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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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3547081,0611,415 · Jun 202019922001200920172026
48 results for elliptical models

Constructs Lie groupoid integrating elliptic tangent bundles and Poisson structures.

problem Existence and integration of elliptic tangent bundles and Poisson structures.
method Explicit construction of Lie groupoids and local models for symplectic integration.
result Necessary and sufficient topological condition for integration of elliptic tangent bundles.

Elliptical processes generalize Gaussian and Student-t models with fat tails and computational efficiency.

problem Need for models with fat tails and computational tractability.
method Represent elliptical distributions as continuous mixtures of Gaussian distributions, derive closed-form expressions for marginal and conditional distributions.
result Elliptical processes offer advantages in robust regression compared to Gaussian processes.

Machine learning predicts Shafarevich-Tate group orders of elliptic curves.

problem Predicting the order of the Shafarevich-Tate group of elliptic curves.
method Train feed-forward neural network and regression models on elliptic curve invariants.
result Models achieve high accuracy (>0.9> 0.9) and predict orders not seen during training.

The paper studies gravitational instantons with flat limits and finds elliptic regularity estimates.

problem Analyzing gravitational instantons with flat limits using elliptic analysis.
method Establishing elliptic regularity estimates and showing uniform constants for a family of metrics.
result The Laplacian is Fredholm and an isomorphism between specific weighted spaces.

Wide class of elliptically contoured distributions is a popular model of stock returns distribution. However the important question of adequacy of the model is open. There are some results which reject and approve such model. Such results are obtained by testing some properties of elliptical model for each pair of stoc…

2019-07-24abs ↗pdf ↗

In this paper, we construct for the first time the projective elliptic genera for a compact oriented manifold equipped with a projective complex vector bundle. Such projective elliptic genera are rational q-series that have topological definition and also have analytic interpretation via the fractional index theorem in…

2019-03-17abs ↗pdf ↗

Uniqueness found for elliptic equations with drift on manifolds.

problem Finding unique solutions to elliptic equations with drift on manifolds.
method Investigation in weighted Lebesgue spaces, focusing on conditions for uniqueness.
result Sharp conditions on drift term for uniqueness in polynomial volume growth manifolds.

This study explores the index theory of Heisenberg elliptic and transversally Heisenberg elliptic operators using KKKK-theory.

problem Analyzing the index theory of Heisenberg elliptic and transversally Heisenberg elliptic operators.
method Applying Kasparov's methodology and examining specific conditions using Fourier transform of the nilpotent group CC^*-algebra.
result Demonstrated enhanced methods for analyzing hypoellipticity and defined transversal Heisenberg ellipticity in a KKKK-theoretic context.

Flexible classifier using Mahalanobis distances for non-elliptical distributions.

problem Classifying non-elliptical and multimodal distributions.
method Semiparametric classifier based on Mahalanobis distances and generalized additive models.
result The proposed classifiers outperform traditional methods in high-dimensional, low-sample-size scenarios.

Proposes a new regularization technique for neural networks using elliptic operators.

problem Improving model behavior in underrepresented data regions.
method Modifies the empirical risk minimization objective to minimize an elliptic operator over the data domain.
result The proposed regularization technique anticipates error behavior outside the training set using existing elliptic operator theory.

We give a parameterization of Alfred Gray's Elliptical Catenoid and Elliptical Hellicoid using Jacobi's elliptic functions. This parameterization avoids some problems present in the original depiction of these surfaces.

2011-06-12abs ↗pdf ↗

Study the relationship between canonical polynomials and elliptic sequences for elliptic singularities.

problem Understanding the relationship between canonical polynomials and elliptic sequences for elliptic singularities.
method An inductive setup of elliptic germs and comparison of their canonical polynomials.
result The exponents of the canonical polynomial determine the elliptic sequence and vice versa under certain conditions.

Elliptical Attention improves transformer performance by focusing on contextually relevant features.

problem Transformer models suffer from representation collapse and are vulnerable to contaminated samples.
method Uses Mahalanobis distance to define hyper-ellipsoidal neighborhoods for attention weights.
result Elliptical Attention reduces representation collapse and enhances model robustness.

Elliptic Chern characters and Atiyah-Witten formula generalized to double loop spaces.

problem Generalizing classical Atiyah-Witten formula to double loop spaces.
method Constructing elliptic Chern and Bismut-Chern characters, defining elliptic holonomy, and using equivariant twisted parallel transport.
result Established elliptic Atiyah-Witten formula on double loop space.

