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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.

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48 results for mathematical definitions

The main purpose of this paper is to formalize the modelling process, analysis and mathematical definition of corruption when entering into a contract between principal agent and producers. The formulation of the problem and the definition of concepts for the general case are considered. For definiteness, all calculati…

2018-04-06abs ↗pdf ↗

Attention is an operation that selects some largest element from some set, where the notion of largest is defined elsewhere. Applying this operation to sequence to sequence mapping results in significant improvements to the task at hand. In this paper we provide the mathematical definition of attention and examine its …

2019-05-23abs ↗pdf ↗

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 ↗

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 ↗

We mathematically compare four competing definitions of group-level nondiscrimination: demographic parity, equalized odds, predictive parity, and calibration. Using the theoretical framework of Friedler et al., we study the properties of each definition under various worldviews, which are assumptions about how, if at a…

2018-08-26abs ↗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 ↗

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 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.

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 ↗

While several feature scoring methods are proposed to explain the output of complex machine learning models, most of them lack formal mathematical definitions. In this study, we propose a novel definition of the feature score using the maximally invariant data perturbation, which is inspired from the idea of adversaria…

2018-06-19abs ↗pdf ↗

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 ↗

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 ↗

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.

The Cartier-Perrin theorem, which was published in 1995 and is expressed in the language of nonstandard analysis, permits, for the first time perhaps, a clear-cut mathematical definition of the volatility of a financial asset. It yields as a byproduct a new understanding of the means of returns, of the beta coefficient…

2011-02-03abs ↗pdf ↗

The identification of slow invariant manifolds (SIMs) is an essential part in model-order reduction for reactive systems. The mathematical definition of the SIM by Fenichel can be considered unsatisfactory, because it is only applicable to so-called slow-fast system and does not provide the uniqueness of the SIM. Obser…

2019-05-06abs ↗pdf ↗