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.
Paper proposes neural networks for fundamental matrix estimation without key-point correspondences.
NaimishNet detects facial key points using deep learning.
To answer the existence of optimal swimmer learning/teaching strategies, this work introduces a two-level clustering in order to analyze temporal dynamics of motor learning in breaststroke swimming. Each level have been performed through Sparse Fisher-EM, a unsupervised framework which can be applied efficiently on lar…
PoPPy simplifies point process modeling and analysis.
In this paper, we prove Kirchberg inequalities for any kahler spin foliations. Their limiting cases are then characterized as being transversal minimal Einstein foliations. The key point is to introduce the transversal kahlerian twistor operators.
We provide a new characterization of mean-variance hedging strategies in a general semimartingale market. The key point is the introduction of a new probability measure which turns the dynamic asset allocation problem into a myopic one. The minimal martingale measure relative to coincides with t…
We compute the Betti numbers of the moduli space of rank 3 parabolic Higgs bundles, using Morse theory. A key point is that certain critical submanifolds of the Morse function can be identified with moduli spaces of parabolic triples. These moduli spaces come in families depending on a real parameter and we study their…
We give a complete topological classification of germs of holomorphic foliations in the plane under rather generic conditions. The key point is the introduction of a new topological invariant called monodromy representation. This monodromy contains all the relevant dynamical information, in particular the projective ho…
Paper proves Miyaoka-Yau inequality for certain Kähler manifolds.
Phase diagram illustrates key points in Roegenian economics.
We propose here a geometric and topological setting for the study of branching effects arising in various fields of research, e.g. in statistical mechanics and turbulence theory. We describe various aspects that appear key points to us, and finish with a limit of such a construction which stand in the dynamics on proba…
In this paper we prove mixed norm estimates for Riesz transforms related to Laplace--Beltrami operators on compact Riemannian symmetric spaces of rank one. These operators are closely related to the Riesz transforms for Jacobi polynomials expansions. The key point is to obtain sharp estimates for the kernel of the Jaco…
After a brief introduction to several variational problems in the study of shapes of thin thickness structures, we deal with variational problems on 2-dimensional surface in 3-dimensional Euclidian space by using exterior differential forms. The morphological problems of lipid bilayers and stabilities of cell membranes…
We construct most symmetric Saddle towers in Heisenberg space i.e. periodic minimal surfaces that can be seen as the desingularization of vertical planes intersecting equiangularly. The key point is the construction of a suitable barrier to ensure the convergence of a family of bounded minimal disks. Such a barrier is …
We describe work on solutions of certain non-divergence type and therefore non-variational elliptic and parabolic systems on manifolds. These systems include Hermitian and affine harmonics which should become useful tools for studying Hermitian and affine manifolds, resp. A key point is that in addition to the standard…
We study the heat kernel of the sub-Laplacian L on the CR sphere S2n+1. An explicit and geometrically meaningful formula for the heat kernel is obtained. As a by-product we recover in a simple way the Green function of the conformal sub- Laplacian -L + n2 that was obtained by Geller [12], and also get an explicit formu…
We consider the optimal double stopping time problem defined for each stopping time by $v(S)=\esssup\{E[ψ(τ_1, τ_2) | \F_S], τ_1, τ_2 \geq S \}$. Following the optimal one stopping time problem, we study the existence of optimal stopping times and give a method to compute them. The key point is the construction of …
After shortly recalling the construction of the Khovanov-Kuperberg algebras, we give a characterisation of indecomposable web-modules. It says that a web-module is indecomposable if and only if one can deduce it directly from the Kuperberg bracket (via a Schur lemma argument). The proofs relies on the construction of i…
Local gaps in Ricci shrinkers depend only on dimension.
In this paper we examine the claims reserving problem using Tweedie's compound Poisson model. We develop the maximum likelihood and Bayesian Markov chain Monte Carlo simulation approaches to fit the model and then compare the estimated models under different scenarios. The key point we demonstrate relates to the compar…
We prove that proper pseudo-holomorphic maps between strictly pseudoconvex regions in almost complex manifolds extend to the boundary. The key point is that the Jacobian is far from zero near the boundary, and the proof is mainly based on an almost complex analogue of the scaling method. We also establish a link betwee…
The paper develops a Galois theory for cluster algebras and Riemann surfaces.
This paper has two main goals. First, we give a complete, explicit, and computable solution to the problem of when two simple closed curves on a surface are equivalent under the Johnson kernel. Second, we show that the Johnson filtration and the Johnson homomorphism can be defined intrinsically on subsurfaces and prove…
Researchers create metrics collapsing to a line, detailing near-fiber behavior.
Improves Graph Convolutional Network performance on citation datasets.
The purpose of this paper is to study the shapes and stabilities of bio-membranes within the framework of exterior differential forms. After a brief review of the current status in theoretical and experimental studies on the shapes of bio-membranes, a geometric scheme is proposed to discuss the shape equation of closed…
Paper derives closed-form solutions for CEV model using semiclassical approximation.
Study hypocoercive estimates for diffusion on foliations, focusing on velocity spherical Brownian motion.
We show how Adjoint Algorithmic Differentiation (AAD) allows an extremely efficient calculation of correlation Risk of option prices computed with Monte Carlo simulations. A key point in the construction is the use of binning to simultaneously achieve computational efficiency and accurate confidence intervals. We illus…
Graphs prove curvature condition with modified heat equation.
Study Brownian motion on Grassmann manifold using matrix stochastic calculus.
The paper calculates the full asymptotics of analytic torsions for compact orbifolds.
This paper introduces Grey Machine Learning and its nonlinear extensions.
This paper investigates how resampling affects the accuracy of imbalanced classification tasks.
We prove that an Artin-Tits group of type is the group of fractions of a Garside monoid, analogous to the known dual monoids associated with Artin-Tits groups of spherical type and obtained by the "generated group" method. This answers, in this particular case, a general question on Artin-Tits groups, gives …
We expand the item response theory to study the case of "cheating students" for a set of exams, trying to detect them by applying a greedy algorithm of inference. This extended model is closely related to the Boltzmann machine learning. In this paper we aim to infer the correct biases and interactions of our model by c…
SlideVaR balances risk and prudence by considering variable investor attitudes.
This study compares Riemannian and Finsler geometries, focusing on their cut and conjugate loci.
The paper constructs unbounded symplectic embeddings of rational homology balls into surfaces.
The paper examines how the first Steklov-Dirichlet eigenvalue changes with the distance between two concentric circles.
Clean intersections of Lagrangian knots in 3D are impossible.
PPOS improves PPO by smoothing the surrogate objective function.
This work extends lamination theory to free products, describing Gromov boundaries and subgroup classification.
Paper tackles non-stationary kernelized bandits with near-optimal algorithm.
HopGAT improves node classification in sparsely labeled graphs by learning from distant neighbors.
We introduce a probabilistic model of labor markets for university graduates, in particular, in Japan. To make a model of the market efficiently, we take into account several hypotheses. Namely, each company fixes the (business year independent) number of opening positions for newcomers. The ability of gathering newcom…
We introduce techniques for turning estimates on the infinitesimal behavior of solutions to nonlinear equations (statements concerning tangent cones and blow ups) into more effective control. In the present paper, we focus on proving regularity theorems for stationary and minimizing harmonic maps and minimal currents. …
We present a detailed analysis of interest rate derivatives valuation under credit risk and collateral modeling. We show how the credit and collateral extended valuation framework in Pallavicini et al (2011), and the related collateralized valuation measure, can be helpful in defining the key market rates underlying th…