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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.

168,742 papers · 148 categories

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72144216288 · May 202619922001200920172026
48 results for local coefficients

Existence of calibrated local stochastic volatility models proven for non-regular coefficients.

problem Existence of calibrated local stochastic volatility models in finance.
method Investigation of McKean--Vlasov equations with minimal continuity assumptions on coefficients, providing existence and propagation of chaos results.
result Existence of calibrated local stochastic volatility models for appropriate stochastic volatility parameters.

Let M,N and B\subset N be compact smooth manifolds of dimensions n+k,n and \ell, respectively. Given a map f from M to N, we give homological conditions under which g^{-1}(B) has nontrivial cohomology (with local coefficients) for any map g homotopic to f. We also show that a certain cohomology class in H^j(N,N-B) is P…

2009-04-27abs ↗pdf ↗

Develops local elliptic regularity for geometrically-natural operators with low regularity coefficients.

problem Local elliptic regularity for operators with low regularity coefficients in Sobolev-type spaces.
method Rescaling estimates and multiplication results for function spaces.
result Unified set of interior estimates and regularity inference for operators with Sobolev-type coefficients.

Defines Floer homology with DG coefficients for symplectic manifolds.

problem Computing Floer homology with DG coefficients for symplectic manifolds.
method Develops DG Floer toolset, defines spectral invariants, and proves Viterbo isomorphism theorem.
result Establishes almost existence of contractible periodic orbits on cotangent bundles.

Let PP be a non-negative self-adjoint Laplace type operator acting on sections of a hermitian vector bundle over a closed Riemannian manifold. In this paper we review the close relations between various PP-related coefficients such as the mollified spectral counting coefficients, the heat trace coefficients, the reso…

2015-09-01abs ↗pdf ↗

Continuity of roots of hyperbolic polynomials with smooth coefficients.

problem Continuity of the solution map for hyperbolic polynomials.
method Proving continuity of the solution map from hyperbolic polynomials of degree d with C^d coefficients to their increasingly ordered roots.
result Continuity of the solution map for hyperbolic polynomials with C^d coefficients.

LDP is equivalent to contraction of E_γ-divergence, impacting privacy and utility.

problem Analyzing trade-offs between privacy and utility in estimation problems.
method Equivalence of LDP constraints to contraction coefficients of E_γ-divergence, using f-divergences and estimation-theoretic tools.
result LDP guarantees can be expressed in terms of contraction coefficients of arbitrary f-divergences.

Farrell and Hsiang noticed that the geometric surgery groups defined By Wall, Chapter 9, do not have the naturality Wall claims for them. They were able to fix the problem by augmenting Wall's definitions to keep track of a line bundle. The definition of geometric Wall groups involves homology with local coefficients a…

2006-06-26abs ↗pdf ↗

Study reconstructs Faber-Schauder coefficients from antiderivative observations.

problem Reconstructing Faber-Schauder coefficients from discrete antiderivative observations.
method Piecewise quadratic spline interpolation and closed-form solution.
result Final-generation coefficients are unstable; others are robust.

The study provides bounds for geodesic diameter in Euclidean space.

problem Finding bounds for geodesic diameter in Euclidean space.
method Develops a geometric approach using locally rectifiable chains and complete normed commutative group bundles.
result Provides a new method for calculating geodesic diameter bounds.

We consider the asymptotic expansion of the heat kernel of a generalized Laplacian for t0+t\to 0^+ and characterize the coefficients aka_k of this expansion by a natural intertwining property. In particular we will give a closed formula for the infinite order jet of these coefficients on the diagonal in terms of the loc…

2001-05-17abs ↗pdf ↗

Locality regularized reconstruction finds sparse coefficients for sparse and structured data.

problem Finding sparse coefficients for linear representations of data.
method Solves a regularized least squares regression problem with a locality function promoting use of columns close to the target vector.
result Optimal coefficients have at most d+1d+1 non-zero entries, and can be supported on the vertices of the Delaunay simplex.

Formula for Hadamard coefficients from Green's operators on spacetimes.

problem Calculating Hadamard coefficients from Green's operators on spacetimes.
method Developed formulas for diagonal values and integrals over the diagonal of Hadamard coefficients.
result Formulated analogues of Hadamard expansions and resolvents for Green's operators.

Recently, Cochran and Harvey defined torsion-free derived series of groups and proved an injectivity theorem on the associated torsion-free quotients. We show that there is a universal construction which extends such an injectivity theorem to an isomorphism theorem. Our result relates injectivity theorems to a certain …

2006-09-14abs ↗pdf ↗

We investigate the local deformation space of 3-dimensional cone-manifold structures of constant curvature κ{1,0,1}κ\in \{-1,0,1\} and cone-angles π\leq π. Under this assumption on the cone-angles the singular locus will be a trivalent graph. In the hyperbolic and the spherical case our main result is a vanishing theorem fo…

2005-04-06abs ↗pdf ↗

We consider the class of differential equations that describe pseudo-spherical surfaces of the form u_t=F(u,u_x,u_xx)u\_t=F(u,u\_x,u\_{xx}) and u_xt=F(u,u_x)u\_{xt}=F(u, u\_x) given in Chern-Tenenblat \cite{ChernTenenblat} and Rabelo-Tenenblat \cite{RabeloTenenblat90}. We answer the following question: Given a pseudo-spherical surface determine…

2013-08-29abs ↗pdf ↗

We exhibit sufficient conditions such that components of a multidimensional SDE giving rise to a local martingale MM are strict local martingales or martingales. We assume that the equations have diffusion coefficients of the form σ(Mt,vt),σ(M_t,v_t), with vtv_t being a stochastic volatility term.

