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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.

168,657 papers · 148 categories

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6111722 · May 202619922001200920172026
48 results for ghost orbits

The study counts periodic orbits on smooth manifolds, adding ghost orbits for completeness.

problem Counting periodic orbits of vector fields on smooth closed manifolds.
method Enlarging the space of orbits to include ghost orbits, defining weight functions, and showing constancy under deformation.
result The weight function remains constant as the vector field moves and ΓΓ deforms.

Computational ghost imaging is an imaging technique in which an object is imaged from light collected using a single-pixel detector with no spatial resolution. Recently, ghost cytometry has been proposed for a high-speed cell-classification method that involves ghost imaging and machine learning in flow cytometry. Ghos…

2019-03-14abs ↗pdf ↗

Ghost points affect stability in finite difference schemes for diffusion equations.

problem Impact of ghost points on stability of finite difference schemes.
method Exploration of explicit Euler finite difference scheme with ghost points on diffusion equation.
result Stability of the scheme is affected by ghost points.

In this paper we define and study the "ghost loop orbifold" of an orbifold XX consisting of those loops that remain constant in the coarse moduli space of XX. We construct a configuration space model for the ghost loop orbifold using an idea of G. Segal. From this we exhibit the relation between the Hochschild and cy…

2002-10-15abs ↗pdf ↗

Ghost mechanism explains abrupt learning in RNNs, revealing constraints on optimization landscapes.

problem Understanding abrupt learning in recurrent neural networks (RNNs) trained on working memory tasks.
method Introducing the ghost mechanism, a process driven by saddle-node bifurcations, to analyze and model abrupt learning.
result A critical learning rate scales as an inverse power law with the timescale of computation, leading to vanishing and oscillatory gradients.

A BV algebra is a formal framework within which the BV quantization algorithm is implemented. In addition to the gauge symmetry, encoded in the BV master equation, the master action often exhibits further global symmetries, which may be in turn gauged. We show how to carry this out in a BV algebraic set up. Depending o…

2010-01-01abs ↗pdf ↗

Nyquist ghost artifacts in EPI are originated from phase mismatch between the even and odd echoes. However, conventional correction methods using reference scans often produce erroneous results especially in high-field MRI due to the non-linear and time-varying local magnetic field changes. Recently, it was shown that …

2018-06-01abs ↗pdf ↗

We show that the (4,5)-torus knot T4,5T_{4,5} admits exactly one ghost character. We then show that this ghost character provides the following two important results. (1) It is known that for any knot KK every (meridionally) trace-free $\SL_2(\C)$-representation of the knot group G(K)G(K) yields an $\SL_2(\C)$-representat…

2017-08-02abs ↗pdf ↗

Study reveals hidden null components in overparametrized neural networks.

problem Hidden null components in overparametrized neural networks.
method Structure theorem of null space for neural networks using ridgelet transforms.
result Null components can be uniquely written as linear combinations of ridgelet transforms.

We show that the (4,5)(4,5)- and (5,6)(5,6)-torus knots admit ghost characters. Consequently, these knots provide counterexamples to Ng's conjecture, which proposes an isomorphism between the complexification of degree 00 abelian knot contact homology and the coordinate ring of the character variety of the 22-fold branched…

2017-08-02abs ↗pdf ↗

We use conformal, but ghostful, Weyl gravity to study its ghost-free, second derivative, partially massless (PM) spin 2 component in presence of Einstein gravity with positive cosmological constant. Specifically, we consider both gravitational- and self- interactions of PM via the fully non-linear factorization of conf…

2012-08-07abs ↗pdf ↗

We propose a model in which a spliced vector bundle (with an arbitrary number of gauge structures in the splice) possesses a geometry which do not split. The model employs connection 1-forms with values in a space-product of Lie algebras, and therefore interlaces the various gauge structures in a non-trivial manner. Sp…

1997-04-16abs ↗pdf ↗

A new metric GNQ audits LLMs for privacy risks during training.

problem Auditing LLMs for privacy risks during training is computationally hard.
method Gradient Uniqueness (GNQ) metric derived from gradient descent, BS-Ghost GNQ for efficiency.
result GNQ successfully predicts sequence extractability and reveals risk heterogeneity.

Improved pricing of vanilla options using modified Adams method and sinh-acceleration.

problem Calibration of rough Heston model leads to incorrect implied volatility surfaces.
method Modified Adams method and sinh-acceleration for Fourier inversion.
result Corrected implied volatility surface is significantly flatter and fits data poorly.

We consider the convex-concave saddle point problem minxmaxyf(x)+yAxg(y)\min_{x}\max_{y} f(x)+y^\top A x-g(y) where ff is smooth and convex and gg is smooth and strongly convex. We prove that if the coupling matrix AA has full column rank, the vanilla primal-dual gradient method can achieve linear convergence even if ff is not stron…

2018-02-05abs ↗pdf ↗

Methodology to measure lag relevance in time series models.

problem Measuring lag relevance in machine learning models for univariate time series.
method Ghost variables, Shapley values, additive importance measures, auto-relevance and partial auto-relevance functions, one-step forecast.
result Calculated relevance measures successfully demonstrate expected lag structure in almost all cases.

