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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.

168,657 papers · 148 categories

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3667321,0971,463 · Jun 202019922001200920172026
48 results for polynomial affine model

The polynomial affine model of gravity is explored in 3D, focusing on cosmological solutions.

problem Exploring deviations from general relativity in a 3D context.
method Developed a polynomial affine model of gravity, applied to homogeneous isotropic cosmological models, and classified solutions.
result Explicit solutions derived from the connection allow the definition of alternative/emergent metrics.

Prime knots of genus one admitting diagram with at most five classical crossings were classified by Akimova and Matveev in 2014. In 2018 Kaur, Prabhakar and Vesnin introduced families of L-polynomials and F-polynomials for virtual knots which are generalizations of affine index polynomial. Here we introduce a notion of…

2019-08-26abs ↗pdf ↗

In this paper we construct new invariants of knotoids including the odd writhe, the parity bracket polynomial, the affine index polynomial and the arrow polynomial, and give an introduction to the theory of virtual knotoids. The invariants in this paper are defined for classical knotoids in analogy to corresponding inv…

2016-02-10abs ↗pdf ↗

Heegaard Floer homology connects to polynomial representations of Hecke algebras.

problem Understanding polynomial representations of double affine Hecke algebras.
method Using higher-dimensional Heegaard Floer homology and topological interpretations.
result Recovery of polynomial representations from Heegaard Floer homology.

A nn-dimensional Lie group GG equipped with a left invariant symplectic form $\om^+$ is called a symplectic Lie group. It is well-known that $\om^+$ induces a left invariant affine structure on GG. Relatively to this affine structure we show that the left invariant Poisson tensor π+π^+ corresponding to $\om^+$ is po…

2008-02-04abs ↗pdf ↗

We define a multi-variable version of the Affine Index Polynomial for virtual links. This invariant reduces to the original Affine Index Polynomial in the case of virtual knots, and also generalizes the version for compatible virtual links recently developed by L. Kauffman. We prove that this invariant is a Vassiliev i…

2019-09-09abs ↗pdf ↗

New method computes affine normal directions efficiently for sparse polynomials.

problem Computing affine normal directions is computationally expensive in high dimensions.
method Reduces third-order tensor contraction to matrix-free formulation using log-determinant gradient.
result Scalable implementations with near-linear scaling in dimension and sparsity.

Study shows exponential growth of knot polynomial tied to Chern-Simons invariant.

problem Asymptotic behavior of colored Jones polynomials of figure-eight knot.
method Analyzes growth rate of polynomial evaluated at specific points.
result Growth rate determined by Chern-Simons invariant of an affine representation.

New SDEs from affine and polynomial perspectives for path-dependent processes.

problem Characterizing path-dependent stochastic processes.
method Affine and polynomial processes, signature SDEs, Fourier-Laplace transform, Riccati and linear ODEs.
result Explicit formulas for the Fourier-Laplace transform and expected values of entire functions of signature processes.

This paper studies cobordism and concordance for virtual knots. We define the affine index polynomial, prove that it is a concordance invariant for knots and links (explaining when it is defined for links), show that it is also invariant under certain forms of labeled cobordism and study a number of examples in relatio…

2018-04-07abs ↗pdf ↗

Normalizing flows attempt to model an arbitrary probability distribution through a set of invertible mappings. These transformations are required to achieve a tractable Jacobian determinant that can be used in high-dimensional scenarios. The first normalizing flow designs used coupling layer mappings built upon affine …

2020-01-15abs ↗pdf ↗

Polylab is a MATLAB toolbox for multivariate polynomial modeling.

problem Efficiently modeling and manipulating multivariate polynomials across CPU and GPU.
method Unified symbolic-numeric interface, three aligned classes (MPOLY, MPOLY_GPU, MPOLY_HP), polynomial operations, differentiation, matrix computations.
result Advantages of MPOLY-HP for reduction-heavy simplification and large-scale computations, and the stochastic log-determinant variant for sparse regimes.

