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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.

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73145218290 · Jun 202019922001200920182026
48 results for natural logarithm

Lueck expressed the Gromov norm of a knot complement in terms of an infinite series that can be computed from a presentation of the fundamental group of the knot complement. In this note we show that Lueck's formula, applied to torus knots, yields surprising power series expansions for the logarithm function. This gene…

2006-11-01abs ↗pdf ↗

We construct helicoid-like embedded minimal disks with axes along self-similar curves modeled on logarithmic spirals. The surfaces have a self-similarity inherited from the curves and the nature of the construction. Moreover, inside of a "logarithmic cone", the surfaces are embedded.

2014-04-28abs ↗pdf ↗

Study of conformal logarithmic Laplacian on sphere, connecting Yamabe problems and Sobolev spaces.

problem Yamabe-type problems and Sobolev spaces on the sphere.
method Detailed spectral analysis, conformal invariance, and Hilbert space introduction.
result Established precise connection between sphere and \(\mathbb{R}^N\) logarithmic Laplacian.

Study of foliations' geometric and topological structures.

problem Analyzing the geometric and topological properties of transversely affine foliations.
method Attach holonomy group and quotient stack, identify reparametrisations, classify them, and study the Kato-Nakayama space.
result Holonomy group controls the geometric part, while the Kato-Nakayama space captures the topological and dynamical aspects.

Uniform heat kernel and diffusion bridge asymptotics for sub-Riemannian geometry.

problem Analyzing sub-Riemannian heat kernels and their derivatives on incomplete manifolds.
method Localized asymptotic analysis, focusing on minimizing geodesics and the non-abnormal cut locus.
result Uniform bounds and expansions for heat kernels and their derivatives on compacts, including the diffusion bridge measure.

Local logarithmic export distributions show non-zero skewness that changes with exporter and destination characteristics.

problem Identifying the skewness in local logarithmic export distributions and its relationship with exporter and destination characteristics.
method Analyzing directed links weighted by the logarithm of export values, studying the skewness of local exports, and formulating quantitative relations.
result Non-zero skewness in local logarithmic export distributions changes with exporter and destination characteristics.

The paper explores the geometric structure of cost functions in multiple dimensions.

problem Understanding the geometric properties of cost functions in multidimensional settings.
method Analyzes the Hessian metric and geodesics in logarithmic and original coordinates.
result The geometry is one-dimensional in logarithmic coordinates but effectively (n1)(n-1)-dimensional in original coordinates.

Inspired by results of Eskin and Mirzakhani counting closed geodesics of length L\le L in the moduli space of a fixed closed surface, we consider a similar question in the Out(Fr)Out(F_r) setting. The Eskin-Mirzakhani result can be equivalently stated in terms of counting the number of conjugacy classes (within the mapping…

2018-01-23abs ↗pdf ↗

Study examines geometry of moduli space with bundle jumps and hypercomplex structures.

problem Investigates the geometry of Kodaira moduli space with bundle jumps.
method Identifies natural assumptions for extending Obata connection to logarithmic connection.
result Natural assumptions guarantee extension of Obata connection to logarithmic connection.

Formula for sections on complex manifolds with non-isolated components.

problem Localization of sections on complex manifolds with non-isolated zero varieties.
method Logarithmic Bott localization formula, current-theoretic formulation.
result Established a formula for sections on compact complex manifolds with non-isolated components.

I find a topological arrangement of stocks traded in a financial market which has associated a meaningful economic taxonomy. The topological space is a graph connecting the stocks of the portfolio analyzed. The graph is obtained starting from the matrix of correlation coefficient computed between all pairs of stocks of…

1998-02-24abs ↗pdf ↗

Sharp LpL^p-logarithmic-Sobolev inequalities on submanifolds with applications to hypercontractivity.

problem Developing inequalities on submanifolds of Euclidean space.
method Optimal mass transport theory on submanifolds, sharpness analysis.
result Sharp inequalities and equality conditions for submanifolds.

This work improves policy evaluation and selection using logarithmic smoothing for pessimistic off-policy estimation.

problem Offline evaluation and selection of policies from past data.
method Develops novel concentration bounds and a logarithmically smoothed estimator (LS) for improved policy selection and learning.
result The logarithmically smoothed estimator (LS) provides tighter bounds and better policy selection and learning.

The study reveals the hierarchical structure of the international FOREX market using currency fluctuation distribution similarities.

problem Understanding the hierarchical structure of the international FOREX market.
method Using Jensen-Shannon divergence to quantify the similarity between normalized logarithmic return distributions of currencies.
result Clusters of currencies are consistent with the nature of underlying economies but diverge during crises.

Optimizes portfolios with utility theory, diversification, and leverage.

problem Finding optimal portfolio allocation strategies.
method Utility theory, exponential and logarithmic utilities, compound probability distributions, maximum expected utility, generalized mean-variance.
result Enhanced portfolio allocation strategies with natural explanations.

The conformal Laplacian's algebraic structure is explored in 2D, revealing a central charge.

problem Exploring the algebraic structure of the conformal Laplacian in 2D.
method Using prefactorization algebras and Green functions.
result In 2D, the conformal Laplacian's algebraic structure is revealed through a central charge.

