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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.

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48 results for integrable rolling distribution

New definition of Bäcklund transformation for surface isometric deformation.

problem Defining Bäcklund transformation in surface isometric deformation.
method Proving generic 4D integrable rolling distribution splits into 1D family of 3D distributions.
result Introducing new definition of Bäcklund transformation.

Dancing polygons and rolling balls linked via a special geometric distribution.

problem Understanding the geometric and mechanical relationship between dancing polygons and rolling balls.
method Mapping dancing polygons to trajectories of a rolling ball on a 3D surface, both described by a specific geometric distribution.
result Non-degenerate dancing pairs of polygons exist for all n6n \geq 6 and correspond to rolling ball trajectories.

Local equivalence found between maximally symmetric rolling and flat Cartan distributions.

problem Establishing local equivalence between maximally symmetric rolling and flat Cartan distributions.
method Using complex parametrisation of su(2), a change of coordinates maps the maximally symmetric rolling (2,3,5)(2,3,5)-distribution to the flat Cartan distribution.
result Local equivalence between maximally symmetric rolling and flat Cartan distributions established.

We prove that for a generic 33-dimensional integrable rolling distribution of contact elements (excluding developable seed and isotropic developable leaves) isometric correspondence of leaves of a general nature (independent of the shape of the seed) requires the Bäcklund transformation.

2019-07-30abs ↗pdf ↗

ERDM integrates rolling forecasts with diffusion models for complex dynamics.

problem Forecasting complex dynamics with rolling forecasts and diffusion models.
method Adapting EDM components for rolling forecasts, introducing novel loss weighting, efficient initialization, and hybrid architecture.
result ERDM outperforms diffusion-based baselines in 2D Navier-Stokes simulations and ERA5 weather forecasting.

Study maximally symmetric distribution of An-Nurowski surface rolling on a plane.

problem Maximally symmetric (2,3,5)(2,3,5)-distribution of An-Nurowski surface rolling without slipping or twisting.
method Calculated vector fields defining a split g2\frak{g}_2 Lie algebra and projected to an action of SL(3,R)SL(3,\mathbb{R}).
result Obtained an action of SL(3,R)SL(3,\mathbb{R}) on the configuration space without a surface.

Study rolling control of Lorentzian manifolds on flat space.

problem Complete controllability of rolling Lorentzian manifolds.
method Examining the holonomy group of the distribution encoding rolling constraints.
result Rolling problem is completely controllable if and only if the holonomy group equals SO0(n,1)SO_0(n,1).

In the present work we define the rolling of one pseudo-Riemannian manifold over another without slipping and twisting. We compare the definition of the rolling without slipping and twisting of two manifolds isometrically embedded into a pseudo-Euclidean space with the rolling defined only by the intrinsic data, namely…

2012-10-11abs ↗pdf ↗

In the present paper, we study the infinitesimal symmetries of the model of two Riemannian manifolds (M,g)(M,g) and (M^,g^)(\hat M,\hat g) rolling without twisting or slipping. We show that, under certain genericity hypotheses, the natural bundle projection from the state space QQ of the rolling model onto MM is a principal …

2013-01-11abs ↗pdf ↗

Rollings of reductive homogeneous spaces are studied using intrinsic curves.

problem Investigate rollings of reductive homogeneous spaces without slip and twist.
method An intrinsic point of view, considering rollings as curves in the configuration space QQ tangent to a certain distribution.
result Explicit solutions for rollings of m\mathfrak{m} over G/HG / H are obtained for specific cases.

New classification of conformal structures with maximal G2G_2 symmetry.

problem Classifying conformal structures with maximal G2G_2 symmetry.
method Complete local classification of homogeneous 4D split-conformal structures.
result Established a complete local classification of conformal structures with maximal G2G_2 symmetry.

We present an intrinsic formulation of the kinematic problem of two nn-dimensional manifolds rolling one on another without twisting or slipping. We determine the configuration space of the system, which is an n(n+3)2\frac{n(n+3)}2-dimensional manifold. The conditions of no-twisting and no-slipping are decoded by means of …

2010-08-11abs ↗pdf ↗

On a natural circle bundle T(M) over a 4-dimensional manifold M equipped with a split signature metric g, whose fibers are real totally null selfdual 2-planes, we consider a tautological rank 2 distribution D obtained by lifting each totally null plane horizontally to its point in the fiber. Over the open set where g i…

2012-10-12abs ↗pdf ↗

In this paper, we consider two cases of rolling of one smooth connected complete Riemannian manifold (M,g)(M,g) onto another one $(\hM,\hg)$ of equal dimension n2n\geq 2. The rolling problem (NS)(NS) corresponds to the situation where there is no relative spin (or twist) of one manifold with respect to the other one. As for…

2010-11-12abs ↗pdf ↗

We develop the concept of Cartan ribbons together with a rolling-based method to ribbonize and approximate any given surface in space by intrinsically flat ribbons. The rolling requires that the geodesic curvature along the contact curve on the surface agrees with the geodesic curvature of the corresponding Cartan deve…

2017-04-26abs ↗pdf ↗

The paper analyzes profitable bidding strategies for BESS in day-ahead and intraday markets.

problem Optimizing profitability of Battery Energy Storage Systems (BESS) in day-ahead and intraday markets.
method Employing the rolling intrinsic approach to model continuous intraday markets, accounting for bid-ask spreads and liquidity constraints.
result Multi-market bidding strategies outperform single-market participation, and relaxing daily cycling constraints can unlock additional value.

