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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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166331497662 · Jun 202019922001200920172026
48 results for multiplicative structures

In this paper we introduce multiplicative Dirac structures on Lie groupoids, providing a unified framework to study both multiplicative Poisson bivectors (i.e., Poisson group(oid)s) and multiplicative closed 2-forms (e.g., symplectic groupoids). We prove that for every source simply connected Lie groupoid GG with Lie …

2012-12-02abs ↗pdf ↗

We discuss relations between linear Nambu-Poisson structures and Filippov algebras and define Filippov algebroids which are n-ary generalizations of Lie algebroids. We also prove results describing multiplicative Nambu- Poisson structures on Lie groups. In particular, we show that simple Lie groups do not admit multipl…

1999-02-23abs ↗pdf ↗

We study tensors on Lie groupoids suitably compatible with the groupoid structure, called {\em multiplicative}. Our main result gives a complete description of these objects only in terms of infinitesimal data. Special cases include the infinitesimal counterparts of multiplicative forms, multivector fields and holomorp…

2017-05-24abs ↗pdf ↗

s-RBFN integrates multiple hypotheses for efficient and diverse prediction.

problem Integrating multiple hypotheses into learning models for regression.
method Structured Radial Basis Function Network (s-RBFN) using Voronoi tessellations and least-squares training.
result s-RBFN achieves superior generalization and efficiency compared to other models.

The paper introduces new measures to quantify variability in decision tree models due to observational multiplicity.

problem The variability in decision tree models due to observational multiplicity.
method Introduces leaf regret and structural regret to decompose observational multiplicity.
result Structural regret is the primary driver of observational multiplicity, accounting for over 15 times the variability of leaf regret in some datasets.

Extends Manin triples to Lie bialgebroids over Lie groupoids.

problem Characterizing Lie bialgebroids via Manin triples.
method Establishing correspondence between Lie bialgebroid groupoids and multiplicative Manin triples.
result New viewpoint on co-quadratic Lie algebroids and Manin triple description of Lie bialgebroid crossed modules.

Unified framework models multiple financial and insurance term structures.

problem Modeling multiple term structures in various markets.
method Extended Heath-Jarrow-Morton (HJM) approach under real-world probability.
result Characterization of local martingale deflators and existence of affine realizations.

LASLA improves multiple testing accuracy with network-structured data.

problem Efficiently incorporating complex side information into multiple testing.
method Locally adaptive structure learning algorithm (LASLA) integrating auxiliary information.
result LASLA asymptotically controls FDR and enhances power with side information.

This paper considers the problem of estimating the structure of multiple related directed acyclic graph (DAG) models. Building on recent developments in exact estimation of DAGs using integer linear programming (ILP), we present an ILP approach for joint estimation over multiple DAGs, that does not require that the ver…

2014-04-04abs ↗pdf ↗

Affine structures on a Lie groupoid, including affine kk-vector fields, kk-forms and (p,q)(p,q)-tensors are studied. We show that the space of affine structures is a 2-vector space over the space of multiplicative structures. Moreover, the space of affine multivector fields has a natural graded strict Lie 2-algebra stru…

2019-04-02abs ↗pdf ↗

New Lie 2-algebra structure for multiplicative forms on quasi-Poisson groupoids.

problem Understanding Lie 2-algebra structures on geometric stacks.
method Construction of graded weak Lie 2-algebras from multiplicative forms and differential forms.
result Established a morphism between Lie 2-algebras and weak Lie 2-algebras of multiplicative forms.

Generalizes quandle constructions and defines a multiplication that results in an abelian group.

problem Tackles the construction and multiplication of quandle structures.
method Defines a composition of quandle structures and proves conditions for it to form a quandle, then shows the resulting group is abelian.
result Multiplication of quandle structures results in an abelian group.

A (quasi-)Hamiltonian manifold is called multiplicity free if all of its symplectic reductions are 0-dimensional. In this paper, we classify multiplicity free Hamiltonian actions for (twisted) loop groups or, equivalently, multiplicity free (twisted) quasi-Hamiltonian manifolds for simply connected compact Lie groups. …

2016-12-12abs ↗pdf ↗

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…

2014-06-17abs ↗pdf ↗

We define multiplicative Poisson-Nijenhuis structures on a Lie groupoid which extends the notion of symplectic-Nijenhuis groupoid introduced by Stié23non and Xu. We also introduce a special class of Lie bialgebroid structure on a Lie algebroid AA, called P-N Lie bialgebroid, which defines a hierarchy of compatible Lie…

2017-09-24abs ↗pdf ↗

Analyzing multivariate time series data is important to predict future events and changes of complex systems in finance, manufacturing, and administrative decisions. The expressiveness power of Gaussian Process (GP) regression methods has been significantly improved by compositional covariance structures. In this paper…

