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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.

169,341 papers · 148 categories

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110220329439 · Jun 202019922001200920182026
48 results for fundamental system

We find the complete set of fundamental invariants for systems of ordinary differential equations of order 4\ge 4 under the group of point transformations generalizing similar results for contact invariants of a single ODE and point invariants of systems of the second and the third order. It turns out that starting fr…

2013-12-02abs ↗pdf ↗

Study shows algebraic dimension of certain twistor spaces is limited to 1 or 0.

problem Limiting the algebraic dimension of twistor spaces over n#CP^2.
method Analyzing the fundamental system as a pencil and proving constraints on algebraic dimension.
result Twistor spaces over n#CP^2 with algebraic dimension 2 have either empty or single fundamental system.

We briefly recall a fundamental exterior differential system introduced by the author and then apply it to the case of three dimensions. Here we find new global tensors and intrinsic invariants of oriented Riemaniann 3-manifolds. The system leads to a remarkable Weingarten type equation for surfaces on hyperbolic 3-spa…

2015-04-17abs ↗pdf ↗

We discover a fundamental exterior differential system of Riemannian geometry; indeed, an intrinsic and invariant global system of differential forms of degree nn associated to any given oriented Riemannian manifold MM of dimension n+1n+1. The framework is that of the tangent sphere bundle of MM. We generalise to a R…

2011-12-14abs ↗pdf ↗

The abstract proves optimal regularity for Pfaffian systems and applies it to surface theory.

problem Optimal regularity for Pfaffian systems and surface theory.
method Proving non-trivial solutions in Wloc1,2W^{1,2}_\mathrm{loc} for Pfaffian systems with antisymmetric coefficients and showing the fundamental theorem of surface theory holds for specific forms.
result The fundamental theorem of surface theory holds for prescribed forms in Wloc1,2W^{1,2}_\mathrm{loc} and Lloc2L^2_\mathrm{loc}, satisfying a compatibility condition.

This part 2 discusses virtual fundamental chain and cycle technique for K-systems.

problem Foundation of virtual fundamental chain and cycle technique for K-systems.
method Consider a system of spaces with Kuranishi structures and their simultaneous perturbations.
result Discuss the virtual fundamental chain and cycle technique for K-systems.

Study shows finiteness of magnetic hypersurfaces on closed manifolds.

problem Understanding the finiteness of magnetic hypersurfaces on closed manifolds.
method Introduced a dynamical version of the second fundamental form to generalize a previous result.
result Real-analytic negatively ss-curved magnetic systems on closed real-analytic manifolds have only finitely many closed totally ss-magnetic hypersurfaces.

The paper uses information theory to find limits of feedback control systems.

problem Fundamental performance limitations of feedback control systems.
method Utilizes information theory to derive Lp\mathcal{L}_p bounds on control error.
result Bounds are characterized by the conditional entropy of the disturbance.

Proves conjecture on deformation invariance of big fundamental groups.

problem Stability of big fundamental groups under small deformations.
method Deformation regularity of equivariant pluriharmonic maps and techniques from Shafarevich conjectures.
result Deformation openness of big fundamental groups for varieties with big complex local systems.

Estimates interaction laws from agent trajectories without assuming their form.

problem Inferring interaction laws from observational data in complex systems.
method Non-parametric statistical learning approach from trajectory data.
result Effectiveness demonstrated in various disciplines, including physics, opinion dynamics, and biology.

Research develops a DSS for stock selection and asset allocation using fundamental data.

problem Complex financial markets and limited use of fundamental data analysis.
method Data gathering, cleaning, and modeling of fundamental data; integration with macroeconomic conditions.
result Enhanced predictive model for mid- to long-term stock returns.

New cohomology theory shows compact Lie group actions are Morita invariant.

problem Establishing Morita invariance for cohomology of compact Lie group actions.
method Using bibundles to transfer coefficient systems between Morita equivalent groupoids.
result Twisted Bredon-Illman cohomology is Morita invariant for compact Lie group actions.

All DeFi markets are essentially CFMMs with increasing invariants.

problem Ensuring DeFi markets are free of arbitrage opportunities.
method Formalizing DeFi markets as CFMMs and proving the existence of increasing invariants.
result A DeFi market is arbitrage-free if and only if it has an increasing invariant.

