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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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89178267356 · May 202619922001200920172026
48 results for path construction

We construct algebraic and algebro-geometric models for the spaces of unparametrized paths. This is done by considering a path as a holonomy functional on indeterminate connections. For a manifold X, we construct a Lie algebroid P which serves as the tangent space to X (punctual paths) inside the space of all unparamet…

2007-02-20abs ↗pdf ↗

Develops methods to find most probable paths on complex manifolds.

problem Identifying optimal paths for manifold-valued processes, especially those with non-trivial structures.
method Constructs a general approach to defining and identifying most probable paths by measuring the Onsager-Machlup function on the anti-development of such processes.
result Derives explicit equations for development most probable paths that encompass various manifold-valued processes.

We give a new construction of the holonomy and fundamental groupoids of a singular foliation. In contrast with the existing construction of Androulidakis and Skandalis, our method proceeds by taking a quotient of an infinite dimensional space of paths. This strategy is a direct extension of the classical construction f…

2019-12-04abs ↗pdf ↗

This paper considers possible price paths of a financial security in an idealized market. Its main result is that the variation index of typical price paths is at most 2, in this sense, typical price paths are not rougher than typical paths of Brownian motion. We do not make any stochastic assumptions and only assume t…

2010-05-03abs ↗pdf ↗

We provide a general construction of time-consistent sublinear expectations on the space of continuous paths. It yields the existence of the conditional G-expectation of a Borel-measurable (rather than quasi-continuous) random variable, a generalization of the random G-expectation, and an optional sampling theorem that…

2012-05-11abs ↗pdf ↗

A new formula connects supersymmetric path integrals to Chern-Simons theory.

problem Constructing a rigorous path integral for supersymmetric theories on spin manifolds.
method Using Chen differential forms and non-commutative geometry, a Chern-Simons transgression formula is derived.
result The supersymmetric path integral induces a differential topological invariant.

Clusters of crypto assets by path signature improve diversification and reduce fees.

problem Building diversified portfolios of volatile cryptocurrencies.
method Clustering digital assets using path signatures to identify similar behavior patterns.
result Optimal portfolios outperform unfiltered ones, reducing transaction fees.

This paper shows that a construction, which was introduced by Piotr Minc in connection with a problem that came from Helly type theorems and that allows to replace three PL-arcs with a "sheltered middle path", can in the case of general (non-PL) paths result in the topologist's sine curve.

2012-06-20abs ↗pdf ↗

Study continuous paths in discrete subgroups of hyperbolic space, proving combination and decomposition theorems.

problem Understanding continuous paths in discrete subgroups of hyperbolic space.
method Combination theorem and chromatography technique.
result Construction of an exotic path of discrete subgroups with no isomorphic subgroups.

Constructs weight 1/2 multiplier systems for a specific group and relates to geometric edge paths.

problem Constructing weight 1/2 multiplier systems for a specific group.
method Defines an eta function and Rademacher symbol, relates to geometric edge paths in a triangulation of the upper half plane.
result Relates weight 1/2 multiplier systems to geometric edge paths.

The abstract discusses a new causal structure on manifolds using paths and points.

problem Constructing a causal structure on manifolds using paths and points.
method Constructing a four-manifold from pairs of points and paths, and a seven-dimensional manifold from pairs of points and conics.
result The causal structure corresponds to a conformal structure only when the underlying surface is a real projective plane.

The paper proves signatures of non-geometric rough paths can approximate functionals uniformly.

problem Approximating functionals of non-geometric rough paths.
method Extending rough paths with time and quadratic variation terms, proving uniform approximation.
result Linear functionals of extended signatures uniformly approximate continuous functionals.

BWFlow improves graph generation by smoothly interpolating graph components.

problem Disjoint modeling of graph nodes and edges leads to irregular and non-smooth probability paths.
method Modeling graphs as MRFs and using optimal transport displacement for a smooth probability path.
result BWFlow achieves better training convergence and efficient sampling in graph generation.

Introduces q-paths for generalizing geometric annealing paths in machine learning.

problem Limited applicability of existing path methods in machine learning.
method Develops a family of paths derived from a generalized mean, including geometric and arithmetic mixtures.
result Empirical gains in Bayesian inference and generative model evaluation.

A 3D space of hyperbolic manifolds is connected but not path-connected.

problem Proving connectivity and non-path-connectedness of framed hyperbolic 3-manifolds.
method Two proofs using density theorems for Kleinian groups, constructing dense sets of framings, and discussing paths.
result The space of framed infinite volume hyperbolic 3-manifolds is not path-connected.

Constructs a path integral for fermionic SPTs, solving anomalies in 2+1D topological orders.

problem Anomalies in (2+1)D fermionic topological phases and their computation.
method Combining (2+1)D fermionic topological order with symmetry fractionalization data to construct a (3+1)D path integral.
result Reproduces the Z16\mathbb{Z}_{16} anomaly indicator for time-reversal symmetric topological superconductors.

