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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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53107160213 · Jun 202019922001200920172026
48 results for p-Monge-Ampère operators

The grid integration of intermittent Renewable Energy Sources (RES) causes costs for grid operators due to forecast uncertainty and the resulting production schedule mismatches. These so-called profile service costs are marginal cost components and can be understood as an insurance fee against RES production schedule u…

2014-07-27abs ↗pdf ↗

We study conformal SpinSpin-subgeometry of submanifolds in a semi-Riemannian SpinSpin-manifold, focusing on conformal SpinSpin-manifolds (M,[h])(M,[h]) and their Poincaré-Einstein metrics (X,g+)(X,g_+). Our approach is based on the spectral theory of Dirac operator in the ambient SpinSpin-manifold, and associated spinor valued meromorp…

2014-02-03abs ↗pdf ↗

Let U2(H)U_2({\cal H}) be the Banach-Lie group of unitary operators in the Hilbert space H{\cal H} which are Hilbert-Schmidt perturbations of the identity 1. In this paper we study the geometry of the unitary orbit {upu:uU2(H)},\{upu^*: u\in U_2({\cal H})\}, of an infinite projection pp in H{\cal H}. This orbit coincides with t…

2008-08-19abs ↗pdf ↗

Paper shows re-solving heuristics have constant regret for price-based revenue management.

problem Optimal pricing policies for revenue management with time constraints.
method Proves re-solving heuristics have O(1)O(1) regret compared to optimal policies.
result Improved regret bound to O(1)O(1) from O(lnT)O(\ln T), complemented by Ω(lnT)Ω(\ln T) gap with fluid model.

An on-going debate in the energy economics and power market community has raised the question if energy-only power markets are increasingly failing due to growing feed-in shares from subsidized renewable energy sources (RES). The short answer to this is: No, they are not failing. Energy-based power markets are, however…

2013-07-01abs ↗pdf ↗

A monitoring procedure improves machine learning forecasts for digital platforms.

problem Maintaining accurate and stable forecasts for data streams at digital platforms.
method Developed a monitoring procedure to determine when to retrain machine learning algorithms.
result Monitor-based retraining produces accurate forecasts compared to benchmarks.

Study examines the geometry of a group of Fourier-integral operators related to Diff(S^1).

problem Investigating the geometry of a specific group of Fourier-integral operators.
method Defined a right-invariant pseudo-Riemannian metric on the group using renormalized traces of pseudo-differential operators.
result Extended the Hilbert-Schmidt Riemannian metric to the group.

Study eigenvalues of Laplace operator on specific 3D manifolds under Ricci flow.

problem Analyze eigenvalues of Laplace operator with potential under backward Ricci flow.
method Use backward Ricci flow on locally homogeneous 3-manifolds, derive bounds and convergence results.
result Eigenvalue λ+(t)λ^{+}(t) approaches zero as flow converges to sub-Riemannian geometry.

SteinGen generates diverse graph samples from a single example.

problem Generating graphs with characteristic structures and diversity from a single example.
method Combines Stein's method and MCMC with Glauber dynamics and re-estimation of the Stein operator.
result High distributional similarity to the original data, combined with high sample diversity.

First, we review the Dirac operator folklore about basic analytic and geometrical properties of operators of Dirac type on compact manifolds with smooth boundary and on closed partitioned manifolds and show how these properties depend on the construction of a canonical invertible double and are related to the concept o…

2008-03-28abs ↗pdf ↗

For a Dirac operator DgˉD_{\bar{g}} over a spin compact Riemannian manifold with boundary (Xˉ,gˉ)(\bar{X},\bar{g}), we give a natural construction of the Calderón projector and of the associated Bergman projector on the space of harmonic spinors on Xˉ\bar{X}, and we analyze their Schwartz kernels. Our approach is based on th…

2010-09-16abs ↗pdf ↗

In this paper we provide a review of asymptotic results of Toeplitz operators and their applications in TQFT. To do this we review the differential geometric construction of the Hitchin connection on a prequantizable compact symplectic manifold. We use asymptotic results relating the Hitchin connec- tion and Toeplitz o…

2011-06-08abs ↗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 compare the isoperimetric profiles of $S^2 \times \re^3$ and of $S^3 \times \re^2$ with that of a round 5-sphere (of appropriate radius). Then we use this comparison to obtain lower bounds for the Yamabe constants of $S^2 \times \re^3$ and $S^3 \times \re^2$. Explicitly we show that $Y(S^3 \times \re^2, [g_0^3 +dx^2…

2012-02-06abs ↗pdf ↗

Re-initializing neural networks improves generalization but not as much as other techniques.

problem Understanding when and how re-initialization improves neural network performance.
method Empirical comparison of re-initialization with standard training and various regularization techniques.
result Re-initialization is beneficial for generalization but not as much as other techniques, especially when combined with careful tuning of hyperparameters.

Model predicts wound and episode-level readmission risk and time to re-admit.

problem Identify patients at high risk of re-admission to prevent wound recurrences and reduce healthcare costs.
method Data-driven analysis of wound care and episode-level patient data.
result Model achieves high recall and precision for predicting re-admission risk and time.

Person Re-identification (re-id) faces two major challenges: the lack of cross-view paired training data and learning discriminative identity-sensitive and view-invariant features in the presence of large pose variations. In this work, we address both problems by proposing a novel deep person image generation model for…

2017-12-06abs ↗pdf ↗

Abstract: Expresses zeta-determinant of Dirichlet-to-Neumann operator on forms.

problem Express zeta-determinant of Dirichlet-to-Neumann operator on forms.
method Expresses zeta-determinant as difference of Laplacian determinants with boundary conditions.
result Computes terms explicitly for dimensions 2 and 3.

