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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.

168,742 papers · 148 categories

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173346519692 · May 202619922001200920172026
48 results for framework theory

The paper analyzes frameworks for integrating sustainability into investment decisions.

problem Understanding how ESG factors influence investment choices.
method Examined and analyzed various theoretical frameworks including Behavioral Finance, Modern Portfolio, and Risk Management.
result Investors increasingly integrate ESG factors to optimize financial outcomes and societal goals.

Develops a framework for 1D geometric field theories and proves they are equivalent to vector bundles.

problem Classifying 1D geometric field theories.
method Formalizes geometric functorial field theories with geometric structures and smooth variations.
result 1D field theories are equivalent to vector bundles with connection and bilinear pairing.

Survey of three geometric frameworks for action-dependent field theories.

problem Understanding action-dependent field theories through geometric structures.
method Introduction and analysis of three geometric frameworks: k-contact, k-cocontact, and multicontact.
result Analysis of relationships among these geometric structures and comparison with other definitions.

New geometric framework for non-conservative field theories with time-dependent terms.

problem Describing non-conservative field theories with explicit space-time dependence.
method Combining k-cosymplectic and k-contact formulations to develop Hamiltonian and Lagrangian formalisms.
result Illustrated with the nonlinear damped wave equation, demonstrating the new formalism's applicability.

Paper introduces Floer theory for field theories, proving periodic solutions for particle-field systems.

problem Defining Hamiltonian Floer theory for covariant field theories, especially those with degenerate action functionals.
method Regularization procedure to handle degeneracy, leading to Floer curves that converge to periodic solutions.
result Existence of Floer curves and space-time periodic solutions for coupled particle-field systems.

Unified approach to totally ramified values in various surface theories.

problem Totally ramified values in value distribution theory, normal family theory, and Gauss maps of surfaces.
method Bloch--Ros principle applied to various surface theories.
result Unified approach to phenomena concerning totally ramified values.

New framework connects two neural network theories, improving finite-width approximations.

problem Theoretical guarantees for neural network training in general cases.
method Developed a general framework linking mean-field and constant kernel theories.
result Discrete-time MF limit provides better approximation for finite-width nets.

Unified framework for Morita invariant cohomology of Lie groupoids.

problem Proving Morita invariance of cohomology theories for Lie groupoids.
method Viewing cohomology as sheaves of modules on the nerve of the groupoid and establishing criteria for Morita invariance.
result Established criteria for Morita invariant cohomology theories.

Develops a statistical framework for coherent risk estimation.

problem Constructing coherent risk estimators with sound financial and statistical properties.
method Inspired by axiomatic risk measure theory, defines coherent risk estimators through robust representations linked to LL-estimators.
result Demonstrates that coherence of a risk measure does not necessarily carry over to its estimators and shows alternative weight structures can lead to different outcomes.

Unified framework for feature-based explanations using ANOVA and game theory.

problem Differences between feature-based explanations methods limit their applicability.
method Introduces a unified framework combining fANOVA and cooperative game theory.
result Uncovered similarities and differences between various explanation techniques.

We develop a new geometric framework suitable for dealing with Hamiltonian field theories with dissipation. To this end we define the notions of kk-contact structure and kk-contact Hamiltonian system. This is a generalization of both the contact Hamiltonian systems in mechanics and the kk-symplectic Hamiltonian syst…

2019-05-17abs ↗pdf ↗

Complex network theory has been applied to solving practical problems from different domains. In this paper, we present a general framework for complex network applications. The keys of a successful application are a thorough understanding of the real system and a correct mapping of complex network theory to practical …

2015-07-21abs ↗pdf ↗

New framework using Jensen-Shannon divergence improves domain adaptation theory.

problem Incoherence between empirical domain adversarial training and theoretical H\mathcal{H}-divergence.
method Established new theoretical framework based on Jensen-Shannon divergence, derived bi-directional upper bounds.
result Framework exhibits flexibilities for various transfer learning problems.

In this short note we show how Dubrovin's integrable hierarchies, defined using the Gromov-Witten theory of a closed symplectic manifold, generalizes to Hamiltonian Floer theory. In particular, we show how the required generalization of the PSS isomorphism, relating Gromov-Witten theory and Hamiltonian Floer theory, ca…

2012-06-07abs ↗pdf ↗

Jets of mappings introduced by Ehresmann are still the most useful objects for formulating geometric frameworks of physical theories. We are proposing modifications designed to make jet theory less dependent on local coordinates. Extensions of the theory with applications to the calculus of variations and mechanics are…

2006-12-20abs ↗pdf ↗

Introduces a new geometric framework for non-perturbative BV-theory.

problem Non-perturbative generalization of BV-theory in infinite-dimensional spaces.
method Derived differential geometry and homotopical algebraic geometry.
result Concrete model of derived smooth stacks for encoding non-perturbative BV-theory.

