Research
On-device research index

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.

168,742 papers · 148 categories

Trend · papers per month

4591136181 · Jun 202019922001200920172026
48 results for infinite series

Project infinite time series graphs to finite marginal models using number theory.

problem Handling infinite time series graphs for causal inference.
method Projection method using number theory to find common ancestors in infinite graphs.
result Developed algorithm to project infinite graphs to finite marginal models.

We define an infinite series of translation coverings of Veech's double-n-gon for odd n greater or equal to 5 which share the same Veech group. Additionally we give an infinite series of translation coverings with constant Veech group of a regular n-gon for even n greater or equal to 8. These families give rise to expl…

2010-05-25abs ↗pdf ↗

Lueck expressed the Gromov norm of a knot complement in terms of an infinite series that can be computed from a presentation of the fundamental group of the knot complement. In this note we show that Lueck's formula, applied to torus knots, yields surprising power series expansions for the logarithm function. This gene…

2006-11-01abs ↗pdf ↗

This paper conditions non-linear infinite-dimensional diffusion processes.

problem Conditioning non-linear and infinite-dimensional diffusion processes.
method Infinite-dimensional Girsanov's theorem to condition function-valued stochastic processes.
result Conditioning of non-linear infinite-dimensional diffusion processes is achieved.

Proves convergence of normal forms for infinite-dimensional Lie pseudo-group actions.

problem Analyzing convergence of normal forms for complex manifolds.
method Equivariant moving frame method and Cartan-Kähler Theorem.
result Proves convergence of normal form power series for infinite-dimensional Lie pseudo-group actions.

Let M be a closed n-dimensional manifold, n > 2, whose first real cohomology group H 1 (M ; R) is non-zero. We present a general method for constructing a Morse 1-form αα on M , closed but non-exact, and a pseudo-gradient X such that the differential \partial X of the Novikov complex of the pair (αα, X) has at leas…

2018-11-28abs ↗pdf ↗

Paper proposes a new sparse VAR model for high-dimensional time series.

problem Non-identifiability, computational intractability, and difficulty of interpretation for high-dimensional time series.
method Sparse infinite-order VAR model with 1\ell_1-regularized estimation methods.
result Greater statistical efficiency and interpretability achieved with little loss of temporal information.

We sharpen the construction of representation space in the paper "Principal Series Representations of Infinite Dimensional Lie Groups II: Construction of Induced Representations". We show that the principal series representation spaces constructed there, are completions of spaces of sections of Hilbert bundles rather t…

2012-10-19abs ↗pdf ↗

This paper reformulates the pp-adic Littlewood Conjecture using infinite loops.

problem The pp-adic Littlewood Conjecture in number theory.
method Introducing infinite loops mod nn and linking them to the conjecture.
result A real number αα is a counterexample to the pp-adic Littlewood Conjecture if and only if pkαp^kα is an infinite loop mod pmp^m for all kk.

GGP models multivariate time series with latent sub-sequences for diverse behaviors.

problem Modeling multivariate time series with diverse behaviors and patterns.
method Graph Gamma Process (GGP) linear dynamical systems with latent sub-sequences.
result GGP models exhibit good predictive performance and reveal interpretable latent patterns.

Formula derived for spherical growth series of specific groups.

problem Calculating the spherical growth series of specific groups.
method Developed a formula and derived a rational function expression for the spherical growth series.
result Explicit rational function expressions for the spherical growth series of specific groups.

Neural ODEs simplified using Chen-Fliess series for Rademacher complexity analysis.

problem Analyzing the complexity of neural ODE models.
method Using Chen-Fliess series to frame neural ODEs as infinite-width nets, where weights are signature of control input and features are Lie derivatives.
result Derived compact expressions for the Rademacher complexity of ODE models.

Using classical Taylor series techniques, we develop a unified approach to pricing and implied volatility for European-style options in a general local-stochastic volatility setting. Our price approximations require only a normal CDF and our implied volatility approximations are fully explicit (ie, they require no spec…

2013-08-22abs ↗pdf ↗

Introduces new limit spaces for degenerating Calabi-Yau families.

problem Understanding degenerating Calabi-Yau families and their limit structures.
method Introduces galaxy spaces as dense subspace of infinite open Calabi-Yau varieties.
result Galaxy spaces are projective limits of toroidal compactifications.

