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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 intrinsic

Introduces intrinsic Hopf-Lax semigroup linking to intrinsic slope.

problem Understanding intrinsic Hopf-Lax semigroup and its relation to intrinsic slope.
method Introduces and proves the link between intrinsic Hopf-Lax semigroup and intrinsic slope.
result Intrinsic Hopf-Lax semigroup is a subsolution of Hamilton-Jacobi type equality.

We introduce new sufficient conditions for intrinsic knotting and linking. A graph on n vertices with at least 4n-9 edges is intrinsically linked. A graph on n vertices with at least 5n-14 edges is intrinsically knotted. We also classify graphs that are 0, 1, or 2 edges short of being complete partite graphs with respe…

2007-01-15abs ↗pdf ↗

New graph shows edge deletion/contraction doesn't always result in intrinsically linked graphs.

problem Edge operations in intrinsically knotted graphs don't always produce intrinsically linked graphs.
method Presented a new intrinsically knotted graph.
result Edge operations in intrinsically knotted graphs don't always result in intrinsically linked graphs.

New method estimates intrinsic dimensionality using angles, not distances.

problem Estimating local intrinsic dimensionality accurately.
method Introduces a new estimator using the distribution of angles between neighbor points.
result New estimator behaves similarly but complementarily to existing measures of intrinsic dimensionality.

A directed graph GG is intrinsically linked\textit{intrinsically linked} if every embedding of that graph contains a non-split link LL, where each component of LL is a consistently oriented cycle in GG. A tournament\textit{tournament} is a directed graph where each pair of vertices is connected by exactly one directed edge. We consider intr…

2019-01-11abs ↗pdf ↗

We classify graphs that are 0, 1, or 2 edges short of being complete partite graphs with respect to intrinsic linking and intrinsic knotting. In addition, we classify intrinsic knotting of graphs on 8 vertices. For graphs in these families, we verify a conjecture presented in Adams' "The Knot Book": If a vertex is remo…

2003-12-09abs ↗pdf ↗

Investigates intrinsic Lipschitz sections in nonlinear quotient maps.

problem Analyzing intrinsic Lipschitz sections in non-linear quotient maps.
method Introduced Leibniz formula for intrinsic slope under weaker conditions, used properties of intrinsic dilations in Carnot groups, and provided conditions for sum of sections.
result Found conditions for sum of intrinsically Lipschitz sections in Carnot groups of step 2.

Revisits VIC method to correct intrinsic reward bias in stochastic environments.

problem Intrinsic reward bias in VIC leading to suboptimal solutions.
method Proposes two methods based on transitional probability model and Gaussian mixture model to correct bias.
result Achieves maximal empowerment through corrected intrinsic reward.

Study uniformly differentiable graphs in Carnot groups, proving area formulas.

problem Characterize uniformly differentiable intrinsic graphs in Carnot groups.
method Characterize uniform intrinsic differentiability via Hölder properties of projections of vector fields.
result Explicit area formula for uniformly intrinsically differentiable maps in Carnot groups.

We focus our attention on the notion of intrinsic Lipschitz graphs, inside a special class of metric spaces i.e. the Carnot groups. More precisely, we provide a characterization of locally intrinsic Lipschitz functions in Carnot groups of step 2 in terms of their intrinsic distributional gradients.

2019-03-06abs ↗pdf ↗

Johnson, Kidwell, and Michael showed that intrinsically knotted graphs have at least 21 edges. Also it is known that K7 and the thirteen graphs obtained from K7 by rY moves are intrinsically knotted graphs with 21 edges. We prove that these 14 graphs are the only intrinsically knotted graphs with 21 edges.

2012-07-31abs ↗pdf ↗

The paper studies maps in the Heisenberg group and their images, called Rickman rugs.

problem Understanding maps and their images in the Heisenberg group.
method Analyzes maps f ⁣:WoHf \colon \mathbb{W} o \mathbb{H}, where H\mathbb{H} is the first Heisenberg group and W\mathbb{W} is a vertical subgroup.
result Rickman rugs in the Heisenberg group admit a corona decomposition by intrinsic bilipschitz graphs.

This paper introduces a number of new intrinsically 3-linked graphs through five new constructions. We then prove that intrinsic 3-linkedness is not preserved by Y\text{Y}\nabla moves. We will see that the graph MM, which is obtained through a Y\text{Y}\nabla move on (PG)(PG)(PG)^*_*(PG), is not intrinsically 3-linked.

2014-10-08abs ↗pdf ↗

Market activity scales near a constant of 0.632 in intrinsic time.

problem Understanding the stability of market scaling laws.
method Modeling market directional changes as a memoryless exponential hazard process and identifying the intrinsic time scaling constant.
result The intrinsic time scaling constant is 11/e=0.6321 - 1/e = 0.632.

