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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.

168,742 papers · 148 categories

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107214321428 · Jun 202019922001200920172026
48 results for hyperfinite type III_1 factor

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 ↗

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.

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 ↗

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 ↗

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 ↗

Formulates Index III lemma and Rauch III theorem with applications.

problem Develops new mathematical theorems based on existing ones.
method Formulation of Index III lemma and Rauch III theorem based on Index I, II lemmas and Rauch I, II theorems.
result Presented Rauch's type theorem and volume comparison result as applications.

The paper studies deformations of Kundt metrics using nil-Killing vector fields.

problem Deformations of Kundt metrics in the direction of type III tensors.
method Characterizations within the Kundt class using nil-Killing vector fields.
result Theorem classifying algebraic stability of tensors and sufficient criteria for preserving spi's.

In this paper, we study ruled surfaces and quadrics in the 3-dimensional Euclidean space which are of finite IIIIII-type, that is, they are of finite type, in the sense of B.-Y. Chen, with respect to the third fundamental form. We show that helicoids and spheres are the only ruled and quadric surfaces of finite IIIIII-ty…

2017-10-19abs ↗pdf ↗

In this paper, we study how to get the Ricci expanders from W+-functional through the heat kernel estimate of the conjugate heat equation to the type III singularity of Ricci flow. The Gaussian upper and lower bounds are established for the related heat kernel in accordance to the interesting work of Cao-Zhang for the …

2010-08-04abs ↗pdf ↗

We give a local expression for the {\it scalar curvature} of the noncommutative two torus Aθ=C(Tθ2) A_θ = C(\mathbb{T}_θ^2) equipped with an arbitrary translation invariant complex structure and Weyl factor. This is achieved by evaluating the value of the (analytic continuation of the) {\it spectral zeta functional} $ζ_a(s): …

2011-10-16abs ↗pdf ↗

We investigate some relations concerning the first and the second Beltrami operators corresponding to the fundamental forms I, II, III of a surface in the three-dimensional Euclidean space and we study surfaces which are of finite type in the sense of B.-Y. Chen with respect to the fundamental forms II and III.

2015-10-30abs ↗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 ↗

Classification of 3-symmetric spaces with Ricci solitons.

problem Classifying 3-symmetric spaces and their Ricci solitons.
method Detailed analysis of Riemannian 3-symmetric spaces, including explicit constructions and moduli spaces.
result Explicit construction of expanding Ricci solitons on Type III spaces and generalization to any effective Lie group representation.

Fino and Kath determined all possible holonomy groups of seven-dimensional pseu\-do-Rie\-man\-nian manifolds contained in the exceptional, non-compact, simple Lie group G2\mathrm{G}_2^* via the corresponding Lie algebras. They are distinguished by the dimension of their maximal semi-simple subrepresentation on the tang…

2018-10-22abs ↗pdf ↗

Study of special geometric structures on Lie groups.

problem Investigating left-invariant mG2{ m G}_2^*-structures with specific holonomy properties.
method Classification of indecomposable holonomy algebras, determination of infinitesimal holonomy algebras.
result Only abelian subalgebras of dimension 2 or 3 arise as holonomy algebras.

New framework for disentangling graph node and edge features.

problem Learning disentangled representations for attributed graphs with node and edge features.
method Proposes a novel variational objective and architecture for node and edge deconvolutions to disentangle latent factors.
result Demonstrates effectiveness of the proposed model and its extensions on synthetic and real-world datasets.

We consider ruled and quadric surfaces in the 3-dimensional Euclidean space which are of coordinate finite type with respect to the third fundamental form IIIIII, i.e., their position vector x\boldsymbol{x} satisfies the relation ΔIIIx=ΛxΔ^{III}\boldsymbol{x}=\varLambda \boldsymbol{x} where Λ\varLambda is a square matrix o…

2016-10-14abs ↗pdf ↗

A list of possible holonomy groups contained the exceptional, non-compact Lie group G2\mathrm{G}_2^{*} was provided by Fino and Kath. The classification is due to the corresponding holonomy algebras and divided into Type I, II and III, depending on the dimension of the socle being 1,2 or 3, respectively. It was also sh…

2019-04-05abs ↗pdf ↗

A new multi-view clustering method using deep matrix decomposition and partition alignment.

problem Improving multi-view clustering methods to better utilize data representations and view-specific structures.
method Deep matrix decomposition for partition representations, joint use of partition representations, and alternating optimization.
result Demonstrated effectiveness on six benchmark datasets compared to state-of-the-art methods.

