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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.

168,878 papers · 148 categories

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91183274365 · May 202619922001200920172026
48 results for error surface

We explore xor function using copula representations and error surface projections.

problem The exclusive or (xor) function and its approximation problems.
method Probabilistic logic, associative copula functions, and comparison of error surfaces with different activation functions.
result Copula representations extend xor from Boolean to real values.

Estimates the number of closed curves on surfaces with power-saving error terms.

problem Counting closed curves on surfaces with given properties.
method Effective dynamics of mapping class group on Teichmüller space and space of closed curves, introducing novel methods.
result Proves estimates with power-saving error terms for filling closed curves and curves with respect to a current.

Geometrically, spherical 3-manifolds emerge from flat SU(2)-bundles over hyperbolic surfaces.

problem Realizing spherical 3-manifolds from flat SU(2)-bundles over hyperbolic surfaces.
method Using Gromov-Hausdorff convergence and systole maximization over moduli spaces.
result Homogeneous spherical 3-manifolds can be realized as limits of metric spaces of flat SU(2)-bundles.

Improved method for numerical conformal mappings on complex domains.

problem Accurate and efficient computation of conformal mappings on multiply connected domains.
method Generalization and refinement of the conjugate function method using high-order finite element methods.
result Achieved accurate and efficient construction of boundary values for multiply connected domains.

Study compares machine learning algorithms for predicting SST in the Great Barrier Reef.

problem Predicting sea surface temperature in the Great Barrier Reef region.
method Ridge regression, LASSO, Random Forest, and Extreme Gradient Boosting (XGBoost) algorithms were evaluated.
result XGBoost significantly outperforms other algorithms in terms of predictive accuracy and Kullback-Leibler Divergence.

Multivariate Poisson approximation of the length spectrum of random surfaces is studied by means of the Chen-Stein method. This approach delivers simple and explicit error bounds in Poisson limit theorems. They are used to prove that Poisson approximation applies to curves of length up to order o(loglogg)o(\log\log g) with gg

2016-05-02abs ↗pdf ↗

Discrete approximation solves Björling's minimal surface problem.

problem Constructing minimal surfaces from real-analytic curves with specified normal fields.
method Approximate solution by discrete minimal surfaces and discrete isothermic surfaces.
result Approximation error is proportional to the square of the mesh size.

The paper improves bounds on geodesic lengths and their simplicity on hyperbolic surfaces.

problem Estimating the distribution of geodesic lengths on hyperbolic surfaces.
method Analyzing the moduli space of hyperbolic surfaces with the Weil-Petersson metric.
result Most geodesics of certain lengths are simple and non-separating, confirming a conjecture.

We prove an effective version of a theorem relating curve complex distance to electric distance in hyperbolic 3-manifolds, up to errors that are polynomial in the complexity of the underlying surface. We use this to give an effective proof of a result regarding maps between curve complexes of surfaces induced by finite…

2018-10-30abs ↗pdf ↗

Random covers of hyperbolic surfaces have a spectral gap with polynomial rate.

problem Finding spectral gaps in random covers of hyperbolic surfaces.
method Applying recent work on spectral gaps to uniformly random covers of closed hyperbolic surfaces.
result Uniformly random degree-n covers of a closed hyperbolic surface have no new Laplacian eigenvalues below a specific threshold with high probability.

Classifies orientation-reversing homeomorphisms of even periods on surfaces.

problem Classifying orientation-reversing homeomorphisms of even periods on surfaces.
method Following the approach of [1] and correcting errors in [1] for the case of periods multiple of 4.
result Classification for orientation-reversing homeomorphisms of periods multiple of 4.

In this paper, we treat the problem of evaluating the asymptotic error in a numerical integration scheme as one with inherent uncertainty. Adding to the growing field of probabilistic numerics, we show that Gaussian process regression (GPR) can be embedded into a numerical integration scheme to allow for (i) robust sel…

2019-05-23abs ↗pdf ↗

Non-spanning identification of scheduled event risk in option pricing.

problem Separating continuous surface from scheduled jump in option pricing.
method Modeling FOMC decisions, CPI releases, and NFP reports as deterministic-time jumps in risk-neutral option pricing.
result Improves held-out event-spanning pricing with Gaussian and two-component mixture jumps.

Derivative-informed models improve financial surrogates for accurate hedging and risk management.

problem Developing fast surrogate models for financial derivatives and risk quantities.
method Derivative-informed operator learning framework combining neural operators, random features, and tangent sensitivity equations.
result The framework reduces hedging and risk errors by 40-76% compared to standard surrogates.

