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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.

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69139208277 · Jun 202019922001200920172026
48 results for period domain

In this work we generalize the classical notion of a (compact) twistor line in the period domain of compact complex tori. We introduce two new types of lines, which are non-compact analytic curves in the period domain of complex tori. We study the analytic properties of the compactifications of the curves, the preserva…

2018-06-21abs ↗pdf ↗

We study the geometry of the (generalized) twistor triangles J1J2J3\triangle J_1J_2J_3 in the period domain of compact complex tori of complex dimension 2n2n by the means of the representation theory of the algebras (of real dimension 8) generated by the complex structures J1,J2,J3J_1,J_2,J_3. Considering the period domain as th…

2018-06-26abs ↗pdf ↗

Periodic activation functions improve neural network reliability and interpretability.

problem Neural networks reinforce hidden biases, making them unreliable and hard to interpret.
method Introduce periodic activation functions in Bayesian neural networks to establish a connection with stationary Gaussian process priors.
result Periodic activation functions, including sinusoidal, triangular, and ReLU, improve model performance and sensitivity to perturbations.

There are a number of examples of variations of Hodge structure of maximum dimension. However, to our knowledge, those that are global on the level of the period domain are totally geodesic subspaces that arise from an orbit of a subgroup of the group of the period domain. That is, they are defined by Lie theory rather…

2017-03-02abs ↗pdf ↗

Study relates symplectic homology capacity to periodic orbits in Liouville domains.

problem Relating symplectic homology capacity to periodic orbits in Liouville domains.
method Uses positive symplectic homology and Hofer-Zehnder capacity to establish bounds and existence of periodic points.
result Non-zero positive symplectic homology implies finite upper bound for Hofer-Zehnder capacity relative to skeleton and Hamiltonian diffeomorphisms.

We use superconnections to define and study some natural differential forms on period domains D\mathbb{D} that parametrize polarized Hodge structures of given type on a rational quadratic vector space VV. These forms depend on a choice of vectors v1,,vrVv_1,\ldots,v_r \in V and have a Gaussian shape that peaks on the locu…

2016-04-13abs ↗pdf ↗

New findings on magnetic geodesic flows and periodic motions.

problem Characterizing superintegrable systems in magnetic geodesic flows.
method Analyzing rotationally symmetric magnetic geodesic flows.
result All sufficiently slow motions in a central magnetic field are periodic under specific curvature and homogeneity conditions.

As in the case of irreducible holomorphic symplectic manifolds, the period domain ComplCompl of compact complex tori of even dimension 2n2n contains twistor lines. These are special 22-spheres parametrizing complex tori whose complex structures arise from a given quaternionic structure. In analogy with the case of irredu…

2018-06-20abs ↗pdf ↗

We study a problem of geometric graph theory: We determine the triply periodic graph in Euclidean 3-space which minimizes length among all graphs spanning a fundamental domain of 3-space with the same volume. The minimizer is the so-called srs network with quotient the complete graph on four vertices K4K_4. The network…

2017-05-06abs ↗pdf ↗

We investigate properties of the Hodge metric of a mixed period domain. In particular, we calculate its curvature and the curvature of the Hodge bundles. We also consider when the pull back metric via a period map is Kähler. Several applications in cases of geometric interest are given, such as for normal functions and…

2014-07-15abs ↗pdf ↗

We review some recent results in the generic rigidity theory of planar frameworks with forced symmetry, giving a uniform treatment to the topic. We also give new combinatorial characterizations of minimally rigid periodic frameworks with fixed-area fundamental domain and fixed-angle fundamental domain.

2012-03-04abs ↗pdf ↗

We analyze the classical model of compound interest with a constant per-period payment and interest rate. We examine the outstanding balance function as well as the periodic payment function and show that the outstanding balance function is not generally concave in the interest rate, but instead may be initially convex…

2018-09-27abs ↗pdf ↗

We prove the existence of a smooth family of non-compact domains OmegasRn+1Omega_s \subset R^{n+1} bifurcating from the straight cylinder Bn×RB^n \times R for which the first eigenfunction of the Laplacian with 0 Dirichlet boundary condition also has constant Neumann data at the boundary. The domains OmegasOmega_s are rotationally s…

2011-01-20abs ↗pdf ↗

In this paper, we build properly embedded singly periodic minimal surfaces which have infinite total curvature in the quotient by the period. These surfaces are constructed by adding a handle to the toroidal half-plane layers defined by H. Karcher. The technics that use is to solve a Jenkins-Serrin problem over a strip…

2006-05-26abs ↗pdf ↗

Enhances financial time series forecasting with a multi-period learning framework.

problem Accurate financial time series forecasting requires considering both short-term and long-term trends.
method Proposes a Multi-period Learning Framework (MLF) with three modules: Inter-period Redundancy Filtering, Learnable Weighted-average Integration, and Multi-period self-Adaptive Patching.
result Improves financial time series forecasting accuracy and efficiency.

Study on moduli spaces of sextic curves with simple singularities and their compactifications.

problem Understanding moduli spaces of sextic curves with simple singularities.
method Using period maps of K3 surfaces with ADE singularities, algebraic open embeddings into arithmetic quotients of type IV domains, and GIT and Looijenga compactifications.
result Identifications of GIT and Looijenga compactifications for all cases.

