arXiv research

Study rectifying curves in 3D multiplicative Euclidean space.

Describes curves on surfaces with punctures and boundaries.

The paper provides criteria and curvatures for singularities of curves in R^N.

Study ruled surfaces with finite multiplicity, focusing on their curves and singularities.

The paper proposes a new method for modeling and quantifying uncertainty in multiple closed curves.

The coamoeba of any complex algebraic plane curve $V$ is its image in the real torus under the argument map. The area counted with multiplicity of the coamoeba of any algebraic curve in $(\mathbb{C}^*)^2$ is bounded in terms of the degree of the curve. We show in this Note that up to multiplication by a constant in $(\…

New inequalities for convex curves with multiple geometric factors.

The paper explores using machine learning for yield curve calibration in multiple markets.

Deep learning models forecast multiple yield curves with improved accuracy.

We propose a general framework for modeling multiple yield curves which have emerged after the last financial crisis. In a general semimartingale setting, we provide an HJM approach to model the term structure of multiplicative spreads between FRA rates and simply compounded OIS risk-free forward rates. We derive an HJ…

Establishes a Li-Yau type inequality for curves in any codimension.

We study the problem of finding the one-dimensional structure in a given data set. In other words we consider ways to approximate a given measure (data) by curves. We consider an objective functional whose minimizers are a regularization of principal curves and introduce a new functional which allows for multiple curve…

We study the contribution of multiple covers of an irreducible rational curve C in a Calabi-Yau threefold Y to the genus 0 Gromov-Witten invariants in the following cases. (1) If the curve C has one node and satisfies a certain genericity condition, we prove that the contribution of multiple covers of degree d is given…

The paper proves the existence of a folded annulus with multiple creases.

Algorithm counts intersections of normal curves efficiently.

Minimal surfaces in Heisenberg group have null curves and lines.

Optimizes profit in targeted marketing across multiple markets with varying marketing expenditures.

Overparameterized MLR fits hyper-curves, improving model robustness.

The geometric torsion conjecture asserts that the torsion part of the Mordell--Weil group of a family of abelian varieties over a complex quasiprojective curve is uniformly bounded in terms of the genus of the curve. We prove the conjecture for abelian varieties with real multiplication, uniformly in the field of multi…

A Gauss paragraph is a combinatorial formulation of a generic closed curve with multiple components on some surface. A virtual string is a collection of circles with arrows that represent the crossings of such a curve. Every closed curve has an underlying virtual string and every virtual string has an underlying Gauss …

The paper shows how the generalization curve can have multiple peaks, influenced by data and learning algorithm biases.

Generic model for commodity derivatives pricing.

We present a quantitative study of the markets and models evolution across the credit crunch crisis. In particular, we focus on the fixed income market and we analyze the most relevant empirical evidences regarding the divergences between Libor and OIS rates, the explosion of Basis Swaps spreads, and the diffusion of c…

In this paper we introduce a geometric quantity, the $r$-multiplicity, that controls the length of a smooth curve as it evolves by curve shortening flow. The length estimates we obtain are used to prove results about the level set flow in the plane. If $K$ is locally-connected, connected and compact, then the level set…

In this paper, we classify three-dimensional complex Abelian varieties isogenous to a product $A_1 \times A_2$, where one of the factors admits real multiplication by a real quadratic order $\mathcal{O}_D$ of discriminant $D$. We show that the moduli space $X_D^{(3)}$ of these varieties essentially is the disjoint unio…

Curvature criteria for A-simple singularities and their parallel curves identified.

Unified analysis of generalization curves in large models using gradient flow.

Flow deforms locally convex curves to curves of constant k-order width.

We provide a general and tractable framework under which all multiple yield curve modeling approaches based on affine processes, be it short rate, Libor market, or HJM modeling, can be consolidated. We model a numeraire process and multiplicative spreads between Libor rates and simply compounded OIS rates as functions …

Paper details Hilbert-curve for high-performance data mining.

The paper provides an algorithm to create curves touching a smooth cubic at specific intersection points.

In this paper we develop a framework for discretely compounding interest rates which is based on the forward price process approach. This approach has a number of advantages, in particular in the current market environment. Compared to the classical as well as the Lévy Libor market model, it allows in a natural way for…

The study finds resonance points in polarised curves with polynomial conserved quantities.

We apply the methods of Heegaard Floer homology to identify topological properties of complex curves in the complex projective plane. As one application, we resolve an open conjecture that constrains the Alexander polynomial of the link of the singular point of the curve in the case that there is exactly one singular p…

We first describe the local and global moduli spaces of germs of foliations defined by analytic functions in two variables with p transverse smooth branches, and with integral multiplicities (in the univalued holomorphic case) or complex multiplicities (in the multivalued ''Darboux'' case). We specify normal forms in e…

Total torsion of 3D lines of curvature is an integer multiple of 2π.

The market practice of extrapolating different term structures from different instruments lacks a rigorous justification in terms of cash flows structure and market observables. In this paper, we integrate our previous consistent theory for pricing under credit, collateral and funding risks into term structure modellin…

The paper finds lower bounds for volumes of complex geometric structures.

The existence of Dirichlet minimizing multiple-valued functions for given boundary data has been known since pioneering work of F. Almgren. Here we prove a multiple-valued analogue of the classical Plateau problem of the existence of area-minimizing mappings of the disk. Specifically, we find, for $K \in \mathbb N,$ $k…

We use tropical curves and toric degeneration techniques to construct closed embedded Lagrangian rational homology spheres in a lot of Calabi-Yau threefolds. We apply this construction to the tropical curves obtained from the 2875 lines on the quintic Calabi-Yau threefold. Each admissible tropical curve gives a Lagrang…

The Frey--Mazur conjecture states that an elliptic curve over $\mathbb{Q}$ is determined up to isogeny by its $p$-torsion Galois representation for $p\geq 17$. We study a geometric analog of this conjecture, and show that the map from isogeny classes of "fake elliptic curves"---abelian surfaces with quaternionic multip…

This paper and its sequel prove a generalization of the usual gluing theorem for two index 1 pseudoholomorphic curves u_+ and u_- in the symplectization of a contact 3-manifold. We assume that for each embedded Reeb orbit gamma, the total multiplicity of the negative ends of u_+ at covers of gamma agrees with the total…

We give existence and nonuniqueness results for simple planar curves with prescribed geodesic curvature.

A Teichmüller curve is an algebraic and isometric immersion of an algebraic curve into the moduli space of Riemann surfaces. We give the first explicit algebraic models of Teichmüller curves of positive genus. Our methods are based on the study of certain Hilbert modular forms and the use of Ahlfors's variational formu…

The Column Subset Selection Problem (CSSP) and the Nyström method are among the leading tools for constructing small low-rank approximations of large datasets in machine learning and scientific computing. A fundamental question in this area is: how well can a data subset of size k compete with the best rank k approxima…

We give bounds on the gap functions of the singularities of a cuspidal plane curve of arbitrary genus, generalising recent work of Borodzik and Livingston. We apply these inequalities to unicuspidal curves whose singularity has one Puiseux pair: we prove two identities tying the parameters of the singularity, the genus…

Based on the presentation of the Kauffman bracket skein module of the torus given by the third author in previous work, Charles D. Frohman and Răzvan Gelca established a complete description of the multiplicative operation leading to a famous product-to-sum formula. In this paper, we study the multiplicative structure …

We develop a modelling framework for multiple yield curves driven by continuous-state branching processes with immigration (CBI processes). Exploiting the self-exciting behavior of CBI jump processes, this approach can reproduce the relevant empirical features of spreads between different interbank rates. In particular…