Infinite volume found in the thick part of PSLn(R)\mathrm{PSL}_n(\mathbb{R})-Hitchin-Riemann moduli space.

problem Proving infinite volume in the thick part of PSLn(R)\mathrm{PSL}_n(\mathbb{R})-Hitchin-Riemann moduli space.
method Employing Goldman flows and internal sequences to find an infinite series of subsets of identical volume.
result Infinite total Atiyah--Bott--Goldman volume for n>2n>2.

The paper defines and classifies Cappell-Shaneson polynomials.

problem Characterizing Cappell-Shaneson polynomials.
method Algebraic conditions on polynomials, reduction modulo primes, and construction of infinite series.
result Complete lists of Cappell-Shaneson polynomials of degrees 4 and 5, and several infinite series of degree 6.

The tail of a quantum spin network in the two-sphere is a qq-series associated to the network. We study the existence of the head and tail functions of quantum spin networks colored by 2n2n. We compute the qq-series for an infinite family of quantum spin networks and give the relation between the tail of these networ…

2018-10-01abs ↗pdf ↗

Innovative series invariant for knot complements, linking to existing invariants.

problem Developing a new series invariant for knot complements.
method Introducing a three-variable series FK(y,z,q)F_K(y,z,q) for plumbed knot complements.
result Deriving a surgery formula relating FK(y,z,q)F_K(y,z,q) to Z^(q)\hat{Z}(q) invariant.

In every point of a Kähler manifold there exist special holomorphic coordinates well adapted to the underlying geometry. Comparing these Kähler normal coordinates with the Riemannian normal coordinates defined via the exponential map we prove that their difference is a universal power series in the curvature tensor and…

2017-07-20abs ↗pdf ↗

Drawing on some recent results that provide the formalism necessary to definite stationarity for infinite random graphs, this paper initiates the study of statistical and learning questions pertaining to these objects. Specifically, a criterion for the existence of a consistent test for complex hypotheses is presented,…

2017-08-10abs ↗pdf ↗

In order to study large variations or fluctuations of finite or infinite sequences (time series), we bring to light an 1868 paper of Crofton and the (Cauchy-)Crofton theorem. After surveying occurrences of this result in the literature, we introduce the inconstancy of a sequence and we show why it seems more pertinent …

2009-10-07abs ↗pdf ↗

NeuTSFlow models continuous functions behind time series forecasting.

problem Forecasting treats time series as discrete sequences, ignoring their continuous nature.
method NeuTSFlow uses Neural Operators to learn the transition between historical and future function families.
result NeuTSFlow outperforms traditional methods in forecasting accuracy and robustness.

We study groups of some virtual knots with small number of crossings and prove that there is a virtual knot with long lower central series which, in particular, implies that there is a virtual knot with residually nilpotent group. This gives a possibility to construct invariants of virtual knots using quotients by term…

2018-11-23abs ↗pdf ↗

Study evaluates initialization strategies for infinite hidden Markov models.

problem Limited attention to initialization in infinite hidden Markov models.
method Systematically evaluated distance-based clustering, model-based, and uniform initializations.
result Distance-based clustering initializations consistently outperform other methods.

This paper describes a method to obtain state model parameters for an infinite series of Links-Gould link invariants LG^{m,n}, based on quantum R matrices associated with the (\dot{0}_m | \dotα_n) representations of the quantum superalgebras U_q[gl(m|n)]. Explicit details of the state models for the cases n=1 and m=1,2…

2000-04-27abs ↗pdf ↗

Study shows infinite volumes of moduli spaces for certain groups.

problem Infinite volumes of Hitchin-Riemann moduli spaces for specific groups.
method Employed Goldman flows to find infinite disjoint subsets of identical volume.
result Proved infinite Atiyah-Bott-Goldman covolume for mapping class group actions.