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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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3773110146 · May 202619922001200920172026
48 results for periodic uniform B-spline

Group convolutional neural networks (G-CNNs) can be used to improve classical CNNs by equipping them with the geometric structure of groups. Central in the success of G-CNNs is the lifting of feature maps to higher dimensional disentangled representations, in which data characteristics are effectively learned, geometri…

2019-09-26abs ↗pdf ↗

This paper is devoted to the application of B-splines to volatility modeling, specifically the calibration of the leverage function in stochastic local volatility models and the parameterization of an arbitrage-free implied volatility surface calibrated to sparse option data. We use an extension of classical B-splines …

2013-06-05abs ↗pdf ↗

This paper presents an efficient algorithm for evolving point cloud data on smooth manifolds using B-Splines.

problem Evolution of point cloud data on smooth manifolds in higher dimensions.
method Lagrangian approach using adaptive B-Spline interpolation.
result Demonstrates the convergence of geometric quantities and the effectiveness of the approach.

Isogeometric analysis is a recently developed computational approach that integrates finite element analysis directly into design described by non-uniform rational B-splines (NURBS). In this paper we show that price surfaces that occur in option pricing can be easily described by NURBS surfaces. For a class of stochast…

2019-10-01abs ↗pdf ↗

Bayesian nonparametric LABS model adapts to function smoothness in Besov spaces.

problem Estimating functions with unknown smoothness in Besov spaces.
method Lévy Adaptive B-spline (LABS) regression model with automatic smoothness adaptation.
result LABS posterior contracts around true function in Besov classes at nearly minimax-optimal rates.

Kolmogorov-Arnold Networks achieve optimal convergence rates in nonparametric regression.

problem Nonparametric function approximation in multivariate settings.
method Structured additive and multiplicative KANs using B-splines.
result Achieve minimax-optimal convergence rate O(n2r/(2r+1))O(n^{-2r/(2r+1)}) for Sobolev space functions.

Smooth neural TPPs using B-splines for better efficiency and accuracy.

problem Efficiently modeling sequences of events in continuous time with neural networks.
method Directly parametrize the CIF as a non-negative combination of B-spline basis functions, predicting coefficients with a neural network.
result Improved computational efficiency and predictive accuracy compared to existing methods.

BEKAN uses RBFs and evolutionary methods to solve PDEs with boundary conditions.

problem Enforcing boundary conditions in neural networks for PDE solutions.
method Boundary condition-guaranteed evolutionary Kolmogorov-Arnold Network (BEKAN) with radial basis functions (RBFs). Incorporates Dirichlet, periodic, and Neumann conditions.
result BEKAN outperforms MLP and B-splines KAN in solving PDEs with boundary conditions.

Efficient numerical method for time-fractional Black-Scholes model.

problem Solving time-fractional Black-Scholes equations for European options.
method Crank-Nicolson discretization for time, exponential B-spline for space.
result The proposed method is unconditionally stable and superior to existing approaches.

Dropout improves regularization in flexible models for rare features.

problem Understanding theoretical properties of dropout in generalized linear models.
method Theoretical analysis and application to adaptive smoothing with B-splines.
result Dropout prefers rare features in mean and dispersion parameters.

New method speeds up sparse Gaussian processes for large datasets.

problem Efficiently modeling large datasets with many inducing variables.
method Projecting a GP onto B-spline basis functions for sparse linear algebra.
result Efficiently models fast-varying spatial phenomena with tens of thousands of inducing variables.

We study the motion of discrete interfaces driven by ferromagnetic interactions in a two-dimensional low-contrast periodic environment, by coupling the minimizing movements approach by Almgren, Taylor and Wang and a discrete-to-continuum analysis. As in a recent paper by Braides and Scilla dealing with high-contrast pe…

2014-07-25abs ↗pdf ↗

Locally-verifiable conditions ensure exactness of spline discrete de Rham complex.

problem Ensuring cohomological equivalence of spline discrete complex to continuous de Rham complex.
method Theoretical analysis and locally-verifiable sufficient conditions for exactness.
result Locally-verifiable conditions guarantee exactness of hierarchical B-spline discrete de Rham complex.

Develops flexible non-parametric ACFs using B-spline kernels.

problem Flexible modelling of the autocovariance function (ACF) in time-series, spatial, and spatio-temporal analysis.
method Derives the inverse Fourier transform of B-spline spectral bases to create a general class of non-parametric ACFs.
result Provides a provably dense, flexible, and general class of non-parametric ACFs for various types of processes.

