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.
The study classifies nilpotent Lie algebras up to dimension 9.
problem Classifying nilpotent Lie algebras up to equivalence.
method Developed an algorithm to classify nilpotent Lie algebras of dimension up to 9, and determined the number of inequivalent nice bases for dimensions up to 7.
result Any nilpotent Lie algebra of dimension n has at most countably many inequivalent nice bases.
The study shows manifolds with special generic maps also have nice multisections.
problem Characterizing manifolds with special generic maps and multisections.
method Analyzing manifolds with special generic maps and their properties, and showing how these maps restrict the differentiable structures of spheres and manifolds.
result Manifolds admitting special generic maps also admit nice generalized multisections.
The paper connects higher order risk measures and stochastic dominance, showing their equivalence and integrating them with optimization.
problem Comparing and characterizing random outcomes in risk assessment.
method Exploring the equivalence between higher order risk measures and stochastic dominance, using stochastic optimization and expectiles as examples.
result Higher order risk measures and stochastic dominance are equivalent and can be used to characterize random outcomes.
In some sense, the world is composed of shapes and words, of continuous things and discrete things. The recognition and study of continuous objects in the form of shapes occupies a significant part of the effort of unraveling many geometric questions. Shapes can be rep- resented with great generality by objects called …
Let G be a real reductive Lie group and τ:G⟶GL(V) be a real reductive representation of G with (restricted) moment map $m_{\ggo}: V-{0} \longrightarrow \ggo$. In this work, we introduce the notion of "nice space" of a real reductive representation to study the problem of how to determine if a G-…
Although neural networks are routinely and successfully trained in practice using simple gradient-based methods, most existing theoretical results are negative, showing that learning such networks is difficult, in a worst-case sense over all data distributions. In this paper, we take a more nuanced view, and consider w…
We introduce a method for creating a special type of tree, called a tree position, from a weighted graph. Leaves of the tree correspond to vertices of the original graph, and the tree edges contain information which can be used to partition these vertices. By repeatedly applying reducing operations to the tree position…
Analyzing historical data of price indices we find an extraordinary growth phenomenon in several examples of hyper-inflation in which price changes are approximated nicely by double-exponential functions of time. In order to explain such behavior we introduce the general coarse-graining technique in physics, the Monte …
We have analyzed the statistical probabilities of limit-order book (LOB) shape through building the book using the ultra-high-frequency data from 23 liquid stocks traded on the Shenzhen Stock Exchange in 2003. We find that the averaged LOB shape has a maximum away from the same best price for both buy and sell LOBs. Th…
Given a monotone convex function on the space of essentially bounded random variables with the Lebesgue property (order continuity), we consider its extension preserving the Lebesgue property to as big solid vector space of random variables as possible. We show that there exists a maximum such extension, with explicit …
As a generalization of Davis-Januszkiewicz theory, there is an essential link between locally standard (Z2)n-actions (or Tn-actions) actions and nice manifolds with corners, so that a class of nicely behaved equivariant cut-and-paste operations on locally standard actions can be carried out in step on nice mani…
We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local quadratic approximation, and hence, allows incorporating curvature information to sp…
The tame flows are ``nice'' flows on ``nice'' spaces. The nice (tame) sets are the pfaffian sets introduced by Khovanski, and a flow Φ:R×X→X on pfaffian set X is tame if the graph of Φ is a pfaffian subset of R×X×X. Any compact tame set admits plenty tame flows. We prove …
There are various results that frame left-orderability of a group as a geometric property. Indeed, the fundamental group of a 3-manifold is left-orderable whenever the first Betti number is positive; in the case that the first Betti number is zero this property is closely tied to the existence of certain nice foliation…
We prove that the Casimir operator acting on sections of a homogeneous vector bundle over a generalized flag manifold naturally extends to an invariant differential operator on arbitrary parabolic geometries. We study some properties of the resulting invariant operators and compute their action on various special types…
In some scientific fields, a scaling is able to modify the topology of an observed object. Our goal in the present work is to introduce a new formalism adapted to the mathematical representation of this kind of phenomenon. To this end, we introduce a new metric structure - the galactic spaces - which depends on an orde…
In this paper, we investigate the properties of the full colored HOMFLYPT invariants in the full skein of the annulus C. We show that the full colored HOMFLYPT invariant has a nice structure when q→1. The composite invariant is a combination of the full colored HOMFLYPT invariants. In order to …
We provide an intergral lift of the combinatorial definition of Heegaard Floer homology for nice diagrams, and show that the proof of independence using convenient diagrams adapts to this setting.
A limaçon-like curve, allowing 2π-transition with monotone curvature between concentric curvature elements, is presented. The curve is 4th degree algebraic, 4th degree rational, and shares other common features with Pascal's limaçon.
We define a `nice representation' of a finitely presented group G as being a non-degenerate essentially surjective simplicial map f from a `nice' space X into a 3-complex associated to a presentation of G, with a strong control over the singularities of f, and such that X is WGSC (weakly geometrically simply connected)…