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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.

168,695 papers · 148 categories

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3469103137 · Jun 202019922001200920172026
48 results for filtration reduction

An algorithm preserves topological features in dimensionality reduction.

problem Preserving topological features in dimensionality reduction.
method Simulated annealing for finding a linear projection preserving persistent homology.
result Measures of topological equivalence between filtrations.

Let ΣΣ be a compact connected oriented surface with one boundary component and let M\mathcal{M} denote the mapping class group of ΣΣ. By considering the action of M\mathcal{M} on the fundamental group of ΣΣ it is possible to define different filtrations of M\mathcal{M} together with some homomorphisms on each ter…

2019-02-26abs ↗pdf ↗

Let M denote the mapping class group of S, a compact connected oriented surface with one boundary component. The action of M on the nilpotent quotients of the fundamental group of S allows to define the so-called Johnson filtration and the Johnson homomorphisms. J. Levine introduced a new filtration of M, called the La…

2017-11-30abs ↗pdf ↗

Unified probabilistic foundation for fuzzy simplicial sets in dimensionality reduction.

problem Lack of clear probabilistic interpretation in fuzzy simplicial sets.
method Introducing a probabilistic framework explaining fuzzy simplicial sets as marginals of probability measures on simplicial sets.
result Unified probabilistic theoretical foundation for fuzzy simplicial sets.

Corrects an earlier theorem, establishing new facts about information structures and non-anticipative aggregation.

problem The nature of information structures and their impact on non-anticipative aggregation.
method Local reduction of pricing to the natural price filtration, stability properties, and the establishment of new facts.
result Non-anticipative signals can reveal future information, requiring dependence among signals (masking relation) and not independence.

We study the K-stability of a polarised variety with non-reductive automorphism group. We associate a canonical filtration of the co-ordinate ring to each variety of this kind, which destabilises the variety in several examples which we compute. We conjecture this holds in general. This is an algebro-geometric analogue…

2015-01-14abs ↗pdf ↗

We study the conditions for a nilpotent Lie group to be foliated into subgroups that have square integrable (relative discrete series) unitary representations, that fit together to form a filtration by normal subgroups. Then we use that filtration to construct a class of "stepwise square integrable" representations on …

2012-12-09abs ↗pdf ↗

Closed-form solutions derived for perpetual options under insider models.

problem Pricing perpetual American standard and lookback options for insiders.
method Closed-form solutions derived using progressively enlarged filtrations and optimal stopping problems.
result Optimal exercise times determined based on asset price maximum or minimum.

Study on geodesics in a specific sub-Riemannian structure with two types of behavior.

problem Symmetries and geodesics in a sub-Riemannian structure with growth vector (4,7).
method Symmetry reduction to analyze geodesics.
result Existence of two distinct types of geodesics: those that avoid the fixed point set and those that are contained within it.

We present a way to use Topological Data Analysis (TDA) for machine learning tasks on grayscale images. We apply persistent homology to generate a wide range of topological features using a point cloud obtained from an image, its natural grayscale filtration, and different filtrations defined on the binarized image. We…

2019-10-18abs ↗pdf ↗

A new method for optimal filtration learning in time-series data analysis.

problem Finding an optimal filtration for analyzing topological properties of discrete data.
method Formulated an optimization problem and proposed an algorithm for solving it.
result Derivation of the exact formula of the gradient of the loss function with respect to filtration parameters.

In sequential anytime-valid inference, any admissible procedure must be based on e-processes: generalizations of test martingales that quantify the accumulated evidence against a composite null hypothesis at any stopping time. This paper proposes a method for combining e-processes constructed in different filtrations b…

2024-02-15abs ↗pdf ↗

The so-called Hitchin-Kobayashi correspondence, proved by Donaldson, Uhlenbeck and Yau, establishes that an indecomposable holomorphic vector bundle over a compact Kahler manifold admits a Hermitian-Einstein metric if and only if the bundle satisfies the Mumford-Takemoto stability condition. In this paper we consider a…

2001-12-16abs ↗pdf ↗

Study on BSDEs with random time horizon, focusing on existence and properties.

problem Existence of solutions to BSDEs and reflected BSDEs with a random time horizon.
method Method of reduction and examination of BSDEs with lahdlaug driver.
result Existence of solutions to BSDEs and reflected BSDEs with a random time horizon.

