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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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8152330 · May 202619922001200920172026
48 results for ejection fraction

LU-Net improves cardiac segmentation accuracy and robustness.

problem Robustness and accuracy of deep learning cardiac segmentation.
method Multi-task end-to-end network designed to improve cardiac segmentation.
result Outperforms current best deep learning solution, reducing outliers and improving clinical indices.

The clinical management of several cardiovascular conditions, such as pulmonary hypertension, require the assessment of the right ventricular (RV) function. This work addresses the fully automatic and robust access to one of the key RV biomarkers, its ejection fraction, from the gold standard imaging modality, MRI. The…

2018-09-27abs ↗pdf ↗

ParaMonte simplifies Monte Carlo simulations for various scientific fields.

problem Efficiently performing Monte Carlo simulations for complex models.
method Unified, high-performance, parallelized library for C, C++, Fortran.
result Automates and streamlines Monte Carlo sampling for arbitrary-dimensional functions.

In this work we present a new approach on studying dynamical systems. Combining the two ways of expressing the uncertainty, using probabilistic theory and credibility theory, we have research the generalized fractional hybrid equations. We have introduced the concepts of generalized fractional Wiener process, generaliz…

2009-09-15abs ↗pdf ↗

Introduces fractional k-dimensional measure bridging fractional length and area.

problem Defining fractional measures for dimensions between 0 and n-1.
method Introduces a parameterized fractional measure σσ that converges to Hausdorff measure.
result Fractional measure converges to Hausdorff measure with a known constant factor.

The theory of derivative of noninteger order goes back to Leibniz, Liouville and Riemann. Derivatives of fractional order have found many applications in recent studies in mechanics, physics, economics. In this paper we define the fractional tangent bundle on a manifold, using a method of Radu Miron. The fractional Lei…

2007-09-15abs ↗pdf ↗

Let SgS_g be a closed orientable surface of genus g2g \geq 2 and CC a simple closed nonseparating curve in FF. Let tCt_C denote a left handed Dehn twist about CC. A \textit{fractional power} of tCt_C of \textit{exponent} $\fraction{\ell}{n}$ is an $h \in \Mod(S_g)$ such that hn=tCh^n = t_C^{\ell}. Unlike a root of a $t…

2012-07-16abs ↗pdf ↗

We formulate the fractional Ricci flow theory for (pseudo) Riemannian geometries enabled with nonholonomic distributions defining fractional integro-differential structures, for non-integer dimensions. There are constructed fractional analogs of Perelman's functionals and derived the corresponding fractional evolution …

2010-04-05abs ↗pdf ↗

Modeling financial markets with memory using fractional calculus and Brownian motion.

problem Capturing memory effects in financial markets using stochastic models.
method Fractional Langevin equation with colored noise generated by fractional Brownian motion.
result Anomalous marginal glass phase observed in some regions of the system.

In this paper we established the condition for a curve to satisfy stochas- tic fractional HP (Hamilton-Pontryagin) equations. These equations are described using It^o integral. We have also considered the case of stochastic fractional Hamiltonian equa- tions, for a hyperregular Lagrange function. From the stochastic fr…

2009-06-24abs ↗pdf ↗

Extends fractional LpL^p uncertainty principles with extremizers and stability results.

problem Investigating uncertainty principles in fractional LpL^p settings.
method Analyzing the fractional Schrödinger equation to find extremal functions and sharp constants.
result Proves stability of extremizers for fractional uncertainty inequalities.

Approximates derivative pricing under fractional stochastic volatility.

problem Derivative pricing under fractional stochastic volatility model.
method Approximate expression derived from deterministic functions and fractional Ornstein-Uhlenbeck process.
result Numerical simulations show the feasibility and effect of long-range dependencies on derivative prices.

New method uses fractional posteriors for semiparametric inference with improved uncertainty quantification.

problem Semiparametric inference with nonparametric priors and fractional posteriors.
method Established a general Bernstein--von Mises theorem for fractional posterior distributions, proposed shifted-and-rescaled credible sets.
result Fractional posterior credible sets provide reliable uncertainty quantification but have inflated size; shifted-and-rescaled set is an efficient confidence set.

In this paper we introduce a link between geometry of ordinary continued fractions and trajectories of points that moves according to the second Kepler law. We expand geometric interpretation of ordinary continued fractions to the case of continued fractions with arbitrary elements.

2009-11-14abs ↗pdf ↗

New model uses generalized fractional Brownian motion for stock price prediction.

problem Traditional models fail to accurately predict stock price fluctuations.
method Introduces generalized fractional Brownian motion as a new stochastic process for price modeling.
result Validates the new model for option pricing and risk assessment.

