Research
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.

168,694 papers · 148 categories

Trend · papers per month

74148221295 · May 202619922001200920172026
48 results for geometric procedure

This is an expanded version of a series of two lectures given at the IMA summer program "Symmetries and Overdetermined Systems of Partial Differential Equations". The main part of the article describes the Riemannian version of the prolongation procedure for certain overdetermined system obtained recently in joint work…

2006-10-06abs ↗pdf ↗

The paper presents an extension of the geometric quantization procedure to integrable, big-isotropic structures. We obtain a generalization of the cohomology integrality condition, we discuss geometric structures on the total space of the corresponding principal circle bundle and we extend the notion of a polarization.

2008-03-06abs ↗pdf ↗

Geometric approach improves motion alignment accuracy and efficiency.

problem Temporal alignment of human motion data for various applications.
method Geometric point of view, principal fiber bundle, reparameterization invariant projection, dynamic programming, keyframe correspondences.
result Temporal alignment procedures are more accurate and computationally efficient.

Using geometric quantization procedure, the quantization of algebra of observables for physical system with Ricci-flat phase space is obtained. In the classical case the appointed physical system is reduced to harmonic oscillator when the one real parameter is vanished.

1999-02-18abs ↗pdf ↗

The paper examines short-term volatilities in equity indexes using a ranking procedure.

problem Understanding short-term behaviors of implied volatility in equity markets.
method Using a ranking procedure to model equity index dynamics, the paper investigates the short-term volatilities of derivatives written on indexes.
result The models reconcile the long memory of volatilities and power law of ATM skews in equity markets.

The renormalized volume of hyperbolic manifolds is a quantity motivated by the AdS/CFT correspondence of string theory and computed via a certain regularization procedure. The main aim of the present paper is to elucidate its geometrical meaning. We use another regularization procedure based on surfaces equidistant to …

2006-07-04abs ↗pdf ↗

The first part of this paper discusses general procedures for finding numerical approximations to distinguished Kahler metrics, such as Calabi-Yau metrics, on complex projective manifolds. These procedures are closely related to ideas from Geometric Invariant Theory, and to the asymptotics of high powers of positive li…

2005-12-28abs ↗pdf ↗

The formulation of Geometric Quantization contains several axioms and assumptions. We show that for real polarizations we can generalize the standard geometric quantization procedure by introducing an arbitrary connection on the polarization bundle. The existence of reducible quantum structures leads to considering the…

2016-07-29abs ↗pdf ↗

We propose a geometric algorithm for topic learning and inference that is built on the convex geometry of topics arising from the Latent Dirichlet Allocation (LDA) model and its nonparametric extensions. To this end we study the optimization of a geometric loss function, which is a surrogate to the LDA's likelihood. Ou…

2016-10-27abs ↗pdf ↗

The recently introduced dropout training criterion for neural networks has been the subject of much attention due to its simplicity and remarkable effectiveness as a regularizer, as well as its interpretation as a training procedure for an exponentially large ensemble of networks that share parameters. In this work we …

2013-12-21abs ↗pdf ↗

Geometric interpretation improves VAE performance and robustness.

problem Improving Variational Autoencoder performance and robustness.
method Introducing a geometric perspective on VAEs, sampling from the Riemannian latent space.
result Improved generation and interpolations with competitive or better performance on benchmark datasets.

To any prime alternating link, we associate a collection of hyperbolic right-angled ideal polyhedra by relating geometric, topological and combinatorial methods to decompose the link complement. The sum of the hyperbolic volumes of these polyhedra is a new geometric link invariant, which we call the right-angled volume…

2019-10-29abs ↗pdf ↗

We study local complexity measures for stochastic convex optimization problems, providing a local minimax theory analogous to that of Hájek and Le Cam for classical statistical problems. We give complementary optimality results, developing fully online methods that adaptively achieve optimal convergence guarantees. Our…

2016-12-16abs ↗pdf ↗

The loss functions of deep neural networks are complex and their geometric properties are not well understood. We show that the optima of these complex loss functions are in fact connected by simple curves over which training and test accuracy are nearly constant. We introduce a training procedure to discover these hig…

