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.

168,694 papers · 148 categories

Trend · papers per month

0111 · Jul 201219922001200920172026
8 results for integration-free

A new model DKMPP integrates covariates and uses an integration-free method for spatio-temporal point processes.

problem Training intractable deep spatio-temporal point processes with multimodal covariates.
method DKMPP uses a deep kernel to model complex relationships and an integration-free score matching method.
result DKMPP and score-based estimators outperform baseline models in spatio-temporal point processes.

Our goal in this paper is to compute the integral free loop space homology of (n1)(n-1)-connected 2n2n-manifolds MM, n2n\geq 2. We do this when n2,4,8n\neq 2,4,8, or when n2n\neq 2 and H~(M)\tilde H^*(M) has trivial cup product squares, though the techniques used here should extend to a much wider range of manifolds. We also g…

2012-07-10abs ↗pdf ↗

New minimal surfaces in 4D space derived from parametric equations.

problem Deriving explicit parametric equations for higher-order Henneberg-type minimal surfaces in R4\mathbb{R}^4.
method Generalized Weierstrass--Enneper representation and differential geometric analysis.
result Explicit parametric equations and differential geometric characteristics of the Henneberg-type minimal surfaces in R4\mathbb{R}^4.

The article prices exchange options using variance gamma-like models.

problem Pricing exchange options under specific stochastic processes.
method Derives formulas for variance gamma and variance gamma++ processes, constructs multidimensional versions, calibrates parameters with real data.
result Closed formulas and numerical methods for evaluating exchange options.

Introduces a new Lévy process for modeling illiquid markets.

problem Modeling dynamic of assets in illiquid markets.
method Introduces Variance Gamma++ process, a new Lévy process, and provides efficient path simulation algorithms.
result Efficient pricing formula and parameter estimation for European options.