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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.

168,982 papers · 148 categories

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371013 · Oct 201919922001200920172026
48 results for non-standard filtrations

This paper addresses GE estimation in non-standard settings using various resampling methods.

problem Biased GE estimates in non-standard settings like clustered data and concept drift.
method Tailored resampling methods for clustered, spatial, unequal sampling, concept drift, and hierarchically structured outcomes.
result Standard resampling methods often yield biased GE estimates in non-standard settings.

This paper optimizes credit portfolios considering contagion risk and partial information.

problem Optimizing credit portfolios in a market with contagion risk and partial information.
method Formulated a stochastic control problem under partial observations, connected to a quadratic BSDE with jumps.
result Existence and uniqueness of solution to the BSDE, leading to optimization results.

Develops non-standard analysis for coherent risk estimation.

problem Estimating coherent risk measures in financial contexts.
method Non-standard analysis, hyperfinite representations, discrete Kusuoka formulae, plug-in asymptotics.
result Uniform almost sure consistency and asymptotic normality of spectral plug-in estimators.

Identifies filtration in Lagrangian fibrations to monodromy weight filtration in degenerations.

problem Understanding the relationship between Lagrangian fibrations and degenerations of hyper-Kähler manifolds.
method Identifies and compares perverse filtration with monodromy weight filtration.
result Identifies the perverse filtration of a Lagrangian fibration with the monodromy weight filtration of a degeneration.

Unified approach to non-standard classification tasks.

problem Non-standard classification tasks like semi-supervised, positive-unlabelled, multi-positive-unlabelled and noisy-label learning.
method Probabilistic, unified approach training a classifier to predict label-distributions, then inferring class-distributions.
result Unified model for various non-standard classification tasks.

A new method for optimal filtration learning in time-series data analysis.

problem Finding an optimal filtration for analyzing topological properties of discrete data.
method Formulated an optimization problem and proposed an algorithm for solving it.
result Derivation of the exact formula of the gradient of the loss function with respect to filtration parameters.

In sequential anytime-valid inference, any admissible procedure must be based on e-processes: generalizations of test martingales that quantify the accumulated evidence against a composite null hypothesis at any stopping time. This paper proposes a method for combining e-processes constructed in different filtrations b…

2024-02-15abs ↗pdf ↗

Study non-standard bi-orders on punctured torus bundles, matching standard ones in key subgroups.

problem Investigate non-standard bi-orders on punctured torus bundles.
method Analyze various bi-orderings and compare them to standard ones formed by the lower central series.
result For every bi-ordering, the largest and second largest proper convex subgroups match those of a standard bi-ordering. Third largest subgroup matches if it exists.

We introduce several families of filtrations on the space of vector bundles over a smooth projective variety. These filtrations are defined using the large k asymptotics of the kernel of the Dolbeault Dirac operator on a bundle twisted by the kth power of an ample line bundle. The filtrations measure the failure of the…

2011-11-02abs ↗pdf ↗

Toeplitz operators linked to submultiplicative filtrations and weighted Bergman kernels.

problem Analyzing the asymptotics of weighted Bergman kernels for submultiplicative filtrations.
method Demonstrated that weight operator is a Toeplitz operator; analyzed asymptotics of weighted Bergman kernels.
result Local refinement of convergence of jumping measures towards geodesic ray pushforward measure.

We accelerate Bayesian inference for neutrino physics experiments by 100-60x.

problem Complex posterior geometries in multi-dimensional parameter spaces.
method GPU acceleration, automatic differentiation, neural-network-guided reparameterization.
result Significant performance improvements in Bayesian inference for direct detection experiments.

Let ΣΣ be a compact connected oriented surface with one boundary component and let M\mathcal{M} denote the mapping class group of ΣΣ. By considering the action of M\mathcal{M} on the fundamental group of ΣΣ it is possible to define different filtrations of M\mathcal{M} together with some homomorphisms on each ter…

2019-02-26abs ↗pdf ↗

A knot in the 3-sphere is called doubly slice if it is a slice of an unknotted 2-sphere in the 4-sphere. We give a bi-sequence of new obstructions for a knot being doubly slice. We construct it following the idea of Cochran-Orr-Teichner's filtration of the classical knot concordance group. This yields a bi-filtration o…

2004-11-06abs ↗pdf ↗

We show that the Artin representation on concordance classes of string links induces a well-defined epimorphism modulo order n twisted Whitney tower concordance, and that the kernel of this map is generated by band sums of iterated Bing-doubles of any string knot with nonzero Arf invariant. We also continue J. Levine's…

2012-02-12abs ↗pdf ↗

We study knots of order 2 in the grope filtration $\{\G_h\}$ and the solvable filtration $\{\F_h\}$ of the knot concordance group. We show that, for any integer n4n\ge4, there are knots generating a Z2\Z_2^\infty subgroup of $\G_n/\G_{n.5}$. Considering the solvable filtration, our knots generate a Z2\Z_2^\infty subgro…

2015-02-16abs ↗pdf ↗

The knot Floer complex and the concordance invariant ε\varepsilon can be used to define a filtration on the smooth concordance group. We exhibit an ordered subset of this filtration that is isomorphic to N×N\mathbb{N} \times \mathbb{N} and consists of topologically slice knots.

