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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.

169,291 papers · 148 categories

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48 results for mathematical definition

Paper models corruption in contract negotiations between agents and producers.

problem Formalizing corruption in contract negotiations between agents and producers.
method Mathematical model and economic analysis for three producers, one agent, and one intermediary.
result Optimal non-corruption schemes of financial resources distribution are proposed.

Paper finds previous work on submanifolds incorrect.

problem Incorrect definition of semi-invariant submanifolds.
method Examined previous work's definition and found it flawed.
result Previous results on semi-invariant submanifolds are invalid.

In this paper we introduce distinct approaches to loop braid groups, a generalisation of braid groups, and unify all the definitions that have appeared so far in literature, with a complete proof of the equivalence of these definitions. These groups have in fact been an object of interest in different domains of mathem…

2016-05-08abs ↗pdf ↗

The authors examine the concept of probability of default for asset-backed loans. In contrast to unsecured loans it is shown that probability of default can be defined as either a measure of the likelihood of the borrower failing to make required payments, or as the likelihood of an insufficiency of collateral value on…

2013-06-28abs ↗pdf ↗

Sequences of Nilsson type appear in abundance in Algebraic Geometry, Enumerative Combinatorics, Mathematical Physics and Quantum Topology. We give an elementary introduction on this subject, including the definition of sequences of Nilsson type and the uniqueness, existence, and effective computation of their asymptoti…

2010-09-01abs ↗pdf ↗

A purely algebraic construction of super-energy tensors for arbitrary fields is presented in any dimensions. These tensors have good mathematical and physical properties, and they can be used in any theory having as basic arena an n-dimensional manifold with a metric of Lorentzian signature. In general, the completely …

1999-06-21abs ↗pdf ↗

The paper compares different fairness definitions under various worldviews.

problem Avoiding disparity amplification under different worldviews.
method Mathematical comparison of four fairness definitions using a theoretical framework.
result Different worldviews require different fairness definitions to avoid disparity amplification.

Paper defines mathematical framework for neural network explainability.

problem Neural network explainability and equivariant operators.
method Mathematical framework based on Group Equivariant Non-Expansive Operators (GENEOs) and complexity measures.
result Formal properties and interpretability of Group Equivariant Operators (GEOs) defined.

We provide a mathematical definition of fragility and antifragility as negative or positive sensitivity to a semi-measure of dispersion and volatility (a variant of negative or positive "vega") and examine the link to nonlinear effects. We integrate model error (and biases) into the fragile or antifragile context. Unli…

2012-08-06abs ↗pdf ↗

This work concerns the definition and analysis of a new class of Lie systems on Poisson manifolds enjoying rich geometric features: the Lie--Hamilton systems. We devise methods to study their superposition rules, time independent constants of motion and Lie symmetries, linearisability conditions, etc. Our results are i…

2012-11-29abs ↗pdf ↗

Investigates locally symmetric polynomial metrics in Riemannian and Finslerian surfaces.

problem Analyzing locally symmetric polynomial metrics in Riemannian and Finslerian surfaces.
method Examines Riemannian and Finslerian surfaces, providing necessary and sufficient conditions for locally symmetric fourth root metrics in 2D and more complex conditions for higher dimensions.
result Formulates conditions for positive definiteness of locally symmetric polynomial metrics in Finslerian surfaces and provides explicit examples.

Mathematical foundation for phylogenetic tree uncertainty quantification.

problem Uncertainty in evolutionary relationships between species.
method Introducing the Wald space as a subset of symmetric positive definite matrices, studying its topology and structure, and proposing a new numerical method for geodesics and curvature.
result Wald space has a topology of disjoint open cubes, is contractible, and is a Whitney stratified space of type (A).

Mathematical approach assesses human resource competences accurately.

problem Accurate assessment and representation of human resource competences.
method Detailed quantification scheme and mathematical approach.
result Flexible tools for optimal job assignment and recruitment.

Magnitude is a real-valued invariant of metric spaces, analogous to the Euler characteristic of topological spaces and the cardinality of sets. The definition of magnitude is a special case of a general categorical definition that clarifies the analogies between various cardinality-like invariants in mathematics. Altho…

2010-12-29abs ↗pdf ↗

This paper develops a mathematical framework for the analysis of continuous-time trading strategies which, in contrast to the classical setting of continuous-time mathematical finance, does not rely on stochastic integrals or other probabilistic notions. Our purely analytic framework allows for the derivation of a path…

2016-02-16abs ↗pdf ↗

The paper defines a mathematical framework for measuring model interpretability.

problem Improving trust and understanding in machine learning models for complex decisions.
method Constructing interpretable steps in a sequence for various models, generalizing to a family of consistent measures.
result A formal definition of interpretability allows quantifying the tradeoff with predictive accuracy.

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 ↗

We give a quick tour through many of the classical results in the field of minimal submanifolds, starting at the definition. The field of minimal submanifolds remains extremely active and has very recently seen major developments that have solved many longstanding open problems and conjectures; for more on this, see th…

2005-11-18abs ↗pdf ↗

Survey of three graph curvature notions and their Riemannian geometry parallels.

problem Exploring and comparing different curvature notions on graphs.
method Definition and motivation of combinatorial, Bakry-Émery, and Ollivier's Ricci curvatures.
result Comparison of discrete and Riemannian geometric curvature concepts.

Survey of kernels, RKHS, and their applications in machine learning.

problem Understanding kernels and their applications in machine learning.
method Review of historical context, mathematical definitions, and practical applications of kernels.
result Comprehensive overview of kernels, RKHS, and their applications.

This paper provides a mathematical framework for time-delay reservoir computing.

problem Lack of rigorous mathematical foundations for reservoir computing properties.
method Control-theoretic framework, formal definitions of separation and fading memory, explicit lower bound derivation.
result Established formal definitions and connections to stability notions for time-delay systems.

Linear classifiers can be made robust to strong adversarial examples attacks.

problem Understanding and quantifying adversarial examples in linear classification.
method Proposed a more practical definition of strong adversarial examples, showing robustness to attacks.
result Linear classifiers can be made robust to strong adversarial examples attacks.

We construct a parallel transport on higher loop spaces of a manifold in term of a higher dimensional generalization of iterated path integrals. Under mild assumptions, we define a de Rham complex on higher loop spaces and we recover a known result of Hain of a de Rham structure on higher homotopy groups of a manifold.…

2012-06-25abs ↗pdf ↗

Research examines tiling problems with colored cubes and bricks on a 3D board.

problem Tiling problems with colored cubes and bricks on a (2imes2imesn)(2 imes2 imes n)-board.
method Recursive approach considering (n1)(n-1)-long board to determine number of tilings.
result Identifies identities for recursions using breakability.

A self-contained introduction is presented of the notion of the (abstract) differentiable manifold and its tangent vector fields. The way in which elementary topological ideas stimulated the passage from Euclidean (vector) spaces and linear maps to abstract spaces (manifolds) and diffeomorphisms is emphasized. Necessar…

2012-04-10abs ↗pdf ↗

Unified framework for removing unwanted information from machine learning models.

problem Removing undesirable features or data points from machine learning models while preserving utility.
method Information-theoretic regularization approach for data point and feature unlearning.
result Unified mathematical framework with provable guarantees for both data point and feature unlearning.

In this paper we introduce a new multivariate dependence measure based on comonotonicity by means of product moment which motivated by the recent papers of Koch and Schepper (ASTIN Bulletin 41 (2011) 191-213) and Dhaene et al. (Journal of Computational and Applied Mathematics 263 (2014) 78-87). Some differences and rel…

2014-10-29abs ↗pdf ↗