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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.

168,786 papers · 148 categories

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48 results for modern mathematics

This paper presents relevant modern mathematical formulations for (classical) gauge field theories, namely, ordinary differential geometry, noncommutative geometry, and transitive Lie algebroids. They provide rigorous frameworks to describe Yang-Mills-Higgs theories or gravitation theories, and each of them improves th…

2014-04-17abs ↗pdf ↗

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 ↗

This talk reviews some mathematical and physical ideas related to the notion of dimension. After a brief historical introduction, various modern constructions from fractal geometry, noncommutative geometry, and theoretical physics are invoked and compared.

2005-02-01abs ↗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 ↗

Develops a mathematical model for automatic differentiation in machine learning.

problem Current automatic differentiation lacks a simple mathematical model for machine learning.
method Articulates relationships between program differentiation and nonsmooth functions, provides a class of functions and nonsmooth calculus.
result Shows how nonsmooth calculus applies to stochastic approximation methods and evidence of artificial critical points.

This note explores the mathematical theory to solve modern gamblers ruin problems. We establish a ruin framework and solve for the probability of bankruptcy. We also show how this relates to the expected time to bankruptcy and review the risk neutral probabilities associated an adjustment to asymmetrical views.

2014-03-24abs ↗pdf ↗

Review of modern computational optimal transport methods for biomedical applications.

problem Efficient computation of optimal transport for big data.
method Regularization-based and projection-based computational methods.
result Advancements in computational optimal transport methods for biomedical research.

Geometrical flows (GF) play an important role in modern mathematics and physics. In this letter we have considered some integrable isotropic GF -- Ricci flows (RF) and mean curvature flows (MCF) -- which are related with integrable Heisenberg ferromagnets. In 2+1 dimensions, these GF have a singularity at t=t0t=t_{0}.

2008-04-05abs ↗pdf ↗

This is an expositiry article on collapsing theory in Riemannian geometry written for the Modern Encyclopedia of Mathematical Physics (MEMPhys). We focus on describing the geometric and topological structure of collapsed/non-collapsed regions in Riemannian manifold under various curvature assumptions. Numerous applicat…

2007-01-25abs ↗pdf ↗

The modern data analyst must cope with data encoded in various forms, vectors, matrices, strings, graphs, or more. Consequently, statistical and machine learning models tailored to different data encodings are important. We focus on data encoded as normalized vectors, so that their "direction" is more important than th…

2016-05-01abs ↗pdf ↗

This article attempts to place the emergence of probabilistic numerics as a mathematical-statistical research field within its historical context and to explore how its gradual development can be related both to applications and to a modern formal treatment. We highlight in particular the parallel contributions of Sul'…

2019-01-14abs ↗pdf ↗

Kolmogorov-Arnold Networks promise scalable performance in high dimensions.

problem Curse of dimensionality in multilayer perceptrons.
method Kolmogorov-Arnold representation theorem and interpolation methods.
result Kolmogorov-Arnold Networks achieve true freedom from the curse of dimensionality.

Estimates the rational homological dimension of Riemann surfaces with boundary and marked points.

problem Estimating the homological dimensions of Riemann surfaces with boundary and marked points.
method Developed an estimate for the rational homological dimension of Riemann surfaces with possible boundary and marked points.
result Provided an estimate for the rational homological dimension of Riemann surfaces with boundary and marked points.

Principal component analysis (PCA) is a mainstay of modern data analysis - a black box that is widely used but (sometimes) poorly understood. The goal of this paper is to dispel the magic behind this black box. This manuscript focuses on building a solid intuition for how and why principal component analysis works. Thi…

2014-04-03abs ↗pdf ↗

The goal of this note is to give an introduction to locally conformally symplectic and Kähler geometry. In particular, Sections 1 and 3 aim to provide the reader with enough mathematical background to appreciate this kind of geometry. The reference book for locally conformally Kähler geometry is "Locally conformal Kähl…

2017-11-07abs ↗pdf ↗

Survey of weak form's role in equation learning, parameter estimation, and coarse graining.

problem Noise robustness, accuracy, and computational efficiency in weak form applications.
method Survey and recent developments in weak form versions of equation learning, parameter estimation, and coarse graining.
result Surprising noise robustness, accuracy, and computational efficiency in weak form applications.

New framework trains Schrödinger Bridge models using SDEs for generative tasks.

problem Unclear relation between SB optimization and modern generative model training.
method Forward-Backward SDEs theory for likelihood training of SB models.
result Training algorithm achieves comparable results on image generation datasets.

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 ↗

Many equations of mathematical physics are described by differential polynomials, that is by polynomials in the derivatives of a certain number of functions. However, up to the knowledge of the author, differential algebra in a modern setting has never been applied to study the specific algebraic feature of such equati…

2017-07-31abs ↗pdf ↗

This paper explores how deep learning models can fit data exactly and why this is important.

problem Understanding why deep learning models can fit data exactly and generalize well.
method Interpolation and over-parameterization as key themes to understand deep learning.
result Interpolation and over-parameterization are crucial for deep learning models to fit data exactly and generalize well.

Mathematical analysis shows annealing prevents mode collapse in Gaussian mixtures.

problem Mode collapse in variational inference for multimodal distributions.
method Analyzed annealing strategies for Gaussian mixtures, derived formulas, and tested on neural networks.
result Appropriately chosen annealing schemes can robustly prevent mode collapse.

In the past decades, advanced probabilistic methods have had significant impact on the field of finance, both in academia and in the financial industry. Conversely, financial questions have stimulated new research directions in probability. In this survey paper, we review some of these developments and point to some ar…

2013-09-30abs ↗pdf ↗

Paper develops a new method for solving complex problems in generative modeling and mean-field games.

problem Solving complex problems in generative modeling and mean-field games.
method Reinterpreting Generalized Schrödinger Bridges (GSBs) as probabilistic models and using the nonlinear Feynman-Kac lemma.
result Demonstrates the efficacy of the new method in generative modeling and mean-field games.

Lecture notes introduce Abelian differentials and their flat surfaces, focusing on families and Teichmüller dynamics.

problem Study of Abelian differentials and their geometric properties.
method Associate flat surfaces to Abelian differentials and analyze their families under GL2+(R)GL_2^{+}(\mathbb{R}) action.
result Properties of orbit of Abelian differentials under Teichmüller dynamics.

Delta hedging, which plays a crucial rôle in modern financial engineering, is a tracking control design for a "risk-free" management. We utilize the existence of trends in financial time series (Fliess M., Join C.: A mathematical proof of the existence of trends in financial time series, Proc. Int. Conf. Systems Theory…

2010-05-03abs ↗pdf ↗