Advanced kernels improve Gaussian process accuracy by incorporating domain knowledge.

problem Improving function approximation accuracy in Gaussian processes.
method Advanced kernel designs that enforce specific function properties (symmetry, periodicity) and non-stationarity.
result Advanced kernels significantly enhance function approximation accuracy and relevance.

FreDN separates trends and periodicities in non-stationary time series forecasts.

problem Spectral entanglement and computational burden in frequency-domain methods for non-stationary time series.
method FreDN introduces a learnable Frequency Disentangler module to separate trend and periodic components directly in the frequency domain, and uses a ReIm Block to reduce complexity.
result FreDN outperforms state-of-the-art methods by up to 10% on long-term forecasting benchmarks.

We define the notion of a loop Hodge structure -- an infinite dimensional generalization of a Hodge structure -- and prove that a suitable variation of this object over a complex manifold is equivalent to the datum of a harmonic bundle. Hence one can study harmonic bundles using classical tools of Hodge theory, especia…

2015-11-19abs ↗pdf ↗

Foundation models outperform supervised methods in time series forecasting across various operational regimes.

problem Lack of domain-specific training and ongoing maintenance in supervised learning for time series forecasting.
method Evaluation of foundation models against standard supervised approaches across four operational regimes: periodic, physically constrained, stochastic, and demand forecasting.
result Foundation models are optimal for cold-start or long-tail scenarios and perform well in domains with transferable periodic structures.

We construct most symmetric Saddle towers in Heisenberg space i.e. periodic minimal surfaces that can be seen as the desingularization of vertical planes intersecting equiangularly. The key point is the construction of a suitable barrier to ensure the convergence of a family of bounded minimal disks. Such a barrier is …

2014-06-25abs ↗pdf ↗

The wave trace of certain convex domains can be smooth near some points in the length spectrum.

problem Understanding the relationship between the wave trace and the length spectrum of convex domains.
method Constructing silent periodic billiard orbits with the same length but different Maslov indices, using a microlocal parametrix for wave invariants.
result The wave trace can be smooth near some points in the length spectrum, showing potential limitations for inverse spectral problems.

Paper proposes an efficient method for calibrating spatio-temporal forecasts.

problem Real-world spatio-temporal forecasting challenges like signal anomalies and distributional shifts.
method Learning with Calibration (ST-TTC) for real-time bias correction.
result ST-TTC improves spatio-temporal forecasting accuracy with reduced computational cost.

Latent force models (LFM) are principled approaches to incorporating solutions to differential equations within non-parametric inference methods. Unfortunately, the development and application of LFMs can be inhibited by their computational cost, especially when closed-form solutions for the LFM are unavailable, as is …

2013-10-23abs ↗pdf ↗

Chirped sinosoids and interferometric phase plots are functions that are not periodic, but are the composition of a smooth function and a periodic function. These functions functions factor into a pair of maps: from their domain to a circle, and from a circle to their codomain. One can easily imagine replacing the circ…

2015-01-25abs ↗pdf ↗

The paper solves a geometric problem related to K3 surfaces and complex-hyperkähler metrics.

problem Geometric meaning of small deformations of twistor cycles in K3 period domain.
method Construction of a moduli space for families of marked K3 surfaces and use of Penrose's Non-linear Graviton construction.
result Small deformations of twistor cycles induce complex-hyperkähler metrics on K3 surface families.

Near the end of his life, Bernhard Riemann made the marvelous discovery of a 1-parameter family RλR_λ, λ(0,)λ\in (0,\infty), of periodic properly embedded minimal surfaces in R3\mathbb{R}^3 with the property that every horizontal plane intersects each of his examples in either a circle or a straight line. Furthermore, as …

2016-09-19abs ↗pdf ↗

H-holomorphic maps are a parameter version of J-holomorphic maps into contact manifolds. They have arisen in efforts to prove the existence of higher--genus holomorphic open book decompositions and efforts to prove the existence of finite energy foliations and the Weinstein conjecture, as well as in folded holomorphic …

2009-04-09abs ↗pdf ↗

Transferring knowledge across many streaming processes remains an uncharted territory in the existing literature and features unique characteristics: no labelled instance of the target domain, covariate shift of source and target domain, different period of drifts in the source and target domains. Autonomous transfer l…

2019-10-08abs ↗pdf ↗

AMSAs adaptively manage crypto-currency trading by selecting multiple strategies based on market conditions.

problem Maximizing gains in volatile crypto-currency markets with high uncertainty.
method AMSAs use multiple sub-agents with different strategies, dynamically selecting them based on market conditions.
result AMSAs can achieve high positive alpha in long-term crypto-currency trading.

We analyse the asymptotical growth of Vassiliev invariants on non-periodic flow lines of ergodic vector fields on domains of R3\R^3. More precisely, we show that the asymptotics of Vassiliev invariants is completely determined by the helicity of the vector field. As an application, we determine the asymptotic Alexander…

2008-10-21abs ↗pdf ↗