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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.

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12243547 · May 202619922001200920172026
48 results for genuine signatures

The area of Handwritten Signature Verification has been broadly researched in the last decades, but remains an open research problem. The objective of signature verification systems is to discriminate if a given signature is genuine (produced by the claimed individual), or a forgery (produced by an impostor). This has …

2015-07-28abs ↗pdf ↗

Offline Signature Verification (OSV) remains a challenging pattern recognition task, especially in the presence of skilled forgeries that are not available during the training. This challenge is aggravated when there are small labeled training data available but with large intra-personal variations. In this study, we a…

2019-02-28abs ↗pdf ↗

Study identifies numerical signs of blow-up in hydrodynamic equations.

problem Determining if numerical results of blow-up are genuine or artifacts.
method Geometrically consistent spatiotemporal discretization of complexified Euler equations.
result Identification of a signature based on supremum norm growth rates of vorticity.

We show that if a closed atoroidal 3-manifold M contains a genuine lamination, then it is group negatively curved in the sense of Gromov. Specifically, we exploit the structure of the non-product complementary regions of the genuine lamination and then apply the first author's Ubiquity Theorem to show that M satisfies …

1998-05-11abs ↗pdf ↗

We extend to the conformal realm the concept of genuine deformations of submanifolds, introduced by Dajczer and the first author for the isometric case. Analogously to that case, we call a conformal deformation of a submanifold MnM^n genuine if no open subset of MnM^n can be included as a submanifold of a higher dimens…

2008-06-03abs ↗pdf ↗

We classify hypersurfaces of rank two of Euclidean space Rn+1\R^{n+1} that admit genuine isometric deformations in Rn+2\R^{n+2}. That an isometric immersion f^ ⁣:MnRn+2\hat f\colon\,M^n\to\R^{n+2} is a genuine isometric deformation of a hypersurface f ⁣:MnRn+1f\colon\, M^n\to\R^{n+1} means that f^\hat f is nowhere a composition $\hat f=\ha…

2010-10-14abs ↗pdf ↗

We extend the concept of genuine rigidity of submanifolds by allowing mild singularities, mainly to obtain new global rigidity results and unify the known ones. As one of the consequences, we simultaneously extend and unify Sacksteder and Dajczer-Gromoll theorems by showing that any compact nn-dimensional submanifold …

2018-03-16abs ↗pdf ↗

Develops methods to construct harmonic and wave maps into variable-curvature surfaces.

problem Limited explicit constructions for harmonic and wave maps in variable-curvature settings.
method Reduction framework for pseudo-Riemannian surfaces, geometric ansatz, first-order ODEs.
result Constructs explicit harmonic and wave maps into ellipsoids, hyperboloids, and Schwarzschild exterior.

The study uses Random Matrix Theory to identify structural changes in stock markets during shocks.

problem Understanding structural changes in stock markets during exogenous shocks.
method Random Matrix Theory and complexity gap analysis.
result The complexity gap collapses during shocks, indicating strong synchronization, and widens before shocks, signaling a rich structure.

In this paper we classify Euclidean hypersurfaces f ⁣:MnRn+1f\colon M^n \rightarrow \mathbb{R}^{n+1} with a principal curvature of multiplicity n2n-2 that admit a genuine conformal deformation f~ ⁣:MnRn+2\tilde{f}\colon M^n \rightarrow \mathbb{R}^{n+2}. That f~ ⁣:MnRn+2\tilde{f}\colon M^n \rightarrow \mathbb{R}^{n+2} is a genuine conformal defo…

2018-05-17abs ↗pdf ↗

We construct a pair of transverse genuine laminations on an atoroidal 3-manifold admitting transversely orientable uniform 1-cochain. The laminations are induced by the uniform 1-cochain and they are indeed the "straightening" of the coarse laminations defined in [Ca], by using minimal surface techniques. Moreover, whe…

2003-04-07abs ↗pdf ↗

Study on infinitesimal bendings of submanifolds in high codimension.

problem Understanding infinitesimal bendings of submanifolds in high codimension.
method Analyzing the conditions for genuine infinitesimal bendings and describing the situation for compact submanifolds.
result A strong necessary condition for infinitesimal bendings is the submanifold being ruled, and a lower bound for the dimension of the rulings is provided.

