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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.

168,695 papers · 148 categories

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48 results for finite-dimensional

Develops a finite construction for self-duality and related moduli spaces over Riemann surfaces.

problem Constructing moduli spaces over Riemann surfaces.
method Finite-dimensional construction using holomorphic symplectic reduction.
result Moduli spaces over Riemann surfaces as stratified holomorphic symplectic spaces.

Finite-dimensional spaces of biharmonic functions on manifolds are explored.

problem Characterizing biharmonic functions on open manifolds with nonnegative Ricci curvature.
method Analyzing bounded and polynomial growth biharmonic functions, deriving Weyl bounds, and studying fourth-order operators.
result Finite-dimensional spaces of biharmonic functions with polynomial growth are established.

The paper studies multi-curve interest rate models and their consistency and finite-dimensional realizations.

problem Consistency and existence of finite-dimensional realizations for multi-curve interest rate models.
method Geometric approach, characterizing consistency and existence of finite-dimensional realizations for multi-curve models.
result Characterization of consistency and existence of finite-dimensional realizations for multi-curve models.

Solves classical problem with Kähler-Einstein metrics in complex projective spaces.

problem Classical problem of non-isometric bidimensional Kähler-Einstein submanifolds.
method Listed complete non-isometric bidimensional rotation invariant Kähler-Einstein submanifolds.
result Solves the classical problem in the specified case.

We show that a continuous local semiflow of CkC^k-maps on a finite-dimensional CkC^k-manifold M can be embedded into a local CkC^k-flow on M under some weak (necessary) assumptions. This result is applied to an open problem in [fil/tei:01]. We prove that finite-dimensional realizations for interest rate models are high…

2001-12-21abs ↗pdf ↗

A homological selection theorem for C-spaces, as well as, a finite-dimensional homological selection theorem is established. We apply the finite-dimensional homological selection theorem to obtain fixed-point theorems for usco homologically UV^n set-valued maps.

2016-05-11abs ↗pdf ↗

We propose a method for pricing American options whose pay-off depends on the moving average of the underlying asset price. The method uses a finite dimensional approximation of the infinite-dimensional dynamics of the moving average process based on a truncated Laguerre series expansion. The resulting problem is a fin…

2010-11-16abs ↗pdf ↗

We prove a version of the countable union theorem for asymptotic dimension and we apply it to groups acting on asymptotically finite dimensional metric spaces. As a consequence we obtain the following finite dimensionality theorems. A) An amalgamated product of asymptotically finite dimensional groups has finite asympt…

2000-12-02abs ↗pdf ↗

In this paper, we refine the notion of Z-boundaries of groups introduced by Bestvina and further developed by Dranishnikov. We then show that the standard assumption of finite-dimensionality can be omitted as the result follows from the other assumptions.

2014-06-29abs ↗pdf ↗

We show that groups satisfying Kazhdan's property (T) have no unbounded actions on finite dimensional CAT(0) cube complexes, and deduce that there is a locally CAT(-1) Riemannian manifold which is not homotopy equivalent to any finite dimensional, locally CAT(0) cube complex.

1997-02-07abs ↗pdf ↗

Using the categorical description of supergeometry we give an explicit construction of the diffeomorphism supergroup of a compact finite-dimensional supermanifold. The construction provides the diffeomorphism supergroup with the structure of a Frechet supermanifold. In addition, we derive results about the structure of…

2009-04-17abs ↗pdf ↗

The Kuperberg invariant is shown to be gauge invariant for certain framed 3-manifolds.

problem Exploring gauge invariance of the Kuperberg invariant for specific 3-manifolds.
method Using hyperbolic 3-manifolds and finite-dimensional Hopf algebras.
result First examples of gauge invariants of general finite-dimensional Hopf algebras via topological methods.

We show in this note that the Sobolev Discrepancy introduced in Mroueh et al in the context of generative adversarial networks, is actually the weighted negative Sobolev norm .H˙1(νq)||.||_{\dot{H}^{-1}(ν_q)}, that is known to linearize the Wasserstein W2W_2 distance and plays a fundamental role in the dynamic formulation of…

2018-05-16abs ↗pdf ↗

Study shows Roller compactification's median graph has limited asymptotic dimension.

problem Understanding the asymptotic dimension of Roller compactifications.
method Proved using finite dimensional CAT(0) cube complexes and Borel median graph.
result Borel asymptotic dimension is bounded by the complex's dimension.

