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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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4489133177 · Jun 202019922001200920172026
48 results for higher-order integrators

We deduce from the work of Chen, that the restriction morphism from closed free iterated integrals to closed iterated integrals on loops is onto. We use this to show that the module of higher order invariants of smooth functions is generated by free closed iterated integrals.

2010-11-15abs ↗pdf ↗

The paper connects higher order risk measures and stochastic dominance, showing their equivalence and integrating them with optimization.

problem Comparing and characterizing random outcomes in risk assessment.
method Exploring the equivalence between higher order risk measures and stochastic dominance, using stochastic optimization and expectiles as examples.
result Higher order risk measures and stochastic dominance are equivalent and can be used to characterize random outcomes.

Improved estimation of higher order integrals using shrinkage techniques.

problem Estimating higher order Bochner integrals in non-parametric settings.
method Shrinkage of U-statistic towards a target element, considering kernel degeneracy.
result Consistent shrinkage estimators with fast rates of convergence, even for non-degenerate kernels.

We develop a theory of higher-order feature attribution for complex models.

problem Interpreting feature contributions in models with interactions is challenging.
method We extend Integrated Gradients (IG) to higher-order feature attributions.
result We establish natural connections to statistics and topological signal processing.

The present paper develops two concepts of pointwise differentiability of higher order for arbitrary subsets of Euclidean space defined by comparing their distance functions to those of smooth submanifolds. Results include that differentials are Borel functions, higher order rectifiability of the set of differentiabili…

2016-03-28abs ↗pdf ↗

Paper characterizes equilibrium strategies for stochastic control with higher-order moments.

problem Stochastic control problems with higher-order moments.
method Novel characterization of time-consistent control problems, deriving equilibrium conditions via BSDEs.
result Derives sufficient and necessary conditions for an open-loop Nash equilibrium control (ONEC) in a novel way.

Enhances stock movement prediction using Higher Order Transformers for multimodal time-series data.

problem Predicting stock movements in financial markets with complex dynamics.
method Introduced Higher Order Transformers, extending self-attention and transformer architecture to capture complex market dynamics. Employed low-rank tensor decomposition and kernel attention to manage computational complexity. Integrated technical and fundamental analysis from historical prices and tweets.
result Demonstrated effectiveness of the method on the Stocknet dataset, improving stock movement prediction.

New principle for optimal control with higher order differential constraints.

problem Optimal control problems with higher order differential constraints.
method Derivation of the Principle of Minimal Labour and generalization of Pontryagin Maximum Principle.
result Generalized Pontryagin Maximum Principle for higher order constraints.

Proposes exact inference for continuous-time Gaussian process dynamics.

problem Inexact inference methods for continuous-time Gaussian process dynamics are impractical for irregularly-sampled data.
method Uses higher-order numerical integrators to discretize dynamics with arbitrary accuracy and proposes multistep and Taylor integrators for exact inference.
result Demonstrates accurate representation of continuous-time systems through exact GP inference.

H-GAT improves stock selection by capturing complex higher-order stock relations and integrating both technical and fundamental analysis.

problem Stock selection difficulty and lack of comprehensive analysis.
method Higher-order Graph Attention Network (H-GAT) that incorporates both technical and fundamental analysis.
result H-GAT outperforms existing methods in stock selection metrics.

Study improves BN TTA under distribution shift using higher-order asymptotics.

problem Improving BN TTA for changing data distributions.
method Integrates Edgeworth expansion and saddlepoint approximation with one-step M-estimation.
result Derives optimal weighting parameter for minimized mean-squared error.

New minimal surfaces in 4D space derived from parametric equations.

problem Deriving explicit parametric equations for higher-order Henneberg-type minimal surfaces in R4\mathbb{R}^4.
method Generalized Weierstrass--Enneper representation and differential geometric analysis.
result Explicit parametric equations and differential geometric characteristics of the Henneberg-type minimal surfaces in R4\mathbb{R}^4.

Cochran defined the nth-order integral Alexander module of a knot in the three sphere as the first homology group of the knot's (n+1)th-iterated abelian cover. The case n=0 gives the classical Alexander module (and polynomial). After a localization, one can get a finitely presented module over a principal ideal domain,…

2013-03-06abs ↗pdf ↗

Expands differential geometry to higher-order infinitesimals.

problem No specific problem stated; general expansion of differential geometry.
method Introduces higher tangent vectors and jet connections, generalizes Riemannian metric tensor, develops higher-order integration theory.
result Natural analogues of Riemannian curvature tensor with novel phenomena.

New method finds open subsets with trivial holonomy for certain geometries.

problem Finding open subsets with trivial holonomy for Cartan geometries.
method Analyzing the behavior of isotropies in model geometries to generalize properties of isolated higher-order fixed points.
result Existence of open subsets with trivial holonomy for Cartan geometries with certain isotropies.

