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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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0111 · Jul 200619922001200920172026
13 results for hyperfinite

We set forth a definition of hyperfinite knots. Loosely speaking, these are limits of certain sequences of knots with increasing crossing number. These limits exist in appropriate closures of quotient spaces of knots. We give examples of hyperfinite knots. These examples stem from an application of the Thermodynamic Li…

2006-07-07abs ↗pdf ↗

The hyperfinite GG-expectation is a nonstandard discrete analogue of GG-expectation (in the sense of Robinsonian nonstandard analysis). A lifting of a continuous-time GG-expectation operator is defined as a hyperfinite GG-expectation which is infinitely close, in the sense of nonstandard topology, to the continuous…

2018-10-22abs ↗pdf ↗

Develops non-standard analysis for coherent risk estimation.

problem Estimating coherent risk measures in financial contexts.
method Non-standard analysis, hyperfinite representations, discrete Kusuoka formulae, plug-in asymptotics.
result Uniform almost sure consistency and asymptotic normality of spectral plug-in estimators.

Hyperfinite knots, or limits of equivalence classes of knots induced by a knot invariant taking values in a metric space, were introduced in a previous article by the author. In this article, we present new examples of hyperfinite knots stemming from sequences of torus knots.

2008-01-25abs ↗pdf ↗

The paper shows deep connections between exotic smoothings of a small R^4 (the spacetime), the leaf space of codimension-1 foliations (related to noncommutative algebras) and quantization. At first we relate a small exotic R^4 to codimension-1 foliations of the 3-sphere unique up to foliated cobordisms and characterize…

2011-07-18abs ↗pdf ↗

We present a new formulation of some basic differential geometric notions on a smooth manifold M, in the setting of nonstandard analysis. In place of classical vector fields, for which one needs to construct the tangent bundle of M, we define a prevector field, which is an internal map from *M to itself, implementing t…

2014-05-05abs ↗pdf ↗

Making use of its smooth structure only, out of a connected oriented smooth 44-manifold a von Neumann algebra is constructed. It is geometric in the sense that is generated by local operators and as a special four dimensional phenomenon it contains all algebraic (i.e., formal or coming from a metric) curvature tensors…

2017-12-01abs ↗pdf ↗

The paper shows deep connections between exotic smoothings of small R^4, noncommutative algebras of foliations and quantization. At first, based on the close relation of foliations and noncommutative C*-algebras we show that cyclic cohomology invariants characterize some small exotic R^4. Certain exotic smooth R^4's de…

2010-01-06abs ↗pdf ↗