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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.

168,742 papers · 148 categories

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138276413551 · Jun 202019922001200920172026
48 results for order theory

Generalizes Carathéodory form for higher-order field theories.

problem Extending the Carathéodory form to second and higher-order Lagrangians.
method Geometric operations applied to the Poincaré--Cartan form and Lepage forms.
result Generalized Carathéodory form for second and higher-order Lagrangians.

New theory for nonsmooth systems helps optimize and control complex functions.

problem Optimizing and controlling systems with nonsmooth functions.
method Higher-order averaging theory with nonsmooth near-identity transformation and lexicographic differentiation.
result Closed formula for nonsmooth first and second-order averaging.

The study examines higher-order modern portfolio theory with complex critical points and feasible portfolio variety.

problem Understanding the complex critical points and feasible portfolio variety in higher-order modern portfolio theory.
method Established genericity conditions for utility functions with higher-order cumulants, analyzed discriminant loci, and determined the dimension and degree of the feasible portfolio variety.
result The utility function has a constant number of complex critical points under genericity conditions, and the feasible portfolio variety has a determined dimension and degree.

Second-order economic theory considers new variables to improve price volatility predictions.

problem Current economic models focus on first-order variables, missing second-order variables that affect price volatility.
method Introduces second-order economic theory with new variables composed of sums of squares of agents' transactions.
result Second-order economic theory complements first-order variables and introduces new macroeconomic variables.

We generalize the Lagrangian-Hamiltonian formalism of Skinner and Rusk to higher order field theories on fiber bundles. As a byproduct we solve the long standing problem of defining, in a coordinate free manner, a Hamiltonian formalism for higher order Lagrangian field theories. Namely, our formalism does only depend o…

2009-05-28abs ↗pdf ↗

Developed a theory of local convexity for second order differential equations on Lie algebroids.

problem Analyzing convexity in differential equations on Lie algebroids.
method Theory development for local convexity of SODEs on Lie algebroids.
result Extensive discussion of homogeneous quadratic SODEs on Lie algebroids.

The aim of this paper is to propose an unambiguous intrinsic formalism for higher-order field theories which avoids the arbitrariness in the generalization of the conventional description of field theories, which implies the existence of different Cartan forms and Legendre transformations. We propose a differential-geo…

2009-06-02abs ↗pdf ↗

Paper examines risk measure expansions under FGM dependence, improving accuracy at extreme levels.

problem Capturing higher-order tail behavior and dependence effects in risk measures.
method Second-order asymptotic expansions using extreme value theory and regular variation theory.
result Second-order approximations reduce approximation errors, especially at extreme confidence levels.

In this paper we derive the symplectic framework for field theories defined by higher-order Lagrangians. The construction is based on the symplectic reduction of suitable spaces of iterated jets. The possibility of reducing a higher-order system of PDEs to a constrained first-order one, the symplectic structures natura…

2014-08-09abs ↗pdf ↗

We develop the intersection theory at relative chain-cochain level, and apply it along with the use of Seifert disks for an oriented link to give a combinatorial algorithm to compute Massey's higher order linking numbers. It is subtle to compute higher-order linking numbers, and it has been a folklore to use the inters…

2014-07-18abs ↗pdf ↗

Smoothness of Hamiltonian stationary submanifolds in symplectic manifolds proven.

problem Smoothness of Hamiltonian stationary Lagrangian submanifolds in symplectic manifolds.
method Developed a regularity theory for fourth order nonlinear elliptic equations with two distributional derivatives.
result Any C1C^{1}-regular Hamiltonian stationary Lagrangian submanifold in a symplectic manifold is smooth.

Develops higher-order Euler-Poincaré field equations for principal G-bundles.

problem Formulating field equations for higher-order jet bundles of principal G-bundles.
method Reduction theory applied to GG-invariant Lagrangian field theories on jet bundles, transferring Hamilton's principle to reduced configuration bundles.
result Higher-order Euler-Poincaré field equations are equivalent to conservation of Noether current.

