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.
TopicEq model generates equations and text from scientific papers.
Study of influenza A virus spread using mathematical equations.
Paper constructs braid invariants using tropical Ptolemy equation.
The aim of this paper is to offer an overview of the most important applications of Jordan structures inside mathematics and also to physics, up-dated references being included. For a more detailed treatment of this topic see - especially - the recent book Iordanescu [364w], where sugestions for further developments ar…
Clarifies when certain stochastic PDEs have affine state processes.
Deep neural nets solve complex insurance math equations.
New methods solve complex PDEs with mixed boundary conditions.
Mathematical models with time dependent parameters are of great interest in financial Mathematics because they capture real life scenarios in the financial market. In this study, via the Lie group technique, we analyse evolution-type equations with time dependent parameters and give the general symmetry structure of th…
In mathematical finance a popular approach for pricing options under some Levy model is to consider underlying that follows a Poisson jump diffusion process. As it is well known this results in a partial integro-differential equation (PIDE) that usually does not allow an analytical solution while numerical solution bri…
Mathematical formulas for elliptic curve integrals solve anomaly equations.
Study deep neural nets for solving complex insurance equations.
Mathematical analysis improves SGMs, resolving memorization issues.
Euler derived elastica equation using modern mathematical concepts.
Quantum algorithms speed up financial model calculations.
We establish higher-order weighted Sobolev and Holder regularity for solutions to variational equations defined by the elliptic Heston operator, a linear second-order degenerate-elliptic operator arising in mathematical finance. Furthermore, given -smooth data, we prove -regularity of solutions up t…
In this expository review we discuss various aspects of gauge theory. While the focus is on mathematics, wherever possible we make contact with theoretical high energy physics. Particular emphasis is placed on instantons and monopoles, which admit physical interpretation, and yield interesting and nontrivial mathematic…
This survey paper is focused on qualitative and numerical analyses of fully nonlinear partial differential equations of parabolic type arising in financial mathematics. The main purpose is to review various non-linear extensions of the classical Black-Scholes theory for pricing financial instruments, as well as models …
We develop the mathematical foundations of the stochastic modified equations (SME) framework for analyzing the dynamics of stochastic gradient algorithms, where the latter is approximated by a class of stochastic differential equations with small noise parameters. We prove that this approximation can be understood math…
Clarifies when solutions to stochastic PDEs stay near given subsets.
The paper estimates curvature for a specific type of equations.
Illustrates a new self-financing equation's impact.
Study evaluates different mathematical models for three case studies using statistical fitting.
PDGM uses neural nets to solve complex financial equations.
These are the very unpretentious lecture notes for the minicourse "Introduction to evolution equations in Geometry," a part of the Brazilian Colloquium of Mathematics held at IMPA, in July of 2009.
Abstracts Higgs bundles without diving into geometry.
Non-unique option pricing in Heston model analyzed mathematically.
New integral transforms solve multilayer heat equations.
Three types of equations of mathematical physics, namely, the equations, which describe any physical processes, the equations of mechanics and physics of continuous media, and field-theory equations are studied in this paper. In the first and second case the investigation is reduced to the analysis of the nonidentical …
These lecture notes provide a self-contained introduction to the mathematical methods required in a Bachelor degree programme in Business, Economics, or Management. In particular, the topics covered comprise real-valued vector and matrix algebra, systems of linear algebraic equations, Leontief's stationary input-output…
Survey of weak form's role in equation learning, parameter estimation, and coarse graining.
Transformer models can solve complex math problems with less data.
The challenge to fruitfully merge state-of-the-art techniques from mathematical finance and numerical analysis has inspired researchers to develop fast deterministic option pricing methods. As a result, highly efficient algorithms to compute option prices in Lévy models by solving partial integro differential equations…
We study a stochastic equation modeling the lay-down of fibers in the production process of nonwovens. The equation can be formulated as some manifold-valued Stratonovich stochastic differential equation. Especially, we study the long time behaviour of the stochastic process. Demanding mathematical difficulties arising…
These lecture notes are a systematic and self-contained exposition of the cohomological theories naturally related to partial differential equations: the Vinogradov C-spectral sequence and the C-cohomology, including the formulation in terms of the horizontal (characteristic) cohomology. Applications to computing invar…
The quantum field theory of two-dimensional sigma models with bulk and boundary couplings provides a natural framework to realize and unite different species of geometric flows that are of current interest in mathematics. In particular, the bulk renormalization group equation gives rise to the Ricci flow of target spac…
The paper synthesizes the mathematics of modeling the future.
Lecture notes on advanced geometry equations and subvarieties.
The purpose of this paper is to present for the first time an elementary summary of a few recent results obtained through the application of the formal theory of partial differential equations and Lie pseudogroups in order to revisit the mathematical foundations of general relativity. Other engineering examples (contro…
We establish Schauder a priori estimates and regularity for solutions to a class of boundary-degenerate elliptic linear second-order partial differential equations. Furthermore, given a smooth source function, we prove regularity of solutions up to the portion of the boundary where the operator is degenerate. Degenerat…
The present article surveys some mathematical aspects of the BCOV holomorphic anomaly equations introduced by Bershadsky, Cecotti, Ooguri and Vafa. It grew from a series of lectures the authors gave at the Fields Institute in the Thematic Program of Calabi-Yau Varieties in the fall of 2013.
Motivated from mathematical aspects of the superstring theory, we introduce a new equation on a balanced, hermitian manifold, with zero first Chern class. Solving the equation, one will obtain, in each Bott--Chern cohomology class, a balanced metric which is hermitian Ricci--flat. This can be viewed as a differential f…
This paper studies dynamic stochastic optimization problems parametrized by a random variable. Such problems arise in many applications in operations research and mathematical finance. We give sufficient conditions for the existence of solutions and the absence of a duality gap. Our proof uses extended dynamic programm…
MAD framework learns operators from physics-embedded data efficiently.
We present an unsupervised approach for discovering semantic representations of mathematical equations. Equations are challenging to analyze because each is unique, or nearly unique. Our method, which we call equation embeddings, finds good representations of equations by using the representations of their surrounding …
New metric for probability measures connects physics and geometry.
This article investigates a new gauge theoretic approach to Einstein's equations in dimension 4. Whilst aspects of the formalism are already explained in various places in the mathematics and physics literature, our first goal is to give a single coherent account of the theory in purely mathematical language. We then e…
Paper combines QRM and CNN for better stock option price forecasting.
We provide an introduction to the mathematics and physics of the deformed Hermitian-Yang-Mills equation, a fully nonlinear geometric PDE on Kahler manifolds which plays an important role in mirror symmetry. We discuss the physical origin of the equation, and some recent progress towards its solution. In dimension 3 we …