We propose a procedure for assigning a relevance measure to each explanatory variable in a complex predictive model. We assume that we have a training set to fit the model and a test set to check the out of sample performance. First, the individual relevance of each variable is computed by comparing the predictions in …

2019-12-13abs ↗pdf ↗

We study the structure underlying Ng's conjecture, which relates the degree 00 abelian knot contact homology of a knot KK to the coordinate ring of the SL2(C)SL_2(\mathbf{C})-character variety X(Σ2K)X(Σ_2 K) of the 22-fold branched cover of the 33-sphere branched along KK. Our approach is based on the study of (meridional…

2017-08-02abs ↗pdf ↗

Starting from a Lie algebroid A{\cal A} over a space V we lift its action to the canonical transformations on the principle affine bundle R{\cal R} over the cotangent bundle TVT^*V. Such lifts are classified by the first cohomology H1(A)H^1({\cal A}). The resulting object is the Hamiltonian algebroid AH{\cal A}^H over $…

2000-10-06abs ↗pdf ↗

Quantization of a Lagrangian field system essentially depends on its degeneracy and implies its BRST extension defined by sets of non-trivial Noether and higher-stage Noether identities. However, one meets a problem how to select trivial and non-trivial higher-stage Noether identities. We show that, under certain condi…

2007-02-28abs ↗pdf ↗

Study on RL on volatility surfaces, proving no free lunch for law-seeking methods.

problem Aligning RL agents with no-arbitrage laws in volatile markets.
method Built a law manifold, defined penalties, and used a Goodhart decomposition.
result No free lunch theorem: Law-seeking RL cannot outperform baselines.

Study limits of adjoint orbits for Lie groups, describing nilpotent orbits.

problem Understanding limits of adjoint orbits for Lie groups.
method Systematic and topological study of limits of continuous families of adjoint orbits for non-compact simple Lie groups.
result Explicit description of nilpotent orbits in terms of Richardson orbits for hyperbolic semisimple elements.

We define the notion of the orbit group of a quandle via its connectivity and compute the orbit groups for some basic quandles. We also show that the orbit group counts the number of orbits of certain quandles.

2008-10-10abs ↗pdf ↗

New insights into pseudo-Anosov flows with special periodic orbits.

problem Understanding pseudo-Anosov flows with periodic orbits in 3-manifolds.
method Analyzing the topological features corresponding to trees of scalloped regions and classifying flows with the same free homotopy data.
result Explicit examples of flows with the same free homotopy data but not orbit equivalent.

This is a simple mathematical introduction into Feynman diagram technique, which is a standard physical tool to write perturbative expansions of path integrals near a critical point of the action. I start from a rigorous treatment of a finite dimensional case (which actually belongs more to multivariable calculus than …

2004-06-12abs ↗pdf ↗

A quandle orbit's orientation is problematic when reversed.

problem The natural orientation-reversal of quandle orbits is unsuitable for medial quandles.
method Defined the orientation-reversal of a quandle orbit by inverting translations, observed it's unsuitable for medial quandles.
result The natural orientation-reversal of quandle orbits is unsuitable for medial quandles.

Minimal orbits of semi-simple Lie groups are studied and related to invariant subspaces.

problem Characterizing minimal orbits of semi-simple Lie groups.
method Analyzing projective orbits induced by representations of semi-simple Lie groups and relating them to invariant subspaces of the underlying modules.
result Minimal orbits of semi-simple Lie groups are in bijection with minimal orbits of compact subgroups on invariant subspaces.

A geodesic orbit manifold is a complete Riemannian manifold all of whose geodesics are orbits of one-parameter groups of isometries. We give both a geometric and an algebraic characterization of geodesic orbit manifolds that are diffeomorphic to Rn\mathbf{R}^n. Along the way, we establish various structural properties …

2018-03-02abs ↗pdf ↗

The paper speeds up and improves pricing and calibration for the rough Heston model.

problem Improving the accuracy and speed of pricing vanilla options under the rough Heston model.
method Combining modified Adams method with SINH-acceleration method for Fourier inversion.
result The model implied vol surface is much flatter and fits market data poorly, indicating ghost calibration.

Given a compact Riemannian manifold together with a group of isometries, we discuss MCF of the orbits and some applications: eg, finding minimal orbits. We then specialize to Lagrangian orbits in Kaehler manifolds. In particular, in the Kaehler-Einstein case we find a relation between MCF and moment maps which, for exa…

2002-07-16abs ↗pdf ↗

Study orbits in right triangles, deducing periodic billiard paths and classifying orbit closures.

problem Understanding periodic billiard paths in right triangles and orbit closures in strata of Abelian and quadratic differentials.
method Classifying orbit closures of rank at least two in hyperelliptic components of strata of Abelian and quadratic differentials.
result Computed orbit closures and deduced asymptotic number of periodic billiard trajectories in right triangles.

A formulation for a non-trivial composition of two classical gauge structures is given: Two parent gauge structures of a common base space are synthesized so as to obtain a daughter structure which is fundamental by itself. The model is based on a pair of related connections that take their values in the product space …

1996-01-09abs ↗pdf ↗

Study orbit spaces of equivariant ANEs for proper actions of metrizable groups.

problem Understanding the extension properties of orbit spaces for proper actions.
method Analyzing equivariant absolute neighborhood extensors for proper GG-spaces.
result Proving conditions under which orbit spaces of metrizable GG-orbits are ANEs.

The classification of G-spaces by Palais is refined for the case where the orbit space satisfies certain mild topological hypotheses. It is shown that when a sequence of such orbit spaces is "close" to a limit orbit space, in some suitable sense, within a larger ambient orbit space, the G-spaces in the tail of the sequ…

2013-12-30abs ↗pdf ↗