New framework for ranking distributions using variable fractional parameters.

problem Ordering distributions with varying steepness and local non-concavities.
method Introducing a function γ:Ro[0,1]\boldsymbolγ: \mathbb{R} o [0,1] to replace the fixed parameter in fractional SD.
result Enables ranking of a broader range of distributions and incorporates dynamic greediness.

The mixed-fractional CEV model improves CDS pricing by accounting for default risk.

problem Improving the pricing of Credit Default Swaps (CDS) by accounting for default risk.
method Using a mixed-fractional Brownian motion to model the Constant Elasticity of Variance (CEV) model.
result The mixed-fractional CEV model yields more realistic CDS spreads and default probabilities.

Fractional combinatorial flow improves surface conformal structures.

problem Improving discrete conformal structures on surfaces.
method Introducing a fractional combinatorial Calabi flow for discrete conformal structures on surfaces.
result Longtime existence and global convergence of the fractional combinatorial Calabi flow for various surface types.

A generalization of exterior calculus is considered by allowing the partial derivatives in the exterior derivative to assume fractional orders. That is, a fractional exterior derivative is defined. This is found to generate new vector spaces of finite and infinite dimension, fractional differential form spaces. The def…

2003-01-10abs ↗pdf ↗

Researchers study fractional porous medium equation on hyperbolic space.

problem Analyzing the fractional porous medium equation on hyperbolic space.
method Existence results for solutions in weak sense, using fractional Laplacian and Green's function.
result Proves different smoothing effects for solutions.

In this paper we study smooth solutions to a fractional mean curvature flow equation. We establish a comparison principle and consequences such as uniqueness and finite extinction time for compact solutions. We also establish evolutions equations for fractional geometric quantities that yield preservation of certain qu…

2015-11-22abs ↗pdf ↗

Here a new notion of fractional length of a smooth curve, which depends on a parameter σσ, is introduced that is analogous to the fractional perimeter functional of sets that has been studied in recent years. It is shown that in an appropriate limit the fractional length converges to the traditional notion of length u…

2018-08-27abs ↗pdf ↗

We study a fractional conformal curvature flow on the standard unit sphere and prove a perturbation result of the fractional Nirenberg problem with fractional exponent σ(1/2,1)σ\in (1/2,1). This extends the result of Chen-Xu (Invent. Math. 187, no. 2, 395-506, 2012) for the scalar curvature flow on the standard unit sphere.

2019-06-20abs ↗pdf ↗

Study examines surfaces with bounded fractional mean curvature, proving control over local parametrization.

problem Understanding surfaces with bounded fractional mean curvature.
method Investigates bounded L^p-norm of fractional mean curvature, proving control over local parametrization.
result Proves control over local parametrization, leading to lower Ahlfors-regularity, weak Michael-Simon type inequality, and stability application.

Study fractional structures on bundle gerbe modules using rational homotopy theory.

problem Understanding twisted Chern classes of torsion bundle gerbe modules.
method Sullivan's rational homotopy theory to realize twisted Chern classes at the level of classifying spaces.
result Introduction of fractional U-structures as a universal framework.

The paper extends Merton model to price equity warrants under subdiffusive fractional Brownian motion of the short rate.

problem Equity warrant pricing under subdiffusive fractional Brownian motion of the short rate.
method The paper applies subdiffusive mechanism to analyze equity warrant in a fractional Brownian motion environment, deriving a pricing formula for equity warrant.
result The paper provides a pricing formula for equity warrants under subdiffusive fractional Brownian motion model of the short rate.

In this paper, we introduce the anisotropic Sobolev capacity with fractional order and develop some basic properties for this new object. Applications to the theory of anisotropic fractional Sobolev spaces are provided. In particular, we give geometric characterizations for a nonnegative Radon measure μμ that naturall…

2014-10-02abs ↗pdf ↗

The aim of this paper is two-fold: first, we look at the fractional Laplacian and the conformal fractional Laplacian from the general framework of representation theory on symmetric spaces and, second, we construct new boundary operators with good conformal properties that generalize the fractional Laplacian using an e…

2016-09-28abs ↗pdf ↗

FPG uses fractional calculus for efficient reinforcement learning with long-term memory.

problem High variance and inefficient sampling in standard policy gradient methods for long-term temporal modeling.
method Fractional Policy Gradients (FPG) incorporating Caputo fractional derivatives for power-law temporal correlations.
result Achieves asymptotic variance reduction of order O(t^(-alpha)) and sample efficiency gains.