2019-03-06abs ↗pdf ↗

This study uses local Gaussian correlation to analyze stock return tails, revealing more sensitive network properties.

problem Misleading results from Pearson correlation in financial networks.
method Local Gaussian correlation coefficient for capturing nonlinear dependence and heavy-tailed distributions.
result Local Gaussian correlation network among negative tails is more sensitive to stock market risks.

Characterizes a specific homology group for certain graphs.

problem Understanding the first uniformly finite homology group with Z\mathbb{Z} coefficients.
method Analyzes uniformly locally finite graphs, characterizes the group for trees and Z2\mathbb{Z}_2 coefficients, and identifies three phenomena for general graphs.
result Necessary conditions for non-vanishing of the group in transitive graphs.

We study EγE_γ-divergence contraction and its privacy implications.

problem Analyzing privacy in data processing and algorithms.
method Generalizing Dobrushin's coefficient to EγE_γ-divergence and deriving contraction coefficients.
result Local differential privacy can be expressed in terms of EγE_γ-divergence contraction, leading to precise sample size reductions.

Study shows LLC correlates with neural network compressibility.

problem Evaluating limits of neural network compression.
method Extended minimum description length principle using singular learning theory.
result Complexity estimates based on LLC are linearly correlated with compressibility.

We study the theoretical properties of learning a dictionary from NN signals xiRK\mathbf x_i\in \mathbb R^K for i=1,...,Ni=1,...,N via l1l_1-minimization. We assume that xi\mathbf x_i's are i.i.d.i.i.d. random linear combinations of the KK columns from a complete (i.e., square and invertible) reference dictionary $\mathbf D_0 \in…

2015-05-17abs ↗pdf ↗

We simplify complex regression coefficients using linearization and feature comparison.

problem Interpreting high-dimensional regression coefficients from nonlinear responses.
method Developed a linearization method to derive feature coefficients and compare them with regression coefficients.
result Shows how regression coefficients relate to linearized feature coefficients and how they change under regularization.

A new model for forward curves captures behavior through a single equation.

problem Modeling forward curves in a complex function space.
method Developed a stochastic partial differential equation with locally state-dependent coefficients.
result The model retains simplicity while capturing entire forward curve behavior.

In this paper we consider the cohomology of a closed arithmetic hyperbolic 3-manifold with coefficients in the local system defined by the even symmetric powers of the standard representation of SL(2,C). The cohomology is defined over the integers and is a finite abelian group. We show that the order of the 2nd cohomol…

2011-03-11abs ↗pdf ↗

A major issue in harmonic analysis is to capture the phase dependence of frequency representations, which carries important signal properties. It seems that convolutional neural networks have found a way. Over time-series and images, convolutional networks often learn a first layer of filters which are well localized i…

2018-10-29abs ↗pdf ↗

Classifies actions of tori on manifolds up to diffeomorphisms.

problem Classifying actions of tori on manifolds up to diffeomorphisms.
method Using triples (Q, λ, c) to classify actions, where Q is a manifold-with-corners, λ is a unimodular labelling, and c is a cohomology class.
result Classifies locally standard smooth actions of T up to equivariant diffeomorphisms.

In this note we define a lifting of a local torus action modeled on the standard representation (we call it a local torus action for simplicity) to a principal torus bundle, and show that there is an obstruction class for the existence of liftings in the first cohomology of the fundamental group of the orbit space with…

2007-10-11abs ↗pdf ↗

Let X be a finite CW-complex, denote its fundamental group by G. Let R be an n-dimensional complex repesentation of G. Any element A of the first cohomology group of X with complex coefficients gives rise to the exponential deformation of the representation R, which can be considered as a curve in the space of represen…

2013-02-27abs ↗pdf ↗

Locally private methods detect changes in time series data.

problem Detecting distributional changes in time series data under local differential privacy.
method Proposed locally differentially private algorithms based on randomized response and binary mechanisms.
result Theoretical performance bounds and empirical validation of detection accuracy.

Extends Morse-Novikov Homology to include differential graded coefficients and fibration structures.

problem Extending Morse-Novikov Homology with differential graded coefficients.
method Constructs a Morse-Novikov complex and proves the existence of a Chas-Sullivan-like product for a fibration.
result Proves the existence of a Chas-Sullivan-like product on the Novikov completion of a fibration.