The work proposes a geometric background of the theory of field interactions and strings in spaces with higher order anisotropy. Our approach proceeds by developing the concept of higher order anisotropic superspace which unifies the logical and mathematical aspects of modern Kaluza-Klein theories and generalized Lagra…

1996-11-06abs ↗pdf ↗

Study General Relativity using field theories and Poisson brackets.

problem Defining a Poisson bracket structure on solution spaces of field theories.
method Applying Poisson bracket structure to first order Hamiltonian field theories, focusing on General Relativity as a gauge theory.
result Established a Poisson bracket structure for General Relativity.

Unified field theory from higher-order Riemannian geometry.

problem Field-theoretical unification of fundamental forces.
method Exploiting higher-order Riemannian geometry and Einstein-Hilbert action, deriving gauge theories and predicting physical constants.
result Theoretical predictions for Weinberg angle and Coulomb's constant match experimental values.

Decides undecidability of equations and first-order theory for Seifert 3-manifold groups.

problem Decidability of equations and first-order theory in Seifert 3-manifold groups.
method Encoding Hilbert's tenth problem and using it to show undecidability.
result Undecidability of equations and first-order theory in Seifert 3-manifold groups with non-negative Euler characteristic.

Generalizes Hamiltonian theory for variational problems, applied to first order gravity.

problem Formulating Hamiltonian field theory for variational problems of general nature.
method Introduces a generalized Hamiltonian formalism without requiring a Hamiltonian section.
result Develops a novel multisymplectic Hamiltonian field theory for first order gravity.

It is known that the impact of transactions on stock price (market impact) is a concave function of the size of the order, but there exists little quantitative theory that suggests why this is so. I develop a quantitative theory for the market impact of hidden orders (orders that reflect the true intention of buying an…

2008-04-24abs ↗pdf ↗

Study reveals structural differences in financial networks near and far from crises using balance theory.

problem Understanding the complex behavior of stocks and their collective behavior in financial crises.
method Investigates financial networks by triplet interaction in the framework of balance theory, focusing on higher-order interactions.
result Formation of an ordered structure in crisis networks makes them resistant to disorder, with a critical temperature measuring crisis strength.

Study on fourth order Lamm-Riviere system for biharmonic mappings in 4D.

problem Higher order regularity and sharp Holder continuity of weak solutions.
method Optimal higher order regularity and sharp Holder continuity through analysis of the Lamm-Riviere system.
result Derive weak compactness for sequences of weak solutions with uniformly bounded energy.

We develop a theory of higher-order feature attribution for complex models.

problem Interpreting feature contributions in models with interactions is challenging.
method We extend Integrated Gradients (IG) to higher-order feature attributions.
result We establish natural connections to statistics and topological signal processing.

Expands differential geometry to higher-order infinitesimals.

problem No specific problem stated; general expansion of differential geometry.
method Introduces higher tangent vectors and jet connections, generalizes Riemannian metric tensor, develops higher-order integration theory.
result Natural analogues of Riemannian curvature tensor with novel phenomena.

We develop a theory of bid and ask price dynamics where the two prices form due to interaction of buy and sell orders. In this model the two prices are represented by eigenvalues of a 2x2 price operator corresponding to "bid" and "ask" eigenstates. Matrix elements of price operator fluctuate in time which results in ph…

2013-12-17abs ↗pdf ↗

Study on homeomorphism groups of manifolds using set theory.

problem Relationship between set theory and homeomorphism groups of manifolds.
method First-order rigidity, type versus conjugacy, axiom of constructibility, projective determinacy.
result Under V=L, homeomorphism groups of manifolds are first-order rigid and conjugacy class is determined by type.

An intrinsic description of the Hamilton-Cartan formalism for first-order Berezinian variational problems determined by a submersion of supermanifolds is given. This is achieved by studying the associated higher-order graded variational problem through the Poincaré-Cartan form. Noether theorem and examples from superfi…

2018-05-25abs ↗pdf ↗

The paper is devoted to the study of BRST charge in perturbed two dimensional conformal field theory. The main goal is to write the operator equation expressing the conservation law of BRST charge in perturbed theory in terms of purely algebraic operations on the corresponding operator algebra, which are defined via th…

2006-10-18abs ↗pdf ↗

Revises mean-field theory of Santa Fe model using kinetic theory.

problem Deriving a solid mathematical foundation for the Santa Fe model.
method Systematic derivation of BBGKY hierarchy from exact master equation.
result Explicit and closed-form solutions for mean-field equations.