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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.

168,695 papers · 148 categories

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48 results for local projections

This paper solves the inversion problem for jump processes using Markovian projections.

problem Calibrating jump-diffusion models with both local and stochastic features.
method Inverting Markovian projections for pure jump processes.
result Constructs calibrated local stochastic intensity (LSI) models for credit risk applications.

Study identifies subvarieties of projective varieties mapping to models.

problem Understanding mappings of subvarieties to models on projective varieties.
method Analyzes smooth projective varieties with holomorphic locally homogeneous structures.
result Determines all subvarieties mapping to the model.

Given a projective structure on a three-dimensional manifold, we find explicit obstructions to the local existence of a Levi-Civita connection in the projective class. These obstructions are given by projectively invariant tensors algebraically constructed from the projective Weyl curvature. We show, by examples, that …

2014-08-10abs ↗pdf ↗

A method to visualize multidimensional local subspaces using implicit differentiation.

problem Understanding the effect of multidimensional projection on local subspaces.
method Implicit function differentiation to analyze local subspaces shaped by multidimensional ellipses.
result Visualization of local subspaces provides insights into the global structure of data.

The aim of the present paper is to provide an intrinsic investigation of projective changes in Finlser geometry, following the pullback formalism. Various known local results are generalized and other new intrinsic results are obtained. Nontrivial characterizations of projective changes are given. The fundamental proje…

2009-04-09abs ↗pdf ↗

The paper studies projections of asset prices under equivalent martingale measures.

problem Understanding the impact of information on asset price bubbles and arbitrage opportunities.
method Analyzes optional projections of local martingales into a smaller filtration under equivalent martingale measures.
result Provides general results and specific examples like inverse Bessel process and stochastic volatility models.

Stable planes are locally isomorphic to classical projective planes.

problem Characterizing stable planes that are locally isomorphic to classical projective planes.
method Analyzing properties of stable planes and comparing them to classical projective planes over specific fields.
result Simply connected stable planes with connected lines are isomorphic to open subplanes of classical projective planes.

Projects Markovian processes from Itô semimartingales with jumps.

problem Modeling Itô semimartingales with jumps using Markovian projections.
method Construct Markovian projections for Itô semimartingales with jumps using non-local FPKEs.
result Markovian projections match the marginal laws of the original process.

Generalizing the notion of local φφ-symmetry of Takahashi, in the present paper, we introduce the notion of local φφ-semisymmetry of a Sasakian manifold along with its proper existence and characterization. We also study the notion of local Ricci (resp., projective, conformal) φφ-semisymmetry of a Sasakian manifold …

2013-02-08abs ↗pdf ↗

Link projections with the same circle arrangement can be transformed by specific moves.

problem Characterizing link projections based on their circle arrangements.
method Local moves to transform link projections and analyze their circle arrangements.
result Two link projections have the same circle arrangement if and only if they can be transformed into each other by certain local moves.

Conditional gradients constitute a class of projection-free first-order algorithms for smooth convex optimization. As such, they are frequently used in solving smooth convex optimization problems over polytopes, for which the computational cost of orthogonal projections would be prohibitive. However, they do not enjoy …

2019-06-19abs ↗pdf ↗

The expression (-1/u) times the Hessian of u transforms as a symmetric (0,2) tensor under projective coordinate transformations, so long as u transforms as a section of a certain line bundle. On a locally projectively flat manifold M, the section u can be regarded as a metric potential analogous to the local potential …

2001-08-30abs ↗pdf ↗

Study on null-projectability of Levi-Civita connections in neutral metrics.

problem Characterizing projectability of Levi-Civita connections along null parallel distributions.
method Analyzing projectability of torsion-free connections along foliations on manifolds, focusing on neutral metric signatures and mid-dimensional distributions.
result Extension of Patterson and Walker's Riemann extension metrics to null parallel distributions of any dimension.

New projection operators for multipatch spaces with stable properties.

problem Problems with non-matching interfaces in multipatch spaces.
method Construction of commuting projection operators on de Rham sequences of multipatch spaces with local tensor-product parametrization.
result Local and stable projection operators in any LpL^p norm for shape-regular spline patches with different mappings and local refinements.