The nonzero level sets of a homogeneous, logarithmically homogeneous, or translationally homogeneous function are affine spheres if and only if the Hessian determinant of the function is a multiple of a power or an exponential of the function. In particular, the nonzero level sets of a homogeneous polynomial are proper…

2013-07-20abs ↗pdf ↗

Study on Monge-Ampère equations with polynomial growth rates.

problem Analyzing solutions to Monge-Ampère equations with polynomial right-hand sides.
method Utilizing polynomial growth analysis to study regularity and growth rates of solutions.
result Translators for sub-affine-critical curvature flows are smooth and convex with specific growth rates.

Researchers study rational and pretzel knots using affine group representations.

problem Understanding the structure and properties of rational and pretzel knots.
method Constructing representations of knot groups into the affine group AGL(1,ℂ) via a TQFT valued in spans of singular vector bundles.
result Closed-form expressions for Alexander polynomials and bounds on their zeros for rational and pretzel knots.

We develop a comprehensive mathematical framework for polynomial jump-diffusions in a semimartingale context, which nest affine jump-diffusions and have broad applications in finance. We show that the polynomial property is preserved under polynomial transformations and Lévy time change. We present a generic method for…

2017-11-21abs ↗pdf ↗

Infinite dimensional measure-valued processes modeled as polynomial diffusions.

problem Modeling term structure in energy markets using measure-valued polynomial diffusions.
method Introduced measure-valued polynomial diffusions, derived moment formulas, and characterized infinitesimal generators.
result Recovery of measure-valued affine diffusions as a special case.

We describe how to compute topological objects associated to a polynomial map of several complex variables with isolated singularities. These objects are: the affine critical values, the affine Milnor numbers for all irregular fibers, the critical values at infinity, and the Milnor numbers at infinity for all irregular…

2003-09-19abs ↗pdf ↗

This article investigates parameter estimation of affine term structure models by means of the generalized method of moments. Exact moments of the affine latent process as well as of the yields are obtained by using results derived for p-polynomial processes. Then the generalized method of moments, combined with Quasi-…

2015-08-07abs ↗pdf ↗

In this work we describe a new invariant of virtual knots. We show that this transcendental function invariant generalizes several polynomial invariants of virtual knots, such as the writhe polynomial, the affine index polynomial and the zero polynomial.

2015-11-26abs ↗pdf ↗

Empirical study finds variance swap rate is affine in spot variance for S&P500 data.

problem Investigating the relationship between variance swap rate and spot variance.
method Empirical analysis using S&P500 data from 2006-2018, testing different models.
result Affine relationship between variance swap rate and spot variance is supported.

This paper describes a polynomial invariant of virtual knots that is defined in terms of an integer labeling of the virtual knot diagram. This labeling is seen to derive from an essentially unique structure of affine flat biquandle for flat virtual diagrams. The invariant is discussed in detail with many examples,inclu…

2012-11-07abs ↗pdf ↗

We give a global version of Le-Ramanujam mu-constant theorem for polynomials. Let f_t, (t in [0,1]), be a family of polynomials of n complex variables with isolated singularities, whose coefficients are polynomials in t. We consider the case where some numerical invariants are constant (the affine Milnor number, the Mi…

2002-01-15abs ↗pdf ↗

This paper shows neural networks can solve complex graph problems efficiently.

problem Solving exact maximum flow computation and minimum spanning tree problems.
method Introduces Max-Affine Arithmetic Programs and shows equivalence to neural networks.
result Two combinatorial optimization problems can be solved with polynomial-size neural networks.

