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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.

168,695 papers · 148 categories

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55110164219 · Jun 202019922001200920172026
48 results for nonlinear associations

New nonlinear smoothers improve state estimation in chaotic systems.

problem Improving state estimation in chaotic dynamical systems with non-Gaussian behavior.
method Developed nonlinear backward ensemble transport smoothers with parameterization and regularization of transport maps.
result Nonlinear smoothers yield lower estimation error than conventional methods for comparable model evaluations.

Constructs differential characters on nonlinear Graßmannians.

problem No specific problem stated; focuses on mathematical construction.
method Using a nonlinear version of the tautological bundle, a transgression map is constructed from MM to nonlinear Graßmannians of submanifolds of fixed type.
result Obtains prequantum circle bundles and central Lie group extensions.

For a system of second order differential equations we determine a nonlinear connection that is compatible with a given generalized Lagrange metric. Using this nonlinear connection, we can find the whole family of metric nonlinear connections that can be associated with a system of SODE and a generalized Lagrange struc…

2004-12-06abs ↗pdf ↗

Adopting the pullback approach to global Finsler geometry, the aim of the present paper is to provide new intrinsic (coordinate-free) proofs of intrinsic versions of the existence and uniqueness theorems for the Cartan and Berwald connections on a Finsler manifold. To accomplish this, the notions of semispray and nonli…

2007-07-09abs ↗pdf ↗

Study on new Monge-Ampère functionals and their variational problems.

problem Existence and uniqueness of solutions for nonlinear eigenvalue problems.
method Introduction of a family of real Monge-Ampère functionals and proving Sobolev type inequalities.
result Existence of solutions for a nonlinear eigenvalue problem.

Discovering associations is of central importance in scientific practices. Currently, most researches consider only linear association measured by correlation coefficient, which has its theoretical limitations. In this paper, we propose a new method for discovering association with copula entropy -- a universal applica…

2019-07-29abs ↗pdf ↗

We propose a new cognitive framework for option price modelling, using quantum neural computation formalism. Briefly, when we apply a classical nonlinear neural-network learning to a linear quantum Schrödinger equation, as a result we get a nonlinear Schrödinger equation (NLS), performing as a quantum stochastic filter…

2009-03-04abs ↗pdf ↗

The aim of this paper is to generalize the theory of nonlinear connections of Grifone ([3] and [4]). We adopt the point of view of Anona [1] and continue developing the approach established by the first author in [10]. The first part of the work is devoted to the problem of associating to each LL-regular linear connec…

2006-08-13abs ↗pdf ↗

In this paper, we consider a class of fully nonlinear equations on closed smooth Riemannian manifolds, which can be viewed as an extension of σkσ_k Yamabe equation. Moreover, we prove local gradient and second derivative estimates for solutions to these equations and establish an existence result associated to them.

2019-10-07abs ↗pdf ↗

We present several principal bundles of embeddings of compact manifolds (with or without boundary) whose base manifolds are nonlinear Grassmannians. We study their infinite dimensional differential manifold structure in the Fréchet category. This study is motivated by the occurrence of such objects in the geometric Lag…

2014-02-06abs ↗pdf ↗

Extends Higgs fields theory to complex fiber bundles.

problem Characterize nonlinear flat connections on complex fiber bundles.
method Representation of extension class by curvature, nonlinear Higgs bundles, and nonabelian Hodge structure.
result Established a faithful functor from nonlinear flat bundles to nonlinear Higgs bundles.

Method solves complex optimization problems with high probability bounds.

problem Nonlinear equality constrained stochastic optimization problems.
method Step-search sequential quadratic programming method.
result High-probability bound on iteration complexity for first-order stationarity.

The paper tackles data-driven optimal control of unknown nonlinear systems using RKHS.

problem Unknown nonlinear dynamics and stage cost functions.
method Embed state densities into RKHS, learn Markov operators, solve Hamilton-Jacobi-Bellman recursions.
result Solves a wide range of nonlinear control problems, including depth regulation.

New machine learning methods solve complex PDEs with improved accuracy.

problem Solving fully nonlinear PDEs with convex Hamiltonian.
method Rewriting PDE in dual stochastic control form, estimating optimal feedback control with neural network, approximating value function with neural networks.
result Improved estimation of PDE solution and its derivatives, especially the second derivative.

Proves existence and compactness of solutions to σ2σ_2-Nirenberg problem on sphere.

problem Existence and compactness of solutions to σ2σ_2-Nirenberg problem on S2\mathbb{S}^2.
method Establishes Liouville type theorems, a priori estimates, and uses degree theory.
result Proves existence of at most one blow-up point for solutions to σ2σ_2-Nirenberg problem.