2017-03-28abs ↗pdf ↗

We present a robust multiple manifolds structure learning (RMMSL) scheme to robustly estimate data structures under the multiple low intrinsic dimensional manifolds assumption. In the local learning stage, RMMSL efficiently estimates local tangent space by weighted low-rank matrix factorization. In the global learning …

2012-06-18abs ↗pdf ↗

In this work, we consider Corporate Governance (CG) ties among companies from a multiple network perspective. Such a structure naturally arises from the close interrelation between the Shareholding Network (SH) and the Board of Directors network (BD). In order to capture the simultaneous effects of both networks on CG,…

2014-01-17abs ↗pdf ↗

By a theorem of Kirchhoff if the six sphere admits an almost complex structure then the seven sphere is parallelizable, more crucial, he exhibited an explicit global frame constructed out of the given almost complex structure. This result implicitly equips the seven sphere with a definite H-space multiplication. We pro…

2018-04-16abs ↗pdf ↗

Optimal reinsurance contracts for multiple dependent risks are derived without specific dependency assumptions.

problem Finding optimal reinsurance contracts for multiple dependent risks without assuming their dependency structure.
method Assumes maximal expected utility criterion and independent negotiation of reinsurance for each risk. Derives optimality conditions and shows that under mild assumptions, optimal contracts are classical (non-randomized) type.
result Optimal reinsurance contracts exist and can be classical (non-randomized) type under mild assumptions.

Study covariant derivatives of eigenfunctions on curved spaces, proving they are scalar multiples of the functions.

problem Understanding covariant derivatives of eigenfunctions on curved spaces.
method Analyzing the Laplace-Beltrami operator on Riemannian manifolds with constant curvature.
result Covariant derivatives of eigenfunctions are scalar multiples of the functions, and these scalars are polynomials in the eigenvalue.

RNNs solve modular addition tasks using low rank and sparse Fourier structures.

problem Solving modular addition tasks with recurrent neural networks.
method Identified low rank structures and sparse Fourier representations in RNN weights.
result RNNs robust to removing individual frequencies but degrade with more ablation.

The one-class kernel spectral regression (OC-KSR), the regression-based formulation of the kernel null-space approach has been found to be an effective Fisher criterion-based methodology for one-class classification (OCC), achieving state-of-the-art performance in one-class classification while providing relatively hig…

2019-05-22abs ↗pdf ↗

The paper integrates quasi-Poisson manifolds into multiplicative D-valued moment maps.

problem Integrating quasi-Poisson manifolds into a broader geometric framework.
method Develops new aspects of shifted symplectic and Poisson geometry, establishing Lie-type correspondences and systematic constructions.
result Identifies multiplicative D-valued moment maps integrating quasi-Poisson manifolds, extending known constructions.

A central machine is interested in estimating the underlying structure of a sparse Gaussian Graphical Model (GGM) from datasets distributed across multiple local machines. The local machines can communicate with the central machine through a wireless multiple access channel. In this paper, we are interested in designin…

2018-12-26abs ↗pdf ↗

In this paper, we study the dual representation for generalized multiple stopping problems, hence the pricing problem of general multiple exercise options. We derive a dual representation which allows for cashflows which are subject to volume constraints modeled by integer valued adapted processes and refraction period…

2011-12-12abs ↗pdf ↗

In this paper, we propose several dictionary learning algorithms for sparse representations that also impose specific structures on the learned dictionaries such that they are numerically efficient to use: reduced number of addition/multiplications and even avoiding multiplications altogether. We base our work on facto…

2018-12-09abs ↗pdf ↗

We introduce a class of dependence structures, that we call the Multiple Risk Factor (MRF) dependence structures. On the one hand, the new constructions extend the popular CreditRisk+ approach, and as such they formally describe default risk portfolios exposed to an arbitrary number of fatal risk factors with condition…

2016-07-16abs ↗pdf ↗

Develops theory of weightings for Lie groupoids and algebroids.

problem Understanding differential geometry of weightings for Lie groupoids and algebroids.
method Extending work on weighted manifolds, defining weighted submanifolds, and developing theories of linear weightings and multiplicative weightings.
result Characterizes infinitesimally multiplicative weightings for Lie algebroids and classifies multiplicative weightings of Lie groupoids.

MIMONets speed up neural network inference by processing multiple inputs in parallel.

problem Reducing computational cost in neural network inference for large datasets.
method Proposes MIMONets, which augment neural network architectures with variable binding mechanisms to handle multiple inputs in superposition.
result Achieves significant speedups (2-4x) with minimal accuracy loss, demonstrating adaptability across different architectures.

Multiple clustering aims at discovering diverse ways of organizing data into clusters. Despite the progress made, it's still a challenge for users to analyze and understand the distinctive structure of each output clustering. To ease this process, we consider diverse clusterings embedded in different subspaces, and ana…

2019-05-10abs ↗pdf ↗