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.
The paper studies how certain surfaces evolve in space without collapsing.
Study reconstructs Riemannian metric from Cherenkov radiation in complex media.
Study magnetic field evolution in inhomogeneous axion stars.
Study shows deformations of quaternionic Kähler manifolds are locally inhomogeneous.
Researchers describe a specific type of submanifolds in Euclidean space.
We introduce a new parameter to measure the inhomogeneity of training datasets.
Sharp threshold found for Frechet mean of inhomogeneous graphs.
We consider the Cauchy problem for doubly non-linear degenerate parabolic equations on Riemannian manifolds of infinite volume, or in . The equation contains a weight function as a capacitary coefficient which we assume to decay at infinity. We connect the behavior of non-negative solutions to the interplay betwe…
We construct examples of inhomogeneous isoparametric real hypersurfaces in complex hyperbolic spaces.
The paper studies inhomogeneous isoparametric hypersurfaces in pseudo-spheres.
Paper examines floating exercise boundaries for American options in time-inhomogeneous models.
Hypergraph partitioning is an important problem in machine learning, computer vision and network analytics. A widely used method for hypergraph partitioning relies on minimizing a normalized sum of the costs of partitioning hyperedges across clusters. Algorithmic solutions based on this approach assume that different p…
Efficiently matches random graphs with inhomogeneous edge probabilities.
We construct explicit global symplectic coordinates for the Calabi's inhomogeneous Kaehler-Einstein metric on tubular domains.
Unique inhomogeneous ruled hypersurface found in complex hyperbolic space.
Study optimal algorithms for recovering signals through inhomogeneous low-rank channels.
In this note, we propose Bernstein's problem and De Giorgi's conjecture for spatially inhomogeneous equations, as well as De Giorgi's conjecture for system of reaction-diffusion equations.
An extension of the ambient metric construction of Fefferman-Graham to infinite order in even dimensions is described. The main ingredients are the introduction of "inhomogeneous ambient metrics" with asymptotic expansions involving the logarithm of a defining function homogeneous of degree 2, and an invariant procedur…
Time homogeneous polynomial processes are Markov processes whose moments can be calculated easily through matrix exponentials. In this work, we develop a notion of time inhomogeneous polynomial processes where the coeffiecients of the process may depend on time. A full characterization of this model class is given by m…
We introduce time-inhomogeneous stochastic volatility models, in which the volatility is described by a nonnegative function of a Volterra type continuous Gaussian process that may have very rough sample paths. The main results obtained in the paper are sample path and small-noise large deviation principles for the log…
This paper generalizes Moody's correlated binomial default distribution for homogeneous (exchangeable) credit portfolio, which is introduced by Witt, to the case of inhomogeneous portfolios. As inhomogeneous portfolios, we consider two cases. In the first case, we treat a portfolio whose assets have uniform default cor…
We consider a heat kernel approach for the development of stochastic pricing kernels. The kernels are constructed by positive propagators, which are driven by time-inhomogeneous Markov processes. We multiply such a propagator with a positive, time-dependent and decreasing weight function, and integrate the product over…
Optimal spectral method found for inhomogeneous spiked Wigner model.
We discuss several issues regarding material homogeneity and strain compatibility for materially uniform thin elastic shells from the viewpoint of a 3-dimensional theory, with small thickness, as well as a 2-dimensional Cosserat theory. A relationship between inhomogeneity and incompatibility measures under the two des…
We construct new complete, compact, inhomogeneous Einstein metrics on S^{m+2} sphere bundles over 2n-dimensional Einstein-Kahler spaces K_{2n}, for all n \ge 1 and all m \ge 1. We also obtain complete, compact, inhomogeneous Einstein metrics on warped products of S^m with S^2 bundles over K_{2n}, for m>1. Additionally,…
Develops a new method for pricing barrier options in time-dependent Heston model.
We propose a scalable framework for inference in an inhomogeneous Poisson process modeled by a continuous sigmoidal Cox process that assumes the corresponding intensity function is given by a Gaussian process (GP) prior transformed with a scaled logistic sigmoid function. We present a tractable representation of the li…
We show how the relation between Poisson brackets and symplectic forms can be extended to the case of inhomogeneous multivector fields and inhomogeneous differential forms (or pseudodifferential forms). In particular we arrive at a notion which is a generalization of a symplectic structure and gives rise to higher Pois…
A new infinite series of Einstein metrics is constructed explicitly on S^2 x S^3, and the non-trivial S^3-bundle over S^2, containing infinite numbers of inhomogeneous ones. They appear as a certain limit of a nearly extreme 5-dimensional AdS Kerr black hole. In the special case, the metrics reduce to the homogeneous E…
We provide representations of solutions to terminal value problems of inhomogeneous Black-Scholes equations and studied such general properties as min-max estimates, gradient estimates, monotonicity and convexity of the solutions with respect to the stock price variable, which are important for financial security prici…
Proposes a new graph trend filtering model for inhomogeneous graph signals.
A new test for IRG models using KSD for small networks.
Study quantizes energy for a specific fourth-order system in 4D.
This thesis is devoted to the study of affine processes and their applications in financial mathematics. In the first part we consider the theory of time-inhomogeneous affine processes on general state spaces. We present a concise setup for time-inhomogeneous Markov processes. For stochastically continuous affine proce…
Develops a stochastic approach to financial market delays.
This research provides theoretical guarantees for hyperparameter estimation in complex network dynamical systems.
We construct uncountably many isoparametric families of hypersurfaces in Damek-Ricci spaces. We characterize those of them that have constant principal curvatures by means of the new concept of generalized Kahler angle. It follows that, in general, these examples are inhomogeneous and have nonconstant principal curvatu…
We study in detail Hodge-Helmholtz decompositions in non-smooth exterior domains filled with inhomogeneous and anisotropic media. We show decompositions of alternating differential forms belonging to weighted Sobolev spaces into irrotational and solenoidal forms. These decompositions are essential tools, for example, i…
New examples of hypersurfaces found in quaternionic hyperbolic spaces.
Probabilistic proof of smooth boundaries in optimal stopping problems.
The paper analyzes convergence of Langevin dynamics with time-dependent metrics.
Despite the fundamental nature of the inhomogeneous Poisson process in the theory and application of stochastic processes, and its attractive generalizations (e.g. Cox process), few tractable nonparametric modeling approaches of intensity functions exist, especially when observed points lie in a high-dimensional space.…
Cliques, or fully connected subgraphs, are among the most important and well-studied graph motifs in network science. We consider the problem of finding a statisti- cally anomalous clique hidden in a large network. There are two parts to this problem: (1) detection, i.e., determining whether an anomalous clique is pres…
This paper develops methods for pricing American Parisian options under general Markov models.
A multi-task GP model tracks time-varying transition probabilities between two states.
A new learning strategy using two GP layers for inhomogeneous data.
Let P be a closed smooth (4j-2)-connected 8j-manifold. We complete Wilkens' classification of the manifolds P for j = 1,2 and give an alternative proof to Wall's classification of the manifolds for j > 2. The Hopf-invariant-one dimensions (j=1,2) are characteristed by the fact that the quadratic linking functions which…
Modeling aortic wall inhomogeneities to predict dissection risks.