We introduce several families of filtrations on the space of vector bundles over a smooth projective variety. These filtrations are defined using the large k asymptotics of the kernel of the Dolbeault Dirac operator on a bundle twisted by the kth power of an ample line bundle. The filtrations measure the failure of the…

2011-11-02abs ↗pdf ↗

Toeplitz operators linked to submultiplicative filtrations and weighted Bergman kernels.

problem Analyzing the asymptotics of weighted Bergman kernels for submultiplicative filtrations.
method Demonstrated that weight operator is a Toeplitz operator; analyzed asymptotics of weighted Bergman kernels.
result Local refinement of convergence of jumping measures towards geodesic ray pushforward measure.

A knot in the 3-sphere is called doubly slice if it is a slice of an unknotted 2-sphere in the 4-sphere. We give a bi-sequence of new obstructions for a knot being doubly slice. We construct it following the idea of Cochran-Orr-Teichner's filtration of the classical knot concordance group. This yields a bi-filtration o…

2004-11-06abs ↗pdf ↗

We show that the Artin representation on concordance classes of string links induces a well-defined epimorphism modulo order n twisted Whitney tower concordance, and that the kernel of this map is generated by band sums of iterated Bing-doubles of any string knot with nonzero Arf invariant. We also continue J. Levine's…

2012-02-12abs ↗pdf ↗

We study knots of order 2 in the grope filtration $\{\G_h\}$ and the solvable filtration $\{\F_h\}$ of the knot concordance group. We show that, for any integer n4n\ge4, there are knots generating a Z2\Z_2^\infty subgroup of $\G_n/\G_{n.5}$. Considering the solvable filtration, our knots generate a Z2\Z_2^\infty subgro…

2015-02-16abs ↗pdf ↗

The knot Floer complex and the concordance invariant ε\varepsilon can be used to define a filtration on the smooth concordance group. We exhibit an ordered subset of this filtration that is isomorphic to N×N\mathbb{N} \times \mathbb{N} and consists of topologically slice knots.

2013-09-08abs ↗pdf ↗

The knot Floer complex together with the associated concordance invariant epsilon can be used to define a filtration on the smooth concordance group. We show that the indexing set of this filtration contains the natural numbers cross the integers as an ordered subset.

2012-10-15abs ↗pdf ↗

The paper confirms a conjecture about optimal expected utility in markets with insider information.

problem Optimal expected utility in markets with insider information.
method An extension of the Black-Scholes-Merton model with a sequence of discrete-time economies.
result Optimal expected utility converges to the classic model when conditions are met.

The paper develops a new theory of double Johnson filtrations for mapping class groups.

problem Understanding the structure of mapping class groups using filtrations.
method Developed a general theory of Johnson filtrations and homomorphisms for groups acting on filtered groups, specializing to mapping class groups.
result Obtained a theory of double Johnson filtrations and homomorphisms for mapping class groups of surfaces with one boundary component.

We define a filtration on the vector space spanned by Seifert matrices of knots related to Vassiliev's filtration on the space of knots. Further we show that the invariants of knots derived from the filtration can be expressed by coefficients of the Alexander polynomial.

1999-03-12abs ↗pdf ↗

We define a filtration of the smooth concordance group based on the genus of representative knots. We use the Heegaard Floer epsilon and Upsilon invariants to prove the quotient groups with respect to this filtration are infinitely generated. Results are applied to three infinite families of topologically slice knots.

2015-06-08abs ↗pdf ↗

Defines a filtration on variational bicomplex for concise functional form conditions.

problem Expressing functional form vanishing conditions concisely.
method Introduces a filtration on the variational bicomplex and studies its properties.
result Graded components of the filtration inherit module structures, simplifying functional form conditions.

The study connects norms and filtrations on section rings of projective manifolds.

problem Understanding norms and filtrations on section rings of polarized projective manifolds.
method Analyzes submultiplicative norms and their equivalence to sup-norms, discusses applications to spectral theory and holomorphic extension.
result Injective and projective tensor norms on symmetric algebras are asymptotically equivalent.

A new method detects small holes in noisy data.

problem Detecting small holes in high-density regions from noise.
method Robust Density-Aware Distance (RDAD) filtration, incorporating distance-to-measure concept.
result The RDAD filtration prolongs the persistences of small holes, making them distinguishable from noise.

We study multiple defaults where the global market information is modelled as progressive enlargement of filtrations. We shall provide a general pricing formula by establishing a relationship between the enlarged filtration and the reference default-free filtration in the random measure framework. On each default scena…

2009-12-16abs ↗pdf ↗

The abstract extends deformation and tangent groupoid constructions to infinite-dimensional manifolds.

problem Deformation and tangent groupoid constructions for infinite-dimensional manifolds.
method Extending finite-dimensional constructions to Banach and Fredholm manifolds.
result Induced generalized filtrations of tangent bundles and groupoids.