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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.

169,051 papers · 148 categories

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8.3%16.7%25.0%33.3% · Jul 199219922001200920182026
48 results for fractional length

Introduces fractional length and nonlocal curvature for smooth curves.

problem Defining curvature for curves of fractional length.
method Introduces fractional length and derives nonlocal curvature using fractional perimeter analogy.
result Fractional length converges to traditional length with a multiplicative constant.

Introduces fractional k-dimensional measure bridging fractional length and area.

problem Defining fractional measures for dimensions between 0 and n-1.
method Introduces a parameterized fractional measure σσ that converges to Hausdorff measure.
result Fractional measure converges to Hausdorff measure with a known constant factor.

The paper solves fractional combinatorial flows for prescribed hyperbolic bordered surfaces.

problem Finding hyperbolic bordered surfaces with prescribed boundary lengths.
method Fractional combinatorial Calabi flow and generalized combinatorial Yamabe flow.
result The flows converge to a hyperbolic surface with prescribed boundary lengths.

Deep learning improves Hurst parameter estimation for fractional processes.

problem Estimating the Hurst parameter in fractional stochastic processes.
method Training Long Short-Term Memory (LSTM) networks on extensive datasets of fBm, fOU, and lfsm processes.
result LSTM outperforms traditional methods in fBm and fOU processes but has limited accuracy on lfsm.

We compute the asymptotic growth rate of the number N(C, R) of closed geodesics of length less than R in a connected component C of a stratum of quadratic differentials. We prove that for any 0 < θ< 1, the number of closed geodesics of length at most R that spend at least θ-fraction of time outside of a compact subset …

2012-06-25abs ↗pdf ↗

The purpose of this article is to find a family of curves parametrized by arc length and that depend on an angular function and an intrinsic fraction function, which is defined as the quotient between torsion and curvature. We find for this family of curves explicit formulas of curvature, torsion and geodetic curvature…

2017-12-05abs ↗pdf ↗

Study on stable commutator length in RAAGs and Coxeter groups, proving spectral gaps and hardness results.

problem Understanding stable commutator length in right-angled Artin and Coxeter groups.
method Established spectral gaps, determined sizes up to constants, and related to graph properties.
result Found that stable commutator length can be arbitrarily close to zero in some groups, contrasting uniform gaps.

Python package for estimating Hurst exponent in fBm.

problem Estimating Hurst exponent in fractional Brownian motion.
method Whittle's likelihood method applied to fractional Gaussian noise.
result Implementation achieves state-of-the-art accuracy and speed.

The paper introduces combinatorial Calabi flows to find hyperbolic metrics on surfaces with boundary.

problem Finding hyperbolic metrics on surfaces with totally geodesic boundaries of given lengths.
method Introducing combinatorial Calabi flows and proving their long time existence and global convergence.
result Proves the long time existence and global convergence of combinatorial Calabi flow on surfaces with boundary.

Study shows volumes of knot complements are bounded by linear functions of geodesic periods.

problem Volume calculation of knot complements associated with geodesics on modular surfaces.
method Analyzes geodesics on modular surfaces, their associated knots, and their complements' volumes.
result Volumes of knot complements are bounded linearly by the period of geodesic continued fractions.

We show that, for any given 3-manifold M, there are at most finitely many hyperbolic knots K in the 3-sphere and fractions p/q (with q > 22), such that M is obtained by p/q surgery along K. This is a corollary of the following result. If M is obtained by Dehn filling the cusps of a hyperbolic 3-manifold X, where each f…

1998-11-12abs ↗pdf ↗

The study bounds the number of closed geodesics in a specific orbit closure of surfaces.

problem Counting closed geodesics in a specific orbit closure of surfaces.
method Analyzes triangulations and Teichmüller geodesics to bound the number of closed geodesics.
result Obtains exponential bounds on the number of closed geodesics of length at most R.

DL/FBF improves GPSR solutions by selecting compact, generalising expressions.

problem Overfitting and structural bloat in symbolic regression with genetic programming.
method Description length (DL) and fractional Bayes factor (FBF) criteria for selecting compact, generalising expressions.
result DL/FBF post-selection improves test performance compared to AIC/BIC baseline.

The paper develops adaptive confidence intervals for Efron's Gaussian two-groups model with unknown contamination.

problem Developing robust uncertainty quantification for Efron's Gaussian two-groups model with unknown contamination fraction.
method The approach involves Fourier-based certification procedures to find minimax-optimal adaptive confidence intervals.
result The minimax-optimal length of adaptive confidence intervals is polynomially worse than when contamination fraction is known.

