of various probability measures, as in the Wasserstein barycenter problem, or to carry out param…

2018-11-13abs ↗pdf ↗

Study finds conserved quantities for two types of curves on conformal sphere.

problem Identifying conserved quantities for specific types of curves on a conformal sphere.
method Used parallel tractor and Lagrangian formalism to compute conserved quantities.
result Found relation between conserved quantities of two curve types.

New algorithm tackles complex optimization problems with inexact and stochastic methods.

problem Solving complex optimization problems with inexact and stochastic methods.
method Developed ICGALP algorithm for composite minimization problems with inexact computations.
result Convergence of Lagrangian to an optimum and asymptotic feasibility of the affine constraint.

DCA algorithm applied to SVR with RBF kernel for nonconvex optimization.

problem Nonconvex optimization of SVR with Gaussian RBF kernel.
method DC algorithm with analytical DC decomposition of SVR objective.
result Convergence properties of DCA on RBF-SVR can be assessed through CαρC_αρ.

In this paper, we consider two different monotone quantities defined for the Ricci flow and show that their asymptotic limits coincide for any ancient solutions. One of the quantities we consider here is Perelman's reduced volume, while the other is the local quantity discovered by Ecker, Knopf, Ni and Topping. This es…

2009-04-06abs ↗pdf ↗

Given a vector field on a manifold M, we define a globally conserved quantity to be a differential form whose Lie derivative is exact. Integrals of conserved quantities over suitable submanifolds are constant under time evolution, the Kelvin circulation theorem being a well-known special case. More generally, conserved…

2016-10-18abs ↗pdf ↗

Derive monotone quantities for harmonic functions on asymptotically flat 3-manifolds with nonnegative scalar curvature.

problem Derive monotone quantities for harmonic functions on asymptotically flat 3-manifolds with nonnegative scalar curvature.
method Follow the strategy developed in Miao.
result Derive monotone quantities for harmonic functions on asymptotically flat 3-manifolds with nonnegative scalar curvature.

The paper introduces a method to incorporate expert opinion on observable quantities into statistical models.

problem Tackling the challenge of integrating expert knowledge on observable quantities into statistical models.
method The approach involves updating a prior belief using a loss function that reflects expert opinion on observable quantities.
result The method allows for a flexible specification of expert opinion and is straightforward to implement.

The study finds resonance points in polarised curves with polynomial conserved quantities.

problem Finding resonance points in polarised curves with polynomial conserved quantities.
method Using the non-orthogonality assumption on the conserved quantity, the study deduces the existence of resonance points.
result Every finite type polarised curve in the conformal 2-sphere with a polynomial conserved quantity admits a resonance point.

Derives monotonic quantities for pp-harmonic functions on manifolds.

problem Understanding pp-harmonic functions on manifolds with nonnegative scalar curvature.
method Derives local and global monotonic quantities associated with pp-harmonic functions.
result Establishes inequalities relating mass, capacity, and Willmore functional.

WARPd method solves inverse problems with approximate sharpness conditions.

problem Reconstruction of signals from undersampled and noisy measurements.
method First-order method based on primal-dual iterations with restart-reweight scheme.
result WARPd achieves stable linear convergence under generic approximate sharpness condition.

Study almost rigidity of super Ricci flow with non-negative Muller quantity.

problem Almost rigidity properties of super Ricci flow with non-negative Muller quantity.
method Almost splitting and quantitative stratification theorems established by Bamler for Ricci flow.
result Obtained almost constancy for a certain integral quantity concerning scalar curvature at an almost self-similar point.

Dual spherical conchoidal motion has been defined by Yapar. In this work, we define this motion on a dual hyperbolic unit sphere in the dual Lorentzian space with dual signature, and the results carried to the Lorentzian lines space by means of the Study s mapping. We also obtain the study maps of the orbits drawn on t…

2013-11-10abs ↗pdf ↗

Study of curves in dual space with constant curvature and torsion.

problem Classifying curves in dual space with specific geometric properties.
method Defined curvature and torsion for curves in dual space, classified curves with constant properties, and proved existence theorems.
result Established fundamental theorem of existence for dual curves with prescribed curvature and torsion.

This paper solves optimal market making for multiple goods, including bundling, under adverse selection.

problem Designing optimal market making mechanisms for multiple goods and adverse selection.
method Formulated as an optimal transport problem with geometric constraints, using differentiable economics.
result Optimal market making mechanisms can exploit bundling to improve prices and accept payments in kind.

The paper classifies curves in dual affine and Lorentz-Minkowski planes with constant curvature.

problem Classifying curves with constant curvature in dual affine and Lorentz-Minkowski planes.
method Investigation of invariants under equiaffine transformations and explicit equations for curves with constant curvature.
result Curves with constant curvature in dual affine and Lorentz-Minkowski planes are classified.

New definitions of conserved quantities at null infinity resolve ambiguities in general relativity.

problem Ambiguities in defining conserved quantities like angular momentum at null infinity.
method New definitions based on Chen-Wang-Yau quasilocal conserved quantities and optimal isometric embedding theory.
result These new definitions are free of supertranslation ambiguity and limit to classical Bondi mass.

In this paper, the dual Orlicz curvature measure is proposed and its basic properties are provided. A variational formula for the dual Orlicz-quermassintegral is established in order to give a geometric interpretation of the dual Orlicz curvature measure. Based on the established variational formula, a solution to the …

2017-03-20abs ↗pdf ↗

Geodesic currents on hyperbolic surfaces have dual spaces that are metric trees.

problem Understanding the dual spaces of geodesic currents on hyperbolic surfaces.
method Analyzing the geometric properties of dual spaces, including their hyperbolicity and completeness.
result The dual spaces of geodesic currents are Gromov hyperbolic metric tree-graded spaces.

The paper explores dual learning, a technique that improves machine translation and image transformation.

problem Understanding and improving dual learning's effectiveness and conditions.
method Theoretical analysis and algorithmic extension of dual learning.
result Multi-step dual learning boosts performance under mild conditions.

Model for hedging price and quantity risks in electricity markets.

problem Hedging risks for energy retailers in a regulated electricity market.
method Closed-form solution for optimal portfolio using financial instruments based on price and weather indexes.
result Closed-form solution for mean-var model in discrete setting without distributional assumptions.