We study the properties of nonlinear Backward Stochastic Differential Equations (BSDEs) driven by a Brownian motion and a martingale measure associated with a default jump with intensity process (λt)(λ_t). We give a priori estimates for these equations and prove comparison and strict comparison theorems. These results ar…

2016-12-16abs ↗pdf ↗

Geometrically characterizes virtual nonlinear nonholonomic constraints using symplectic methods.

problem Characterizing virtual nonlinear nonholonomic constraints geometrically.
method Geometric characterization using symplectic structures and Chetaev equations.
result A unique control law exists to satisfy virtual constraints, and closed-loop dynamics are projections of uncontrolled dynamics.

We present an introduction to the geometry of higher order vector and co-vector bundles (including higher order generalizations of the Finsler geometry and Kaluza--Klein gravity) and review the basic results on Clifford and spinor structures on spaces with generic local anisotropy modeled by anholonomic frames with ass…

2004-06-28abs ↗pdf ↗

Bistable structures associated with non-linear deformation behavior, exemplified by the Venus flytrap and slap bracelet, can switch between different functional shapes upon actuation. Despite numerous efforts in modeling such large deformation behavior of shells, the roles of mechanical and nonlinear geometric effects …

2012-06-20abs ↗pdf ↗

The study uses DCC for financial market analysis, revealing hidden correlations.

problem Identifying hidden nonlinear correlations in financial markets.
method Agglomerative hierarchical clustering with distance correlation coefficient.
result DCC reveals more information than Pearson correlation for financial data.

Adopting the pullback approach to global Finsler geometry, the aim of the present paper is to provide intrinsic (coordinate-free) proofs of the existence and uniqueness theorems for the Chern (Rund) and Hashiguchi connections on a Finsler manifold. To accomplish this, we introduce and investigate the notions of semispr…

2008-01-21abs ↗pdf ↗

It is generally accepted that many time series of practical interest exhibit strong dependence, i.e., long memory. For such series, the sample autocorrelations decay slowly and log-log periodogram plots indicate a straight-line relationship. This necessitates a class of models for describing such behavior. A popular cl…

2007-06-13abs ↗pdf ↗

Develops a new duality between entropy martingale optimal transport and nonlinear pricing-hedging.

problem Entropy Martingale Optimal Transport problem and its associated optimization problem.
method Combines Entropy Optimal Transport and Martingale Optimal Transport theories, with novel penalization terms and constraints.
result Establishes a nonlinear robust pricing-hedging duality, covering various known robust results.

New method estimates convergence bounds for nonlinear Markov chains.

problem Difficulty in describing properties of nonlinear Markov chains.
method Coupling Markov chains to reconstitute distribution relationships and estimate convergence bounds.
result Estimation of convergence bounds is more precise than existing results.

Through the study of some elliptic and parabolic fully nonlinear PDEs, we establish conformal versions of quermassintegral inequality, the Sobolev inequality and the Moser-Trudinger inequality for the geometric quantities associated to the Schouten tensor on locally conformally flat manifolds.

2003-02-27abs ↗pdf ↗

Geometric analysis of nonlinear dynamics applied to financial time series.

problem Understanding dynamic properties of financial time series.
method Nonparametric filtering method to estimate vector fields and their derivatives from nonlinear oscillation models.
result Vector fields and their derivatives provide insights into the dynamic properties of financial time series.

This paper builds on the theory of generalised functions begun in [1]. The Colombeau theory of generalised scalar fields on manifolds is extended to a nonlinear theory of generalised tensor fields which is diffeomorphism invariant and has the sheaf property. The generalised Lie derivative for generalised tensor fields …

2019-10-08abs ↗pdf ↗

Paper uses Koopman operator and Nyström method for efficient nonlinear control.

problem Control of nonlinear dynamical systems.
method Combines Koopman operator framework with Nyström approximation for kernel methods.
result Theoretical guarantees on the convergence rates of the approximated Riccati operator and regulator objective.

Study approximates nonlinear functionals using deep ReLU networks.

problem Approximating nonlinear continuous functionals with neural networks.
method Constructs continuous piecewise linear interpolation under simple triangulation, analyzes rates of approximation.
result Established rates of approximation for functional deep ReLU networks.

Generalizes memory and forecasting capacities for nonlinear recurrent networks with dependent inputs.

problem Understanding memory and forecasting capabilities in networks with dependent inputs.
method Formulated bounds for memory and forecasting capacities in terms of network size and input properties.
result Proved that memory capacity for linear recurrent networks with independent inputs is given by the rank of the controllability matrix.

We develop a new DTSM with nonlinearities using Gaussian Processes for better interest rate forecasting.

problem Linear DTSMs fail to capture nonlinear relationships between macroeconomic variables and interest rates.
method We propose a Gaussian Process-based sequential Monte Carlo estimation and forecasting scheme.
result Nonlinear models outperform linear ones in forecasting core inflation, leading to significant economic value gains.