We introduce and study a construction of higher derived brackets generated by a (not necessarily inner) derivation of a Lie superalgebra. Higher derived brackets generated by an element of a Lie superalgebra were introduced in our earlier work. Examples of higher derived brackets naturally appear in geometry and mathem…
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.
168,695 papers · 148 categories
Trend · papers per month
48 results for “generalized derivations”
Study on generalized derivations in polynomial vector fields Lie algebras.
problem Understanding generalized derivations in specific Lie sub-algebras of polynomial vector fields.
method Analysis of Lie sub-algebras containing constant and Euler vector fields, under specified conditions.
result Characterization of generalized derivations in the studied Lie sub-algebras.
We calculate the higher derivatives of length functions on Teichmuller space along earthquake deformations. This generalizes the cosine formula for the first derivative by Kerckhoff and Wolpert and the sine formula for second derivative by Wolpert.
New samplers reduce NFEs for diffusion models.
problem High NFEs in diffusion models.
method Quasi-Taylor samplers based on ideal derivatives.
result Reduced NFEs for image synthesis.
The (parallel linear) transports in tensor spaces generated by derivations of the tensor algebra along paths are axiomatically described. Certain their properties are investigated. Transports along paths defined by derivations of the tensor algebra over a differentiable manifold are considered.
Generative model uses DDPMs for risk-neutral derivative pricing.
problem Derivative pricing using arbitrage-free models.
method Developed a framework using DDPMs to generate risk-neutral asset price dynamics.
result Empirically validated the method for both European and path-dependent derivatives.
Derives spacetime regularity under specific curvature conditions.
problem Ensuring smoothness in spacetime models with given curvature constraints.
method General regularity estimate for 4-d spacetimes, using Ricci curvature and Lie derivatives.
result Establishes conditions for smoothness in spacetime models.
Generic model for commodity derivatives pricing.
problem Modeling forward curves in commodity derivatives.
method Theoretical demonstration of multiple components driving commodity prices; empirical validation.
result Model accurately prices commodity derivatives, close to market prices.
Lie-Nijenhuis bialgebroidsmath.SG
Introduces Lie-Nijenhuis bialgebroids for Poisson-Nijenhuis groupoids.
problem Describing Poisson-Nijenhuis groupoids infinitesimally.
method Develops a theory of generalized derivations and their duality.
result Lie-Nijenhuis bialgebroids provide a complete infinitesimal description of Poisson-Nijenhuis groupoids.
Researchers redefine spinor field derivatives in generalized geometry.
problem Defining a natural Lie derivative for spinor fields.
method Revisit Kosmann and Bourguignon-Gauduchon constructions in generalized geometry.
result Developed a theory of generalized Lie derivative for spinor fields.
Real-world large-scale datasets usually contain noisy labels and are imbalanced. Therefore, we propose derivative manipulation (DM), a novel and general example weighting approach for training robust deep models under these adverse conditions. DM has two main merits. First, loss function and example weighting are commo…
PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM)q-fin.PR
Derives PDEs for pricing RFR derivatives under a new FMM model.
problem Valuation of interest rate derivatives under a new FMM model.
method Develops PDEs and finite differences methods for numerical solution.
result First use of PDE methods for RFR derivatives valuation.
Study connects derivations and holonomy symmetries in heterotic geometries.
problem Understanding the algebra of derivations and holonomy symmetries in heterotic geometries.
method Analyzing the superalgebra of derivations and exploring the relation to holonomy symmetries in sigma models.
result Proposed Lie bracket on the space of fundamental forms and derivation algebras for heterotic geometries.
Proves a generalized vanishing theorem for quasi-smooth stacks, with applications in K-theory and birational geometry.
problem Vanishing theorems for quasi-coherent sheaves on derived blow-ups of quasi-smooth stacks.
method Derived blow-ups, intrinsic blow-up theory, Kiem-Li-Savvas blow-up theory, virtual localization theorem, desingularization theorem, resolution of diagonal.
result Generalized vanishing theorem for quasi-coherent sheaves on derived blow-ups of quasi-smooth stacks.
