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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.

168,657 papers · 148 categories

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61122183244 · Jun 202019922001200920172026
48 results for logarithmic differentials

Study real logarithms of semi-simple matrices, focusing on differential structure.

problem Understanding the differential structure of real logarithms of semi-simple matrices.
method Examines the differential structure of real logarithms of semi-simple matrices under specific matrix types.
result Characterizes the differential structure of real logarithms of semi-simple matrices.

Tool for contracting subcurves of hyperelliptic curves, proving differential implications.

problem Understanding differentials on hyperelliptic curves and their limits.
method Flexible tool for contracting subcurves, proving Gorenstein contractions and dualising bundles.
result Hyperelliptic multiscale differentials determine Gorenstein contractions of nodal curves.

Generalizes Gauss-Bonnet to metrics with logarithmic singularities.

problem Calculating curvature for metrics with singularities on compact surfaces.
method Proves a generalized Gauss-Bonnet formula under Lebesgue integrability condition.
result Establishes formula for special Kähler metrics with meromorphic cubic differentials.

We present a new method to solve certain ˉ\bar{\partial}-equations for logarithmic differential forms by using harmonic integral theory for currents on Kahler manifolds. The result can be considered as a ˉ\bar{\partial}-lemma for logarithmic forms. As applications, we generalize the result of Deligne about closedness…

2017-07-31abs ↗pdf ↗

In this article it is shown that the study of harmonic diffeomorphisms, with nonvanishing Hopf differential, reduces to the study of the Beltrami equation of a certain type: the imaginary part of the logarithm of the Beltrami function coincides with the imaginary part of the logarithm of the Hopf differential, therefor…

2019-03-13abs ↗pdf ↗

The paper models financial asset prices with jumps and evaluates European option prices using numerical methods.

problem Modeling and pricing European options with jumps in delayed stochastic systems.
method Existence, uniqueness, and positivity of solutions to delayed stochastic differential equations with jumps. Application of Fourier transformation for analytical pricing and Monte-Carlo simulation with a logarithmic Euler-Maruyama scheme for numerical approximation.
result The logarithmic Euler-Maruyama scheme provides a positive and convergent method for approximating the solution to the delayed stochastic differential equations with jumps.

Two types of differentials are shown equivalent for compactifying moduli spaces.

problem Compactifying moduli spaces of curves with prescribed orders of zeros and poles.
method Equivalence of multi-scale and logarithmic differentials, isomorphism of moduli stacks, explicit blowups.
result Multi-scale and logarithmic differentials are equivalent and isomorphic.

In this note we study logarithmic transformations in the sense of differential topology on two fibers of the Hopf surface. It is known that such transformations are susceptible to yield exotic smooth structures on four-manifolds. We will show here that this is not the case for the Hopf surface, all integer homology Hop…

2006-02-25abs ↗pdf ↗

We develop a general theory of log spaces, in which one can make sense of the basic notions of logarithmic geometry, in the sense of Fontaine-Illusie-Kato. Many of our general constructions with log spaces are new, even in the algebraic setting. In the differentiable setting, our theory yields a framework for treating …

2015-07-24abs ↗pdf ↗

We shall introduce the notion of CC^\infty logarithmic symplectic structures on a differentiable manifold which is an analog of the one of logarithmic symplectic structures in the holomorphic category. We show that the generalized complex structure induced by a CC^\infty logarithmic symplectic structure has unobstruc…

2015-01-14abs ↗pdf ↗

Logarithmic regret achieved in continuous-time linear-quadratic reinforcement learning.

problem Optimizing control actions in unknown continuous-time systems over a finite time horizon.
method Least-squares algorithm based on continuous-time observations and controls, with perturbation analysis and parameter estimation error analysis.
result Logarithmic regret bound of order O((lnM)(lnlnM))O((\ln M)(\ln\ln M)).

