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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.

168,738 papers · 148 categories

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48 results for mathematical curve

This paper uses crypto derivatives data to estimate yield curves for cryptocurrencies.

problem Estimating yield curves for cryptocurrencies without bond markets.
method Using mathematical tools and data from cryptocurrency derivatives markets.
result Yield curves can be constructed for cryptocurrencies using derivative data.

Consider two families of closed oriented curves in a d-manifold. At each point of intersecction of a curve of one family with a curve of the other family, form a new closed curve by going around the first curve and then going around the second. Typically, an i-dimensional family and a j-dimensional family will produce …

1999-11-21abs ↗pdf ↗

Study evaluates different mathematical models for three case studies using statistical fitting.

problem Estimating outcomes in population dynamics, temperature variations, and market equilibrium.
method Applied various statistical equations (e.g., fractional exponential, sinusoidal) to three case studies.
result Optimal models differ by case study (fractional exponential for population dynamics, sinusoidal for temperature and market equilibrium).

Discretization of curves is an ancient topic. Even discretization of curves with an eye toward differential geometry is over a century old. However there is no general theory or methodology in the literature, despite the ubiquitous use of discrete curves in mathematics and science. There are conflicting definitions of …

2013-11-22abs ↗pdf ↗

Developable ruled surfaces generated by curvature axes of curves.

problem Creating simple and understandable ruled surfaces for practical design.
method Investigating a straightforward method to generate developable ruled surfaces using curvature axes of curves.
result Developable ruled surfaces are generated by the curvature axes of curves, and these surfaces are developable.

Clarifies when solutions to stochastic PDEs stay near given subsets.

problem Understanding the proximity of solutions to stochastic PDEs to given subsets.
method Analyzes distance between closed sets and solutions to stochastic PDEs.
result Clarifies conditions for solutions to stay near given subsets.

The paper defines and analyzes ff-biharmonic θαθ_{α}-slant curves in S\mathcal{S}-space forms.

problem Characterizing ff-biharmonic θαθ_{α}-slant curves in S\mathcal{S}-space forms.
method Provided a concise overview, derived a key equation, and analyzed it to establish conditions for θαθ_{α}-slant curves to be ff-biharmonic.
result Established necessary and sufficient conditions for θαθ_{α}-slant curves to be ff-biharmonic.

The paper explores projective structures on curves and their applications in conformal geometry.

problem Finding qualitative information about solutions of Hill equations.
method Detailed description of projective structures and their isomorphism classes, correcting previous inaccuracies.
result The Yamabe problem for curves has no general solutions in a conformal/Möbius ambient space.

The work deals with the risk assessment theory. An unitary risk algorithm is elaborated. The algorithm is based on parallel curves. The basic curve of risk is a hyperbolic curve, obtained as a multiplication between the probability of occurrence of certain event and its impact. Section 1 contains the problem formulatio…

2013-03-07abs ↗pdf ↗

Study on curve shortening flow in 3D space curves, showing convexity preservation and avoidance principle.

problem Analyzing the behavior of space curves under curve shortening flow in R3\mathbb{R}^3.
method Analysis of properties of space curves evolved by the curve shortening flow, including convexity preservation and avoidance principle.
result Orthogonal projections of space curves remain convex, and the Avoidance principle is shown for spherical curves.

The topological recursion of Eynard and Orantin governs a variety of problems in enumerative geometry and mathematical physics. The recursion uses the data of a spectral curve to define an infinite family of multidifferentials. It has been conjectured that, under certain conditions, the spectral curve possesses a non-c…

2013-12-24abs ↗pdf ↗

Automatically explores geometric loci of curves using software networking.

problem Exploring hyperbolisms and geometric loci of plane curves.
method Parametric equations, Groebner bases, and elimination for deriving polynomial equations.
result Derives new constructions of lemniscates and other geometric loci.

The paper connects hyperbolic spinors to non-null framed curves in Minkowski 3-space.

problem Understanding geometric properties of non-null framed curves.
method Developed new adapted frames for non-null framed curves and investigated their hyperbolic spinor representations.
result Found geometric results and interpretations for non-null framed curves.

In the recent years, Riemannian shape analysis of curves and surfaces has found several applications in medical image analysis. In this paper we present a numerical discretization of second order Sobolev metrics on the space of regular curves in Euclidean space. This class of metrics has several desirable mathematical …

2015-06-29abs ↗pdf ↗

Adaptive pricing framework for perpetual contracts using liquidity curves and oracles.

problem Ensuring stable and predictable pricing for perpetual contracts.
method Uses liquidity curves and on-chain oracles with parabolic and sigmoid functions to quote prices and fees.
result Ensures pricing stability and predictability through adaptive pricing framework.

In this paper we consider an elementary, and largely unexplored, combinatorial problem in low-dimensional topology. Consider a real 2-dimensional compact surface SS, and fix a number of points FF on its boundary. We ask: how many configurations of disjoint arcs are there on SS whose boundary is FF? We find that thi…

2015-12-30abs ↗pdf ↗

Submanifolds in Lorentz-Minkowski space are investigated from various mathematical viewpoints and are of interest also in relativity theory. We define the hyperbolic surface and the de Sitter surface of a curve in the spacelike hypersurface M in the Minkowski 4-space. These surfaces are respectively located in the hype…

2019-07-03abs ↗pdf ↗

These are the lecture notes for my course at the 2011 Park City Mathematics Graduate Summer School. The first two lectures covered the basics of the Torelli group and the Johnson homomorphism, and the third and fourth lectures discussed the second cohomology group of the level p congruence subgroup of the mapping class…

2012-01-18abs ↗pdf ↗

We consider the region of closed timelike curves (CTC's) in three-dimensional flat Lorentz spacetimes. The interest in this global geometrical feature goes beyond the purely mathematical. Such spacetimes may be considered lower-dimensional toy models of sourceless Einstein gravity or cosmology. In particular, our inter…

2002-01-21abs ↗pdf ↗

We study 1-parameter families of holomorphic curves with Lagrangian boundary in Calabi-Yau 3-folds. We show that the expected codimension one phenomena can be organized to match the HOMFLYPT skein relations from quantum topology. It follows that counting holomorphic curves by the class of their boundaries in the skein …

2019-01-23abs ↗pdf ↗

This is an introductory chapter in a series in which we take a systematic study of the Yang-Mills equations on curved space-times. In this first, we provide standard material that consists in writing the proof of the global existence of Yang-Mills fields on arbitrary curved space-times using the Klainerman-Rodnianski p…

2013-12-19abs ↗pdf ↗

A new mathematical approach to general covariance using stacks and Lie algebras.

problem Understanding general covariance in curved spacetime field theories.
method Using stacks and groupoids to study the quotient of metrics modulo diffeomorphism, and analyzing the tangent complex and Lie algebra actions.
result Recovering a novel expression for the stress-energy tensor in scalar field theories.

The "double descent" risk curve was proposed to qualitatively describe the out-of-sample prediction accuracy of variably-parameterized machine learning models. This article provides a precise mathematical analysis for the shape of this curve in two simple data models with the least squares/least norm predictor. Specifi…

2019-03-18abs ↗pdf ↗