We consider the problem of clustering noisy finite-length observations of stationary ergodic random processes according to their generative models without prior knowledge of the model statistics and the number of generative models. Two algorithms, both using the L1L^1-distance between estimated power spectral densities…

2016-12-04abs ↗pdf ↗

We show that a Kleinian surface group, or hyperbolic 3-manifold with a cusp-preserving homotopy-equivalence to a surface, has bounded geometry if and only if there is an upper bound on an associated collection of coefficients that depend only on its end invariants. Bounded geometry is a positive lower bound on the leng…

2001-05-10abs ↗pdf ↗

RNA structures show that a significant portion of bases do not form hydrogen bonds.

problem Understanding the unpaired bases in RNA secondary structures.
method Comparing random words in free groups to RNA sequences, analyzing word lengths.
result The expected fraction of unpaired bases converges to a constant λ2λ_2.

Discrete forms of the scalar, sectional and Ricci curvatures are constructed on simplicial piecewise flat triangulations of smooth manifolds, depending directly on the simplicial structure and a choice of dual tessellation. This is done by integrating over volumes which include appropriate samplings of hinges for each …

2016-03-10abs ↗pdf ↗

In this work we present a new approach on studying dynamical systems. Combining the two ways of expressing the uncertainty, using probabilistic theory and credibility theory, we have research the generalized fractional hybrid equations. We have introduced the concepts of generalized fractional Wiener process, generaliz…

2009-09-15abs ↗pdf ↗

The theory of derivative of noninteger order goes back to Leibniz, Liouville and Riemann. Derivatives of fractional order have found many applications in recent studies in mechanics, physics, economics. In this paper we define the fractional tangent bundle on a manifold, using a method of Radu Miron. The fractional Lei…

2007-09-15abs ↗pdf ↗

Let SgS_g be a closed orientable surface of genus g2g \geq 2 and CC a simple closed nonseparating curve in FF. Let tCt_C denote a left handed Dehn twist about CC. A \textit{fractional power} of tCt_C of \textit{exponent} $\fraction{\ell}{n}$ is an $h \in \Mod(S_g)$ such that hn=tCh^n = t_C^{\ell}. Unlike a root of a $t…

2012-07-16abs ↗pdf ↗

We formulate the fractional Ricci flow theory for (pseudo) Riemannian geometries enabled with nonholonomic distributions defining fractional integro-differential structures, for non-integer dimensions. There are constructed fractional analogs of Perelman's functionals and derived the corresponding fractional evolution …

2010-04-05abs ↗pdf ↗

Modeling financial markets with memory using fractional calculus and Brownian motion.

problem Capturing memory effects in financial markets using stochastic models.
method Fractional Langevin equation with colored noise generated by fractional Brownian motion.
result Anomalous marginal glass phase observed in some regions of the system.

In this paper we established the condition for a curve to satisfy stochas- tic fractional HP (Hamilton-Pontryagin) equations. These equations are described using It^o integral. We have also considered the case of stochastic fractional Hamiltonian equa- tions, for a hyperregular Lagrange function. From the stochastic fr…

2009-06-24abs ↗pdf ↗

Extends fractional LpL^p uncertainty principles with extremizers and stability results.

problem Investigating uncertainty principles in fractional LpL^p settings.
method Analyzing the fractional Schrödinger equation to find extremal functions and sharp constants.
result Proves stability of extremizers for fractional uncertainty inequalities.

Approximates derivative pricing under fractional stochastic volatility.

problem Derivative pricing under fractional stochastic volatility model.
method Approximate expression derived from deterministic functions and fractional Ornstein-Uhlenbeck process.
result Numerical simulations show the feasibility and effect of long-range dependencies on derivative prices.

New method uses fractional posteriors for semiparametric inference with improved uncertainty quantification.

problem Semiparametric inference with nonparametric priors and fractional posteriors.
method Established a general Bernstein--von Mises theorem for fractional posterior distributions, proposed shifted-and-rescaled credible sets.
result Fractional posterior credible sets provide reliable uncertainty quantification but have inflated size; shifted-and-rescaled set is an efficient confidence set.

In this paper we introduce a link between geometry of ordinary continued fractions and trajectories of points that moves according to the second Kepler law. We expand geometric interpretation of ordinary continued fractions to the case of continued fractions with arbitrary elements.

2009-11-14abs ↗pdf ↗

New linear models improve time series classification efficiency and interpretability.

problem Complex and inefficient classifiers limit interpretability and applicability to variable-length time series.
method Symbolic representations, multi-resolution, multi-domain, linear models.
result mtSS-SEQL+LR achieves similar accuracy to state-of-the-art methods but with lower time and memory usage.

New model uses generalized fractional Brownian motion for stock price prediction.

problem Traditional models fail to accurately predict stock price fluctuations.
method Introduces generalized fractional Brownian motion as a new stochastic process for price modeling.
result Validates the new model for option pricing and risk assessment.

New framework for ranking distributions using variable fractional parameters.

problem Ordering distributions with varying steepness and local non-concavities.
method Introducing a function γ:Ro[0,1]\boldsymbolγ: \mathbb{R} o [0,1] to replace the fixed parameter in fractional SD.
result Enables ranking of a broader range of distributions and incorporates dynamic greediness.