The important application of semi-static hedging in financial markets naturally leads to the notion of quasi self-dual processes which is, for continuous semimartingales, related to symmetry properties of both their ordinary as well as their stochastic logarithms. We provide a structure result for continuous quasi self…

2012-01-31abs ↗pdf ↗

We show that the residue density of the logarithm of a generalised Laplacian on a closed manifold defines an invariant polynomial valued differential form. We express it in terms of a finite sum of residues of classical pseudodifferential symbols. In the case of the square of a Dirac operator, these formulae provide a …

2010-08-18abs ↗pdf ↗

We consider the two logarithmic strain measures\[ω_{\rm iso}=\|\mathrm{dev}_n\log U\|=\|\mathrm{dev}_n\log \sqrt{F^TF}\|\quad\text{ and }\quad ω_{\rm vol}=|\mathrm{tr}(\log U)|=|\mathrm{tr}(\log\sqrt{F^TF})|\,,\]which are isotropic invariants of the Hencky strain tensor logU\log U, and show that they can be uniquely char…

2015-05-08abs ↗pdf ↗

The study establishes a curvature-dimension condition for discrete Markov chains.

problem Proving modified logarithmic Sobolev inequalities for discrete Markov chains.
method Identifying and proving a curvature-dimension inequality CDΥ(κ,)CD_Υ(κ,\infty), and showing its compatibility with diffusive settings.
result The CDΥCD_Υ condition preserves curvature bounds under tensorization and leads to Beckner inequalities.

New batched Langevin Thompson Sampling reduces communication costs for sequential decision making.

problem Efficiently learning unknown reward distributions and transition dynamics in batched settings.
method Langevin Thompson Sampling with logarithmic communication costs.
result Order-optimal regret guarantees for stochastic MABs and RL.

Given a weighted line arrangement in the projective plane, with weights satisfying natural constraint conditions, we show the existence of a Ricci-flat Kähler metric with cone singularities along the lines asymptotic to a polyhedral Kähler cone at each multiple point. Moreover, we discuss a Chern-Weil formula that expr…

2017-12-21abs ↗pdf ↗

In the previous article we derived a detailed asymptotic expansion of the heat trace for the Laplace-Beltrami operator on functions on manifolds with conic singularities. In this article we investigate how the terms in the expansion reflect the geometry of the manifold. Since the general expansion contains a logarithmi…

2017-10-15abs ↗pdf ↗

For a closed surface M with metric g, the Robin mass m(p) at the point p is the value of the Green function G(p,q) at p=q after the logarithmic singularity has been removed. The Laplacian-mass is the average value of the Robin mass, minus the value of the Robin mass for the round sphere of the same area. The Laplacian-…

2007-11-21abs ↗pdf ↗

Study excess logarithmic residues for foliations to bound invariant hypersurfaces and test log canonicity.

problem Bounding invariant hypersurfaces and testing log canonicity of singularities.
method Introduce excess logarithmic residues, prove residue formula, derive Poincaré-type bound, and use them to recover log discrepancies.
result Componentwise logarithmic residues of a lifted foliation along the exceptional divisor recover log discrepancies of singularities.

Logarithmic connections on principal bundles over normal varieties are studied.

problem Existence and properties of logarithmic connections on principal bundles over normal varieties.
method Introducing logarithmic connections, showing equivalence to covariant derivatives, and proving existence conditions.
result Existence of logarithmic connections on principal bundles over normal varieties is equivalent to certain conditions on the associated vector bundles and adjoint bundles.

Study real logarithms of semi-simple matrices, focusing on differential structure.

problem Understanding the differential structure of real logarithms of semi-simple matrices.
method Examines the differential structure of real logarithms of semi-simple matrices under specific matrix types.
result Characterizes the differential structure of real logarithms of semi-simple matrices.

Introduces logarithmic Cartan geometry on complex manifolds with singularities.

problem Holomorphic Cartan geometry with singularities.
method Definition and study of logarithmic Cartan geometry on complex manifolds with polar part supported on a normal crossing divisor.
result Push-forward of a Cartan geometry constructed using a finite Galois ramified covering is a logarithmic Cartan geometry.

We present a new method to solve certain ˉ\bar{\partial}-equations for logarithmic differential forms by using harmonic integral theory for currents on Kahler manifolds. The result can be considered as a ˉ\bar{\partial}-lemma for logarithmic forms. As applications, we generalize the result of Deligne about closedness…

2017-07-31abs ↗pdf ↗

We study spectral gaps of cellular differentials for finite cyclic coverings of knot complements. Their asymptotics can be expressed in terms of irrationality exponents associated with ratios of logarithms of algebraic numbers determined by the first two Alexander polynomials. From this point of view it is natural to s…

2016-07-13abs ↗pdf ↗

Algorithm minimizes regret in multi-criteria bandits with constraints.

problem Optimize primary attribute while respecting secondary constraints.
method Con-LCB algorithm that guarantees logarithmic regret and feasibility identification.
result Logarithmic regret and feasibility identification with high probability.