Research
On-device research index

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.

168,657 papers · 148 categories

Trend · papers per month

59118176235 · Jun 202019922001200920172026
48 results for factorization identities

The paper classifies and constructs differential symmetry breaking operators from a line bundle to a vector bundle over real projective spaces.

problem Classifying and constructing differential symmetry breaking operators.
method Utilizing factorization identities and branching laws of generalized Verma modules.
result Differential symmetry breaking operators from a line bundle to a vector bundle over real projective spaces are classified and constructed.

Study decomposes market portfolio into body and tail legs, revealing systematic differences.

problem Understanding the relationship between body and tail components in market portfolios.
method Decomposes CRSP market portfolio into body and tail legs, analyzes their recombination identity.
result Recombination identity holds for all models but not for all, indicating systematic differences.

Divides state space into regions with identical term structure shapes.

problem Classifying term structure shapes in the two-factor Vasicek model.
method Using envelopes and winding numbers to divide and classify the state space.
result Nearly complete classification of parameter space regarding term structure shapes.

The article studies factorization structures in geometry and their applications to cones and polytopes.

problem Understanding and characterizing factorization structures in geometry.
method Comprehensive study of factorization structures, including structure theory, construction of compatible polytopes and cones, and derivation of generalised Gale's evenness condition.
result Established generalised Vandermonde identities and found examples of Delzant and rational Delzant compatible polytopes.

Scaling relations, such as the IPAT equation and the Kaya identity, are useful for quickly gauging the scale of economic, technological, and demographic changes required to reduce environmental impacts and pressures; in the case of the Kaya identity, the environmental pressure is greenhouse gas emissions. However, when…

2011-12-04abs ↗pdf ↗

Paper identifies latent factors from noisy measurements using tensor decomposition.

problem Identification of latent factors from noisy, correlated measurements.
method Tensor decomposition of third order cross moments, Kruskal theorem, Kotlarski identity, generalized Kruskal rank.
result Full distribution of latent factors and measurement errors identified without injective measurements.

In the mapping class group of a kk-holed torus with 0k90 \leq k \leq 9, one can factorize the boundary multi-twist (or the identity when k=0k=0) as the product of twelve right-handed Dehn twists. Such factorizations were explicitly given by Korkmaz and Ozbagci for each k9k \leq 9 and an alternative one for k=8k=8 by Tana…

2017-01-09abs ↗pdf ↗

We prove effective uniformization for nearly round 2-spheres and investigate their stability.

problem Proving effective uniformization for nearly round 2-spheres and their stability.
method Utilizing an identity related to the third-order differential of the conformal factor, and an isometric embedding of a round sphere into Euclidean space using an orthogonal basis of the first eigenspace of the Laplacian operator.
result We provide a simplified proof of effective uniformization and its stability.

We exhibit an efficient procedure for testing, based on a single long state sequence, whether an unknown Markov chain is identical to or ε\varepsilon-far from a given reference chain. We obtain nearly matching (up to logarithmic factors) upper and lower sample complexity bounds for our notion of distance, which is bas…

2019-01-31abs ↗pdf ↗

For simple Lie groups, the only homogeneous manifolds G/KG/K, where KK is maximal compact subgroup,for which the phase of the scalar product of two coherent state vectors is twice the symplectic area of a geodesic triangle are the hermitian symmetric spaces. An explicit calculation of the multiplicative factor on the c…

2004-08-18abs ↗pdf ↗

Augments GNNs with diversification to preserve node identity.

problem Current GNNs filter node information, potentially losing node identity.
method Integrates diversification operators with aggregation to enrich node representations.
result Significant performance boost on 9 node classification tasks.

The purpose of this paper is to revisit the Bianchi identities existing for the Riemann and Weyl tensors in the combined framework of the formal theory of systems of partial differential equations (Spencer cohomology, differential systems, formal integrability) and Algebraic Analysis (homological algebra, differential …

2016-03-16abs ↗pdf ↗

We compute the full holonomy group of compact Lorentzian manifolds with parallel Weyl tensor, which are neither conformally flat nor locally symmetric, for the case where the fundamental group is contained in a distinguished subgroup G of the isometry group of the universal cover. To prove this, we show that every such…

2012-04-26abs ↗pdf ↗

Identifies latent actions and dynamics from offline data with diverse demonstrators.

problem Recovering latent actions and environment dynamics from action-free trajectories.
method Assumes distinct policies for each demonstrator, identifies latent transitions and policies via matrix factorization.
result Identifies latent transitions and demonstrator policies up to permutation.

