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.

169,341 papers · 148 categories

Trend · papers per month

114228342456 · Jun 202019922001200920182026
48 results for finite type enhancements

The aim of this survey is to give an overview on the geometry of Einstein maximal globally hyperbolic 2+1 spacetimes of arbitrary curvature, conatining a complete Cauchy surface of finite type. In particular a specialization to the finite type case of the canonicla Wick rotation-rescaling theory, previously developed b…

2007-04-17abs ↗pdf ↗

New invariants define the rational and real homotopy types of closed manifolds.

problem Defining invariants for the rational and real homotopy types of closed manifolds.
method Introducing isotopy modulo k and minimal unital cyclic C-infinity-algebras.
result A complete set of invariants uniquely defines the rational and real homotopy types of closed simply connected manifolds.

We define enhancements of the quandle counting invariant for knots and links with a finite labeling quandle Q embedded in the quandle of units of a Lie algebra \mathfrak{a} using Lie ideals. We provide examples demonstrating that the enhancement is stronger than the associated unenhanced counting invariant.

2014-04-22abs ↗pdf ↗

We study Coxeter racks over Zn\mathbb{Z}_n and the knot and link invariants they define. We exploit the module structure of these racks to enhance the rack counting invariants and give examples showing that these enhanced invariants are stronger than the unenhanced rack counting invariants.

2008-08-11abs ↗pdf ↗

The paper improves PCS approximation for ranking and selection under limited simulation budgets.

problem Improving finite sample performance in Ranking and Selection.
method Develops a Bahadur-Rao type expansion for PCS, proposes a novel FCBA policy.
result FCBA policy achieves superior PCS performance compared to traditional methods.

We consider the roughness properties of NYSE (New York Stock Exchange) stock-price fluctuations. The statistical properties of the data are relatively homogeneous within the same day but the large jumps between different days prevent the extension of the analysis to large times. This leads to intrinsic finite size effe…

2006-02-08abs ↗pdf ↗

Enhanced Yang-Baxter operators give rise to invariants of oriented links. We expand the enhancing method to generalized Yang-Baxter operators. At present two examples of generalized Yang-Baxter operators are known and recently three types of variations for one of these were discovered. We present the definition of enha…

2012-02-17abs ↗pdf ↗

The column group is a subgroup of the symmetric group on the elements of a finite blackboard birack generated by the column permutations in the birack matrix. We use subgroups of the column group associated to birack homomorphisms to define an enhancement of the integral birack counting invariant and give examples whic…

2009-01-30abs ↗pdf ↗

Enhanced Black-Scholes model for option pricing with stochastic volatility and interest rate variability.

problem Improving option pricing accuracy in volatile financial markets.
method Extended Black-Scholes model using finite difference method and LSTM machine learning.
result Finite difference method outperforms LSTM in computational efficiency but not in accuracy.

Birack modules are modules over an algebra Z[X] associated to a finite birack X. In previous work, birack module structures on Z mod n were used to enhance the birack counting invariant. In this paper, we use birack modules over Laurent polynomial rings Z_n[q,1/q] to enhance the birack counting invariant, defining a cu…

2012-08-16abs ↗pdf ↗

Enhanced DFO using adaptive batch-based FD estimates.

problem Derivative-free optimization with imprecise gradient estimates.
method Adaptive batch-based finite difference estimation and dynamic sampling strategy.
result Algorithm achieves convergence rate similar to KW and SPSA methods.

We introduce a modified rack algebra Z[X] for racks X with finite rack rank N. We use representations of Z[X] into rings, known as rack modules, to define enhancements of the rack counting invariant for classical and virtual knots and links. We provide computations and examples to show that the new invariants are stric…

2010-07-31abs ↗pdf ↗

Submanifolds of coordinate finite-type were introduced in HV1. A submanifold of a Euclidean space is called a coordinate finite-type submanifold if its coordinate functions are eigenfunctions of Δ. In the present study we consider coordinate finite-type surfaces in E^4. We give necessary and sufficient conditions for g…

2013-05-14abs ↗pdf ↗

The involutory birack counting invariant is an integer-valued invariant of unoriented tangles defined by counting homomorphisms from the fundamental involutory birack of the tangle to a finite involutory birack over a set of framings modulo the birack rank of the labeling birack. In this first of an anticipated series …

2012-08-16abs ↗pdf ↗

Enhanced neural networks detect thin boundaries between different types of anomalies.

problem Detecting thin boundaries between different types of anomalies in outlier detection.
method Defined new types of anomalies, enhanced Multi-Layer Perceptron Neural Network with Genetic Algorithm.
result Reduced error in anomaly detection compared to baseline methods.

