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.
Alternative wavelet analysis method for financial signals.
A recent paper of Arnold, Falk, and Winther [Bull AMS, 47 (2010)] showed that a large class of mixed finite element methods can be formulated naturally on Hilbert complexes, where using a Galerkin-like approach, one solves a variational problem on a finite-dimensional subcomplex. In a seemingly unrelated research direc…
Nonnegative matrix factorization (NMF) is a widely used linear dimensionality reduction technique for nonnegative data. NMF requires that each data point is approximated by a convex combination of basis elements. Archetypal analysis (AA), also referred to as convex NMF, is a well-known NMF variant imposing that the bas…
Isogeometric analysis is a recently developed computational approach that integrates finite element analysis directly into design described by non-uniform rational B-splines (NURBS). In this paper we show that price surfaces that occur in option pricing can be easily described by NURBS surfaces. For a class of stochast…
Differential Privacy (DP) provides strong guarantees on the risk of compromising a user's data in statistical learning applications, though these strong protections make learning challenging and may be too stringent for some use cases. To address this, we propose element level differential privacy, which extends differ…
Many tasks require finding groups of elements in a matrix of numbers, symbols or class likelihoods. One approach is to use efficient bi- or tri-linear factorization techniques including PCA, ICA, sparse matrix factorization and plaid analysis. These techniques are not appropriate when addition and multiplication of mat…
The paper analyzes finite element methods on manifolds with approximate metrics.
The paper analyzes set-to-set matching with neural networks, focusing on theoretical generalization.
Paper introduces efficient top-k selection with differential privacy.
Research aims to improve confidence intervals for RKHS elements in online learning.
The multimodal web elements such as text and images are associated with inherent memory costs to store and transfer over the Internet. With the limited network connectivity in developing countries, webpage rendering gets delayed in the presence of high-memory demanding elements such as images (relative to text). To ove…
Finite element method approximates scalar curvature in arbitrary dimensions.
One major challenge for the legacy measurements at the LHC is that the likelihood function is not tractable when the collected data is high-dimensional and the detector response has to be modeled. We review how different analysis strategies solve this issue, including the traditional histogram approach used in most par…
In order to successfully model Long Distance Dependencies (LDDs) it is necessary to understand the full-range of the characteristics of the LDDs exhibited in a target dataset. In this paper, we use Strictly k-Piecewise languages to generate datasets with various properties. We then compute the characteristics of the LD…
A new method uses SPDEs to efficiently model random fields on complex domains.
NP-ODE models FEA simulations with uncertainty, improving accuracy and efficiency.
The paper analyzes how Gaussian kernel parameters affect posterior covariance in Gaussian processes.
Efficient NTF algorithm for large sparse tensors.
Levine defined the rational algebraic knot concordance group and proved that each nontrivial element is of order two, of order four, or of infinite order. The determination of the order of an element depends on a p-adic analysis for all primes p. Here we develop effective means to determine the order of any element tha…
This paper addresses the nearest neighbor search problem under inner product similarity and introduces a compact code-based approach. The idea is to approximate a vector using the composition of several elements selected from a source dictionary and to represent this vector by a short code composed of the indices of th…
Study finds minimal length networks connecting three points in Heisenberg group.
Linear dimensionality reduction techniques are powerful tools for image analysis as they allow the identification of important features in a data set. In particular, nonnegative matrix factorization (NMF) has become very popular as it is able to extract sparse, localized and easily interpretable features by imposing an…
Kernelized PCovR reveals structure-property relations in chemistry and materials.
Mixed finite element methods solve a PDE using two or more variables. The theory of Discrete Exterior Calculus explains why the degrees of freedom associated to the different variables should be stored on both primal and dual domain meshes with a discrete Hodge star used to transfer information between the meshes. We s…
Extends gradient-based optimization to spline functions.
The paper classifies orbits of semisimple elements in real semisimple Lie algebras.
Variational approximations for curve flows on Riemannian manifolds.
