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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.

169,181 papers · 148 categories

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48 results for point markings

Predict cell loads in cellular networks using statistical learning of geometric marks.

problem Predicting cell loads in cellular networks using geometric marks.
method Statistical regression model and scattering moments of random measures.
result Scattering moments can capture similar geometry information as baseline approach and improve performance.

New model captures time and mark inter-dependence in TPPs.

problem Limited predictive performance of conditionally independent TPP models on entangled time and mark interactions.
method Developed a multivariate TPP that models conditional inter-dependence of time and mark, using both intensity-based and intensity-free models.
result Proposed TPP models outperform conditionally independent and dependent models in standard prediction tasks.

The paper extends intensity models for limit order books using marked point processes.

problem Modeling intensity ratios in limit order books with state dependency and clustering.
method Developed a new model combining three multiplicative components for marked point processes.
result The new model outperforms other intensity-based methods in predicting market order signs and aggressiveness.

Develops quasi-likelihood analysis for marked point processes and applies it to Hawkes processes.

problem Analyzing multivariate marked point processes and their applications.
method Quasi-likelihood analysis for a general class of multivariate marked point processes, with focus on marked Hawkes processes.
result The quasi-likelihood analysis for marked Hawkes processes provides explicit conditions for ergodicity and Markovian transformation.

This paper tackles efficient learning for factorial marked temporal point processes.

problem Efficient learning for factorial marked temporal point processes.
method Decoupled learning method with two procedures: ADM-M and Fast ISTA, and a reformulated Logistic Regression model.
result Empirical results show the efficiency of the decoupled and reformulated method.

Introduces a new class of hybrid processes combining Markov chains and Hawkes processes.

problem Characterize and ensure existence and uniqueness of complex hybrid marked point processes.
method Defines hybrid marked point processes implicitly via intensity and state process interactions, proving existence and uniqueness under general assumptions.
result Proves existence and uniqueness of hybrid marked point processes, extending existing results.

Proves Grothendieck-Teichmüller group acts on specific mapping class groups.

problem Proving the action of GT^\widehat{GT} on specific mapping class groups.
method Analyzes the Grothendieck-Teichmüller group and mapping class groups.
result Proves GT^\widehat{GT} acts on Γ^g,0\widehatΓ_{g,0} and Γ^g,1\widehatΓ_{g,1} for all g>0g>0.

We study body-and-hinge and panel-and-hinge chains in R^d, with two marked points: one on the first body, the other on the last. For a general chain, the squared distance between the marked points gives a Morse-Bott function on a torus configuration space. Maximal configurations, when the distance between the two marke…

2008-12-07abs ↗pdf ↗

Neural marked point processes show saturation with complexity, leading to new simple architectures.

problem Performance saturation in neural marked point processes with complex architectures.
method Proposed GCHP with graph convolutional layers and likelihood ratio loss.
result GCHP reduces training time and improves model performance.

Paper introduces a neural network-based non-stationary influence kernel for complex event data.

problem Modeling complex, non-stationary, and dependent discrete event data.
method Neural Spectral Marked Point Processes (NSMPP) with a versatile non-stationary influence kernel.
result NSMPP outperforms state-of-the-art models on synthetic and real data.

We show that the mapping class group of a handlebody of genus at least 2 (with any number of marked points or spots) is exponentially distorted in the mapping class group of its boundary surface. The same holds true for solid tori with at least two marked points or spots.

2011-01-10abs ↗pdf ↗

Three elements generate balanced superelliptic mapping class groups.

problem Generating balanced superelliptic mapping class groups.
method Proving groups are generated by three elements through normalizers and liftable mapping class groups.
result Balanced superelliptic mapping class groups are generated by three elements.

Framework handles both exchangeable and non-exchangeable event sequences without tuning.

problem Handling both exchangeable and non-exchangeable event sequences efficiently.
method Parametric Hawkes-process-inspired conditional probability mass function with variational inference.
result Competitive computational and predictive performance against state-of-the-art methods.

Quantum duality map extended to general marked surfaces and its compatibility with skein algebras proven.

problem Generalizing quantum duality map to general marked surfaces and proving its compatibility with skein algebras.
method Generalized quantum duality map, reduced stated skein algebras, quantum trace maps, skein lifting.
result Compatibility of quantum duality map with skein algebras proven.

The Ricci flow on the 2-sphere with marked points is shown to converge in all three stable, semi-stable, and unstable cases. In the stable case, the flow was known to converge without any reparametrization, and a new proof of this fact is given. The semi-stable and unstable cases are new, and it is shown that the flow …

2014-07-04abs ↗pdf ↗

Study Farrell cohomology for non-orientable surfaces, classifying subgroup conjugacy.

problem Determine the pp-primary component of Farrell cohomology for non-orientable surfaces.
method Classify subgroups of order pp using topological equivalence adapted to surfaces with marked points.
result Determine the pp-primary component of Farrell cohomology for non-orientable surfaces.

Estimates the rational homological dimension of Riemann surfaces with boundary and marked points.

problem Estimating the homological dimensions of Riemann surfaces with boundary and marked points.
method Developed an estimate for the rational homological dimension of Riemann surfaces with possible boundary and marked points.
result Provided an estimate for the rational homological dimension of Riemann surfaces with boundary and marked points.

