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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

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48 results for integral decomposition

Paper proves optimal decomposition for matrix fields, reducing convex integration steps.

problem Optimizing decomposition of symmetric matrix fields for convex integration.
method Algebraic geometry and topology applications to prove optimality.
result Optimal decomposition with fewer rank-one terms, improving Hölder regularity.

The paper explores Hodge decomposition and Hard Lefschetz Condition on almost Kähler manifolds.

problem Analyzing harmonic forms and Hodge decomposition on almost Kähler manifolds.
method Using Hodge decomposition and the Hard Lefschetz Condition to study almost Kähler manifolds.
result The spaces of harmonic forms have the Hodge decomposition and the Hard Lefschetz Condition is satisfied.

DDD reformulated for sparse matrices, integrating trajectory and snapshot time series data.

problem Efficiently integrate trajectory and snapshot time series data.
method Reformulate DDD to use compact basis functions, reducing parameter scaling.
result Inference of sparse matrices reduces the number of parameters in DDD.

The Adomian decomposition method is shown to be equivalent to the Taylor series approach.

problem Incorrectly perceived complexity of the Adomian decomposition method.
method Demonstrates the Adomian decomposition method as equivalent to the Taylor series approach.
result The Adomian decomposition method is simpler and more straightforward.

Develops portfolio theory without probabilistic analysis, focusing on pathwise decomposition.

problem Ensuring market viability without probabilistic assumptions.
method Uses pathwise decomposition and trend extractors to replace semimartingale decomposition.
result Growth-numéraire and viability equivalences are similar but not identical in pathwise setting.

For a functionally generated portfolio, there is a natural decomposition of the relative log-return into the log-change in the generating function and a drift process. In this note, this decomposition is extended to arbitrary stock portfolios by an application of Fisk-Stratonovich integration. With the extended methodo…

2016-06-19abs ↗pdf ↗

Paper introduces a PDE-free method for decomposing forces in any dimension.

problem Analyzing non-conservative forces in arbitrary dimensions.
method Geometric decomposition using homotopy operator and Frobenius theorem.
result Decomposes forces into gradient and antiexact components, characterizing curl forces.

In this article, using combinatorial techniques of mapping class groups, we show that a Stein fillable integral homology 33-sphere supported by an open book decomposition with page a 44-holed sphere admits a unique Stein filling up to diffeomorphism. Furthermore, according to a property of deforming symplectic fillin…

2014-07-20abs ↗pdf ↗

The paper finds non-isotopic exact Lagrangians in symplectic manifolds with C\mathbb{C}^*-actions.

problem Finding non-isotopic exact Lagrangians in symplectic manifolds.
method Using contracting C\mathbb{C}^*-actions, the paper constructs families of non-isotopic closed exact Lagrangian submanifolds.
result The Floer cohomologies of these Lagrangians are topological, recovering ordinary cohomologies of intersections.

The paper derives upper bounds on eigenvalues of Laplace-Beltrami operator on hyperbolic surfaces.

problem Finding upper bounds on eigenvalues of Laplace-Beltrami operator on hyperbolic surfaces.
method Using spectral decompositions and consistency conditions derived from quadruple overlap integrals in terms of triple overlap integrals.
result Derives upper bounds on eigenvalues, nearly saturated by the Bolza surface.

BIDIFAC+ factorizes linked matrices for cancer studies.

problem Integrating multiple omics platforms across various cancer types.
method Flexible approach to simultaneous factorization and decomposition of linked matrices using BIDIFAC+.
result Identifies shared and specific modes of variability across multiple omics platforms and cancer types.

New method uses random decompositions for high-dimensional Bayesian optimization.

problem Learning accurate decompositions for high-dimensional black-box functions.
method Data-independent random tree-based decomposition sampling.
result Random decomposition upper-confidence bound algorithm (RDUCB) yields significant empirical gains.

Bayesian approach approximates probability functions of Gaussian mixtures.

problem Approximating probability functions of non-spherical Gaussian mixtures.
method Bayesian decomposition, spherical radial decomposition, random sampling.
result Established differentiability and integral representation of gradient for probability functions.

In this paper we study the Föllmer-Schweizer decomposition of a square integrable random variable ξξ with respect to a given semimartingale SS under restricted information. Thanks to the relationship between this decomposition and that of the projection of ξξ with respect to the given information flow, we characteri…

2015-11-17abs ↗pdf ↗

ForecastGAN improves multi-horizon time series forecasting by integrating numerical and categorical features.

problem Limited performance of existing approaches in short-term and long-term forecasting.
method Decomposition, model selection, adversarial training.
result ForecastGAN consistently outperforms state-of-the-art transformer models for short-term forecasting.

Study homotopy types of 4-manifolds, finding decompositions and conditions for desuspension.

problem Determine homotopy types of double suspensions of 4-manifolds with 2-torsion.
method Use Postnikov square and analyze homology groups to find decompositions and conditions for desuspension.
result Homotopy decompositions of double suspensions as wedge sums of specific complexes.