The paper proposes a new method to calibrate option pricing models that accurately match both volatility surfaces and variance term structures.

problem Calibrated models often produce inaccurate variance term structures relative to market observations.
method The paper introduces a joint calibration framework that augments the conventional objective function with a penalty term for variance term structure deviations, using a hyperparameter to balance volatility surface and variance term structure weights.
result The proposed method accurately fits observed option prices while delivering realistic term structures of variance.

CNN improves medium-range temperature forecasts with limited resources.

problem Limited computational resources for high-resolution temperature forecasts.
method CNN post-processing with ensemble NWP models for bias correction and spatial downscaling.
result High-resolution (5-km) surface temperature forecasts with lead times up to 5.5 days.

Meta-learning extends supervised learning to tasks with varying numbers of examples, revealing conditions for successful learning.

problem Characterizing conditions for successful learning in meta-learning settings.
method Developed a necessary and sufficient condition for meta-learnability using a bounded number of examples per domain.
result The number of tasks must increase inversely with the desired error, while the number of examples per task can vary significantly.

We give reconstruction formulas inverting the geodesic X-ray transform over functions (call it I0I_0) and solenoidal vector fields on surfaces with negative curvature and strictly convex boundary. These formulas generalize the Pestov-Uhlmann formulas in [Pestov-Uhlmann, IMRN '04] (established for simple surfaces) to ca…

2015-11-17abs ↗pdf ↗

Let F be a surface and suppose that φ: F -> F is a pseudo-Anosov homeomorphism fixing a puncture p of F. The mapping torus M = M_φis hyperbolic and contains a maximal cusp C about the puncture p. We show that the area (and height) of the cusp torus bounding C is equal to the stable translation distance of φacting on th…

2011-08-29abs ↗pdf ↗

Study on RL on volatility surfaces, proving no free lunch for law-seeking methods.

problem Aligning RL agents with no-arbitrage laws in volatile markets.
method Built a law manifold, defined penalties, and used a Goodhart decomposition.
result No free lunch theorem: Law-seeking RL cannot outperform baselines.

Deep learning models reconstruct volatility surfaces from noisy data under no-arbitrage constraints.

problem Reconstructing implied volatility surfaces from sparse and noisy option quotes.
method Compared multiple neural architectures including Transformers, U-Nets, and variational autoencoders.
result Transformer and U-Net architectures achieve strong reconstruction accuracy, especially under sparse observation regimes.

Corrects a 1-off error in Harer's spine dimension calculation for decorated Teichmüller spaces.

problem Incorrect dimension calculation in Harer's spine for decorated Teichmüller spaces.
method Identifies and corrects the dimension discrepancy in Harer's spine construction.
result Corrects the dimension of Harer's spine by 1 for decorated Teichmüller spaces.

A fast Monte Carlo method for additive processes and option pricing.

problem Efficiently pricing path-dependent options with additive processes.
method Developed a fast Monte Carlo scheme for additive processes, analyzing and reducing numerical error sources.
result Shows significant reduction in error (1 bp or below) for pricing path-dependent options.

The paper extends a method for numerical conformal mappings to surfaces using Laplace-Beltrami equations.

problem Computing conformal mappings between Riemannian surfaces.
method Adapting the conjugate function method to Riemannian surfaces using hphp-adaptive finite element methods.
result Highly accurate numerical computations of conformal mappings on surfaces, including complex geometries.

Due to a significant error in the main result (pointed out by J. Wahl), the paper has been withdrawn by the authors. A corrected and expanded version is 'Rational blow-downs and smoothings of surface singularities' by A. Stipsicz, Z. Szabo and J. Wahl.

2005-11-04abs ↗pdf ↗

Study determines minimal surfaces from boundary data, proving topological and conformal recoverability.

problem Determining minimal surfaces from boundary data.
method Developed a semiclassical nonlinear calculus for complex geometric optics solutions.
result Minimal surfaces can be recovered from the Dirichlet-to-Neumann map under certain conditions.

We consider the first non-zero eigenvalue λ1λ_1 of the Laplacian on hyperbolic surfaces for which one disconnecting collar degenerates and prove that 8πlog(λ1)8π\nabla\log(λ_1) essentially agrees with the dual of the differential of the degenerating Fenchel-Nielsen length coordinate. As a consequence, we can improve previous …

2017-01-30abs ↗pdf ↗

Framework predicts implied volatility surface without arbitrage.

problem Predicting implied volatility surface without static arbitrage.
method Two-step framework: feature selection and deep neural network (DNN) construction.
result DNN model for surface construction removes static arbitrage and reduces prediction error.