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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.

168,694 papers · 148 categories

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164327491654 · Jun 202019922001200920172026
48 results for one-loop beta functions

This paper generalizes beta divergence beyond its classical form associated with power variance functions of Tweedie models. Generalized form is represented by a compact definite integral as a function of variance function of the exponential dispersion model. This compact integral form simplifies derivations of many pr…

2013-06-14abs ↗pdf ↗

Study shows deformations of quaternionic Kähler manifolds are locally inhomogeneous.

problem Understanding deformations of quaternionic Kähler manifolds.
method Proved one-loop deformation of quaternionic Kähler manifolds are locally inhomogeneous.
result Full isometry group of one-loop deformations has cohomogeneity one.

We introduce the beta function of a knot in euclidean three-space. This is a meromorphic function of a complex variable which we prove admits a Bernstein type functional equation. We determine the first residues.

1997-10-10abs ↗pdf ↗

We consider a shrinking flow of smooth, closed, uniformly convex hypersurfaces in (n+1)-dimensional Euclidean space with speed fu^{alpha}{sigma}_n^{beta}, where u is the support function of the hypersurface, alpha, beta are two constants, and beta>0, sigma_n is the n-th symmetric polynomial of the principle curvature r…

2019-05-12abs ↗pdf ↗

New approach to Generalized Beta family using SDEs.

problem Understanding the Generalized Beta family of distributions.
method Using a mean-reverting SDE for a power of the variable, leading to a modified GB distribution.
result Provides alternative forms and cumulative distribution functions for GB distributions.

We describe the underlying probabilistic interpretation of alpha and beta divergences. We first show that beta divergences are inherently tied to Tweedie distributions, a particular type of exponential family, known as exponential dispersion models. Starting from the variance function of a Tweedie model, we outline how…

2012-09-19abs ↗pdf ↗

An analogue of Brylinski's knot beta function is defined for a submanifold of d-dimensional Euclidean space. This is a meromorphic function on the complex plane. The first few residues are computed for a surface in three dimensional space.

2010-12-18abs ↗pdf ↗

We deduce from the work of Chen, that the restriction morphism from closed free iterated integrals to closed iterated integrals on loops is onto. We use this to show that the module of higher order invariants of smooth functions is generated by free closed iterated integrals.

2010-11-15abs ↗pdf ↗

Study quantization schemes on Kähler manifolds linking star products and BV quantizations.

problem Quantization of structures on Kähler manifolds.
method Construct Fedosov's star products and Batalin-Vilkovisky (BV) quantizations.
result One-loop exactness of BV quantizations, leading to a cochain level formula.

We study symmetry properties of quaternionic Kähler manifolds obtained by the HK/QK correspondence. To any Lie algebra g\mathfrak{g} of infinitesimal automorphisms of the initial hyper-Kähler data we associate a central extension of g\mathfrak{g}, acting by infinitesimal automorphisms of the resulting quaternionic Kä…

2020-01-27abs ↗pdf ↗

We consider an expanding flow of smooth, closed, uniformly convex hypersurfaces in (n+1)-dimensional Euclidean space with speed fu^{alpha}{sigma}_k^{beta}, where u is the support function of the hypersurface, alpha, beta are two constants, and beta>0, sigma_k is the k-th symmetric polynomial of the principle curvature …

2019-05-12abs ↗pdf ↗

We derive the Do and Norbury recursion formula for the one-loop mean of an irregular spectral curve from a variant of replica method by Brezín and Hikami. We express this recursion in special times in which all terms W1(g)W_1^{(g)} of the genus expansion of the one-loop mean are polynomials. We find a generalization of th…

2015-12-31abs ↗pdf ↗

The paper constructs non-trivial cocycles for long embeddings with more than one loop.

problem Constructing non-trivial cocycles for long embeddings with more than one loop.
method Integral over configuration spaces associated with Bott-Cattaneo-Rossi graphs with more than one loop.
result Explicit construction of a non-trivial family of trivial long embeddings for odd dimensions.

Unified framework for scale-invariant representation learning using MAPCA.

problem Learning invariant representations in data.
method Metric-Aware Principal Component Analysis (MAPCA) based on generalized eigenproblem.
result MAPCA provides a unified geometric language for various self-supervised learning objectives.

A new beta-VAE based regression model accelerates oilfield optimization studies.

problem Computational expense of full-physics reservoir simulations.
method beta-VAE for interpretable latent space representation, probabilistic dense layers for uncertainty quantification.
result Interpretable latent representation and quantified uncertainty for optimization decisions.

The paper studies a gradient system on a beta statistical manifold, proving integrability and deriving explicit expressions.

problem Investigating the geometry and integrability of a gradient system on a bivariate beta statistical manifold.
method Proving the system is Hamiltonian and admitting a Lax pair representation, deriving explicit expressions using Stirling's approximation, and identifying the Hamiltonian function.
result The gradient flow is linearizable in dual affine coordinates, and the system is completely integrable.