Study on rolling Stiefel manifolds with specific metrics.

problem Intrinsic and extrinsic rolling of Stiefel manifolds with αα-metrics.
method Investigation of intrinsic rolling of normal naturally reductive homogeneous spaces, derivation of ODEs for rolling, and explicit solutions.
result Explicit solutions for intrinsic and extrinsic rolling of Stiefel manifolds.

In this semi-expository paper we disclose hidden symmetries of a classical nonholonomic kinematic model and try to explain geometric meaning of basic invariants of vector distributions.

2006-11-27abs ↗pdf ↗

Study on rolling of 2D and 3D manifolds, identifying orbit dimensions.

problem Understanding rolling dynamics of 2D and 3D manifolds with constraints.
method Modeling rolling as a control affine system on a fibered space Q, analyzing reachable sets.
result Identified possible dimensions of non-open rolling orbits: 2, 5, 6, 7.

Shapes can roll downhill following any curve, but often return to initial orientation after crossing multiple copies.

problem How to design shapes that roll downhill along a given curve and its translations.
method Analyzing the geometric properties and motion of shapes on inclined planes.
result Most curves allow shapes to roll downhill following them and their translations, but some require crossing multiple copies.

Associated to the problem of rolling one surface along another there is a five-manifold M with a rank two distribution. If the two surfaces are spheres then M is the product of the rotation group SO_3 with the two-sphere and its distribution enjoys an obvious symmetry group; the product of two SO_3's, one for each sphe…

2006-12-18abs ↗pdf ↗

New method for rolling bodies on inclined planes, with applications to rescue operations.

problem Constructing solid bodies rolling along curves on inclined planes.
method Rigorous existence theorems and connections to maritime rescue operations.
result Comprehensive existence theorems for rolling bodies on inclined planes.

We give a complete answer to the question of when two curves in two different Riemannian manifolds can be seen as trajectories of rolling one manifold on the other without twisting or slipping. We show that up to technical hypotheses, a rolling along these curves exists if and only if the geodesic curvatures of each cu…

2011-11-03abs ↗pdf ↗

This paper tackles belief-state selection in simulators with latent states.

problem Selecting among approximate belief-state samplers for simulators with latent variables.
method Reduces belief-state selection to conditional distribution selection, develops algorithms and analyses.
result Different formulations of belief-state selection have varying guarantees under different roll-out methods.

Chronos models improve financial forecasting by integrating multivariate data.

problem Improving financial forecasting accuracy using multivariate data.
method Evaluation of Chronos-2 on multivariate and univariate financial forecasting models.
result Multivariate forecasts consistently outperform univariate forecasts, especially for interest rates.

We prove a Li-Yau gradient estimate for positive solutions to the heat equation, with Neumann boundary conditions, on a compact Riemannian submanifold with boundary MnNn{\bf M}^n\subseteq {\bf N}^n, satisfying the integral Ricci curvature assumption: \begin{equation} D^2 \sup_{x\in {\bf N}} \left( \oint_{B(x,D)} |Ric^-|^…

2017-10-24abs ↗pdf ↗

In this paper, we consider a smooth connected finite-dimensional manifold MM, an affine connection \nabla with holonomy group HH^{\nabla} and ΔΔ a smooth completely non integrable distribution. We define the ΔΔ-horizontal holonomy group HΔ  H^{\;\nabla}_Δ as the subgroup of HH^{\nabla} obtained by \nabla-paralle…

2014-11-02abs ↗pdf ↗

In the present paper we give a historical account -ranging from classical to modern results- of the problem of rolling two Riemannian manifolds one on the other, with the restrictions that they cannot instantaneously slip or spin one with respect to the other. On the way we show how this problem has profited from the d…

2013-01-27abs ↗pdf ↗

In this paper we bring to bear some new tools from statistical learning on the analysis of roll call data. We present a new data-driven model for roll call voting that is geometric in nature. We construct the model by adapting the "Partition Decoupling Method," an unsupervised learning technique originally developed fo…

2011-08-13abs ↗pdf ↗

We study the rolling of the Chaplygin ball in Rn\mathbb R^n over a fixed (n1)(n-1)--dimensional sphere without slipping and without slipping and twisting. The problems can be naturally considered within a framework of appropriate modifications of the L+R and LR systems -- well known systems on Lie groups groups with an i…

2018-04-10abs ↗pdf ↗

New kinematic model for a spin-rolling sphere using Darboux frame.

problem Control and planning of an underactuated sphere on a plane.
method Darboux frame transformation to fully-actuated model.
result Underactuated sphere model transformed into fully-actuated model.

Paper proposes deep learning model for dynamic stock repurchase forecasting.

problem Complex temporal dependencies in corporate financial conditions.
method Hybrid Temporal Convolutional Network (TCN) and Attention-based LSTM.
result Model significantly outperforms static baselines in stock repurchase forecasting.

Rolling Diffusion improves video prediction by progressively corrupting frames based on their temporal position.

problem Improving video prediction accuracy by accounting for temporal dynamics.
method A sliding window denoising process that assigns more noise to frames that appear later in a sequence.
result Rolling Diffusion outperforms standard diffusion models in tasks with complex temporal dynamics.

The paper uses stochastic control to analyze interest rate markets with roll-over risk.

problem Analyzing interest rate markets with roll-over risk without classical arbitrage assumptions.
method Stochastic optimal control problems with power-type objective functionals.
result Endogenously determined funding-liquidity spread.