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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.

168,657 papers · 148 categories

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170339509678 · Jun 202019922001200920172026
48 results for ordered valued fields

The reduction theorems for general linear and classical connections are generalized for operators with values in higher order gauge-natural bundles. We prove that natural operators depending on the s1s_1-jets of classical connections, on the s2s_2-jets of general linear connections and on the rr-jets of tensor fields …

2004-05-26abs ↗pdf ↗

We lift ambit fields as introduced by Barndorff-Nielsen and Schmiegel to a class of Hilbert space-valued volatility modulated Volterra processes. We name this class Hambit fields, and show that they can be expressed as a countable sum of weighted real-valued volatility modulated Volterra processes. Moreover, Hambit fie…

2015-09-28abs ↗pdf ↗

In this paper we study a continuous time equilibrium model of limit order book (LOB) in which the liquidity dynamics follows a non-local, reflected mean-field stochastic differential equation (SDE) with evolving intensity. Generalizing the basic idea of Ma et al. (2015), we argue that the frontier of the LOB (e.g., the…

2020-02-28abs ↗pdf ↗

Theory developed for Hilbert geometry over valued fields, linking real and non-Archimedean geometries.

problem Understanding Hilbert geometry over general valued fields and their limits.
method Developed a theory of Hilbert geometry over general ordered valued fields, proving ultralimit results.
result Ultralimit of rescaled real Hilbert geometries is isometric to a non-Archimedean Hilbert metric space.

Paper develops a new method for solving IBVPs on star-shaped domains.

problem Solving Inverse Boundary Value Problems (IBVP) for parallel transport equations.
method Covariant tomography, integrating geometric decomposition with specific interior extensions.
result Formal solvability criterion for higher-order IBVPs, validated through examples.

In this note, we consider a fixed vector field VV on S2S^2 and study the distribution of points which lie on the nodal set (of a random spherical harmonic) where VV is also tangent. We show that the expected value of the corresponding counting function is asymptotic to the eigenvalue with a leading coefficient that i…

2018-09-05abs ↗pdf ↗

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.

A framework for quantifying uncertainty in feature importance values.

problem Stable interpretation of feature importance values in machine learning models.
method A novel method based on pairwise comparisons of feature importance values to produce confidence intervals for feature ranks.
result The method produces simultaneous confidence intervals for feature ranks, enabling selection of top-k important features.

The paper deals with a formally self-adjoint first order linear differential operator acting on m-columns of complex-valued half-densities over an n-manifold without boundary. We study the distribution of eigenvalues in the elliptic setting and the propagator in the hyperbolic setting, deriving two-term asymptotic form…

2014-03-11abs ↗pdf ↗

A Lie system is a system of first-order ordinary differential equations describing the integral curves of a tt-dependent vector field taking values in a finite-dimensional real Lie algebra of vector fields: a so-called Vessiot-Guldberg Lie algebra. We suggest the definition of a particular class of Lie systems, the $k…

2014-04-06abs ↗pdf ↗

Study Transformer layers under cross-entropy training using mean field control.

problem Understanding the behavior of Transformer layers in cross-entropy training.
method Continuous-depth mean field control analysis, treating depth as time and layer parameters as controls.
result Derivation of a Pontryagin condition for the limiting population problem, involving the softmax residual.

Study improves LL^{\infty} estimates and extreme value behavior in stochastic differential games.

problem Analyzing the mean-field limit of diffusive games through master equation.
method Using the Master Equation to approximate state processes and establishing LL^{\infty} estimates for the total error.
result Established NoN o \infty asymptotic behavior of upper order statistics of Nash states, initiating Extreme Value Theory for stochastic differential games.

Let M be a manifold endowed with a symmetric affine connection Γ.Γ. The aim of this paper is to describe a quantization map between the space of second-order polynomials on the cotangent bundle T^{*} M and the space of second-order linear differential operators, both viewed as modules over the group of diffeomorphisms …

2000-03-09abs ↗pdf ↗

Modeling price impacts and trading signals for optimal execution and speculation.

problem Optimal execution and speculation in markets with trade signals.
method Price impact model driven by order flow, stochastic price impact, Meyer-σσ-fields signal process, Marcus-type SDEs.
result Derivation and numerical solution of HJB equation for optimal execution, enhanced speculative strategies.

A new sampling scheme based on DOE improves Shapley value estimation accuracy and speed.

problem Heavy computational burden of calculating Shapley values in large coalition games.
method Design of Experiments (DOE) order-of-addition experimental designs for sampling.
result DOE-based sampling scheme yields more accurate and sometimes deterministic estimates of Shapley values.

Game theory models how agents trade in a risky asset considering price impact and a common signal.

problem Modeling how financial agents liquidate assets in a risky market with price impact and a common signal.
method Formulated and solved a multi-player stochastic differential game and mean field game.
result Equilibrium strategies reveal how agents adjust the predictive trading signal to price impact.

The paper solves complex control problems using neural networks.

problem Solving McKean-Vlasov control problems.
method Mean-field neural networks and algorithms based on dynamic programming and stochastic maximum principle.
result Extensive numerical results show the accuracy of the proposed algorithms.

New construction reveals SU(2)-flavor fields in heterotic M5-brane model.

problem Tackles the emergence of SU(2)-flavor fields in heterotic M5-brane models.
method Classifies super-exceptional field content and works out interactions.
result SU(2)xU(1)-valued scalar and vector fields emerge from probe M2- and M5-branes.

The Higgs field growth is studied on special geometric spaces, confirming a conjecture.

problem Growth of the Higgs field in special geometric spaces.
method Analyzing θ\theta-Kapustin-Witten equations on ALX spaces.
result Finite energy solutions on ALE and ALF instantons have vanishing commutator and flat connection.

We prove the existence and uniqueness of a *projectively equivariant symbol map*, which is an isomorphism between the space of bidifferential operators acting on tensor densities over RnR^n and that of their symbols, when both are considered as modules over an imbedding of sl(n+1,R)sl(n+1,\R) into polynomial vector fields. Th…

2000-06-07abs ↗pdf ↗

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.

An accurate assessment of the risk of extreme environmental events is of great importance for populations, authorities and the banking/insurance/reinsurance industry. Koch (2017) introduced a notion of spatial risk measure and a corresponding set of axioms which are well suited to analyze the risk due to events having …

2018-03-19abs ↗pdf ↗

We show injectivity of the X-ray transform and the dd-plane Radon transform for distributions on the nn-torus, lowering the regularity assumption in the recent work by Abouelaz and Rouvière. We also show solenoidal injectivity of the X-ray transform on the nn-torus for tensor fields of any order, allowing the tensor…

2014-02-25abs ↗pdf ↗

Paper uses autoencoders for efficient reduced-order modeling of eigenvalue problems.

problem Efficiently modeling eigenvalue problems in high dimensions.
method Autoencoder-based reduced-order modeling for eigenvalue problems.
result Autoencoder-based models outperform standard POD-Galerkin methods in neutron diffusion applications.

Geometric structures on NQ\mathbb N Q-manifolds, i.e.~non-negatively graded manifolds with an homological vector field, encode non-graded geometric data on Lie algebroids and their higher analogues. A particularly relevant class of structures consists of vector bundle valued differential forms. Symplectic forms, contac…

2014-06-24abs ↗pdf ↗

We develop a multivalued theory for the stability operator of (a constant multiple of) a minimally immersed submanifold ΣΣ of a Riemannian manifold M\mathcal{M}. We define the multiple valued counterpart of the classical Jacobi fields as the minimizers of the second variation functional defined on a Sobolev space of …

2017-01-30abs ↗pdf ↗

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.