We study the periods mapping from the moduli space of real hyperelliptic curves with marked point on an oriented oval to the euclidean space. The mapping arises in the analysis of Chebyshev construction used in the constrained optimization of the uniform norm of polynomials and rational functions. The decomposition of …

2016-06-10abs ↗pdf ↗

Let f ⁣:MMf\colon M\to M be an expansive homeomorphism with dense topologically hyperbolic periodic points, MM a compact manifold. Then there is a local product structure in an open and dense subset of MM. Moreover, if some topologically hyperbolic periodic point has codimension one, then this local product structure is …

2008-05-10abs ↗pdf ↗

New method weaves paper strips for designing curved surfaces with elasticity.

problem Designing general curved surfaces with geometrical elasticity.
method Shape optimization of paper strips using nonlinear elasticity theory.
result Demonstrated creation of catenoid and helicoid surfaces with 54 paper strips.

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 show that, up to some natural normalizations, the moduli space of singly periodic complete embedded maximal surfaces in the Lorentz-Minkowski space $ł^3=(\r^3,dx_1^2+dx_2^2-dx_3^2),$ with fundamental piece having a finite number (n+1)(n+1) of singularities, is a real analytic manifold of dimension 3n+4.3n+4. The underlyin…

2004-12-09abs ↗pdf ↗

Proposes a new model for high-dimensional data analysis with unknown link function.

problem Estimating link function, component functions, and variable interactions in high-dimensional data.
method Generalized Sparse Additive Model with Unknown Link Function (GSAMUL) using B-spline basis and MLP network for link estimation, with 2,1\ell_{2,1}-norm regularizer for variable selection.
result Can realize both variable selection and hidden interaction.

Orbifold uniformization of complex algebraic variety via polystable parabolic Higgs bundle

problem Uniformizing complex algebraic varieties using parabolic Higgs bundles
method Constructing a faithful monodromy representation and a period map
result Identifying orbifold toroidal compactification with canonical orbifold toroidal compactification

We prove the Livšic Theorem for arbitrary GL(m,R)GL(m,\mathbb R) cocycles. We consider a hyperbolic dynamical system f:XXf : X \to X and a Hölder continuous function A:XGL(m,R)A: X \to GL(m,\mathbb R). We show that if AA has trivial periodic data, i.e. A(fn1p)...A(fp)A(p)=IdA(f^{n-1} p) ... A(fp) A(p) = Id for each periodic point p=fnpp=f^n p, then there …

2008-08-03abs ↗pdf ↗

Two projective structures on Riemann surfaces are described and shown not to be identical.

problem Characterizing and distinguishing projective structures on Riemann surfaces.
method Construction and analysis of projective structures pup_u and php_h using the period map and moduli space.
result The Hodge projective structure php_h is not the same as the uniformization projective structure pup_u.

Revisits stochastic collocation with exponential splines for option pricing.

problem Improving the accuracy of option price interpolation using stochastic collocation.
method Uses exponential quadratic splines and optimizes abscissae or parameters of B-splines.
result Shows that fixing abscissae and optimizing parameters leads to better interpolation accuracy.

In this paper, we address the issue of quaternionic Toledo invariant to study the character variety of two dimensional complex hyperbolic uniform lattices into SU(n,2)SU(n,2). We construct four distinct representations to prove that the character variety contains at least four distinct components. We also address the existe…

2014-10-08abs ↗pdf ↗

Study ergodic properties of geodesic flows on specific manifolds without conjugate points.

problem Ergodic properties of geodesic flows on uniform visibility manifolds without conjugate points.
method Comprehensive study including geometric properties, entropy gap assumption, and symbolic approach.
result Geodesic flow is ergodic with respect to Liouville measure under certain conditions.

KANHedge improves hedging of high-dimensional options using learnable B-spline activation functions.

problem Challenges in high-dimensional option pricing and hedging due to the curse of dimensionality.
method Introduces KANHedge, a novel BSDE-based hedger leveraging Kolmogorov-Arnold Networks with learnable B-spline activation functions.
result KANHedge provides improved hedging performance, achieving significant reductions in hedging cost metrics.

RST improves environmental time series classification accuracy using randomized B-spline trees.

problem Improving accuracy in classifying complex environmental time series.
method Randomized Spline Trees (RST) integrates randomized functional representations into ensemble learning.
result RST variants outperform standard Random Forests and Gradient Boosting on most environmental time series datasets.