The study shows that the second fundamental form is intrinsic under certain conditions in space forms.

problem Understanding the intrinsic nature of the second fundamental form in space forms.
method Proving the intrinsic nature of the normalized second fundamental form AA under specific conditions.
result The normalized second fundamental form AA is intrinsic if σ2k+1(A)eq0σ_{2k+1}(A) eq 0 for some k1k\ge 1.

We examine graphs that contain a non-trivial link in every embedding into real projective space, using a weaker notion of unlink than was used by Flapan, et al. We call such graphs intrinsically linked in projective space. We fully characterize such graphs with connectivity 0,1 and 2. We also show that only one Peterse…

2008-09-02abs ↗pdf ↗

We define the intrinsic scale at which a network begins to reveal its identity as the scale at which subgraphs in the network (created by a random walk) are distinguishable from similar sized subgraphs in a perturbed copy of the network. We conduct an extensive study of intrinsic scale for several networks, ranging fro…

2019-01-15abs ↗pdf ↗

A graph is intrinsically knotted if every embedding contains a knotted cycle. It is known that intrinsically knotted graphs have at least 21 edges and that the KS graphs, K7K_7 and the 13 graphs obtained from K7K_7 by Y\nabla Y moves, are the only minor minimal intrinsically knotted graphs with 21 edges. This set incl…

2014-11-07abs ↗pdf ↗

This article introduces the problem of finding intrinsic torsion varieties associated to G-structures on a fixed parallelizable Riemannian manifold. As an illustration, the intrinsic torsion varieties of orthogonal almost product structures are analysed on the Iwasawa manifold.

2009-06-02abs ↗pdf ↗

Study on ratio of intrinsic to extrinsic metrics and its relation to surface area.

problem Understanding the relationship between intrinsic and extrinsic metrics and surface area.
method Examined surfaces within a unit ball in R3, provided lower bounds on the ratio in terms of area, and showed non-existence of global lower bounds.
result Found that the ratio of intrinsic to extrinsic metrics has a lower bound in terms of surface area, but no global lower bound exists.

Analyzes intrinsic time in financial markets, linking it to physical time.

problem Understanding the intrinsic nature of time in financial data.
method Presented an analytic relationship linking intrinsic and physical time, using empirical scaling laws.
result A novel empirical scaling law relating intrinsic time variability to overshoots.

Graphs and their complements are intrinsically knotted.

problem Characterizing maximal linklessly embeddable graphs and their complements.
method Analyzing maximal linklessly embeddable graphs, deriving connected domination numbers, and proving intrinsic knotting properties.
result Complements of maximal linklessly embeddable graphs of order 12 and 15 are intrinsically knotted.

This paper addresses the following questions pertaining to the intrinsic dimensionality of any given image representation: (i) estimate its intrinsic dimensionality, (ii) develop a deep neural network based non-linear mapping, dubbed DeepMDS, that transforms the ambient representation to the minimal intrinsic space, an…

2018-03-26abs ↗pdf ↗

A graph is called intrinsically knotted if every embedding of the graph contains a knotted cycle. Johnson, Kidwell and Michael, and, independently, Mattman showed that intrinsically knotted graphs have at least 21 edges. Recently Lee, Kim, Lee and Oh, and, independently, Barsotti and Mattman, showed that K7K_7 and the …

2017-08-13abs ↗pdf ↗

Almost perimeter-minimizing boundaries in plentiful groups can be approximated by Lipschitz graphs.

problem Regularity of boundaries in plentiful groups.
method Lipschitz approximation of boundaries.
result Boundary of almost minimizers can be approximated by intrinsic Lipschitz graphs.

Study of intrinsic sub-Laplacian for hypersurfaces in contact sub-Riemannian manifolds.

problem Characterizing the intrinsic sub-Laplacian for hypersurfaces in contact sub-Riemannian manifolds.
method Construction and analysis of the intrinsic sub-Laplacian using Riemannian approximations and stochastic processes.
result The intrinsic sub-Laplacian is stochastically complete, ensuring the process does not hit characteristic points.

The intrinsic entropy model accurately estimates stock market volatility.

problem Accurately estimating historical volatility of stock market indices.
method Incorporates traded volumes alongside OHLC prices in daily data.
result Intrinsic entropy model delivers reliable estimates with lower coefficient of variation.

Study maps in semidirect products of groups, proving Lipschitz properties without intrinsic dilations.

problem Proving Lipschitz conditions in semidirect products of groups without intrinsic dilations.
method Using equivalent conditions and properties of projection maps in metric spaces.
result Proves the same Lipschitz results as in Carnot groups, without intrinsic dilations.