2018-02-27abs ↗pdf ↗

We provide a topological procedure to obtain geometric realizations of both classical and `exotic' GG-manifolds, such as spheres, bundles over spheres and Kervaire manifolds. As an application, we apply the process known as Cheeger deformations to produce new metrics of both positive Ricci and almost non-negative curv…

2017-08-24abs ↗pdf ↗

In a previous paper, we have introduced a new unified description of the main equations of the gravitational and of the electromagnetic field, in terms of tidal tensors and connections on the tangent bundle TM of the space-time manifold. In the present work, we relate these equations to variational procedures on the ta…

2011-11-22abs ↗pdf ↗

New method recovers graph latent positions under edge differential privacy.

problem Recovering latent graph information from privatized graphs.
method Applying geometric insights to adjust statistical inference for privatized graphs.
result Achieves consistent recovery of latent positions under local edge differential privacy constraints.

The paper introduces a method to decorrelate circular coordinates using lattice reduction.

problem Geometric correlation between circle-valued maps when multiple cohomology classes are used.
method Systematic procedure using the Lenstra--Lenstra--Lovász algorithm for constructing low energy torus-valued maps.
result A method to obtain less correlated maps from cohomology classes using integer linear combinations.

We present a generalization of the Simultaneous Long-Short (SLS) trading strategy described in recent control literature wherein we allow for different parameters across the short and long sides of the controller; we refer to this new strategy as Generalized SLS (GSLS). Furthermore, we investigate the conditions under …

2018-06-14abs ↗pdf ↗

We prove that twisted correction terms in Heegaard Floer homology provide lower bounds on the Thurston norm of certain cohomology classes determined by the strong concordance class of a 2-component link LL in S3S^3. We then specialise this procedure to knots in S2×S1S^2\times S^1, and obtain a lower bound on their geomet…

2018-06-27abs ↗pdf ↗

We propose a dimensional reduction procedure in the Stolz--Teichner framework of supersymmetric Euclidean field theories (EFTs) that is well-suited in the presence of a finite gauge group or, more generally, for field theories over an orbifold. As an illustration, we give a geometric interpretation of the Chern charact…

2017-03-01abs ↗pdf ↗

This is my Habilitation a Diriger des Recherches (French thing). In this paper I summarize the work I have done to realize the program of Witten called -non abelian localization-. This work deals first with problems of localization in equivariant cohomology. The second part of this paper concerns the Guillemin-Sternber…

2004-01-12abs ↗pdf ↗

As a continuation of previous papers, we study the concept of a Lie algebroid structure on an affine bundle by means of the canonical immersion of the affine bundle into its bidual. We pay particular attention to the prolongation and various lifting procedures, and to the geometrical construction of Lagrangian-type dyn…

2002-03-18abs ↗pdf ↗

A general study of symmetries in optimal control theory is given, starting from the presymplectic description of this kind of system. Then, Noether's theorem, as well as the corresponding reduction procedure (based on the application of the Marsden-Weinstein theorem adapted to the presymplectic case) are stated both in…

2002-06-20abs ↗pdf ↗

The visual systems of many mammals, including humans, is able to integrate the geometric information of visual stimuli and to perform cognitive tasks already at the first stages of the cortical processing. This is thought to be the result of a combination of mechanisms, which include feature extraction at single cell l…

2014-07-02abs ↗pdf ↗

Braid combing is a procedure defined by Emil Artin to solve the word problem in braid groups for the first time. It is well-known to have exponential complexity. In this paper, we use the theory of straight line programs to give a polynomial algorithm which performs braid combing. This procedure can be applied to braid…

2017-12-05abs ↗pdf ↗

Generalised contact structures are studied from the point of view of reduced generalised complex structures, naturally incorporating non-coorientable structures as non-trivial fibering. The infinitesimal symmetries are described in detail, with a geometric description given in terms of gerbes. As an application of the …

2017-08-31abs ↗pdf ↗

The paper studies geometric properties of group equivariant operators and their Riemannian structure.

problem Understanding the geometric structure of group equivariant operators.
method Endowing the space of group equivariant non-expansive operators with a Riemannian manifold structure and using gradient descent methods.
result Gradient descent methods can be applied to minimize cost functions on the space of group equivariant non-expansive operators.