Study of 4D flows with nilpotent symmetry, showing immortal solutions and blowdown limits.

problem Understanding 4D generalized Ricci flows with nilpotent symmetry.
method Immortal solutions, type III curvature and diameter estimates, new energy monotonicity.
result Blowdown limits lie in a finite-dimensional family of solutions.

We show that three-dimensional homogeneous Ricci flow solutions that admit finite-volume quotients have long-time limits given by expanding solitons. We show that the same is true for a large class of four-dimensional homogeneous solutions. We give an extension of Hamilton's compactness theorem that does not assume a l…

2005-09-27abs ↗pdf ↗

We study the stability vis a vis adversarial noise of matrix factorization algorithm for matrix completion. In particular, our results include: (I) we bound the gap between the solution matrix of the factorization method and the ground truth in terms of root mean square error; (II) we treat the matrix factorization as …

2012-06-18abs ↗pdf ↗

We study nearly-Kahler 6-manifolds equipped with a cohomogeneity-two Lie group action for which the principal orbits are coisotropic. If the metric is complete, then we show that this last condition is automatically satisfied, and both the acting Lie group and the principal orbits are finite quotients of $S^3 \times S^…

2017-10-15abs ↗pdf ↗

This paper improves credit risk analysis by incorporating state-dependent recovery rates into a factor model.

problem Accurate default forecasting in credit risk analysis.
method Extends a one-factor Gaussian copula model to include state-dependent recovery rates and a common factor.
result The proposed model outperforms other models in default prediction, especially during hectic periods.

Study improves early warning models for currency and stock market crises.

problem Predicting currency and stock market crises.
method Synthetic review and comparison of early warning models, focusing on crisis identifications and predictive models.
result SWARCH model with elastic thresholding methodology most accurately classifies crisis observations.

Algorithm learns optimal coordination for strategic agents in uncertain settings.

problem Optimizing rewards for strategic agents with private types and actions.
method Combines delaying mechanism, reward angle estimation, and LinUCB algorithm.
result Near optimal regret bound of O~(T)\tilde{O}(\sqrt{T}) for learning optimal policy.

The paper explores the geometry and dynamics of free splitting and free factor complexes for groups.

problem Understanding the large scale geometry and dynamics of free splitting and free factor complexes.
method Analyzing the actions of the relative outer automorphism group on these complexes and using tools like the Two Over All Theorem and filling paths.
result Hyperbolicity of the relative free splitting complex and relative free factor complex was proven.

AlphaLogics mines market logic to generate interpretable alpha factors.

problem Complex, opaque alpha factors from factor mining overlook market logic.
method Market Logic Mining, Factor Generation and Optimization, Market Logic Generation and Optimization.
result AlphaLogics improves predictive metrics and risk-adjusted returns over baselines.

Matrix factorization methods are extensively employed to understand complex data. In this paper, we introduce the cross-product penalized component analysis (XCAN), a sparse matrix factorization based on the optimization of a loss function that allows a trade-off between variance maximization and structural preservatio…

2019-06-28abs ↗pdf ↗

Study identifies biomarkers for lung cancer in female non-smokers.

problem Identifying prognostic biomarkers for stage III NSCLC in non-smoking females.
method Gene expression profiling and XGBoost machine learning algorithm.
result Top biomarkers validated in literature, with AUC score of 0.835.

The study classifies manifolds based on their geometric properties and invariants.

problem Classifying manifolds based on their geometric and topological properties.
method Analyzing metrics through isometric embeddings and deformations, considering scalar curvature, Ricci tensor, and Einstein metrics.
result The KW type classification of manifolds and sigma invariant calculations.