Optimal option portfolios under Sharpe Ratio maximization with skew-elliptical t-distributed returns

problem Optimal option portfolios under Sharpe Ratio maximization
method Formulation for explicit portfolio weights
result Different optimal portfolios for Sharpe Ratio and return-to-Value-at-Risk (VaR) ratio

Mathai, Melrose, and Singer introduced the notion of projective elliptic operators on manifolds equipped with an Azumaya bundle. In this note we compute the equivariant index of transversally elliptic operators that are the pullback of projective elliptic operators on the trivialization of the Azumaya bundle. It encomp…

2016-10-18abs ↗pdf ↗

Using a large set of daily US and Japanese stock returns, we test in detail the relevance of Student models, and of more general elliptical models, for describing the joint distribution of returns. We find that while Student copulas provide a good approximation for strongly correlated pairs of stocks, systematic discre…

2010-09-06abs ↗pdf ↗

New calculus solves boundary value problems for elliptic operators.

problem Boundary value problems for 0-elliptic operators.
method Developed a new calculus called symbolic 0-calculus to handle boundary value problems.
result Construct left and right parametrices for 0-elliptic operators with boundary conditions.

New deficit functions link elliptic and parabolic inequalities, proving log Sobolev.

problem Proving log Sobolev inequality using deficit functions.
method Introducing two deficit functions, one elliptic and one parabolic, and showing their pointwise convergence and equations.
result Elliptic deficit converges to parabolic deficit, leading to an elliptic proof of log Sobolev inequality.

New proof for curved 3-cohom manifold rational ellipticity.

problem Rational ellipticity of curved manifolds with specific cohomogeneity.
method Proved rationally elliptic for cohomogeneity-three manifolds with positive curvature and no boundary quotient.
result Closed, simply connected, positively curved, cohomogeneity-three manifolds without boundary are rationally elliptic.

Characterizes totally elliptic surface group representations into Lie groups.

problem Understanding totally elliptic surface group representations into Lie groups.
method Characterization of representations into PSL2R\mathrm{PSL}_2\mathbb{R} and PSL2C\mathrm{PSL}_2\mathbb{C} by their mapping properties.
result They are either into a compact subgroup or Deroin--Tholozan representations.

Proposes vMF distribution for skewed elliptical distributions.

problem Skewed distributions not adequately modeled by symmetric distributions.
method Introduces von-Mises-Fisher (vMF) distribution to represent skewed elliptical distributions.
result vMF distribution provides an explicit and simple probability representation of skewed elliptical distributions.

Introduces spectral-domain Wasserstein distance and Gelbrich bound for elliptical processes.

problem Estimating distances and bounds for elliptical stochastic processes.
method Defines spectral-domain W2\mathcal{W}_2 Wasserstein distance and Gelbrich bound.
result Develops new spectral-domain bounds for non-elliptical processes.

New Witten rigidity theorems for elliptic genus in various dimensions.

problem Proving rigidity theorems for elliptic genus in different dimensions.
method Combining Liu's and Han-Yu's methods to prove Witten rigidity theorems for elliptic genus in even and odd dimensions.
result Several new Witten rigidity theorems for elliptic genus in even and odd dimensions have been established.

Paper defines invariants for elliptic Weyl groups and connects them to Frobenius structures.

problem Defining invariants for elliptic Weyl groups.
method Defines a set of good basic invariants and shows their connection to Frobenius structures.
result Good basic invariants give flat invariants and structure constants of Frobenius structures.

This note shows how independent elliptical distributions minimize the Wasserstein distance.

problem Minimizing the Wasserstein distance between elliptical distributions.
method Analyzing the Wasserstein distance between independent elliptical distributions with the same density generators.
result Independent elliptical distributions minimize their Wasserstein distance from other elliptical distributions with the same density generators.

Study of 17 surface behaviors and singularities for elliptic Weingarten equations.

problem Characterizing and understanding elliptic Weingarten surfaces and their singularities.
method Phase space analysis and classification of surface behaviors.
result Classification of 17 possible qualitative behaviors for rotational surfaces.

Researchers create a Kähler structure on complex projective plane using elliptic functions.

problem Constructing a toric generalised Kähler structure on CP2\mathbb{C}P^2.
method Expressed various structures in terms of elliptic functions and computed the generalised Kähler potential.
result Various structures on CP2\mathbb{C}P^2 are described using elliptic functions.

Characterizes stably elliptic elements in Lie groups and their properties.

problem Understanding stably elliptic elements in Lie groups and their geometric and algebraic properties.
method Characterization through fixed point algebra and Weyl group action; relates to maximal invariant cones and compactness of order intervals.
result Connected components of stably elliptic elements can be described using Weyl group action on a compactly embedded Cartan subalgebra.

We find a new relation among right-handed Dehn twists in the mapping class group of a kk-holed torus for 4k94 \leq k \leq 9. This relation induces an elliptic Lefschetz pencil structure on the four-manifold \cp $#(9-k)$ \cpb with kk base points and twelve singular fibers. By blowing up the base points we get an el…

2006-04-24abs ↗pdf ↗