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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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48 results for path lifting

The study proves unique path lifting properties and their implications on quotient spaces and covering maps.

problem Understanding unique path lifting properties and their implications on quotient spaces and covering maps.
method The study uses group actions on R\mathbb R-trees and path lifting properties to prove the main results.
result Every map of manifolds with the unique path lifting property is a covering map.

The paper is devoted to introduce some notions extending the unique path lifting property from a homotopy viewpoint and to study their roles in the category of fibrations. First, we define some homotopical kinds of the unique path lifting property and find all possible relationships between them. Moreover, we supplemen…

2016-01-14abs ↗pdf ↗

A new method to rescale ReLU neural networks based on path-lifting.

problem Lack of principled ways to leverage rescaling symmetries in ReLU neural networks.
method Introduces a geometrically motivated criterion to rescale neural network parameters, aligning a kernel in the path-lifting space with a chosen reference.
result Proposed method can speed up training and aligns a kernel in the path-lifting space with a chosen reference.

Develops a lifting theory for exponential maps in semi-Riemannian geometry.

problem Overcoming singularities in exponential maps to prove geodesic connectivity.
method Lifting theory for semi-Riemannian manifolds with path-continuation property.
result General path-lifting theorem extending globally under certain conditions.

We study 3 basic questions about fundamental groups of algebraic varieties. For a morphism, is being surjective on π1π_1 preserved by base change? What is the connection between openness in the Zariski and in the Euclidean topologies? Which morphisms have the path lifting property?

2019-06-27abs ↗pdf ↗

This paper develops a path-first theory using signatures and jump lifts for self-exiting processes.

problem Developing a universal coordinate system for various types of paths and processes.
method Using signatures, jump lifts, and expected signatures, the paper presents a geometricity framework with algebraic properties and obstructions.
result The framework links various mathematical concepts and offers four main contributions to understanding and modeling self-exiting processes.

We define Peano covering maps and prove basic properties analogous to classical covers. Their domain is always locally path-connected but the range may be an arbitrary topological space. One of characterizations of Peano covering maps is via the uniqueness of homotopy lifting property for all locally path-connected spa…

2008-01-31abs ↗pdf ↗

For a finite simplicial graph ΓΓ, let G(Γ)G(Γ) denote the right-angled Artin group on the complement graph of ΓΓ. In this article, we introduce the notions of "induced path lifting property" and "semi-induced path lifting property" for immersions between graphs, and obtain graph theoretical criteria for the embedabilit…

2015-07-24abs ↗pdf ↗

Develops a new algebraic framework for differential geometry of infinite dimensional spaces.

problem Creating a differential geometry for infinite dimensional spaces without topology or local coordinates.
method Introduces a general algebraic framework for lifted geometry applicable to various infinite dimensional spaces.
result Stokes' Theorem appears as a form of differentiability in the lifted geometry of spaces of submanifolds.

An inverse limit of a sequence of covering spaces over a given space XX is not, in general, a covering space over XX but is still a lifting space, i.e. a Hurewicz fibration with unique path lifting property. Of particular interest are inverse limits of finite coverings (resp. finite regular coverings), which yield fi…

2017-08-02abs ↗pdf ↗

We introduce linear holonomy on Poisson manifolds. The linear holonomy of a Poisson structure generalizes the linearized holonomy on a regular symplectic foliation. However, for singular Poisson structures the linear holonomy is defined for the lifts of tangential path to the cotangent bundle (cotangent paths). The lin…

1998-12-28abs ↗pdf ↗

Develops a new causal model for path-dependent link prediction.

problem Existing causal models assume fixed node factors, but real-world links can depend on existing ones.
method Introduces causal lifting and structural pairwise embeddings for path-dependent link prediction.
result Validated on three scenarios, demonstrating improved accuracy for causal link prediction.

Extends PD-NJ-ODE to noisy observations and dependent observation times.

problem Predicting continuous-time stochastic processes with irregular and noisy observations.
method Extends PD-NJ-ODE to handle conditional independence and noisy observations.
result Theoretical guarantees and empirical examples for handling noisy observations and dependent observation times.