Given a compact Kaehler manifold, we consider the complement U of a divisor with normal crossings and a unitary local system V on it. We consider a differential graded Lie algebra (DGLA) of forms with holomorphic logarithmic singularities and vanishing residues. We construct a spectral sequence corresponding to the ant…

1998-02-01abs ↗pdf ↗

We show that our generalization of the Black-Scholes partial differential equation (pde) for nontrivial diffusion coefficients is equivalent to a Martingale in the risk neutral discounted stock price. Previously, this was proven for the case of the Gaussian logarithmic returns model by Harrison and Kreps, but we prove …

2006-06-01abs ↗pdf ↗

Deep density methods improve filtering in high-dimensional systems.

problem Nonlinear filtering in high-dimensional systems.
method Two deep density methods based on Feynman-Kac formulas and neural networks.
result Logarithmic deep backward stochastic differential equation filter outperforms classical methods in high dimensions.

The paper proves a logarithmic partial derivative lemma and applies it to several geometric problems.

problem Proving a logarithmic partial derivative lemma for compact Kähler manifolds.
method Developed a new ˉ\partial\bar{\partial}-type lemma for logarithmic differential forms.
result Confirmed a conjecture by X. Wan and derived several geometric applications.

New Finsler metrics describe trace function growth rates in convex projective surfaces.

problem Understanding growth rates of trace functions in convex projective surfaces.
method Introduced new Finsler metrics and showed their convergence to describe trace function growth.
result Logarithms of trace functions are approximated by lengths in a Finsler metric defined by cubic differential.

Study improves privacy-preserving online prediction from experts with speed-ups.

problem Privacy-preserving online prediction from experts with speed-ups.
method Differentially private federated online prediction algorithms.
result Achieves mm-fold regret speed-up with low-loss expert in federated setting.

Paper optimizes private PCA for covariance estimation in statistics.

problem Private estimation of covariance matrices and principal components.
method Developed differentially private estimators for spiked covariance model.
result Established minimax rates of convergence for principal components and covariance matrix estimation.

We investigate the connections between the differential-geometric properties of the exponential map from the space of real skew symmetric matrices onto the group of real special orthogonal matrices and the manifold of real orthogonal matrices equipped with the Riemannian structure induced by the Frobenius metric.

2016-11-02abs ↗pdf ↗

Optimizes private learning with differential privacy for LASSO problems.

problem Private optimization of convex functions over 1\ell_1-bounded domains.
method Combines iterative localization with private regularized mirror descent and variance-reduced Frank-Wolfe algorithm.
result Achieves optimal excess population loss rates in 1\ell_1 geometry.

A new method for efficiently computing derivatives of skew-symmetric matrix exponentials.

problem Efficient computation of derivatives for skew-symmetric matrices.
method Characterization of invertibility, construction of nearby logarithm, and efficient implementation.
result Explicit formulae for differentiation and its inverse of skew-symmetric matrix exponentials.

In the framework of Abstract Differential Geometry, we show that to a given principal sheaf and a representation of its stuctural sheaf in AnA^n, where A is a sheaf of associative, commutative, unital algebras (over R or C), we associate a vector sheaf. Moreover, under some natural assumptions on the compatibility of t…

1998-10-13abs ↗pdf ↗

New method tackles bilevel optimization with polyhedral constraints.

problem Challenges in bilevel optimization with active-set changes and expensive Hessian inversions.
method Logarithmic barrier smoothing and proxy-gradient algorithm for differentiable approximation.
result Stationarity rates of O(K2/3)O(K^{-2/3}) in deterministic setting and O(K2/5)O(K^{-2/5}) under stochastic noise.

The paper extends statistical estimation techniques under differential privacy.

problem Establishing sample complexity bounds for estimation tasks under differential privacy.
method Proposes analogues of Le Cam's method, Fano's inequality, and Assouad's lemma under central differential privacy.
result Optimal sample complexity bounds for discrete distribution estimation under total variation and 2\ell_2 distances.

