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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.

168,695 papers · 148 categories

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4795142189 · May 202619922001200920172026
48 results for geometric postulates

To cure the lack of predictive power of general relativity Geroch proposed to complete the theory with an additional postulate that only "hole-free" spacetimes are permitted. I argue that this postulate is too strong -- it prohibits even the Minkowski space.

2009-03-24abs ↗pdf ↗

Geometric flows help solve the swampland problem by preserving Einstein equations.

problem Addressing the swampland conjecture in string theory.
method Analyzing scalar and metric bubble solutions under Perelman's flow, deriving geometric flow equations, and introducing an additional energy-momentum tensor term.
result A supplementary energy-momentum tensor term precisely reproduces the infinite tower of states with exponentially dropping masses.

LatFormer improves geometric reasoning by incorporating lattice symmetry priors in attention mechanisms.

problem State-of-the-art models struggle with geometric reasoning tasks in the ARC and LARC datasets.
method Introduced LatFormer, a model that uses lattice symmetry priors in attention masks.
result LatFormer requires 2 orders of magnitude fewer data than standard attention mechanisms.

This is a paper about geometry of (iterated) variations. We explain why no sources of divergence are built into the Batalin-Vilkovisky (BV) Laplacian, whence there is no need to postulate any ad hoc conventions such as "δ(0)=0δ(0)=0" and "logδ(0)=0\logδ(0)=0" within BV-approach to quantisation of gauge systems. Remarkably, the ge…

2013-12-04abs ↗pdf ↗

New findings support a new community recovery threshold for Stochastic Block Model with many communities.

problem Recovering communities in Stochastic Block Model with more than sqrt(n) communities.
method Counting specific motifs to achieve polynomial-time community recovery above a new threshold.
result LDP fails below the new threshold, but polynomial-time recovery is possible above it.

Data describing historical growth of income per capita [Gross Domestic Product per capita (GDP/cap)] for the world economic growth and for the growth in Western Europe, Eastern Europe, Asia, former USSR, Africa and Latin America are analysed. They follow closely the linearly-modulated hyperbolic distributions represent…

2016-03-05abs ↗pdf ↗

In this paper we formulate a geometric theory of the mechanics of growing solids. Bulk growth is modeled by a material manifold with an evolving metric. Time dependence of metric represents the evolution of the stress-free (natural) configuration of the body in response to changes in mass density and "shape". We show t…

2009-11-24abs ↗pdf ↗

It has been postulated that a good representation is one that disentangles the underlying explanatory factors of variation. However, it remains an open question what kind of training framework could potentially achieve that. Whereas most previous work focuses on the static setting (e.g., with images), we postulate that…

2017-08-03abs ↗pdf ↗

If MM is a finite volume complete hyperbolic 3-manifold with one cusp and no 2-torsion, the geometric component XMX_M of its $\SL(2,\BC)$-character variety is an affine complex curve, which is smooth at the discrete faithful representation ρ0ρ_0. Porti defined a non-abelian Reidemeister torsion in a neighborhood of $ρ…

2009-08-12abs ↗pdf ↗

A soft presentation of hyperbolic spaces, free of differential apparatus, is offered. Fifth Euclid's postulate in such spaces is overthrown and, among other things, it is proved that spheres (equipped with great-circle distances) and hyperbolic and Euclidean spaces are the only locally compact geodesic (i.e., convex) m…

2018-01-22abs ↗pdf ↗

Mathematical properties of the historical GDP/cap distributions are discussed and explained. These distributions are frequently incorrectly interpreted and the Unified Growth Theory is an outstanding example of such common misconceptions. It is shown here that the fundamental postulates of this theory are contradicted …

2015-09-25abs ↗pdf ↗

The Laplace approximation has been one of the workhorses of Bayesian inference. It often delivers good approximations in practice despite the fact that it does not strictly take into account where the volume of posterior density lies. Variational approaches avoid this issue by explicitly minimising the Kullback-Leibler…

2019-01-15abs ↗pdf ↗

TaylorPODA uses Taylor expansions to improve feature attributions for opaque models.

problem Lack of systematic framework for quantifying feature contributions in opaque models.
method Taylor expansion framework with postulates (precision, federation, zero-discrepancy, adaptation).
result TaylorPODA achieves competitive results and provides principled explanations.

Electronic records contain sequences of events, some of which take place all at once in a single visit, and others that are dispersed over multiple visits, each with a different timestamp. We postulate that fine temporal detail, e.g., whether a series of blood tests are completed at once or in rapid succession should n…

2019-04-27abs ↗pdf ↗

The geometrical structure known as the Tulczyjew triple has proved to be very useful in describing mechanical systems, even those with singular Lagrangians or subject to constraints. Starting from basic concepts of variational calculus, we construct the Tulczyjew triple for first-order Field Theory. The important featu…

2011-09-12abs ↗pdf ↗

The QLBS model is enhanced with a large trader's impact, leading to optimal hedging strategies.

problem Finding an optimal hedging strategy with low transaction costs and fair price convergence.
method Extending the QLBS model, defining a hypothetical limit order book, and using batch-mode reinforcement learning.
result Optimal hedging strategy with lower transaction costs and fair price convergence.

