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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.

168,742 papers · 148 categories

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73147220293 · Jun 202019922001200920172026
48 results for dynamic backgrounds

Investment and insurance decisions are studied in a model with nonlinear portfolio frictions and background risk.

problem Investment and insurance decisions under a model with nonlinear portfolio frictions and background risk.
method Dynamic programming approach to find optimality conditions.
result Agent can choose to assume, partially assume, or purchase total insurance against adverse jumps in wealth.

Hybrid model simulates market dynamics using neural stochastic background traders.

problem Lack of realistic LOB simulations that combine historical data and dynamic interactions.
method Neural stochastic background trader trained on historical LOB data, embedded in multi-agent simulation.
result Hybrid model recreates stylised market facts and financial herding behaviors.

We consider the Frenet-Serret geometry of null curves in a three and a four-dimensional Minkowski background. We develop a theory of deformations adapted to the Frenet-Serret frame. We exploit it to provide a Lagrangian description of the dynamics of geometric models for null curves.

2007-02-13abs ↗pdf ↗

The dynamics of an N=4 spinning particle in a curved background is described using the N=4 superfield formalism. The SU(2)local×SU(2)globalSU(2)_{local}\times SU(2)_{global} N=4 superconformal symmetry of the particle action requires the background to be a real "Kähler-like" manifold whose metric is generated by a sigma-model superpotenti…

2000-04-04abs ↗pdf ↗

The closed string model in the background gravity field is considered as a bi-Hamiltonian system in assumption that string model is the integrable model for particular kind of the background fields. The dual nonlocal Poisson brackets(PB), depending of the background fields and of their derivatives, are obtained. The in…

2004-11-24abs ↗pdf ↗

Researchers tackle the globalization problem of locally cosymplectic Hamiltonian dynamics.

problem Globalization problem of locally cosymplectic Hamiltonian dynamics.
method Investigate the geometry of locally conformally cosymplectic manifolds and provide a geometric Hamilton-Jacobi theory.
result Provide a geometric Hamilton-Jacobi theory on locally conformally cosymplectic manifolds.

String backgrounds and D-branes do not possess the structure of Lorentzian manifolds, but that of manifolds with area metric. Area metric geometry is a true generalization of metric geometry, which in particular may accommodate a B-field. While an area metric does not determine a connection, we identify the appropriate…

2005-11-15abs ↗pdf ↗

We investigate the Penrose limits of classical string and M-theory backgrounds. We prove that the number of (super)symmetries of a supergravity background never decreases in the limit. We classify all the possible Penrose limits of AdS x S spacetimes and of supergravity brane solutions. We also present the Penrose limi…

2002-02-18abs ↗pdf ↗

We present supersymmetric, curved space, quantum mechanical models based on deformations of a parabolic subalgebra of osp(2p+2|Q). The dynamics are governed by a spinning particle action whose internal coordinates are Lorentz vectors labeled by the fundamental representation of osp(2p|Q). The states of the theory are t…

2007-02-05abs ↗pdf ↗

We are given a video of a person performing a certain activity, from which we extract a controllable model. The model generates novel image sequences of that person, according to arbitrary user-defined control signals, typically marking the displacement of the moving body. The generated video can have an arbitrary back…

2019-04-17abs ↗pdf ↗

Epileptic seizure activity shows complicated dynamics in both space and time. To understand the evolution and propagation of seizures spatially extended sets of data need to be analysed. We have previously described an efficient filtering scheme using variational Laplace that can be used in the Dynamic Causal Modelling…

2017-05-20abs ↗pdf ↗

Derives path-integrals for superstrings on curved backgrounds using string geometry theory.

problem Calculating path-integrals for superstrings on curved backgrounds.
method Derives path-integrals from string geometry theory by considering fluctuations around string backgrounds.
result Derives path-integrals for perturbative superstrings on all string backgrounds.

Derives path integrals for perturbative strings on various backgrounds.

problem Calculating path integrals for strings on curved backgrounds.
method Derives path integrals from string geometry theory by considering fluctuations around string backgrounds.
result Derives path integrals of all order perturbative strings on various backgrounds.

The study explores highly supersymmetric backgrounds in 11D supergravity.

problem Understanding and constructing highly supersymmetric backgrounds in 11D supergravity.
method Definition of abstract symbols and a strong version of the Reconstruction Theorem, proposing a strategy to construct backgrounds, and providing an example with detailed computation.
result Bijective correspondence between highly supersymmetric backgrounds and abstract symbols, and a classical supersymmetry gap result.

We describe the construction of a Lie superalgebra associated to an arbitrary supersymmetric M-theory background, and discuss some examples. We prove that for backgrounds with more than 24 supercharges, the bosonic subalgebra acts locally transitively. In particular, we prove that backgrounds with more than 24 supersym…

2004-09-16abs ↗pdf ↗

SRTC model for background/foreground separation with missing pixels.

problem Background/foreground separation with missing pixels in videos.
method Smooth robust tensor completion (SRTC) model with tensor proximal alternating minimization (tenPAM).
result Global convergence guarantee for the proposed algorithm.