This paper is concerned with the problem of stable diffeomorphism classification of 4-manifolds obtained using the surgery on loops. The main theorem states that under the assumption that the normal 1-type of two 4-manifolds in question is the same, the only classifying invariant is the signature. In particular, in som…

2012-09-04abs ↗pdf ↗

The paper quantizes hybrid topological-holomorphic field theories on RmimesCn\mathbb{R}^m imes \mathbb{C}^n.

problem Quantizing hybrid topological-holomorphic field theories rigorously.
method Constructing perturbative, one-loop quantizations on RmimesCn\mathbb{R}^m imes \mathbb{C}^n.
result The one-loop obstruction to quantization vanishes when m1m \geq 1.

Long Short-Term Memory (LSTM) infers the long term dependency through a cell state maintained by the input and the forget gate structures, which models a gate output as a value in [0,1] through a sigmoid function. However, due to the graduality of the sigmoid function, the sigmoid gate is not flexible in representing m…

2019-05-25abs ↗pdf ↗

Study examines time-varying betas and their volatility in bank interest income and expense margins.

problem Understanding the variability of bank betas and their impact on net interest margins.
method Used state-space methods to estimate time-varying betas and conditional volatility.
result Substantial variation in interest income and expense betas, leading to varying net interest margin coefficients.

Proposes logistic-beta process for modeling dependent probabilities with beta marginals.

problem Limited work on flexible and computationally convenient stochastic process extensions for dependent random probabilities.
method Introduces logistic-beta process with logistic transformation and beta marginals, capable of modeling dependence in discrete and continuous domains.
result Logistic-beta processes enable effective posterior inference and design of computationally tractable dependent Bayesian nonparametric models.

Holomorphic supergravity theory simplifies anomaly cancellation in heterotic moduli.

problem Anomaly cancellation in heterotic moduli space.
method Formulated a ten-dimensional version of Kodaira-Spencer gravity, quantized fluctuations, and showed partition function simplification.
result Holomorphic supergravity theory simplifies anomaly cancellation and relates to type I Kodaira-Spencer theory.

Machine learning improves beta forecasts, enhancing equity valuation and portfolio performance.

problem Improving beta forecasts for better equity valuation and portfolio performance.
method Using machine learning on a large cross-section of US stocks with various firm characteristics.
result Machine learning improves out-of-sample performance of asymmetric beta measures.

BKP R package models spatially varying binomial probabilities efficiently.

problem Modeling spatially varying binomial probabilities efficiently.
method Beta Kernel Process (BKP) combining localized kernel-weighted likelihoods with conjugate beta priors.
result Closed-form posterior inference without requiring latent variables or intensive MCMC sampling.

A beta-negative binomial (BNB) process is proposed, leading to a beta-gamma-Poisson process, which may be viewed as a "multi-scoop" generalization of the beta-Bernoulli process. The BNB process is augmented into a beta-gamma-gamma-Poisson hierarchical structure, and applied as a nonparametric Bayesian prior for an infi…

2011-12-15abs ↗pdf ↗

The beta-Bernoulli process provides a Bayesian nonparametric prior for models involving collections of binary-valued features. A draw from the beta process yields an infinite collection of probabilities in the unit interval, and a draw from the Bernoulli process turns these into binary-valued features. Recent work has …

2011-06-03abs ↗pdf ↗

Derives log-corrections in AdS4/CFT3 using supergravity localization.

problem Factorizing log-corrections in AdS4/CFT3.
method Supergravity localization, Atiyah-Singer index theorem, fixed points (NUTs), fixed two-manifolds (Bolts).
result General fixed-point formula for log-corrections in large N expansion.

AI learns to classify and represent univariate distributions in a 2D latent space.

problem Classifying and representing univariate empirical distributions.
method Unsupervised beta variational autoencoder (beta-VAE) to separate and represent distributions in a 2D latent space.
result The latent space representation separates distributions of different shapes while overlapping similar ones.

In this paper, the geometric meaning of (alpha,beta)-norms is made clear. On this basis, we introduce a new class of Finsler metrics called general (alpha,beta)-metrics, which are defined by a Riemannian metric and an 1-form. These metrics not only generalize original (alpha,beta)-metrics naturally, but also include so…

2012-09-05abs ↗pdf ↗

We introduce various versions of spin structures on free loop spaces of smooth manifolds, based on a classical notion due to Killingback, and additionally coupled to two relations between loops: thin homotopies and loop fusion. The central result of this article is an equivalence between these enhanced versions of spin…

2014-03-22abs ↗pdf ↗

Beta-SOD detects and corrects noisy object re-identification using cosine similarity and Beta mixtures.

problem Noisy object re-identification in image datasets.
method Reframed Re-ID as a similarity task, using Siamese networks and Beta mixture models.
result Superior performance in noisy conditions compared to state-of-the-art methods.

We present a reactive beta model that includes the leverage effect to allow hedge fund managers to target a near-zero beta for market neutral strategies. For this purpose, we derive a metric of correlation with leverage effect to identify the relation between the market beta and volatility changes. An empirical test ba…

2019-11-03abs ↗pdf ↗

This is a short description of graphic lambda calculus, with special emphasis on a duality suggested by the two different appearances of knot diagrams, in lambda calculus and emergent algebra sectors of the graphic lambda calculus respectively. This duality leads to the introduction of the dual of the graphic beta move…

2013-02-04abs ↗pdf ↗