New model analyzes customer churn with tensor completion and binary data.
Improved barrier option pricing in Heston model using COS-BEM method.
In this paper we deepen the analysis of certain classes M_{g,k} of hyperbolic 3-manifolds that were introduced in a previous work by B. Martelli, C. Petronio and the author. Each element of M_{g,k} is an oriented complete finite-volume hyperbolic 3-manifold with compact connected geodesic boundary of genus g and k cusp…
With the growing interest on Network Analysis, Relational Data Mining is becoming an emphasized domain of Data Mining. This paper addresses the problem of extracting representative elements from a relational dataset. After defining the notion of degree of representativeness, computed using the Borda aggregation procedu…
Learning sparse combinations is a frequent theme in machine learning. In this paper, we study its associated optimization problem in the distributed setting where the elements to be combined are not centrally located but spread over a network. We address the key challenges of balancing communication costs and optimizat…
Whether you trade futures for yourself or a hedge fund, your strategy is counted. Long and short position limits make the number of unique strategies finite. Formulas of the numbers of strategies, transactions, do nothing actions are derived. A discrete distribution of actions, corresponding probability mass, cumulativ…
The paper classifies reversible elements in Seifert-fibered spaces and braid groups.
Smoothed analysis of complexity bounds and condition numbers has been done, so far, on a case by case basis. In this paper we consider a reasonably large class of condition numbers for problems over the complex numbers and we obtain smoothed analysis estimates for elements in this class depending only on geometric inva…
This article reports on the confluence of two streams of research, one emanating from the fields of numerical analysis and scientific computation, the other from topology and geometry. In it we consider the numerical discretization of partial differential equations that are related to differential complexes so that de …
Classifies reciprocal elements in Hecke groups, generalizing Sarnak's work.
Morphological neurons, that is morphological operators such as dilation and erosion with learnable structuring elements, have intrigued researchers for quite some time because of the power these operators bring to the table despite their simplicity. These operators are known to be powerful nonlinear tools, but for a gi…
We know that any element A of the group SO(3) can be represented as A = A1 A2 A1', where A1, A1' are elements of SO1(2)={A is an element of SO(3) | Ae1=e1}, and SO2(2)={A is an element of SO(3) | Ae2=e2} . This fact is known as Euler's angle. When this situation, a matrix A is called the generator. In the present paper…
We define a new notion of contracting element of a group and we show that contracting elements coincide with hyperbolic elements in relatively hyperbolic groups, pseudo-Anosovs in mapping class groups, rank one isometries in groups acting properly on proper CAT(0) spaces, elements acting hyperbolically on the Bass-Serr…
This paper deals with pricing of European and American options, when the underlying asset price follows Heston model, via the interior penalty discontinuous Galerkin finite element method (dGFEM). The advantages of dGFEM space discretization with Rannacher smoothing as time integrator with nonsmooth initial and boundar…
We describe the elements of a novel structural approach to classical field theory, inspired by recent developments in perturbative algebraic quantum field theory. This approach is local and focuses mainly on the observables over field configurations, given by certain spaces of functionals which are studied here in dept…
A neural atlas simplifies 3D geometry simulation by avoiding meshing.
In this paper, we establish that, for statistically convex-cocompact actions, contracting elements are exponentially generic in counting measure. Among others, the following exponential genericity results are obtained as corollaries for the set of hyperbolic elements in relatively hyperbolic groups, the set of rank-1 e…
Study cosmic structures using Topological Data Analysis and Persistence Energy.
The paper classifies reversible and strongly reversible elements in Hermitian isometry groups.
Characterizes periodic elements in Artin-Tits groups via stability conditions.
Stochastic gradient Markov chain Monte Carlo (SG-MCMC) methods are Bayesian analogs to popular stochastic optimization methods; however, this connection is not well studied. We explore this relationship by applying simulated annealing to an SGMCMC algorithm. Furthermore, we extend recent SG-MCMC methods with two key co…