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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.

168,695 papers · 148 categories

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116233349465 · Jun 202019922001200920172026
48 results for grid complexes

The paper introduces triple grid diagrams to construct Lagrangian surfaces in complex projective space.

problem Constructing Lagrangian surfaces in complex projective space.
method Defining and analyzing triple grid diagrams to determine Lagrangian caps and surfaces.
result Triple grid diagrams can determine closed Lagrangian surfaces in CP2\mathbb{CP}^2 under certain conditions.

We explore a somewhat unexpected connection between knot Floer homology and shellable posets, via grid diagrams. Given a grid presentation of a knot K inside S^3, we define a poset which has an associated chain complex whose homology is the knot Floer homology of K. We then prove that the closed intervals of this poset…

2009-01-15abs ↗pdf ↗

We review the use of grid diagrams in the development of Heegaard Floer theory. We describe the construction of the combinatorial link Floer complex, and the resulting algorithm for unknot detection. We also explain how grid diagrams can be used to show that the Heegaard Floer invariants of 3-manifolds and 4-manifolds …

2012-10-14abs ↗pdf ↗

GP CC-OPF solves uncertain power grid optimization with Gaussian Process.

problem Uncertainty in power grid operations due to high renewables integration.
method Data-driven Gaussian Process regression for solving non-convex CC-OPF problem.
result Effective economic dispatch optimization in uncertain power grids.

Power grids are one of the most important components of infrastructure in today's world. Every nation is dependent on the security and stability of its own power grid to provide electricity to the households and industries. A malfunction of even a small part of a power grid can cause loss of productivity, revenue and i…

2017-11-08abs ↗pdf ↗

The segmentation of large scale power grids into zones is crucial for control room operators when managing the grid complexity near real time. In this paper we propose a new method in two steps which is able to automatically do this segmentation, while taking into account the real time context, in order to help them ha…

2017-11-13abs ↗pdf ↗

Power system studies require the topological structures of real-world power networks; however, such data is confidential due to important security concerns. Thus, power grid synthesis (PGS), i.e., creating realistic power grids that imitate actual power networks, has gained significant attention. In this letter, we cas…

2019-01-17abs ↗pdf ↗

Survey of RL methods for optimizing power grid topologies.

problem Optimizing power grid operation with adaptive control strategies.
method Reinforcement Learning (RL) for dynamic and uncertain environments.
result Comprehensive evaluation of RL-based methods for power grid topology optimization.

New method identifies distribution grid outages using smart meter data.

problem Outages in urban distribution grids due to DERs and smart meters' last gasp signals.
method Data-driven approach based on stochastic time series analysis and maximum likelihood estimation.
result Proves optimal performance in identifying distribution grid outages using smart meter data.

Paper proposes a learning-based sparse Bayesian method for accurate off-grid DOA estimation.

problem One-bit off-grid direction of arrival (DOA) estimation in a single snapshot scenario.
method Formulated off-grid DOA estimation model, used Sparse Bayesian framework, proposed Learning-based Sparse Bayesian approach.
result Improved computational efficiency and accuracy in off-grid DOA estimation.

A simpler edge-based discretization method without dual volumes.

problem Efficiently computing edge-based discretization vectors without forming dual volumes.
method Directly compute edge-midpoint vectors and reduce dual volume formation.
result Significant reduction in computing time for tetrahedral grids.

We introduce a model based off-the-grid image reconstruction algorithm using deep learned priors. The main difference of the proposed scheme with current deep learning strategies is the learning of non-linear annihilation relations in Fourier space. We rely on a model based framework, which allows us to use a significa…

2018-12-27abs ↗pdf ↗

For knots in S^3, the bi-graded hat version of knot Floer homology is defined over Z; however, for a link L in S^3 with #|L|=l>1, there are 2^{l-1} bi-graded hat versions of link Floer homology defined over Z, the multi-graded hat version of link Floer homology is only defined over F_2 from holomorphic considerations, …

2010-02-04abs ↗pdf ↗

We extend the theory of combinatorial link Floer homology to a class of oriented spatial graphs called transverse spatial graphs. To do this, we define the notion of a grid diagram representing a transverse spatial graph, which we call a graph grid diagram. We prove that two graph grid diagrams representing the same tr…

2015-06-15abs ↗pdf ↗

Scalable algorithm for sampling Gaussian processes using sparse grids and preconditioners.

problem Generating high-dimensional Gaussian random vectors for GP sampling is computationally challenging.
method Proposes a scalable algorithm using inducing points approximation with sparse grids and additive Schwarz preconditioners.
result Demonstrates the efficacy and accuracy of the proposed method through experiments and comparisons.