Reductive G-structures on a principal bundle Q are considered. It is shown that these structures, i.e. reductive G-subbundles P of Q, admit a canonical decomposition of the pull-back vector bundle over P. For classical G-structures, i.e. reductive G-subbundles of the linear frame bundle, suc…
The paper shows objective derivatives are covariant derivatives on Riemannian metrics.
problem The definition and interpretation of objective derivatives in continuum mechanics.
method Demonstrates that objective derivatives correspond to covariant derivatives on the manifold of Riemannian metrics.
result Objective derivatives are unified as covariant derivatives on the manifold of Riemannian metrics.
Efficiently approximates higher-order derivatives for generative models.
problem Expensive computation of higher-order derivatives in generative models.
method Rewrite SM objective in terms of directional derivatives and use finite difference for efficient approximation.
result Comparable results to gradient-based methods but significantly more computationally efficient.
Homotopy equivalence between formalities with different covariant derivatives.
problem Formality of Dolgushev depends on covariant derivative choice.
method Proved homotopy equivalence of -morphisms twisted by gauge equivalent elements.
result Globalized formalities with different covariant derivatives are homotopic.
Local fractional derivatives affect Riemann curvature tensor to zero.
problem Investigating how local fractional derivatives influence the Riemann curvature tensor.
method Introduced a general local fractional derivative operator and defined a specific Riemannian metric tensor field.
result The Riemann curvature tensor of the new metric is identically zero, indicating local isometry to Euclidean space.
PAC-Bayesian bounds for stochastic LTI systems derived.
problem Error bounds for stochastic LTI systems.
method PAC-Bayesian theory applied to autonomous stochastic LTI models.
result Error bounds for stochastic LTI systems derived.
Derives a formula for the k-th covariant derivative of tensor fields.
problem Finding a formula for the k-th covariant derivative of tensor fields.
method Introducing symbols P and Q depending on Christoffel symbols, deriving a formula (3.1).
result Derives a formula for the k-th covariant derivative of tensor fields.
We consider a generalized Ricci flow with a given (not necessarily closed) three-form and establish the higher derivatives estimates for compact manifolds. As an application, we prove the compactness theorem for this generalized Ricci flow. The similar results still hold for a more generalized Ricci flow.
We use the Nash embedding theorem to construct generators for the space of algebraic covariant derivative curvature tensors.
A generalization of the classical Leibniz rule for the covariant derivative on a vector bundle is obtained.
In this short note we present local derivative estimates for heat equations on Riemannian manifolds following the line of W.-X. Shi. As an application we generalize a second derivative estimate of R. Hamilton for heat equations on compact manifolds to noncompact case.
This paper is concerned with the study of insurance related derivatives on financial markets that are based on non-tradable underlyings, but are correlated with tradable assets. We calculate exponential utility-based indifference prices, and corresponding derivative hedges. We use the fact that they can be represented …
Constructs covariant derivatives for Ehresmann connections.
problem Developing a method for covariant derivatives in fibre bundles.
method Introducing a vertical endomorphism to construct covariant derivatives on vertical and horizontal distributions.
result Covariant derivatives can be constructed separately on vertical and horizontal distributions and then glued together.
Starting from the general concept of a Lie derivative of an arbitrary differentiable map, we develop a systematic theory of Lie differentiation in the framework of reductive G-structures P on a principal bundle Q. It is shown that these structures admit a canonical decomposition of the pull-back vector bundle i_P^*(TQ)…
Arora, Barak, Brunnermeier, and Ge showed that taking computational complexity into account, a dishonest seller could strategically place lemons in financial derivatives to make them substantially less valuable to buyers. We show that if the seller is required to construct derivatives of a certain form, then this pheno…
AD-HOC simplifies high-order derivative calculations in C++.
problem Efficiently computing high-order derivatives in C++.
method A C++ package that calculates derivatives of arbitrary order without code generation.
result Derivatives of arbitrary order computed in a single pass.
Generalizes neural network approximation to infinite-dimensional manifolds and derivatives.
problem Approximating differentiable maps on infinite-dimensional manifolds.
method Proves a weighted Nachbin theorem to establish universal approximation for differentiable maps, including derivatives.
result Linear functions of the signature can approximate path space functionals including their derivatives.
In this paper, we present a new method for calculating the limit of early exercise boundary at expiry. We price American style of general derivative using a formula expressed as a sum of the value of European style of derivative and so called American premium. We use the latter expression to calculate an analytic formu…
Study projective derivative cocycles for circle diffeomorphisms.
problem Understanding reducibility and almost reducibility in circle diffeomorphisms.
method Computing precise expressions for projective derivative cocycles and extending to 3-torus.
result Generalization of results to diagonal action on 3-torus.