Symmetric function LM,NL_{M,N} lifts torus link homology.

problem Computing the triply-graded Khovanov-Rozansky homology of torus links.
method Defined a symmetric function LM,NL_{M,N} and showed it satisfies a recursion for torus link homology.
result Triply-graded Khovanov-Rozansky homology of torus links is a specialization of LM,NL_{M,N}.

Model rough volatility using RDEs with correlated Brownian motion and fractional Brownian motion.

problem Modeling rough volatility with correlated stochastic processes.
method Developed a method to lift Brownian motion and rough paths, applying it to fractional Brownian motion to model rough volatility.
result Calibrated a new rough volatility model to market data.

Framework combines random features with CDEs for efficient time-series learning.

problem Efficient training of time-series models with strong inductive bias.
method Random Fourier CDEs and Random Rough DEs using continuous-time reservoirs and log-ODE discretization.
result Unified perspective on random-feature reservoirs and path-signature theory.

Path signatures adapted for Lie groups improve action recognition in computer vision.

problem Improving action recognition in computer vision with geometric constraints.
method Lifting path signatures to Lie groups and proving universality and characteristic property.
result Path signatures on Lie groups provide comparable performance to shallow learning approaches in action recognition.

Geometrically represents path integral reduction Jacobian for interacting systems.

problem Quantizing a model mechanical system with dependent coordinates.
method Geometric representation using scalar curvature and Christoffel symbols in a nonholonomic basis.
result Found a geometric representation for the path integral reduction Jacobian.

Paper explores rough path theory for frictionless markets, linking NCFL to unbiased rough integrators.

problem Tackles the limits of rough path theory in frictionless markets.
method Investigates the capacity of rough path theory to support No Free Lunch markets.
result Establishes a 'Rough Kreps-Yan' theorem linking NCFL to unbiased rough integrators.

Let ZY2n+1Z \to Y^{2n+1} be the bundle of Legendrian nn-planes over a contact manifold YY. We consider a foliation of ZZ by canonical lifts of Legendrian submanifolds, called \emph{Legendrian submanifold path geometry}, whose flat model is \[ Sp(n+1, R) \to RP^{2n+1}. \] The equivalence problem provides an sp(n+1,R)sp(n+1, R)

2000-11-18abs ↗pdf ↗

Generative model for TPPs using signatures and distributional discrepancies.

problem Limitations of signature methods for TPPs and lack of global sequence-level loss in neural models.
method Introduce interarrival embedding to lift jump paths to continuous paths of bounded variation, enabling signature methods for discrete event sequences. Develop sigTPP, a signature-based generative model trained on path-level loss.
result sigTPP achieves the best average rank across multiple metrics and outperforms or is within a standard error of the strongest baseline in 64% of dataset-metric pairs.

Geodesics in jet space are constructed from polynomials, with some yielding globally minimizing paths.

problem Characterize geodesics in jet space and identify those that are globally minimizing.
method Sub-Riemannian geometry, Hamilton-Jacobi equations, and analysis of period degenerations.
result Some polynomials yield globally minimizing geodesics, with conjectures on the independence of cut time.

ARL bridges non-Markovian decision processes with reinforcement learning, improving foresight and stability.

problem Inaccurate foresight in non-Markovian environments due to state-based methods' limitations.
method Lifted state space into a signature-augmented manifold, using a self-consistent field approach to anticipate future path-law.
result ARL achieves deterministic evaluation of expected returns with reduced computational complexity and variance.

This is an introduction to Wiener measure and the Feynman-Kac formula on general Riemannian manifolds for Riemannian geometers with little or no background in stochastics. We explain the construction of Wiener measure based on the heat kernel in full detail and we prove the Feynman-Kac formula for Schrödinger operators…

2011-08-25abs ↗pdf ↗

The paper proves metrizability and dynamics of Weil bundles.

problem Metrizability and dynamics of Weil bundles in differential geometry.
method Investigation of metrizability and dynamics of Weil bundles for smooth compact manifolds and Weil algebras.
result A canonical, complete, weighted metric \(\mathfrak{d}_w\) on \(M^\mathbf{A}\) that encodes geometry and deformations.