We introduce a class of probability measure-valued diffusions, coined polynomial, of which the well-known Fleming--Viot process is a particular example. The defining property of finite dimensional polynomial processes considered by Cuchiero et al. (2012) and Filipovic and Larsson (2016) is transferred to this infinite …

2018-07-09abs ↗pdf ↗

Unified formula for higher traces of linear maps on finite-dimensional normed spaces.

problem Unified trace-average formula for higher traces of linear maps.
method Unified trace-average formula for the k-th higher trace of a linear operator A on a finite-dimensional normed space.
result Unified trace-average formula holds for all A if and only if the operator-valued average equals the identity.

The paper solves integrable systems of PDEs, including famous equations.

problem Constructing solutions for multicomponent integrable PDEs.
method Reduction to a finite-dimensional system, using Nijenhuis geometry.
result Animations of multi-component soliton and cnoidal solutions.

Study finds conditions for finite-dimensional Lie group structure in basic automorphism groups of certain Cartan foliations.

problem Characterizing the basic automorphism groups of Cartan foliations.
method Analyzes sufficient conditions and estimates dimensions for basic automorphism groups of Cartan foliations covered by fibrations.
result Identifies sufficient conditions for the existence of a finite-dimensional Lie group structure in basic automorphism groups.

We determine the set of Busemann points of an arbitrary finite-dimensional normed space. These are the points of the horofunction boundary that are the limits of "almost-geodesics". We prove that all points in the horofunction boundary are Busemann points if and only if the set of extreme sets of the dual unit ball is …

2005-10-05abs ↗pdf ↗

We show that the Kuratowski imbedding of a Riemannian manifold in L^\infty, exploited in Gromov's proof of the systolic inequality for essential manifolds, admits an approximation by a (1+C)-bi-Lipschitz (onto its image), finite-dimensional imbedding for every C>0. Our key tool is the first variation formula thought of…

2009-02-18abs ↗pdf ↗

We prove that a monomorphic functor F:CompCompF:Comp\to Comp with finite supports is epimorphic, continuous, and its maximal \emptyset-modification FF^\circ preserves intersections. This implies that a monomorphic functor F:CompCompF:Comp\to Comp of finite degree degFndeg F\le n preserves (finite-dimensional) compact ANR's if the spac…

2010-04-03abs ↗pdf ↗

We consider portfolio optimization in futures markets. We model the entire futures price curve at once as a solution of a stochastic partial differential equation. The agents objective is to maximize her utility from the final wealth when investing in futures contracts. We study a class of futures price curve models wh…

2012-04-12abs ↗pdf ↗

Outer space for RAAGs is a contractible finite-dimensional space for automorphisms.

problem Constructing a finite-dimensional space for outer automorphisms of RAAGs.
method Constructing a finite-dimensional space OΓ\mathcal{O}_\Gamma blending features of symmetric spaces and Outer space for free groups.
result The space OΓ\mathcal{O}_\Gamma is contractible, making the quotient a rational classifying space for extOut(AΓ) ext{Out}(A_\Gamma).

We describe a relation between the periodic one-dimensional Toda lattice and the quantum cohomology of the periodic flag manifold (an infinite-dimensional Kaehler manifold). This generalizes a result of Givental and Kim relating the open Toda lattice and the quantum cohomology of the finite-dimensional flag manifold. W…

1998-12-22abs ↗pdf ↗

Categorifies Stokes coefficients in Chern-Simons theory models.

problem Stokes phenomenon in Chern-Simons theory around flat connections.
method Finite-dimensional model for analytically continued Chern-Simons theory, categorification of Stokes coefficients.
result Stokes coefficients can be promoted to graded vector spaces.

We present a finite-dimensional version of the quantum model for the stock market proposed in [C. Zhang and L. Huang, A quantum model for the stock market, Physica A 389(2010) 5769]. Our approach is an attempt to make this model consistent with the discrete nature of the stock price and is based on the mathematical for…

2012-04-17abs ↗pdf ↗

We investigate how one can twist L^2-invariants such as L^2-Betti numbers and L^2-torsion with finite-dimensional representations. As a special case we assign to the universal covering of a finite connected CW-complex X together with an element phi in H^1(X;R) a phi-twisted L^2-torsion function from R^{>0} to R, provid…

2015-09-30abs ↗pdf ↗