We describe the moduli space of stable rank 2 parabolic bundles over an elliptic curve with 3 marked points.

problem Characterize the moduli space of stable rank 2 parabolic bundles over an elliptic curve with marked points.
method Explicitly describe the moduli space as a blow-up of an embedded elliptic curve in (CP1)3(\mathbb{CP}^1)^3 and interpret it as the SU(2)SU(2) character variety of the 3-punctured torus.
result The moduli space Ms(X,3)M^s(X,3) can be described as a blow-up of an embedded elliptic curve in (CP1)3(\mathbb{CP}^1)^3 and interpreted as the SU(2)SU(2) character variety of the 3-punctured torus.

The study examines flip-graphs of non-orientable surfaces and their diameters.

problem Understanding the structure and diameter of flip-graphs of non-orientable surfaces.
method Constructing triangulations of non-orientable surfaces, quotienting by homeomorphisms, and analyzing the resulting flip-graphs.
result Bounds on the diameter of flip-graphs of non-orientable surfaces, with specific growth rates for Möbius strips.

We show that, on an oriented compact surface, two sufficiently C2C^2-close Riemannian metrics with strictly convex boundary, no conjugate points, hyperbolic trapped set for their geodesic flows, and same marked boundary distance, are isometric via a diffeomorphism that fixes the boundary. We also prove that the same co…

2016-02-09abs ↗pdf ↗

We are interested in the 3-Calabi-Yau categories D\mathcal{D} arising from quivers with potential associated to a triangulated marked surface S\mathbf{S} (without punctures). We prove that the spherical twist group ST of D\mathcal{D} is isomorphic to a subgroup (generated by braid twists) of the mapping class group …

2014-07-03abs ↗pdf ↗

Study periodic points on genus two surfaces, solving dynamics and geometry problems.

problem Classifying and understanding periodic points on genus two surfaces.
method Analyzing GL(2, R)-equivariant point markings and using properties of hyperelliptic involution, Weierstrass points, and golden points.
result All GL(2, R)-equivariant point markings over orbit closures arise from specific point exchanges.

It is known that every nontrivial knot has at least two quadrisecants. Given a knot, we mark each intersection point of each of its quadrisecants. Replacing each subarc between two nearby marked points with a straight line segment joining them, we obtain a polygonal closed curve which we will call the quadrisecant appr…

2010-10-14abs ↗pdf ↗

A new method for pricing derivatives using self-exciting dynamics and finite-difference transforms.

problem Pricing derivatives with accumulated marks using a self-exciting marked point process.
method Derive discounted pricing equation as a PIDE, transform to one-dimensional PIDEs, use Laplace/Fourier transform, approximate jump term, solve using finite difference scheme.
result Efficiently price derivatives with accumulated marks using a novel finite-difference and transform approach.

PUMA augments models to remove unique data points without performance loss.

problem Preserving model performance while removing unique training data points.
method Explicitly models data influence, reweights remaining data optimally.
result PUMA effectively removes unique data points without performance degradation.

This paper defines several algebras associated to an oriented surface SS with a finite set of marked points on the boundary. The first is the skein algebra Skq(S)Sk_q(S), which is spanned by links in the surface which are allowed to have endpoints at the marked points, modulo several locally defined relations. The product…

2012-03-30abs ↗pdf ↗

Study shows certain manifolds uniquely determined by X-ray data.

problem Determining manifolds from X-ray data.
method Injectivity of X-ray transform over symmetric solenoidal 2-tensors.
result Smooth compact manifolds with strictly convex boundary, no conjugate points, and hyperbolic trapped set are locally marked boundary rigid.

We establish a product formula for Gromov-Witten invariants for closed, connected, relatively semi-positive Hamiltonian fibrations over any symplectic base. Furthermore, we show that the fibration projection induces a locally trivial (orbi-)fibration map from the moduli space of pseudo-holomorphic maps with marked poin…

2009-04-09abs ↗pdf ↗

Computes the decomposition of rank-three bundles over the projective line with three marked points.

problem Decomposing rank-three bundles over the projective line with three marked points.
method Using the monodromy derivative to compute the roots of the bundles.
result Computes the exact decomposition of rank-three bundles for m=3m = 3.

Study of Teichmüller space geometry using infinitesimal and global methods.

problem Understanding the geometry of Teichmüller space and its tangent/cotangent spheres.
method Systematic study of Thurston metric's infinitesimal and global properties.
result Rigidity statements for the Thurston metric analogous to Royden theorem.

A new method uses Transformers for efficient prediction of marked point processes.

problem Efficiently predicting the next event in a sequence given its history.
method Modeling conditional inter-event times with a mixture of log-normals and marks with a Transformer architecture.
result The method achieves state-of-the-art performance and is faster during inference.

Study on moduli spaces of branched projective structures on surfaces.

problem Characterizing and understanding moduli spaces of branched projective structures.
method Analytic and geometric methods to study the moduli spaces of branched projective structures.
result The moduli space of marked branched projective structures is a complex analytic space with specific dimensions and singular points.

Compute central extension of mapping class group from stated skein algebra

problem Compute central extension of mapping class group from stated skein algebra
method Compute central extension of mapping class group from stated skein algebra
result Compute central extension of mapping class group from stated skein algebra