We give a new interpretation of the Alexander polynomial Δ0Δ_0 for virtual knots due to Sawollek and Silver and Williams, and use it to show that, for any virtual knot, Δ0Δ_0 determines the writhe polynomial of Cheng and Gao (equivalently, Kauffman's affine index polynomial). We also use it to define a second-order wri…

2016-01-26abs ↗pdf ↗

We introduce closed-form transition density expansions for multivariate affine jump-diffusion processes. The expansions rely on a general approximation theory which we develop in weighted Hilbert spaces for random variables which possess all polynomial moments. We establish parametric conditions which guarantee existen…

2011-04-28abs ↗pdf ↗

We consider non-degenerate graph immersions into affine space An+1\mathbb A^{n+1} whose cubic form is parallel with respect to the Levi-Civita connection of the affine metric. There exists a correspondence between such graph immersions and pairs (J,γ)(J,γ), where JJ is an nn-dimensional real Jordan algebra and γγ is a no…

2013-02-06abs ↗pdf ↗

We derive analytic series representations for European option prices in polynomial stochastic volatility models. This includes the Jacobi, Heston, Stein-Stein, and Hull-White models, for which we provide numerical case studies. We find that our polynomial option price series expansion performs as efficiently and accura…

2017-11-25abs ↗pdf ↗

In this note, we embed the set of all Fricke characters of a free group F -- the set of all characters of representations of F into SL(2,C) -- as an irreducible affine variety V in complex affine space of dimension 2^n-1. Using the Horowitz generating set as the indeterminates, we show that the ideal I of all polynomia…

2003-11-07abs ↗pdf ↗

Let WLW\ltimes L be an irreducible affine Weyl group with Coxeter complex ΣΣ, where WW denotes the associated finite Weyl group and LL the translation subgroup. The Steinberg torus is the Boolean cell complex obtained by taking the quotient of ΣΣ by the lattice LL. We show that the ordinary and flag hh-polynomial…

2007-09-27abs ↗pdf ↗

By analyzing the affine Taylor expansion of a non-degenerate plane curve, we obtain characterizations of classes of such curves via curvature properties of the gravity curve. The proof is based on an analysis of the degree parity and leading coefficients of polynomials occurring in the expansion.

2011-10-29abs ↗pdf ↗

This work explores algebraic structures from curvature and torsion in affine connections.

problem Understanding algebraic structures from curvature and torsion in affine connections.
method Post-Lie algebra, D-algebra, and special polynomials.
result A particular class of geometrically special polynomials is generated by torsion and curvature.

Study of affine transformations on topological manifolds, focusing on local freeness and solvability.

problem Understanding the action of affine transformations on topological manifolds.
method Analyzing the subgroup of homeomorphisms that lift to affine transformations and studying the resulting foliation.
result The connected component of the subgroup acts locally freely and is solvable, with additional properties for polynomial manifolds.

A sequence of FF-polynomials {FKn(t,)}n=1\{ F^n_K (t, \ell)\}_{n=1}^{\infty} of virtual knots KK was defined by Kaur, Prabhakar, and Vesnin in 2018. These polynomials have been expressed in terms of index value of crossing and nn-writhe of KK. By the construction, FF-polynomials are generalizations of the Kauffman's Affine …

2019-06-02abs ↗pdf ↗

The paper solves Bernstein problems for specific submanifolds in high-dimensional spaces.

problem Bernstein problem for smooth maps to lower dimensions forming calibrated submanifolds.
method Established conditions for maps to be affine based on the slope's second elementary symmetric polynomial.
result Conditions ensuring maps are affine for coassociative and Cayley submanifolds in R7\mathbb{R}^7 and R8\mathbb{R}^8.

In this paper, we define some polynomial invariants for virtual knots and links. In the first part we use Manturov's parity axioms to obtain a new polynomial invariant of virtual knots. This invariant can be regarded as a generalization of the odd writhe polynomial defined by the first author. The relation between this…

2013-01-09abs ↗pdf ↗

The paper generalizes polynomial functions on Lie groups and their properties.

problem Generalizing polynomial functions on Lie groups and understanding their properties.
method Generalizing the notion of polynomial functions and horizontally affine maps on Lie groups.
result S-polynomial functions are equivalent to polynomial functions in the sense of Leibman in connected nilpotent Lie groups.

The nonzero level sets in nn-dimensional flat affine space of a translationally homogeneous function are improper affine spheres if and only if the Hessian determinant of the function is equal to a nonzero constant multiple of the nnth power of the function. The exponentials of the characteristic polynomials of certa…

2017-07-26abs ↗pdf ↗