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.
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, …
We present a combinatorial proof for the existence of the sign refined grid homology in lens spaces, and a self contained proof that ∂Z2=0. We also present a Sage program that computes GH(L(p,q),K;Z), and provide empirical evidence supporting the absence of torsion…
We re-derive Manolescu's unoriented skein exact triangle for knot Floer homology over F_2 combinatorially using grid diagrams, and extend it to the case with Z coefficients by sign refinements. Iteration of the triangle gives a cube of resolutions that converges to the knot Floer homology of an oriented link. Finally, …
Link Floer homology is an invariant for links which has recently been described entirely in a combinatorial way. Originally constructed with mod 2 coefficients, it was generalized to integer coefficients thanks to a sign refinement. In this paper, thanks to the spin extension of the permutation group we give an alterna…
Existing techniques to compress point cloud attributes leverage either geometric or video-based compression tools. We explore a radically different approach inspired by recent advances in point cloud representation learning. Point clouds can be interpreted as 2D manifolds in 3D space. Specifically, we fold a 2D grid on…
Kernelized Support Vector Machines (SVMs) are among the best performing supervised learning methods. But for optimal predictive performance, time-consuming parameter tuning is crucial, which impedes application. To tackle this problem, the classic model selection procedure based on grid-search and cross-validation was …
Popular machine learning estimators involve regularization parameters that can be challenging to tune, and standard strategies rely on grid search for this task. In this paper, we revisit the techniques of approximating the regularization path up to predefined tolerance ε in a unified framework and show that its comp…
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…
We develop a multilevel approach to compute approximate solutions to backward differential equations (BSDEs). The fully implementable algorithm of our multilevel scheme constructs sequential martingale control variates along a sequence of refining time-grids to reduce statistical approximation errors in an adaptive and…
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.
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.
We describe a high performance parallel implementation of a derivative pricing model, within which we introduce a new parallel method for the calibration of the industry standard SABR (stochastic-αβρ) stochastic volatility model using three strike inputs. SABR calibration involves a non-linear three dimensional minimis…
The study examines numerical aspects of Karhunen-Loève expansions for stochastic processes.
problem Constructing Karhunen-Loève expansions for second-order stochastic processes.
method Spectral decomposition of covariance operator via Fredholm integral equation, discretization, singular value decomposition of weight-scaled sample matrix.
result Consistent solutions for model-based and data-driven KLE construction, characterized by convergence of SVD-based eigenvalue estimates and KL coefficients distributions.
Hexagon grid patterns emerge from conformal isometry in grid cell neural networks.
problem Understanding the algebraic, geometric, and topological properties of grid cells.
method Investigating recurrent neural network models of grid cells, focusing on Lie group and Lie algebra representations, conformal isometry, and hexagon periodic patterns.
result Conformal isometry leads to hexagon periodic patterns in grid cell responses and accurate path integration.
It will be shown that according to theorems of K. Menger, every neuron grid if identified with a curve is able to preserve the adopted qualitative structure of a data space. Furthermore, if this identification is made, the neuron grid structure can always be mapped to a subset of a universal neuron grid which is constr…
The paper analyzes how grid cells perform path integration and learns hexagon grid patterns.
problem Understanding how grid cells perform path integration calculations.
method Theoretical analysis of a general representation model of path integration by grid cells, identifying group representation and isotropic scaling conditions.
result The learned model of hexagon grid patterns is capable of accurate long distance path integration.
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…
The increasing penetration of distributed energy resources poses numerous reliability issues to the urban distribution grid. The topology estimation is a critical step to ensure the robustness of distribution grid operation. However, the bus connectivity and grid topology estimation are usually hard in distribution gri…
This paper proposes a multi-grid method for learning energy-based generative ConvNet models of images. For each grid, we learn an energy-based probabilistic model where the energy function is defined by a bottom-up convolutional neural network (ConvNet or CNN). Learning such a model requires generating synthesized exam…
The topology of a power grid affects its dynamic operation and settlement in the electricity market. Real-time topology identification can enable faster control action following an emergency scenario like failure of a line. This article discusses a graphical model framework for topology estimation in bulk power grids (…
We propose a new approach to solve optimal stopping problems via simulation. Working within the backward dynamic programming/Snell envelope framework, we augment the methodology of Longstaff-Schwartz that focuses on approximating the stopping strategy. Namely, we introduce adaptive generation of the stochastic grids an…