The paper revisits expected signatures in semimartingale models, providing new formulae and simplifying complexity.

problem Computing expected signatures in semimartingale models.
method Revisits and provides new formulae for computing expected signatures in a general semimartingale setting.
result Log-transform of expected signatures simplifies complexity, leading to signature cumulants.

A well-known property of the signature of closed oriented 4n-dimensional manifolds is Novikov additivity, which states that if a manifold is split into two manifolds with boundary along an oriented smooth hypersurface, then the signature of the original manifold equals the sum of the signatures of the resulting manifol…

2009-11-19abs ↗pdf ↗

New findings on mesh group-planes validate Signature-inverse Theorem under specific conditions.

problem Invalidity of existing inverse theorems for mesh group-planes.
method Classification of three and five point meshes, analysis of joint invariant signatures.
result Valid conditions for the Signature-inverse Theorem in mesh group-planes.

Introduces flat discrete signatures for financial data analysis.

problem Representing financial data for machine learning without continuous transformation.
method Introduced flat discrete signatures and discrete signatures, generalizing flat discrete signatures.
result Flat discrete signatures can represent quadratic variation relevant in finance.

This is a sequel to the paper "The signature package on Witt spaces, I. Index classes" by the same authors. In the first part we investigated, via a parametrix construction, the regularity properties of the signature operator on a stratified Witt pseudomanifold, proving, in particular, that one can define a K-homology …

2009-11-04abs ↗pdf ↗

The paper examines the consistency of Lasso regression applied to signature analysis of time series data.

problem Consistency of Lasso regression in signature analysis of time series data.
method The paper studies the consistency of Lasso regression applied to signature analysis of time series data, both theoretically and numerically.
result The Lasso regression is consistent both asymptotically and in finite sample for certain types of time series and processes.

Study signatures of torus links and their cores using Neumann's equivariant signatures and Hirzebruch's formula.

problem Computing signatures of torus links and their cores.
method Use Neumann's equivariant signatures and rewrite Hirzebruch's formula for torus links (without cores) in terms of integral points in a parallelogram.
result Rewritten Hirzebruch's formula for torus links with cores using integral points in a parallelogram.

This paper extends the C*-signature to non-Witt spaces using noncommutative geometric methods.

problem Extending the signature to non-Witt spaces with noncommutative geometric methods.
method Noncommutative geometric methods, combinatorial framework, and comparison with analytical signature.
result Constructing the C*-signature on non-Witt spaces.

Paper generalizes path signature using fractional calculus for improved machine learning.

problem Improving path signature for machine learning applications.
method Introduces two new signatures inspired by fractional calculus and machine learning considerations.
result Significant accuracy improvements in handwritten digit recognition.

We present a novel method for extracting cancer signatures by applying statistical risk models (http://ssrn.com/abstract=2732453) from quantitative finance to cancer genome data. Using 1389 whole genome sequenced samples from 14 cancers, we identify an "overall" mode of somatic mutational noise. We give a prescription …

2016-04-29abs ↗pdf ↗

Paper introduces branched signature model for efficient computation and data-driven applications.

problem Efficient computation and data-driven modeling of branched rough paths.
method Develops a universal approximation theorem and constructs an extension map to realize branched signatures.
result Explicit construction of branched signatures via an extension map for efficient computation.

Path signatures improve hedging of exotic derivatives in non-Markovian models.

problem Hedging exotic derivatives under non-Markovian stochastic volatility models.
method Investigates path signatures in deep and shallow learning contexts, comparing neural networks and regression approaches.
result Path signatures outperform LSTM in most cases and yield more accurate results in hedging.