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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.

168,742 papers · 148 categories

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19395877 · Jun 202019922001200920172026
48 results for mathematical proposition

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 ↗

Benchmark for math reasoning models from human proofs.

problem Measuring and accelerating machine learning models in high-level mathematical reasoning.
method Built a non-synthetic dataset from theorem prover proofs, defined a task for model to fill in missing propositions, used hierarchical transformer to improve performance.
result Neural models can capture non-trivial mathematical reasoning, hierarchical transformer outperforms baseline.

This paper poses some basic questions about instances (hard to find) of a special problem in 3-manifold topology. "Important though the general concepts and propositions may be with the modern industrious passion for axiomatizing and generalizing has presented us...nevertheless I am convinced that the special problems …

2013-04-18abs ↗pdf ↗

The Basel II internal ratings-based (IRB) approach to capital adequacy for credit risk plays an important role in protecting the Australian banking sector against insolvency. We outline the mathematical foundations of regulatory capital for credit risk, and extend the model specification of the IRB approach to a more g…

2014-12-03abs ↗pdf ↗

This note is a response to [7] in which it is claimed that [13, Proposition 11] is false. We demonstrate here that this assertion in [7] is false, and is based on a misreading of the notion of set membership in [13, Proposition 11]. We maintain that [13, Proposition 11] is true. ([7] = arXiv:1809.00593, [13] = arXiv:15…

2018-09-06abs ↗pdf ↗

Courant algebroids are a natural generalization of quadratic Lie algebras, appearing in various contexts in mathematical physics. A connection on a Courant algebroid gives an analogue of a covariant derivative compatible with a given fiber-wise metric. Imposing further conditions resembling standard Levi-Civita connect…

2016-12-05abs ↗pdf ↗

This study addresses an issue of co-adaptation between a feature extractor and a classifier in a neural network. A naive joint optimization of a feature extractor and a classifier often brings situations in which an excessively complex feature distribution adapted to a very specific classifier degrades the test perform…

2019-06-04abs ↗pdf ↗

The thesis examines stochastic calculus in option pricing with logistic models and numerical methods.

problem Exploring the application of stochastic calculus in option pricing.
method Monte-Carlo Simulation and machine learning algorithms.
result Insights from Peter Carr and Lorenzo Torricelli's convex duality in continuous models.

The inequality involving Stekloff eigenvalues is tighter than previously thought.

problem The scope of a previously stated inequality involving Stekloff eigenvalues is narrowed.
method Analyzing conformally related manifolds and the equality condition.
result The equality in the inequality is only possible when the function ff is constant on the boundary.

The paper extends orthogonal decomposition results to hermitian Higgs bundles.

problem Classical propositions on holomorphic vector bundles do not always extend to Higgs bundles.
method The approach involves extending propositions on orthogonal decompositions and the second fundamental form to hermitian Higgs bundles.
result Extended propositions concerning orthogonal decompositions and the second fundamental form have applications in Higgs bundles.

We study geometric structures of W4\mathcal{W}_4-type in the sense of A. Gray on a Riemannian manifold. If the structure group $\mathrm{G} \subset \SO(n)$ preserves a spinor or a non-degenerate differential form, its intrinsic torsion ΓΓ is a closed 1-form (Proposition \ref{dGamma} and Theorem \ref{Fixspinor}). Using …

2005-09-07abs ↗pdf ↗

The Riemannian barycentre is one of the most widely used statistical descriptors for probability distributions on Riemannian manifolds. At present, existing algorithms are able to compute the Riemannian barycentre of a probability distribution, only if i.i.d. samples of this distribution are readily available. However,…

2019-08-23abs ↗pdf ↗

HKT improves sequence processing with multi-scale attention and kernel analysis.

problem Processing sequences at multiple scales with efficient attention mechanisms.
method Trainable causal downsampling and convex weights for level-specific score matrices.
result HKT achieves consistent gains over standard attention across various tasks.

In this paper, we will study the existence problem of minmax minimal torus. We use classical conformal invariant geometric variational methods. We prove a theorem about the existence of minmax minimal torus in Theorem 5.1. Firstly we prove a strong uniformization result(Proposition 3.1) using method of [1]. Then we use…

2009-04-09abs ↗pdf ↗

Formula for renormalized area of hypersurfaces in hyperbolic spaces.

problem Calculating the renormalized area of asymptotically minimal hypersurfaces in hyperbolic spaces.
method Combining Chen's conformal invariant quantity and Chern-Gauss-Bonnet formulas.
result Extension of renormalized area formulas to higher dimensions and non-minimal cases.

Although it is known that the dimension of the Vassiliev invariants of degree three of long virtual knots is seven, the complete list of seven distinct Gauss diagram formulas have been unknown explicitly, where only one known formula was revised without proof. In this paper, we give seven Gauss diagram formulas to pres…

2019-05-04abs ↗pdf ↗

This paper poses some basic questions about instances (hard to find) of a special problem in 3-manifold topology. "Important though the general concepts and propositions may be with the modern industrious passion for axiomatizing and generalizing has presented us ... nevertheless I am convinced that the special problem…

2013-05-12abs ↗pdf ↗

Paper proposes a sparse synthetic control method to select important predictors.

problem Choosing and weighting predictors affects synthetic control estimator performance.
method Sparse synthetic control procedure that penalizes predictors, derived in a linear factor model.
result Sparse synthetic control achieves lower bias and better post-treatment performance.

This is a corrected version of my paper "Application of integral geometry to minimal surfaces" appeared in International J. Math. vol. 4 Nr. 1 (1993), 89-111. The correction concerns Proposition 3.5. We discuss this correction in Appendix to the original version of my published paper by reproducing our correspondence w…

2014-01-21abs ↗pdf ↗

The main results of the paper are Proposition 3 and 4 which provide an effective way to construct minimal hypersurfaces in a Euclidean space. We demonstrate our technique by several new examples. This note is English translation of an earlier draft version written (in Russian) in September 1999. The final version of th…

2016-06-28abs ↗pdf ↗