Motivated by the search for new gravity duals to M2 branes with N>4N>4 supersymmetry --- equivalently, M-theory backgrounds with Killing superalgebra osp(N4)\mathfrak{osp}(N|4) for N>4N>4 --- we classify homogeneous M-theory backgrounds with symmetry Lie algebra so(n)so(3,2)\mathfrak{so}(n) \oplus \mathfrak{so}(3,2) for n=5,6,7n=5,6,7. We f…

2015-11-11abs ↗pdf ↗

We explore all warped AdS4×wMD4AdS_4\times_w M^{D-4} backgrounds with the most general allowed fluxes that preserve more than 16 supersymmetries in D=10D=10- and 1111-dimensional supergravities. After imposing the assumption that either the internal space MD4M^{D-4} is compact without boundary or the isometry algebra of the back…

2017-11-22abs ↗pdf ↗

We survey physical models which capture the main concepts of double field theory on para-Hermitian manifolds. We show that the geometric theory of Lagrangian and Hamiltonian dynamical systems is an instance of para-Kahler geometry which extends to a natural example of a Born geometry. The corresponding phase space geom…

2018-10-09abs ↗pdf ↗

Heterotic backgrounds described using generalised geometry, preserving minimal supersymmetry.

problem Characterizing heterotic backgrounds preserving minimal supersymmetry in four dimensions.
method Using generalised geometry, characterizing backgrounds by an SU(3)imesSpin(6+n)SU(3) imes Spin(6+n) structure and an involutive subbundle of the generalised tangent bundle.
result The analysis of infinitesimal deformations reproduces known cohomologies of massless moduli.

We consider aspects of Chern-Simons theory on L(p,q) lens spaces and its relation with matrix models and topological string theory on Calabi-Yau threefolds, searching for possible new large N dualities via geometric transition for non-SU(2) cyclic quotients of the conifold. To this aim we find, on one hand, some novel …

2008-09-09abs ↗pdf ↗

Background doesn't affect personality predictions in deep networks.

problem Understanding how background images influence personality attribution in deep learning models.
method Explicitly studied the effect of background images on personality prediction in deep residual networks, controlling for confounds.
result Adding background information to input decreases model performance for personality trait prediction.

These lecture notes in Lie Groups are designed for a 1--semester third year or graduate course in mathematics, physics, engineering, chemistry or biology. This landmark theory of the 20th Century mathematics and physics gives a rigorous foundation to modern dynamics, as well as field and gauge theories in physics, engi…

2011-04-06abs ↗pdf ↗

Proposes FSM-IRL to learn invariant network representations considering feature and structural shifts.

problem Spatial heterogeneity and temporal dynamics lead to OOD generalization issues in geographic networks.
method Introduces FSM-IRL model that accounts for feature and structural distribution shifts using causal attention and reweighting.
result Demonstrates strong learning capabilities on geographic and social network datasets in OOD scenarios.

Model analyzes RFQ markets using stochastic control to optimize dealer performance and inventory.

problem Optimizing market making in aggregator-routed RFQ markets with varying dealer performance scores.
method Two-tier stochastic control model that separates RFQ-level price competition from macro routing.
result Optimal controls can be expressed through derivatives of reduced Hamiltonians, leading to interpretable mappings from optimal win probabilities to optimal offsets.

The paper examines how background risk affects portfolio selection and optimal reinsurance design.

problem Maximizing the probability of reaching a financial goal in the presence of background risk.
method Quantile formulation method to derive optimal solutions explicitly.
result The presence of background risk does not change the solution shape but alters the parameter values.

In this paper we study homogeneous backgrounds of type IIB supergravity where the underlying geometry is that of a symmetric space. We determine which ten-dimensional lorentzian symmetric spaces (up to local isometry) admit such backgrounds and in about two thirds of the cases we determine fully their moduli space.

2012-09-21abs ↗pdf ↗

Defines Killing spinors and bosonic backgrounds in 5D supergravity.

problem Characterizing backgrounds in 5D supergravity.
method Calculates Spencer cohomology, defines Killing spinors, and imposes constraints on spinor connection curvature.
result Recover field equations of 5D supergravity and find new field equations for sp(1)\mathfrak{sp}(1)-valued one-form.

PCA++ improves robustness to background noise in contrastive learning.

problem Recovering shared signal subspaces from positive pairs in high-dimensional data with structured background noise.
method PCA++ uses hard uniformity-constrained contrastive learning to enforce identity covariance on projected features.
result PCA++ outperforms standard PCA and alignment-only PCA+ in simulations and real-world datasets.

In this paper we present an end-to-end deep learning framework to turn images that show dynamic content, such as vehicles or pedestrians, into realistic static frames. This objective encounters two main challenges: detecting all the dynamic objects, and inpainting the static occluded background with plausible imagery. …

2018-09-20abs ↗pdf ↗

New method simplifies causal inference with tiered background knowledge.

problem Large equivalence classes of DAGs limit causal information.
method Integrates tiered background knowledge to create 'tiered MPDAGs' with simplified structure.
result Tiered MPDAGs are chain graphs with chordal components, simplifying causal effect estimation.