2013-09-08abs ↗pdf ↗

The knot Floer complex together with the associated concordance invariant epsilon can be used to define a filtration on the smooth concordance group. We show that the indexing set of this filtration contains the natural numbers cross the integers as an ordered subset.

2012-10-15abs ↗pdf ↗

The paper confirms a conjecture about optimal expected utility in markets with insider information.

problem Optimal expected utility in markets with insider information.
method An extension of the Black-Scholes-Merton model with a sequence of discrete-time economies.
result Optimal expected utility converges to the classic model when conditions are met.

The paper develops a new theory of double Johnson filtrations for mapping class groups.

problem Understanding the structure of mapping class groups using filtrations.
method Developed a general theory of Johnson filtrations and homomorphisms for groups acting on filtered groups, specializing to mapping class groups.
result Obtained a theory of double Johnson filtrations and homomorphisms for mapping class groups of surfaces with one boundary component.

Let M denote the mapping class group of S, a compact connected oriented surface with one boundary component. The action of M on the nilpotent quotients of the fundamental group of S allows to define the so-called Johnson filtration and the Johnson homomorphisms. J. Levine introduced a new filtration of M, called the La…

2017-11-30abs ↗pdf ↗

We define a filtration on the vector space spanned by Seifert matrices of knots related to Vassiliev's filtration on the space of knots. Further we show that the invariants of knots derived from the filtration can be expressed by coefficients of the Alexander polynomial.

1999-03-12abs ↗pdf ↗

We define a filtration of the smooth concordance group based on the genus of representative knots. We use the Heegaard Floer epsilon and Upsilon invariants to prove the quotient groups with respect to this filtration are infinitely generated. Results are applied to three infinite families of topologically slice knots.

2015-06-08abs ↗pdf ↗

Defines a filtration on variational bicomplex for concise functional form conditions.

problem Expressing functional form vanishing conditions concisely.
method Introduces a filtration on the variational bicomplex and studies its properties.
result Graded components of the filtration inherit module structures, simplifying functional form conditions.

The study connects norms and filtrations on section rings of projective manifolds.

problem Understanding norms and filtrations on section rings of polarized projective manifolds.
method Analyzes submultiplicative norms and their equivalence to sup-norms, discusses applications to spectral theory and holomorphic extension.
result Injective and projective tensor norms on symmetric algebras are asymptotically equivalent.

A new method detects small holes in noisy data.

problem Detecting small holes in high-density regions from noise.
method Robust Density-Aware Distance (RDAD) filtration, incorporating distance-to-measure concept.
result The RDAD filtration prolongs the persistences of small holes, making them distinguishable from noise.

We study multiple defaults where the global market information is modelled as progressive enlargement of filtrations. We shall provide a general pricing formula by establishing a relationship between the enlarged filtration and the reference default-free filtration in the random measure framework. On each default scena…

2009-12-16abs ↗pdf ↗

The abstract extends deformation and tangent groupoid constructions to infinite-dimensional manifolds.

problem Deformation and tangent groupoid constructions for infinite-dimensional manifolds.
method Extending finite-dimensional constructions to Banach and Fredholm manifolds.
result Induced generalized filtrations of tangent bundles and groupoids.

The study computes Gromoll filtration groups and fundamental groups for specific dimensions.

problem Computing Gromoll filtration groups and fundamental groups for specific dimensions.
method Analyzing specific dimensions and using results to infer information about fundamental groups.
result Computed Gromoll filtration groups and fundamental groups for specified dimensions.

A new filtration of the spaces of tri-/univalent graphs B_m^u that occur in the theory of finite-type invariants of knots and 3-manifolds is introduced. Combining the results of the two preceding articles, the quotients of this filtration are modeled by spaces of graphs with two types of edges and four types of vertice…

2003-01-03abs ↗pdf ↗

The Johnson filtration of the mapping class group of a compact, oriented surface is the descending series consisting of the kernels of the actions on the nilpotent quotients of the fundamental group of the surface. Each term of the Johnson filtration admits a Johnson homomorphism, whose kernel is the next term in the f…

2017-07-24abs ↗pdf ↗

Defines volume and Monge-Ampère energy on polarized affine varieties.

problem Volume and Monge-Ampère energy on polarized affine varieties.
method Definition of volume using asymptotics of jumping numbers, Monge-Ampère energy using forms and currents on Berkovich spaces.
result Monge-Ampère energy agrees with volume of filtrations and recovers known functionals.