One can formulate the classical Kepler problem on the Heisenberg group, the simplest sub-Riemannian manifold. We take the sub-Riemannian Hamiltonian as our kinetic energy, and our potential is the fundamental solution to the Heisenberg sub-Laplacian. The resulting dynamical system is known to contain a fundamental inte…

2013-11-23abs ↗pdf ↗

The aim of this paper is to give an explicit formula in order to compute the Maslov index of the fundamental solution of a linear autonomous Hamiltonian system, in terms of the Conley-Zehnder index and the time one flow.

2004-05-09abs ↗pdf ↗

We compute the characteristic Cartan connection associated with a system of third order ODEs. Our connection is different from Tanaka normal one, but still is uniquely associated with the system of third order ODEs. This allows us to find all fundamental invariants of a system of third order ODEs and, in particular, de…

2011-04-05abs ↗pdf ↗

With negative growth in real production in many countries and debt levels which become an increasing burden on developed societies, the calls for a change in economic policy and even the monetary system become louder and increasingly impatient. We research the consequences of a system of credit and debt, that still all…

2011-11-13abs ↗pdf ↗

A novel algorithm estimates frequency in power systems with harmonics using multistage Kalman filtering.

problem Accurate frequency estimation in three-phase power systems with harmonic contamination.
method Two-stage Kalman filtering approach, first stage using quaternion extended Kalman filter, second stage for dynamic frequency estimation.
result Validated through simulations on synthetic and real-world data.

We address a fundamental problem that is systematically encountered when modeling complex systems: the limitedness of the information available. In the case of economic and financial networks, privacy issues severely limit the information that can be accessed and, as a consequence, the possibility of correctly estimati…

2014-11-27abs ↗pdf ↗

This work develops a learning theory for inferring interaction kernels in complex agent systems.

problem Modeling complex interactions in systems of particles or agents.
method Nonparametric regression and approximation theory.
result Strong consistency and optimal convergence rates for estimators of interaction kernels.

We develop a version of the fundamental theorem of asset pricing for discrete-time markets with proportional transaction costs and model uncertainty. A robust notion of no-arbitrage of the second kind is defined and shown to be equivalent to the existence of a collection of strictly consistent price systems.

2014-08-23abs ↗pdf ↗

Hierarchical AI multi-agent framework optimizes equity portfolios in China's A-share market.

problem Optimizing equity portfolios in China's A-share market using AI and multi-agent systems.
method A hierarchical multi-agent design integrating macro, firm-level, and reinforcement learning approaches.
result Consistently outperforms benchmarks and state-of-the-art systems on risk-adjusted returns and drawdown control.

We continue our study of ends non-compact manifolds. The over-arching aim is to provide an appropriate generalization of Siebenmann's famous collaring theorem that applies to manifolds having non-stable fundamental group systems at infinity. In this paper a primary goal is finally achieved; namely, a complete character…

2005-05-24abs ↗pdf ↗

The notion of an open collar is generalized to that of a pseudo-collar. Important properties and examples are discussed. The main result gives conditions which guarantee the existence of a pseudo-collar structure on the end of an open n-manifold (n > 6). This paper may be viewed as a generalization of Siebenmann's famo…

2001-01-04abs ↗pdf ↗

The two main theorems of this paper provide a characterization of hyperbolic affine iterated function systems defined on Rm. Atsushi Kameyama (Distances on Topological Self-Similar Sets, Proceedings of Symposia in Pure Mathematics, Volume 72.1, 2004) asked the following fundamental question: given a topological self-si…

2009-08-10abs ↗pdf ↗

Paper discusses isometric immersion of surfaces with slowly decaying negative Gauss curvature.

problem Isometric immersion of complete surfaces with slowly decaying negative Gauss curvature.
method Gauss-Codazzi system, novel observations on decay properties of Riemann invariants, weighted Riemann invariants, comparison principle.
result Surface has a global smooth isometric immersion in three-dimensional Euclidean space if Gauss curvature decays slowly at infinity.

The paper proves fundamental theorems for timelike surfaces in Minkowski 4-space.

problem Analyzing timelike surfaces without minimal points in Minkowski space.
method Introducing a pseudo-orthonormal frame field and deriving derivative formulas, proving a Bonnet-type theorem.
result Timelike surfaces are uniquely determined by six functions satisfying natural conditions.