Formula derived for renormalized area of minimal submanifolds in Poincaré-Einstein manifolds.

problem Calculating the renormalized area of minimal submanifolds in Poincaré-Einstein manifolds.
method Decomposition of extrinsic QQ-curvature and application to renormalized area.
result Renormalized area formula expressed as a linear combination of Euler characteristic and scalar conformal submanifold invariant.

We study the structure of generalized Baumslag-Solitar groups from the point of view of their (usually non-unique) splittings as fundamental groups of graphs of infinite cyclic groups. We find and characterize certain decompositions of smallest complexity (`fully reduced' decompositions) and give a simplified proof of …

2005-02-02abs ↗pdf ↗

EFiGP uses Fourier and eigen-decomposition for efficient ODE parameter estimation.

problem Parameter estimation and trajectory reconstruction for noisy, sparse, nonlinear ODE systems.
method EFiGP integrates Fourier transformation and eigen-decomposition into a physics-informed Gaussian Process framework.
result EFiGP efficiently estimates ODE parameters and recovers trajectories from noisy data.

We show that integration over a GG-manifold MM can be reduced to integration over a minimal section ΣΣ with respect to an induced weighted measure and integration over a homogeneous space G/NG/N. We relate our formula to integration formulae for polar actions and calculate some weight functions. In case of a compact …

2009-01-16abs ↗pdf ↗

Generalizes Hoeffding's decomposition for dependent inputs under mild conditions.

problem Performing global sensitivity analysis on black-box models with dependent inputs.
method Proposes a novel framework based on probability theory, functional analysis, and combinatorics to handle dependencies.
result Any square-integrable, real-valued function of random elements with mild dependence assumptions can be uniquely additively decomposed.

Signature volatility models are analyzed for existence, arbitrage, completeness, and hedging-error decomposition.

problem Existence, arbitrage, completeness, and hedging-error decomposition of signature volatility models.
method Global existence and uniqueness of strong solutions, asset-pricing, market completeness, and hedging-error decomposition derived through structural results.
result Signature volatility models are structurally sound with existence, arbitrage, completeness, and hedging-error decomposition.

SWoTTeD discovers hidden temporal patterns in EHR data.

problem Complex temporal patterns in EHR data.
method Sliding Window for Temporal Tensor Decomposition (SWoTTeD) with constraints and regularizations.
result SWoTTeD achieves at least as accurate reconstruction as state-of-the-art models and extracts meaningful temporal phenotypes.

Completeness of the eigenfunctions of a quantum mechanical system is crucial for its probability interpretation. By using the method of contour integral we give properly normalized eigenfunctions for both discrete and continuum spectrum of the Morse potential, and explicitly prove the completeness relation. As an appli…

2010-10-19abs ↗pdf ↗

MILCCI integrates labels across categories for better understanding of multi-trial data.

problem Understanding how labels encode multi-trial observations and disentangling their effects.
method Sparse per-trial decomposition leveraging label similarities within each category.
result MILCCI identifies interpretable components and integrates label information.

The paper bounds eigenvalues and integrals of eigenfunctions on hyperbolic manifolds.

problem Eigenvalues and integrals of eigenfunctions on compact hyperbolic manifolds.
method Spectral decompositions and consistency conditions derived from quadruple overlap integrals.
result Upper bounds on Laplacian eigenvalues and triple overlap integrals.

We use the 3d-3d correspondence together with the DGG construction of theories Tn[M]T_n[M] labelled by 3-manifolds M to define a non-perturbative state-integral model for SL(n,C) Chern-Simons theory at any level k, based on ideal triangulations. The resulting partition functions generalize a widely studied k=1 state-integ…

2014-09-02abs ↗pdf ↗

The increased availability of the multi-view data (data on the same samples from multiple sources) has led to strong interest in models based on low-rank matrix factorizations. These models represent each data view via shared and individual components, and have been successfully applied for exploratory dimension reduct…

2017-07-20abs ↗pdf ↗

KEDformer improves long-term time series forecasting with seasonal-trend decomposition.

problem Accurate long-term predictions in energy, finance, and meteorology.
method Knowledge extraction-driven framework integrating seasonal-trend decomposition.
result KEDformer enhances model's ability to capture short-term and long-term patterns.

Develops methods to analyze feature-outcome associations in subpopulations.

problem Challenges in understanding feature-outcome associations in high-dimensional data.
method Geometric decomposition framework using gradient flow and co-monotonicity decomposition.
result Identifies context-dependent patterns and improves statistical power and interpretability.

Unified model explains volatility memory in stocks and forex.

problem Understanding the components of volatility memory in financial markets.
method Developed a three-dimensional decomposition of volatility memory into level, shape, and tempo.
result Unified model shows that volatility memory is state-dependent, with different gates prevailing in equities and forex.

The weak regular coherence is a coarse property of a finitely generated group ΓΓ. It was introduced by G. Carlsson and this author to play the role of a weakening of Waldhausen's regular coherence as part of computation of the integral K-theoretic assembly map. A new class of metric spaces (sFDC) was introduced recent…

2013-07-19abs ↗pdf ↗