We consider the "partial information decomposition" (PID) problem, which aims to decompose the information that a set of source random variables provide about a target random variable into separate redundant, synergistic, union, and unique components. In the first part of this paper, we propose a general framework for …

2019-08-23abs ↗pdf ↗

Novel CMG framework improves financial sentiment forecasting.

problem Challenges in short-term sentiment forecasting of financial OHLC data.
method Integrates chaos theory, Markov chains, and Gaussian processes with transformer models.
result Consistently outperforms traditional models in accuracy and efficiency.

New framework ensures valid uncertainty estimates for any data stream changes.

problem Challenges of distribution shifts and adversarial actors in real-world data streams.
method Leveraging Blackwell approachability from game theory, the framework guarantees calibrated uncertainties for any compact space.
result Improves calibration and decision-making for energy systems.

Extends Lie bialgebroids for string and M theories with new calculus framework.

problem Formalize calculus on algebroids for string and M theories.
method Reinterpret matched pairs of Leibniz algebroids, examine algebroid axioms, construct double on direct sum.
result Construct Drinfel'd double of Lie bialgebroids for general algebroids.

Theoretical framework for data augmentation in finance improves portfolio construction.

problem Improving portfolio construction in speculative markets.
method Developed a theoretical framework for data augmentation and regularization in deep learning for finance.
result A simple noise injection algorithm improves portfolio construction over no noise.

Paper explores rough path theory for frictionless markets, linking NCFL to unbiased rough integrators.

problem Tackles the limits of rough path theory in frictionless markets.
method Investigates the capacity of rough path theory to support No Free Lunch markets.
result Establishes a 'Rough Kreps-Yan' theorem linking NCFL to unbiased rough integrators.

A framework for analyzing regularizers to ensure trustworthy theory-driven model estimation.

problem Uncertain choice of regularizers can compromise the interpretability of deep grey-box models.
method Adapting neural net architecture and training objective to analyze regularizer behavior empirically.
result Empirical analysis of regularizers helps in making a justified choice for trustworthy theory-driven model estimation.

Mathematical framework to understand neural network vulnerability.

problem Understanding and quantifying adversarial vulnerability in neural networks.
method Develops a geometric framework using Ricci curvature to measure decision boundaries and adversarial perturbations.
result Establishes a new theory linking adversarial attacks to Ricci curvature of decision boundaries.

New framework learns interaction rules from animal trajectories.

problem Challenges in extracting interaction rules from animal movement data.
method Augmented behavioral models with neural networks and theory-guided regularization.
result Improved performance over baselines and novel biological insights.

This paper presents relevant modern mathematical formulations for (classical) gauge field theories, namely, ordinary differential geometry, noncommutative geometry, and transitive Lie algebroids. They provide rigorous frameworks to describe Yang-Mills-Higgs theories or gravitation theories, and each of them improves th…

2014-04-17abs ↗pdf ↗

We provide a unified framework for proving Reidemeister-invariance and functoriality for a wide range of link homology theories. These include Lee homology, Heegaard Floer homology of branched double covers, singular instanton homology, and \Szabo's geometric link homology theory. We follow Baldwin, Hedden, and Lobb (a…

2017-12-22abs ↗pdf ↗

Paper presents a Bayesian-decision-theory framework for long-tailed classification.

problem Heavy imbalance and asymmetric misprediction costs in long-tailed datasets.
method Bayesian-decision-theory perspective, unifying re-balancing and ensemble methods.
result Improves accuracy for all classes, especially tails, with provably optimal decisions.

At the heart of technology transitions lie complex processes of social and industrial dynamics. The quantitative study of sustainability transitions requires modelling work, which necessitates a theory of technology substitution. Many, if not most, contemporary modelling approaches for future technology pathways overlo…

2013-04-12abs ↗pdf ↗

We present a simple theoretical framework, and corresponding practical procedures, for comparing probabilistic models on real data in a traditional machine learning setting. This framework is based on the theory of proper scoring rules, but requires only basic algebra and probability theory to understand and verify. Th…

2015-02-11abs ↗pdf ↗

Geometrically classifies maps from R^0|2 to any manifold, unifying theories.

problem Classifying maps from R^0|2 to any manifold without auxiliary structures.
method Relates maps to pullback of decomposable bivector bundle over S via algebraic constraints.
result Reduced manifold has fiber dimension dim(S) + 1, unifying topological and algebraic views.

New model calculates Wilson surfaces in higher gauge theory.

problem Calculating Wilson surfaces in higher gauge theory.
method Derived geometric framework, topological coadjoint orbit model, functional integral framework.
result Strong evidence that model underlies Wilson surfaces partition function.