We present an extension of the Kolmogorov-Smirnov (KS) two-sample test, which can be more sensitive to differences in the tails. Our test statistic is an integral probability metric (IPM) defined over a higher-order total variation ball, recovering the original KS test as its simplest case. We give an exact representer…

2019-03-24abs ↗pdf ↗

We study underlying geometric structures for integral variational functionals, depending on submanifolds of a given manifold. Applications include (first order) variational functionals of Finsler and areal geometries with integrand the Hilbert 1-form, and admit immediate extensions to higher-order functionals.

2013-07-03abs ↗pdf ↗

We prove some isoperimetric type inequalities in warped product manifolds, or more generally, multiply warped product manifolds. We then relate them to inequalities involving the higher order mean-curvature integrals. We also apply our results to obtain sharp eigenvalue estimates and some sharp geometric inequalities i…

2017-08-22abs ↗pdf ↗

The paper introduces new boundary operators and proves higher order CR Sobolev trace inequalities for Siegel domain and complex ball.

problem Establishing higher order CR Sobolev trace inequalities for Siegel domain and complex ball.
method Introducing conformally covariant boundary operators, proving extension theorems, and establishing trace inequalities.
result Generalized CR Sobolev trace inequalities for all γ ∈ (0, n+1) \mathbb{N}.

For a holomorphic family of classical pseudodifferential operators on a closed manifold we give exact formulae for all coefficients in the Laurent expansion of its Kontsevich-Vishik canonical trace. This generalizes a known result identifying the Wodzicki residue with the pole at zero to all higher order terms.

2005-06-10abs ↗pdf ↗

This paper studies a particular class of higher order conformally invariant dif- ferential operators and related integral operators acting on functions taking values in particular finite dimensional irreducible representations of the Spin group. The differential operators can be seen as a generalization to higher spin …

2015-12-23abs ↗pdf ↗

Bayesian method detects mesoscale structures in pathway data networks.

problem Mesoscale structures in pathway data networks are hard to detect due to dependencies between interactions.
method Bayesian approach modeling optimal partitioning and higher-order dynamics.
result Method can recover both proximity-based and role-based groupings of nodes.

The paper generalizes Alexandrov theorems for null hypersurfaces with integral curvature conditions.

problem Determining when a submanifold lies on a shear-free null hypersurface under integral curvature conditions.
method Using Minkowski formulas with arbitrary weight to derive rigidity results for submanifolds with weaker integral curvature conditions.
result A necessary and sufficient condition for a submanifold to lie in a shear-free null hypersurface is given by a mean curvature integral inequality.

The paper solves a 25-year-old problem about maximal growth distributions on manifolds.

problem Existence and classification of maximal growth distributions on smooth manifolds.
method Higher order convex integration and new criteria for ampleness of differential relations.
result Positive answer to the open question about parallelizable manifolds admitting maximal growth distributions.

New method uses information theory to uncover causal relationships in complex systems.

problem Discovering causal relationships in multivariate systems, especially in Bayesian networks and hypergraphs.
method Partial Information Decomposition (PID) to explicitly model higher-order interactions.
result PID components reveal direct causal neighbors and collider relationships in Bayesian networks and multi-tail hyperedges in causal hypergraphs.

Integration of the form af(x)w(x)dx\int_a^\infty {f(x)w(x)dx} , where w(x)w(x) is either sin(ωx)\sin (ω{\kern 1pt} x) or cos(ωx)\cos (ω{\kern 1pt} x), is widely encountered in many engineering and scientific applications, such as those involving Fourier or Laplace transforms. Often such integrals are approximated by a numerical integration…

2010-05-11abs ↗pdf ↗

Mean curvature flow of clusters of n-dimensional surfaces in R^{n+k} that meet in triples at equal angles along smooth edges and higher order junctions on lower dimensional faces is a natural extension of classical mean curvature flow. We call such a flow a mean curvature flow with triple edges. We show that if a smoot…

2016-05-21abs ↗pdf ↗

Unified framework for Sobolev spaces on vector bundles, including explicit integration by parts.

problem Developing a comprehensive theory for Sobolev spaces on vector bundles.
method Explicit higher-order geometric integration by parts formula on arbitrary Riemannian manifolds.
result Direct proofs of classical theorems in Sobolev spaces on vector bundles.

Geometric integrator preserves coadjoint orbits in dissipative systems.

problem Preserving coadjoint orbits in dissipative mechanical systems.
method Adapted discrete variational integrators for forced Euler-Poincaré and Lie-Poisson systems.
result Preserves coadjoint orbits exactly, improving over general-purpose methods.