Let (X,D)(X, D) be a logarithmic pair, and let hh be a singular metric on the tangent bundle, smooth on the open part of XX. We give sufficient conditions on the curvature of hh for the logarithmic and the standard cotangent bundles to be big. As an application, we give a metric proof of the bigness of logarithmic cota…

2016-06-17abs ↗pdf ↗

A new subdivision scheme for Heisenberg group values with central smoothness loss.

problem Regularity of limit curves in Heisenberg group-valued subdivision schemes.
method Interpolatory subdivision scheme with central correction based on group law.
result Central part of limit curve converges to a continuous limit with logarithmic modulus of continuity.

Optimizes privacy-preserving optimization for heavy-tailed data.

problem Privacy-preserving optimization with heavy-tailed gradients.
method Pure ε-differential privacy framework for Lipschitz extensions.
result Minimax optimal excess-risk rate for pure ε-DP heavy-tailed SCO.

Paper addresses privacy and robustness in stochastic linear bandits.

problem Stochastic linear bandits with differential privacy and adversarial robustness.
method Logarithmic batch queries, arm elimination algorithm, two privacy models.
result First algorithms providing differential privacy and adversarial robustness.

The study compares differencing methods for financial data and finds fractional differencing improves model performance.

problem Improving financial time series forecasting models using appropriate data transformation techniques.
method Comparative analysis of traditional logarithmic returns and fractional differencing methods, including tempered extensions.
result Fractional differencing methods improve model forecasting performance and trading strategy effectiveness.

Develops a high-dimensional differentially-private EM algorithm with near-optimal statistical guarantees.

problem Designing differentially-private EM algorithms for high-dimensional latent variable models.
method Noisy iterative hard-thresholding, statistical guarantees, near-optimal convergence rates.
result Near-optimal statistical guarantees and minimax rate optimality in high-dimensional settings.

We adress the maximization problem of expected utility from terminal wealth. The special feature of this paper is that we consider a financial market where the price process of risky assets can have a default time. Using dynamic programming, we characterize the value function with a backward stochastic differential equ…

2008-11-28abs ↗pdf ↗

We show that the residue density of the logarithm of a generalised Laplacian on a closed manifold defines an invariant polynomial valued differential form. We express it in terms of a finite sum of residues of classical pseudodifferential symbols. In the case of the square of a Dirac operator, these formulae provide a …

2010-08-18abs ↗pdf ↗

This paper deals with stability in the numerical solution of the prominent Heston partial differential equation from mathematical finance. We study the well-known central second-order finite difference discretization, which leads to large semi-discrete systems with non-normal matrices A. By employing the logarithmic sp…

2010-11-30abs ↗pdf ↗

The paper proposes differentially private sliced inverse regression algorithms for high-dimensional data.

problem Privacy concerns in high-dimensional data analysis.
method Differentially private sliced inverse regression algorithms designed for privacy preservation.
result Achieves minimax lower bounds up to logarithmic factors.

Integrates differential privacy and demographic parity in multi-class classification.

problem Ensuring fairness and privacy in sensitive applications.
method Designs DP2DP algorithm that enforces both demographic parity and differential privacy.
result DP2DP converges towards demographic parity at nearly the same rate as non-private methods, achieving state-of-the-art trade-offs.

Paper tackles nonparametric classification with privacy constraints, achieving optimal accuracy.

problem Nonparametric classification under distributed differential privacy constraints.
method Minimax and adaptive transfer learning, considering privacy, sample sizes, and heterogeneity.
result Developed an adaptive classifier achieving optimal misclassification rate with privacy constraints.

We study spectral gaps of cellular differentials for finite cyclic coverings of knot complements. Their asymptotics can be expressed in terms of irrationality exponents associated with ratios of logarithms of algebraic numbers determined by the first two Alexander polynomials. From this point of view it is natural to s…

2016-07-13abs ↗pdf ↗