Recent results show that important singularities in General Relativity can be naturally described in terms of finite and invariant canonical geometric objects. Consequently, one can write field equations which are equivalent to Einstein's at non-singular points, but in addition remain well-defined and smooth at singula…

2014-01-24abs ↗pdf ↗

Spectral Independence Criterion helps infer cause-effect relationships in time series.

problem Distinguishing cause from effect in time series data.
method Spectral Independence Criterion (SIC) based on PSD and frequency response.
result SIC provides a robust method for causal inference in time series data.

Gradient filters track moving parameters under noisy data and misspecification.

problem Tracking multidimensional time-varying parameters under noisy observations and model misspecification.
method Gradient-based filters update parameters using the gradient of a postulated objective function, evaluated at either the predicted or updated parameters.
result Novel sufficient conditions for exponential stability of the filtered parameter path, and finite-sample and asymptotic mean squared error bounds.

Innovative extensions to option pricing models using asymmetric Brownian motion and random walk approaches.

problem Capturing empirical phenomena like return skewness, heavy tails, and volatility asymmetry in option pricing models.
method Developing the Geometric Asymmetric Brownian Motion (GABM) within the Bachelier--Black--Scholes--Merton framework.
result Deriving closed-form option pricing formulas and a discrete-time binomial tree algorithm that converges to the GABM limit.

Investment horizon approach has been used to analyze indexes of Polish stock market.Optimal time horizon for each return value is evaluated by fitting appropriate function form of the distribution. Strong asymmetry of gain-loss curves is observed for WIG index, whereas gain and loss curves look similar for WIG20 and fo…

2006-08-22abs ↗pdf ↗

Fuelled by increasing computer power and algorithmic advances, machine learning techniques have become powerful tools for finding patterns in data. Since quantum systems produce counter-intuitive patterns believed not to be efficiently produced by classical systems, it is reasonable to postulate that quantum computers …

2016-11-28abs ↗pdf ↗

One of the fundamental postulates of the Unified Growth Theory is the claimed existence of three distinctly different regimes of economic growth governed by three distinctly different mechanisms of growth. However, Galor also proposed that the timing of these regimes is different for developed countries and for less-de…

2015-12-10abs ↗pdf ↗

Mathematician summarizes protein geometry and mutation effects.

problem Understanding how proteins mutate and their structure-function relationship.
method Mathematical analysis of protein structures and functions, focusing on hydrogen bonds and secondary structure.
result Protein secondary structure regulates mutation by stabilizing or destabilizing regions.

This is the first of two papers where we address and partially confirm a conjecture of Deser and Schwimmer, originally postulated in high energy physics. The objects of study are scalar Riemannian quantities constructed out of the curvature and its covariant derivatives, whose integrals over compact manifolds are invar…

2005-09-23abs ↗pdf ↗

Given MφM_\varphi, a fibered 3-manifold with boundary, we show that the translation distance of the monodromy φ\varphi can be bounded above by the complexity of an essential surface with non-zero slope. Furthermore we prove that the minimal complexity of a surface with non-zero slope in MφnM_{\varphi^n} tends to infini…

2019-02-18abs ↗pdf ↗

This paper uses entropy to derive stock price dynamics and option valuation.

problem Deriving stock price dynamics and option valuation from information constraints.
method Develops an entropic inference framework to derive stochastic processes from information constraints, representing price changes through two channels: continuous and jump.
result The derived dynamics is the Merton jump diffusion, with Geometric Brownian Motion as the no jump limit.

A common approach to metric-affine, local Poincaré, special-relativistic and Galilei spacetime geometry is developed. Starting from an affine composite bundle, we introduce local reference frames and their evolution along worldlines and we study both, absolute and relative simultaneity postulates, giving rise to altern…

2014-07-30abs ↗pdf ↗

This paper deals with two aspects of relativistic cosmologies with closed (compact and boundless) spatial sections. These spacetimes are based on the theory of General Relativity, and admit a foliation into space sections S(t), which are spacelike hypersurfaces satisfying the postulate of the closure of space: each S(t…

2008-12-22abs ↗pdf ↗

Suppose G is a compact Lie group and N is a closed normal subgroup of G acting freely on a smooth manifold X. The Cartan theorem alluded to in the title postulates the existence of a natural isomorphism between the G-equivariant cohomology X and the G/N-equivariant cohomology of X/N. In this note we use J. Kalkman's ex…

2000-05-07abs ↗pdf ↗

The postulate of independence of cause and mechanism (ICM) has recently led to several new causal discovery algorithms. The interpretation of independence and the way it is utilized, however, varies across these methods. Our aim in this paper is to propose a group theoretic framework for ICM to unify and generalize the…

2017-05-05abs ↗pdf ↗

Forecasting technological progress is of great interest to engineers, policy makers, and private investors. Several models have been proposed for predicting technological improvement, but how well do these models perform? An early hypothesis made by Theodore Wright in 1936 is that cost decreases as a power law of cumul…

2012-07-05abs ↗pdf ↗

An agent-based computational economical toy model for the emergence of money from the initial barter trading, inspired by Menger's postulate that money can spontaneously emerge in a commodity exchange economy, is extensively studied. The model considered, while manageable, is significantly complex, however. It is alrea…

2013-12-17abs ↗pdf ↗