Parallel transport in a fibre bundle with respect to smooth paths in the base space B have recently been extended to representations of the smooth singular simplicial set Sing_{smooth}(B). Inspired by these extensions,I revisit the development of a notion of `parallel' transport in the topological setting of fibrations…

2011-11-23abs ↗pdf ↗

Let G be a connected Lie group, LG its loop group, and PG->G the principal LG-bundle defined by quasi-periodic paths in G. This paper is devoted to differential geometry of the Atiyah algebroid A=T(PG)/LG of this bundle. Given a symmetric bilinear form on the Lie algebra g and the corresponding central extension of Lg,…

2008-10-24abs ↗pdf ↗

We propose a new proximal, path-following framework for a class of constrained convex problems. We consider settings where the nonlinear---and possibly non-smooth---objective part is endowed with a proximity operator, and the constraint set is equipped with a self-concordant barrier. Our approach relies on the followin…

2016-03-05abs ↗pdf ↗

Efficiently simulates the Heston model with large time steps using a novel method.

problem Challenges in simulating the Heston model with large time steps.
method Implicit integrated variance scheme exploiting the near-linear nature between stochastic driver and conditional integrated variance process.
result Achieves near-exact accuracy with coarse discretizations, efficient for large time steps.

Lie theory for the integration of Lie algebroids to Lie groupoids, on the one hand, and of Poisson manifolds to symplectic groupoids, on the other, has undergone tremendous developements in the last decade, thanks to the work of Mackenzie-Xu, Moerdijk-Mrcun, Cattaneo-Felder and Crainic-Fernandes, among others. In this …

2009-02-12abs ↗pdf ↗

Study uses Bayes Hilbert framework to recover probability measure flows from sensors.

problem Recovering probability measure flows from moving sensors in a Hilbert space.
method Bayes Hilbert framework, minimum-energy transport, linearization, variational theory.
result Localized sensors can recover reduced path directions but not full state space.

A linear section of a double vector bundle is a parallel pair of sections which form a vector bundle morphism; examples include the complete lifts of vector fields to tangent bundles and the horizontal lifts arising from a connection in a vector bundle. A grid in a double vector bundle consists of two linear sections, …

2019-09-12abs ↗pdf ↗

Study of gauge theory and parallel transport in Lie 2-group bundles over Lie groupoids.

problem Classify and understand principal 2-bundles over Lie groupoids.
method Introduce principal Lie 2-group bundles, study connection structures, gauge transformations, and parallel transport.
result Extend classification of principal 2-bundles to differentiable stacks and establish connections between geometric and categorical parallel transport.

Study lift metrics and connections on tangent bundles of Riemannian manifolds.

problem Investigate geometric properties of tangent bundles and their lifts.
method Analyze lift metrics and connections on TMTM of (M,g)(M,g), and study statistical and Codazzi couples.
result Prove a result on 11-Stein and Osserman structures on TMTM.

In the first quarter of 2006 Chicago Board Options Exchange (CBOE) introduced, as one of the listed products, options on its implied volatility index (VIX). This created the challenge of developing a pricing framework that can simultaneously handle European options, forward-starts, options on the realized variance and …

2009-05-13abs ↗pdf ↗

In this paper we study the shape space of curves with values in a homogeneous space M=G/KM = G/K, where GG is a Lie group and KK is a compact Lie subgroup. We generalize the square root velocity framework to obtain a reparametrization invariant metric on the space of curves in MM. By identifying curves in MM with thei…

2017-06-09abs ↗pdf ↗

We propose the Neural Logic Machine (NLM), a neural-symbolic architecture for both inductive learning and logic reasoning. NLMs exploit the power of both neural networks---as function approximators, and logic programming---as a symbolic processor for objects with properties, relations, logic connectives, and quantifier…

2019-04-26abs ↗pdf ↗

In this paper, we define a complete lift for semisprays. If SS is a semispray on a manifold MM, its complete lift is a new semispray ScS^c on TMTM. The motivation for this lift is two-fold: First, geodesics for ScS^c correspond to the Jacobi fields for SS, and second, this complete lift generalizes and unifies previ…

2008-09-08abs ↗pdf ↗