We study the behaviour of quasi-geodesics in Out(F_n). Given an element f in Out(F_n) there are several natural paths connecting the origin to f in Out(F_n); for example, paths associated to sequences of Stallings folds and paths induced by the shadow of greedy folding paths in Outer Space. We show that none of these p…

2018-06-26abs ↗pdf ↗

Study of most probable paths for anisotropic Brownian motions on manifolds.

problem Characterizing paths of Brownian motions with anisotropic diffusion on manifolds.
method Using stochastic development and fiber bundle of linear frames, the study provides a comprehensive characterization of most probable paths.
result Explicit equations and integration methods for most probable paths on different geometries, including constant curvature surfaces.

In this paper, we introduce a new approach to constructing unbiased estimators when computing expectations of path functionals associated with stochastic differential equations (SDEs). Our randomization idea is closely related to multi-level Monte Carlo and provides a simple mechanism for constructing a finite variance…

2012-07-10abs ↗pdf ↗

The paper shows non-aspherical path components in G2-moduli spaces.

problem Characterizing non-aspherical path components in G2-moduli spaces.
method Using generalised Kummer construction and resolving singularities with Eguchi-Hanson spaces, the authors establish a fibration over each path component with Eilenberg Mac Lane spaces as fibres.
result The comparison map is a fibration over each path component with Eilenberg Mac Lane spaces as fibres, indicating non-trivial families of G2-manifolds.

We study side-lengths of triangles in path metric spaces. We prove that unless such a space X is bounded, or quasi-isometric to line or half-line, every triple of real numbers satisfying the strict triangle inequalities, is realized by the side-lengths of a triangle in X. We construct an example of a complete path metr…

2006-11-06abs ↗pdf ↗

The paper explores moduli space of heterotic system using two deformation paths.

problem Exploring the moduli space of the heterotic system.
method Considering two dual deformation paths starting from a Kähler solution, one along Bott-Chern cohomology class and the other along Aeppli cohomology class. Using the implicit function theorem to prove local existence of heterotic solutions.
result Established an initial step to construct local moduli coordinates around a Kähler solution.

We propose a general strategy to derive null-homotopy operators for differential complexes based on the Bernstein-Gelfand-Gelfand (BGG) construction and properties of the de Rham complex. Focusing on the elasticity complex, we derive path integral operators P\mathscr{P} for elasticity satisfying $\mathscr{D}\mathscr{P…

2018-01-22abs ↗pdf ↗

The paper proves a category of dg manifolds with finite positive amplitude.

problem Understanding the structure of dg manifolds with finite positive amplitude.
method Using path spaces and homotopy transfer theorem for curved L[1]L_\infty[1]-algebras.
result Proves that dg manifolds of finite positive amplitude form a category of fibrant objects.

We construct a path integral based on the coupling of the Liouville action and the Mabuchi K-energy on a one-dimensional complex manifold. To the best of our knowledge this is the first rigorous construction of such an object and this is done by means of probabilistic tools. Both functionals play an important role resp…

2018-07-04abs ↗pdf ↗

Formula derived for G2G_2-manifolds, showing moduli spaces are incomplete.

problem Incompleteness of moduli spaces for G2G_2-manifolds.
method Derived a formula for the energy of paths in moduli spaces, provided conditions for finite energy and length.
result Compact G2G_2-manifolds produced by the generalised Kummer construction have incomplete moduli spaces.

New analysis of annealing paths in sampling and estimation.

problem Sampling from complex distributions and estimating normalization constants.
method Extending known results on Bregman divergence to quasi-arithmetic means under monotonic embedding.
result Analogous result for quasi-arithmetic means, highlighting the interplay between means, parametric families, and divergence functionals.

PSiLON Net uses L1L_1 weight normalization and 1-path-norm regularization for efficient learning and sparsity.

problem Efficient learning and sparsity in neural networks with limited data.
method PSiLON Net employs L1L_1 weight normalization and 1-path-norm regularization to simplify the 1-path-norm and achieve efficient learning and near-sparse parameters.
result PSiLON Net achieves reliable optimization and strong performance in the small data regime.

PSLR classifies functional data with scalar covariates using path signatures.

problem Classical functional logistic regression models have limitations in capturing nonlinear and cross-channel dependencies.
method PSLR uses truncated path signatures to create a basis-free representation of functional data.
result PSLR outperforms traditional functional classifiers in accuracy and robustness, especially under non-uniform sampling.

Contact path geometries are curved geometric structures on a contact manifold comprising smooth families of paths modeled on the family of all isotropic lines in the projectivization of a symplectic vector space. Locally such a structure is equivalent to the graphs in the space of independent and depedent variables of …

2005-08-18abs ↗pdf ↗

The author has previously constructed a class of admissible vector fields on the path space of an elliptic diffusion process xx taking values in a closed compact manifold. In this Note the existence of flows for this class of vector fields is established and it is shown that the law of xx is quasi-invariant under the…

2006-06-15abs ↗pdf ↗