Survey reviews Hamilton-Jacobi theory in various geometric settings, focusing on Jacobi and Leibniz identities.

problem Analyzing Hamilton-Jacobi theory across different geometric backgrounds.
method Geometric review of Hamilton-Jacobi theory, focusing on Jacobi and Leibniz identities.
result Novel Hamilton-Jacobi equation for conformal Hamiltonian vector fields.

We define disentanglement in generative models and prove it's related to identifiable factors.

problem Understanding disentanglement in generative models like VAEs and GANs.
method Characterized disentanglement in smooth generative pushforward models using the SVD of the Jacobian.
result Disentanglement is identifiable under certain conditions on the generator, promoting separable factors.

The study explores continuous noncrossing partitions and their relation to weighted circular factorizations.

problem Understanding the structure of continuous noncrossing partitions on the unit circle.
method Analyzes degree-d continuous noncrossing partitions and their equivalence classes of weighted linear factorizations.
result Maximal elements in the poset of continuous noncrossing partitions form a subspace homeomorphic to the dual Garside classifying space for the d-strand braid group.

Study reveals a hidden cost in derivatives markets through option-implied discount factors.

problem The hidden cost in derivatives markets, not visible in price space.
method Minute-level NBBO data on options, reduced-form specification linking carry gap to implementation risk, trading frictions, and financial conditions.
result An annualized carry gap exists, linked to implementation risk and financial conditions.

The paper proves geometric and spectral alignment for deep neural networks.

problem Understanding the singular spectra of deep neural network layers.
method Proves deterministic quotient-geometric estimates for singular spectra of Frobenius-normalized layer factors.
result Exact power-law spectra form a trace-normalized Cartan orbit under Frobenius normalization.

A nontrivial element in a group is a generalized torsion element if some nonempty finite product of its conjugates is the identity. We prove that any generalized torsion element in a free product of torsion-free groups is conjugate to a generalized torsion element in some factor group. This implies that the fundamental…

2018-11-19abs ↗pdf ↗

Powerful generative models, particularly in Natural Language Modelling, are commonly trained by maximizing a variational lower bound on the data log likelihood. These models often suffer from poor use of their latent variable, with ad-hoc annealing factors used to encourage retention of information in the latent variab…

2018-06-12abs ↗pdf ↗

We add size factor to CAPM and normalize residuals by Volatility Index.

problem Capturing the size effect in CAPM and making residuals Gaussian.
method Insert size effect, normalize residuals by Volatility Index, and fit model to real-world data.
result The new model shows long-term stability and connects to Stochastic Portfolio Theory.

Given a result of Herman, we provide a new elementary proof of the fact that the connected component of the group of compactly supported diffeomorphisms is perfect and hence simple. Moreover, we show that every diffeomorphism gg, which is sufficiently close to the identity, can be represented as a product of four comm…

2004-09-30abs ↗pdf ↗

Machine learning helps estimate risk premiums of stocks without knowing their factors.

problem Estimate risk premiums of stocks without knowing their underlying factors.
method Used elastic-net machine learning to project stock returns onto peers and construct replicate portfolios.
result Unique stocks have higher SARP and excess returns than ubiquitous stocks.

We study a class of Poisson tensors on a fibered manifold which are compatible with the fiber bundle structure by the so-called almost coupling condition. In the case of a 55-dimensional orientable fibered manifolds with 22-dimensional bases, we describe a global behavior of almost coupling Poisson tensors and their …

2018-04-16abs ↗pdf ↗

Neural network implementation of Brenier's polar factorization for vector fields.

problem Implementing Brenier's polar factorization theorem for vector fields using neural networks.
method Parameterizing the convex function uu as an input convex neural network and estimating the measure-preserving map MM.
result Practical neural implementation of Brenier's polar factorization theorem.

We discuss the foundations of factor or regression models in the light of the self-consistency condition that the market portfolio (and more generally the risk factors) is (are) constituted of the assets whose returns it is (they are) supposed to explain. As already reported in several articles, self-consistency implie…

2006-08-29abs ↗pdf ↗

The paper presents efficient methods for identifying causal graphs with latent variables.

problem Recovering causal graphs with latent variables while minimizing intervention costs.
method Two intervention cost models (linear and identity) are considered. Algorithms are provided for both models.
result Upper bounds on the number of interventions needed for recovery, and approximation factors for the linear cost model.

This paper discovers new identities linking geodesic and orthogeodesic lengths on hyperbolic surfaces.

problem Understanding relationships between geodesic and orthogeodesic lengths on hyperbolic surfaces.
method Investigates a broad family of identities involving lengths of all closed geodesics and orthogeodesics.
result Introduces new identities that include lengths of all closed geodesics, contrasting with previous identities.