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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.

168,695 papers · 148 categories

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306090120 · May 202619922001200920172026
48 results for mathematical foundation

This paper provides mathematical foundations for regression methods used in forward initial margin approximation.

problem Developing robust methods for approximating forward initial margin.
method Introduces mathematical rigor to show that regression methods are variations of approximating the conditional expectation function.
result Each regression method is a numerical estimation of the conditional expectation with a different functional form.

Distance metric learning is a branch of machine learning that aims to learn distances from the data, which enhances the performance of similarity-based algorithms. This tutorial provides a theoretical background and foundations on this topic and a comprehensive experimental analysis of the most-known algorithms. We sta…

2018-12-14abs ↗pdf ↗

Lean 4 library formalizes mathematical finance, verifying over 200 theorems.

problem Formal verification of complex financial mathematics.
method Lean 4 proof assistant, Mathlib, BrownianMotion package, formal verification of over 200 theorems.
result Formal verification yields certified unification of known financial results.

These lecture notes in the De Rham-Hodge theory are designed for a 1-semester undergraduate course (in mathematics, physics, engineering, chemistry or biology). This landmark theory of the 20th Century mathematics gives a rigorous foundation to modern field and gauge theories in physics, engineering and physiology. The…

2008-07-31abs ↗pdf ↗

These lecture notes in Lie Groups are designed for a 1--semester third year or graduate course in mathematics, physics, engineering, chemistry or biology. This landmark theory of the 20th Century mathematics and physics gives a rigorous foundation to modern dynamics, as well as field and gauge theories in physics, engi…

2011-04-06abs ↗pdf ↗

We give a survey of our joint ongoing work with Ali Chamseddine, Slava Mukhanov and Walter van Suijlekom. We show how a problem purely motivated by "how geometry emerges from the quantum formalism" gives rise to a slightly noncommutative structure and a spectral model of gravity coupled with matter which fits with expe…

2017-03-07abs ↗pdf ↗

DisCoPyro combines category theory with machine learning for program learning.

problem Applying category theory to machine learning tasks.
method Introducing DisCoPyro, a framework combining categorical structures with amortized variational inference.
result DisCoPyro can be applied in program learning for variational autoencoders and potentially contributes to AGI.

New framework explains leading digit patterns without probabilistic assumptions.

problem Explaining leading digit distributions without relying on probabilistic models.
method Shift-invariant functional equation and affine-plus-periodic formulas.
result Unified mathematical foundation for understanding digit distributions.

We develop a statistical framework to benchmark and select large language models based on their risks.

problem Benchmarking and selecting large language models based on their associated risks.
method A distributional framework using first and second order stochastic dominance, linked to mean-risk models in finance.
result Formalizes a risk-aware approach for model selection, balancing risk and utility.

Mathematical advances needed for Digital Twins, differing from traditional models.

problem Foundational mathematical advances required for Digital Twins.
method Multi-scale, multi-physics modeling and coupling, different reliability criteria and uncertainty assessments.
result AI/ML methods can perform well in biomedical problems but fail in simple engineering systems.

Extends Bayesian theory to handle complex interdependencies in multidimensional event spaces.

problem Complex interdependencies between events and hypotheses sets in real-world systems.
method Developed a mathematical formalism for modeling complex relationships through rigorous derivation and validated using analytical proofs, simulations, and case studies.
result MDSE theory improves prediction accuracy by 15-20% compared to standard Bayesian methods in high interdimensionality datasets.

This paper provides a mathematical foundation for deep neural networks solving PDEs.

problem Mathematical foundation for deep neural networks solving high-dimensional PDEs.
method Decomposed generalization error into approximation and training errors; derived gradient flow in the wide network limit.
result Generalization error tends to zero as the number of neurons and training time tend to infinity.

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).

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 attempt to set a mathematical foundation of immunology and amino acid chains. To measure the similarities of these chains, a kernel on strings is defined using only the sequence of the chains and a good amino acid substitution matrix (e.g. BLOSUM62). The kernel is used in learning machines to predict binding affinit…

2012-05-28abs ↗pdf ↗

This article provides the mathematical foundation for stochastically continuous affine processes on the cone of positive semidefinite symmetric matrices. This analysis has been motivated by a large and growing use of matrix-valued affine processes in finance, including multi-asset option pricing with stochastic volatil…

2009-10-01abs ↗pdf ↗

Mathematical framework for differential machine learning in finance.

problem Theoretical assumptions in financial models and their impact on machine learning algorithms.
method Rigorous mathematical framework for differential machine learning in finance.
result Theoretical grounding enhances the predictive capabilities of neural networks in financial applications.

This paper argues that the fundamental principle of contemporary financial economics is balanced reciprocity, not the principle of utility maximisation that is important in economics more generally. The argument is developed by analysing the mathematical Fundamental Theory of Asset Pricing with reference to the emergen…

2013-10-10abs ↗pdf ↗

Mathematical framework to understand neural network vulnerability.

problem Understanding and quantifying adversarial vulnerability in neural networks.
method Develops a geometric framework using Ricci curvature to measure decision boundaries and adversarial perturbations.
result Establishes a new theory linking adversarial attacks to Ricci curvature of decision boundaries.

Mathematical framework for field theories on Finsler spacetimes.

problem Developing a consistent calculus for field theories on Finsler spacetimes.
method Constructing configuration bundles and applying coordinate-free calculus of variations.
result Averaged energy-momentum conservation law for Finsler field theories.

Foundation for robust finance using rough path theory.

problem Mathematical models of financial markets under Knightian uncertainty.
method Introducing Property (RIE) for càdlàg paths, proving existence of rough integrals, verifying admissibility of trading strategies.
result Existence and stability of rough path integrals for non-gradient integrands.

Revises mean-field theory of Santa Fe model using kinetic theory.

problem Deriving a solid mathematical foundation for the Santa Fe model.
method Systematic derivation of BBGKY hierarchy from exact master equation.
result Explicit and closed-form solutions for mean-field equations.

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…

2013-06-12abs ↗pdf ↗

The aim of this chapter is twofold. In the first part we will provide a brief overview of the mathematical and statistical foundations of graphical models, along with their fundamental properties, estimation and basic inference procedures. In particular we will develop Markov networks (also known as Markov random field…

2010-05-06abs ↗pdf ↗

Paper relaxes optimal transport using convex functions for data science.

problem Optimal transport problem on finite spaces.
method Relaxation via strictly convex functions (Kullback-Leibler divergence, Bregman divergences). Gradient descent iterative process.
result Mathematical foundations and iterative process for the relaxed optimal transport problem.

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.