New invariant fully describes finite type invariants of knots in homology 3-spheres.

problem Constructing a universal finite type invariant for knots in homology 3-spheres.
method Refined construction of a new invariant that is strictly stronger and universal.
result New invariant fully describes the graded space of finite type invariants of knots in homology 3-spheres.

A birack is an algebraic structure with axioms encoding the blackboard-framed Reidemeister moves, incorporating quandles, racks, strong biquandles and semiquandles as special cases. In this paper we extend the counting invariant for finite racks to the case of finite biracks. We introduce a family of biracks generalizi…

2010-02-19abs ↗pdf ↗

Compact manifolds with boundary have finite type mapping class groups.

problem Understanding the structure of mapping class groups for manifolds with boundaries.
method Proved finite type for mapping class groups under specific dimension and connectivity assumptions.
result Mapping class groups of compact manifolds with boundaries are of finite type.

We observe that most known results of the form "v is not a finite-type invariant" follow from two basic theorems. Among those invariants which are not of finite type, we discuss examples which are "ft-independent" and examples which are not. We introduce (n,q)-finite invariants, which are generalizations of finite-type…

1999-03-10abs ↗pdf ↗

Homotopy classes of nanowords and nanophrases are combinatorial generalizations of virtual knots and links. Goussarov, Polyak and Viro defined finite type invariants for virtual knots and links via semi-virtual crossings. We extend their definition to nanowords and nanophrases. We study finite type invariants of low de…

2010-07-10abs ↗pdf ↗

Paper shows 3D hyperbolic manifolds are uniquely identified by their finite groups.

problem Identifying hyperbolic 3-manifolds using their finite quotient groups.
method Proves profinite isomorphism of fundamental groups uniquely determines the manifold's isomorphism type.
result Finite-volume hyperbolic 3-manifolds are almost determined by their finite quotient groups.

2L-FUSE enhances feature sparsity through kernel learning.

problem Sparsity and feature selection in regression tasks.
method 2-Layered kernel machines for learning a shape matrix and feature direction identification.
result Minimal yet informative feature sets are identified without losing predictive performance.

Changes in collateralization have been implicated in significant default (or near-default) events during the financial crisis, most notably with AIG. We have developed a framework for quantifying this effect based on moving between Merton-type and Black-Cox-type structural default models. Our framework leads to a singl…

2013-02-19abs ↗pdf ↗

Enhances CEV model pricing with high-order scheme and adaptive time stepping.

problem Improving accuracy in pricing American CEV models with irregularities.
method High-order time adapted scheme, local mesh refinement, adaptive time stepping, fifth-order 5(4) Dormand-Prince method.
result Highly accurate solution with reduced computational runtime.

Paper explores hyperbolic groups with unique subgroup properties.

problem Creating examples of hyperbolic groups with specific subgroup finiteness properties.
method Develops new examples of subgroups of hyperbolic groups with various finiteness properties.
result Uncountably many groups of type FP2FP_2 with similar properties to subgroups of hyperbolic groups.

Cubic complexes appear in the theory of finite type invariants so often that one can ascribe them to basic notions of the theory. In this paper we begin the exposition of finite type invariants from the `cubic' point of view. Finite type invariants of knots and homology 3-spheres fit perfectly into this conception. In …

2002-04-08abs ↗pdf ↗

A theory of finite type invariants for arbitrary compact oriented 3-manifolds is proposed, and illustrated through many examples arising from both classical and quantum topology. The theory is seen to be highly non-trivial even for manifolds with large first betti number, encompassing much of the complexity of Ohtsuki'…

1998-05-06abs ↗pdf ↗