A vector field on a Kähler manifold is called c-projective if its flow preserves the J-planar curves. We give a complete local classification of Kähler real 4-dimensional manifolds that admit an essential c-projective vector field. An important technical step is a local description of 4-dimensional c-projectively equiv…

2013-11-03abs ↗pdf ↗

Let SS be a closed oriented surface of genus at least two. Gallo, Kapovich, and Marden asked if 2π-graftings produce all projective structures on SS with arbitrarily fixed holonomy (Grafting Conjecture). In this paper, we show that the conjecture holds true "locally" in the space GLGL of geodesic laminations on SS v…

2010-11-23abs ↗pdf ↗

The study proves properties of 4D projective manifolds and builds non-hyperbolic examples.

problem Characterizing and understanding geometric properties of 4D projective manifolds.
method Analyzing geometric decompositions and using properties of locally symmetric spaces.
result Closed, indecomposable 4D projective manifolds are either real hyperbolic or have real hyperbolic pieces.

This paper explores how local behavior of meromorphic connections on the projective line determines the global connection.

problem Determining the global meromorphic connection based on specified local behavior at singular points.
method Expository discussion of various problems related to meromorphic connections with specified local behavior, including Deligne-Simpson and rigidity problems.
result The existence and nonemptiness of moduli spaces of meromorphic connections with specified local behavior.

Resolves conjectures on non-abelian Hodge loci for quasi-projective varieties.

problem Understanding non-abelian Hodge loci for quasi-projective varieties.
method Analyzes Z\mathbb{Z}-local systems and polarized variations of Hodge structures.
result Proves algebraicity of non-abelian Hodge loci for Q\mathbb{Q}-anisotropic monodromy.

New insights into continual learning for deep models, showing convergence issues but local linear solutions.

problem Challenges in continual learning for homogeneous deep models.
method Sequential projections onto task margin sets, leveraging nonconvex projection theory.
result Local linear convergence under certain conditions for homogeneous deep networks.

Generalizes Riemann-Hilbert correspondence for curved local systems.

problem Higher Riemann-Hilbert correspondence with scalar curvature.
method Equivalence of dg-categories of curved local systems, graded vector bundles, and representations.
result Equivalence of dg-enhancements of twisted sheaves categories.

We present a local classification of smooth projective surfaces in 3-space via projective transformations in accordance with singularity types of central projections up to codimension 4. We also discuss relations between our classification of Monge forms and bifurcations of parabolic curves and flecnodal curves.

2015-04-24abs ↗pdf ↗

Efficiently checks local robustness in neural networks using geometric projections.

problem Ensuring robustness of neural networks against adversarial inputs.
method Systematic search for decision boundaries in convex polyhedral regions using geometric projections.
result Shows geometric projections can efficiently check robustness in neural networks.

FP uses random projections to train networks without feedback, achieving comparable performance to backpropagation.

problem Training neural networks without feedback from downstream layers.
method Forward Projection (FP) method that uses randomised nonlinear projections and closed-form regression.
result FP achieves comparable generalisation to backpropagation methods with a single forward pass, offering significant speedup.

Derives variance kernel for reaction boundary in financial models.

problem Separating components in financial volatility models.
method Operational-time variance kernel, damped Abel response kernel, closed asymptotic form.
result Operational variance has a closed asymptotic form involving various parameters.

Singular Finsler metrics, such as Kropina metrics and mm-Kropina metrics, have a lot of applications in the real world. In this paper, we study a class of singular Finsler metrics defined by a Riemann metric αα and 1-form ββ and characterize those which are respectively Douglasian and locally projectively flat in di…

2013-02-14abs ↗pdf ↗

Survey of Laplacian-based methods for data dimensionality reduction and embedding.

problem Efficiently reducing high-dimensional data to lower dimensions while preserving important features and structures.
method Laplacian-based methods including spectral clustering, Laplacian eigenmap, locality preserving projection, graph embedding, and diffusion map.
result Comprehensive overview of various optimization variants and applications of Laplacian-based techniques.

Projective manifolds with specific bundles are isomorphic to simpler spaces.

problem Characterizing projective manifolds with tangent bundles containing strictly nef subsheaves.
method Analyzing the structure of the tangent bundle and using properties of strictly nef subsheaves.
result Projective manifolds with the described bundles are isomorphic to projective bundles over hyperbolic manifolds or projective spaces.

Two Kähler metrics on a complex manifold are called c-projectively equivalent if their JJ-planar curves coincide. These curves are defined by the property that the acceleration is complex proportional to the velocity. We give an explicit local description of all pairs of c-projectively equivalent Kähler metrics of arb…

2015-10-01abs ↗pdf ↗

PF-LaCG removes the need for knowing smoothness and strong convexity parameters for locally accelerated CG.

problem Locally accelerated CG requires knowledge of smoothness and strong convexity parameters.
method Parameter-Free Locally Accelerated CG (PF-LaCG) algorithm.
result PF-LaCG achieves local acceleration without requiring knowledge of smoothness and strong convexity parameters.