Physics-informed neural networks and neural operators speed up solving parametric PDEs by orders of magnitude.

problem Solving PDEs for varying parameters is computationally expensive.
method Physics-informed neural networks and neural operators learn solution mappings across parameter spaces.
result Neural operators achieve computational speedups of 10^3 to 10^5 times faster than traditional methods.

Paper proposes a method for weather-informed probabilistic forecasting and scenario generation in power systems.

problem Challenges of integrating renewable energy sources into power grids due to their stochasticity and uncertainty.
method Combines probabilistic forecasting and Gaussian copula for day-ahead prediction and scenario generation of load, wind, and solar power.
result Demonstrates superior performance of the proposed weather-informed Temporal Fusion Transformer (WI-TFT) model.

Paper proves Reshetikhin-Turaev link invariants appear in higher order terms of re-normalized link invariants for plumbed links.

problem Proving relations between Reshetikhin-Turaev and re-normalized link invariants for links.
method Analyzing higher order terms of re-normalized link invariants for plumbed links.
result Reshetikhin-Turaev link invariants appear in higher order terms of re-normalized link invariants for plumbed links.

Neural networks offer high-accuracy solutions to a range of problems, but are costly to run in production systems because of computational and memory requirements during a forward pass. Given a trained network, we propose a techique called Deep Learning Approximation to build a faster network in a tiny fraction of the …

2018-06-15abs ↗pdf ↗

The paper proposes a new method for creating interpretable models using convex optimization.

problem Creating models that are both accurate and interpretable for decision-making.
method Formulates convex learning problems that combine interpretability with accuracy, using operator theory and parametric nonlinear models.
result Shows how to create efficient surrogate models that are both accurate and interpretable.

It is natural to ask: what kinds of matrices satisfy the Restricted Eigenvalue (RE) condition? In this paper, we associate the RE condition (Bickel-Ritov-Tsybakov 09) with the complexity of a subset of the sphere in Rp\R^p, where pp is the dimensionality of the data, and show that a class of random matrices with indep…

2009-12-21abs ↗pdf ↗

The curvature tensor of a pseudo-Riemannian metric, and its covariant derivatives, satisfy certain identities that hold on any manifold of dimension less or equal than nn. In this paper, we re-elaborate recent results by Gilkey-Park-Sekigawa regarding pp-covariant dimensional curvature identities, for p=0,2p=0,2. To thi…

2013-10-10abs ↗pdf ↗

New bounds on Laplace operator eigenvalues for submanifolds in Euclidean spaces.

problem Finding upper bounds for the first eigenvalue of the Laplace operator on compact submanifolds.
method Using a new technique, bounds depend on length of mean curvature vector, dimension, volume, and vector in Euclidean space.
result Improved and new upper bounds computed for non-minimally embedded submanifolds.

One-step Bellman alignment improves online RL by reducing task mismatch.

problem Online RL struggles with task similarity defined by rewards or transitions.
method One-step Bellman alignment and re-weighted targeting (RWT) to correct task mismatch.
result Regret bounds show task shift complexity, not target MDP, affects performance.

Develops RES metrics for stable rare-event forecasting evaluation.

problem Challenges in evaluating forecasts of rare events.
method Rare-event-stable (RES) metrics designed to maintain stable thresholds under extreme rarity.
result RES metrics maintain stable thresholds, consistent model rankings, and near-complete prevalence invariance.

A framework combining HSMM and survival analysis for lifecycle-oriented mobility analysis.

problem Understanding individual metro usage dynamics over multi-year horizons.
method A state-based lifecycle modeling framework integrating HSMM and discrete-time survival analysis.
result Identification of interpretable mobility states, transition dynamics, and state-dependent exit and re-entry processes.

The paper analyzes how re-weighting helps in reducing variance in high-dimensional kernel methods under covariate shifts.

problem The challenge of high-dimensional kernel methods under covariate shifts and the role of re-weighting.
method Derives asymptotic expansion of high-dimensional kernels under covariate shifts, analyzes bias-variance decomposition, and characterizes the regularized kernel.
result Re-weighting helps in decreasing variance and can be seen as a data-dependent regularization.

By the Fox's re-embedding theorem, any compact submanifold of the 3-sphere can be re-embedded in the 3-sphere so that it is unknotted. It is unknown whether the Fox's re-embedding can be replaced with twistings. In this paper, we will show that any closed 2-manifold embedded in the 3-sphere can be unknotted by twisting…

2016-09-21abs ↗pdf ↗

Examines climate financing for renewable energy projects using structured funds.

problem Valuation of structured climate financing on diverse renewable energy asset pools.
method Bottom-up Gaussian copula framework with LH++ model for diversification analysis.
result Shows how the mix of indirect and direct RE investments affects the sensitivity of the senior tranche.

RE enhances DL by learning model behavior, enabling iterative self-improvement.

problem Static data representations limit DL's potential for evolving models.
method RE uses multiple mappings of data through identical deep architectures, analyzing internal representations and performance signals.
result Models can gain insight from predecessors, leading to iterative self-improvement.

New theory shows perishable goods markets are more stable and efficient.

problem Lower stability and efficiency of markets for re-tradable assets compared to perishable goods.
method Reformulation of no-trade and no-arbitrage theorems in neoclassical finance.
result Perishable goods markets exhibit higher stability and efficiency.