Study of generalized vector bundles and their geometric tools.
problem Extension of differential geometric tools to infinite dimensional vector bundles.
method Analysis of automorphisms, frame bundle, connection 1-forms, and covariant derivatives in diffeological vector pseudo-bundles.
result Non-isomorphism between connection 1-forms and covariant derivatives in infinite dimensional cases.
We show that, locally, all geometric objects of Generalized Kahler Geometry can be derived from a function K, the "generalized Kahler potential''. The metric g and two-form B are determined as nonlinear functions of second derivatives of K. These nonlinearities are shown to arise via a quotient construction from an aux…
We estimate Radon-Nikodym derivatives using regularization in reproducing kernel Hilbert spaces.
problem Estimating Radon-Nikodym derivatives in various applications.
method General regularization scheme in reproducing kernel Hilbert spaces.
result High order accuracy in reconstructing Radon-Nikodym derivatives at any point.
How to account for virtual arbitrage in the standard derivative pricingcond-mat.stat-mech
In this short note we show how virtual arbitrage opportunities can be modelled and included in the standard derivative pricing without changing the general framework.
New framework for higher-order singular-value derivatives of rectangular matrices.
problem Challenging to derive higher-order Fréchet derivatives of singular values in real rectangular matrices.
method Using Kato's analytic perturbation theory for self-adjoint operators and embedding rectangular matrices into block self-adjoint operators.
result Closed-form expressions for the -th order spectral variations of singular values.
For a nonconstant holomorphic map between projective Riemann surfaces with conformal metrics, we consider invariant Schwarzian derivatives and projective Schwarzian derivatives of general virtual order. We show that these two quantities are related by the "Schwarzian derivative" of the metrics of the surfaces (at least…
In classic papers, Zellner demonstrated that Bayesian inference could be derived as the solution to an information theoretic functional. Below we derive a generalized form of this functional as a variational lower bound of a predictive information bottleneck objective. This generalized functional encompasses most moder…
In this note we provide detailed derivations of two versions of small-variance asymptotics for hierarchical Dirichlet process (HDP) mixture models and the HDP hidden Markov model (HDP-HMM, a.k.a. the infinite HMM). We include derivations for the probabilities of certain CRP and CRF partitions, which are of more general…
Kernel methods' derivatives make complex models more interpretable.
problem Interpreting complex kernel models.
method Deriving kernel functions' derivatives and applying them to various kernel methods.
result Derivatives of kernel functions can be computed and applied to improve model interpretation.
We obtain a complete time expansion of the pull-back operator generated by a real analytic flow of real analytic automorphisms acting on analytic tensor sections of a manifold. Our expansion is given in terms of multiple Lie derivatives. Motivated by this expansion, we provide a rather simple and explicit estimate for …
We consider the geodesic equation for the generalized Kahler potential with only mixed second derivatives bounded. We show that given such two generalized Kahler potentials, there is a unique geodesic segment such that for each point on the geodesic, the generalized Kahler potential has uniformly bounded mixed second d…
A Bornological Perspective on the Representability of Derived Moduli Stacks of Solutions to PDEsmath.AG
New theory proves representability of PDE solutions without complex machinery.
problem Proving representability of PDE solutions using traditional methods is difficult.
method Developed a new model of derived differential geometry using -bornological rings.
result Representability of derived moduli stacks of PDE solutions naturally follows from an Artin-Lurie style theorem.
A Path Integral Approach for Time-Dependent Hamiltonians with Applications to Derivatives Pricingq-fin.CP
Improved path integral method for financial derivatives pricing.
problem Analytical intractability of financial derivative pricing models.
method Generalized semi-classical path integral approach to time-dependent Hamiltonians.
result Accuracy and computational efficiency of the path integral approach for derivatives pricing.
Deep learning method for fair derivative pricing.
problem Fair pricing of financial derivatives with hedging.
method Deep reinforcement learning, modified equal risk pricing framework.
result Derivative prices are arbitrage-free and more tractable.
We derive general Novikov-Morse type inequalities in a Conley type framework for flows carrying cocycles, therefore generalizing our results in [FJ2] derived for integral cocycle. The condition of carrying a cocycle expresses the nontriviality of integrals of that cocycle on flow lines. Gradient-like flows are distingu…