We present a grid diagram analogue of Carter, Rieger and Saito's smooth movie theorem. Specifically, we give definitions for grid movies, grid movie isotopies and present a definition of grid planar isotopy as a particular subset of the grid diagram moves: stabilization, destabilization and commutation. We show that gr…

2013-03-07abs ↗pdf ↗

New method uses tensor networks to price multi-asset options efficiently.

problem Pricing multi-asset options via classical full-grid solvers is computationally infeasible due to the curse of dimensionality.
method Quantized tensor trains (QTT) transform the d-asset Black-Scholes PDE into a tractable high-dimensional problem.
result Full-grid prices and Greeks for correlated basket and max-min options in three to five dimensions can be computed with high accuracy.

New sampling bounds improve uniform coverage verification in machine learning.

problem Conservative bounds in classical coverage analyses at small failure probabilities.
method Variance-based analysis of uniform random sampling on a dd-dimensional unit hypercube.
result Sample complexity bound with logarithmic dependence on failure probability.

Half grid diagrams prove every link can be represented by a special type of grid diagram.

problem Representing links using grid diagrams and related invariants.
method Defining half grid diagrams and constructing canonical pairs, proving equivalence to Jones' construction, relating to classical link invariants.
result Established a new method to relate the oriented Thompson index to classical link invariants and provided bounds for knot invariants.

This work simplifies SVM parameter selection using S&S ratio.

problem SVM parameter tuning for optimal performance.
method S&S ratio to model SVM performance; automatic RP, kernel, and parameter selection.
result Optimized SVM parameters with reduced computational complexity.

The growing integration of distributed energy resources (DERs) in urban distribution grids raises various reliability issues due to DER's uncertain and complex behaviors. With a large-scale DER penetration, traditional outage detection methods, which rely on customers making phone calls and smart meters' "last gasp" si…

2018-11-14abs ↗pdf ↗

Grid homology properties for MOY graphs studied.

problem Defining and studying properties of grid homology for MOY graphs.
method Defined grid homology from Harvey and O'Donnol's work. Studied properties using oriented skein relation, edge contraction, and parallel edge unification.
result Properties of grid homology for MOY graphs were studied and defined.

Paper presents a fast algorithm for pricing Bermudan swaptions under the two-factor Hull-White model.

problem Evaluating Bermudan swaption prices under the two-factor Hull-White model with high computational efficiency.
method Discretization of expected value calculation, Gaussian kernel sums, fast Gauss transform, grid rotation for stability.
result Significant reduction in computation time and improved stability for correlation close to -1.

Quantum algorithm for multi-asset option pricing under different volatility models.

problem Efficiently pricing multi-asset options under various volatility models using quantum computing.
method Developed an end-to-end quantum PDE framework for European option pricing, solving PDEs after discretization on spatial grids.
result Quantum framework provides polynomial improvement in resource usage compared to classical methods.

New method constructs moduli spaces of Lagrangian surfaces in CP^2 from grid diagrams.

problem Constructing explicit examples of triple grid diagrams for Lagrangian surfaces in CP^2.
method Elegant geometric construction reducing to linear algebra.
result Explicit construction of moduli space of triple grid diagrams.

M-CaStLe discovers causal structures in multivariate space-time data.

problem Challenges in causal graph discovery for high-dimensional gridded data.
method Generalizes CaStLe to multivariate analyses, using local embeddings and pooling spatial replicates.
result More accurately recovers multivariate causal structure and identifies physical dynamics.