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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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265177102 · May 202619922001200920172026
48 results for polynomial expansions

Oriented ribbon graphs (dessins d'enfant) are graphs embedded in oriented surfaces. The Bollobás-Riordan-Tutte polynomial is a three-variable polynomial that extends the Tutte polynomial to oriented ribbon graphs. A quasi-tree of a ribbon graph is a spanning subgraph with one face, which is described by an ordered chor…

2007-05-23abs ↗pdf ↗

We present a new conjectural symmetry of the colored Alexander polynomial, that is the specialization of the quantum slN\mathfrak{sl}_N invariant widely known as the colored HOMFLY-PT polynomial. We provide arguments in support of the existence of the symmetry by studying the loop expansion and the character expansion o…

2020-01-28abs ↗pdf ↗

Develops AMITE for analyzing neural network nonlinearities.

problem Addressing difficulties in verification, explainability, and security in neural network analysis.
method Analytically modified integral transform expansion (AMITE) for neural network nonlinearities.
result First to provide six mutually exclusive desired expansion properties.

In the planar limit of the 't Hooft expansion, the Wilson-loop average in 3d Chern-Simons theory (i.e. the HOMFLY polynomial) depends in a very simple way on representation (the Young diagram), so that the (knot-dependent) Ooguri-Vafa partition function becomes a trivial KP tau-function. We study higher genus correctio…

2013-03-05abs ↗pdf ↗

A new method builds sparse polynomial chaos expansions for models with dependent inputs.

problem Quantifying uncertainty in models with dependent inputs.
method Data-driven approach to construct orthonormal polynomials recursively based on input correlations.
result Reduces the number of observations and improves numerical stability and computational efficiency.

Colored knot polynomials possess a peculiar Z-expansion in certain combinations of differentials, which depends on the representation. The coefficients of this expansion are functions of the three variables (A,q,t) and can be considered as new distinguished coordinates on the space of knot polynomials, analogous to the…

2013-06-24abs ↗pdf ↗

Study on quantum invariants of twist knots at specific roots of unity.

problem Asymptotic expansions of quantum invariants for twist knots.
method Asymptotic expansion formula for colored Jones polynomial using twist knots.
result Obtained asymptotic expansion formulas for twist knots at specified roots of unity.

Study on quantum invariants of twist knots at specific roots of unity.

problem Asymptotic expansions of quantum invariants for twist knots.
method Saddle point method applied to colored Jones polynomial.
result Asymptotic expansion formula for twist knots at given root of unity.

Solves generalized twisted rabbit problems for higher degree polynomials.

problem When a quadratic polynomial is twisted by a cyclic subgroup, what polynomial is equivalent?
method Uses d2d^2-adic expansion instead of 4-adic for higher degree polynomials.
result Provides a solution that depends on the d2d^2-adic expansion of the power of the mapping class element.

Estimates hybrid dynamical systems with polynomial expansions and Markovian switching.

problem Identifying hybrid dynamical systems with nonlinear autoregressive exogenous (NARX) components and Markovian switching.
method Probabilistic framework using Expectation Maximization for parameter estimation, including submodel coefficients, hidden state values, and transition probabilities. Disentangles mode classification and NARX regression tasks. Uses soft-labels and coordinate descent approach for parameter fitting.
result Demonstrated on a SMNARX problem with three nonlinear sub-models, achieving parsimonious models through l1-norm bridge estimation and hard-thresholding.

Analyzes the differential expansion of knot polynomials, focusing on its applicability and modifications.

problem Understanding the differential expansion of colored knot polynomials, especially for non-trivial knots and those with defects.
method Examines the current status of differential expansion, analyzes its applicability to non-trivial knots, and introduces a new transformation.
result A new transformation VV that converts Z\cal{Z} to standard ZZ-factors and allows for the calculation of FF.

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 ↗

The paper calculates super Weil-Petersson volumes for large genus.

problem Calculating super Weil-Petersson volumes for large genus.
method Analyzes super intersection numbers, proves coefficients are polynomials, and provides an algorithm to compute them.
result Proves existence of a complete asymptotic expansion of super Weil-Petersson volumes.

Study proposes a method to construct copulas using corrected Hermite polynomial expansion for estimating foreign exchange volatility.

problem Estimating cross foreign exchange volatility with complex correlation structures.
method Applying corrections to the finite sum of multivariate Hermite polynomial expansions to construct copulas.
result The proposed copula method accurately reproduces the volatility smile of cross currency pairs.

The differential expansion is one of the key structures reflecting group theory properties of colored knot polynomials, which also becomes an important tool for evaluation of non-trivial Racah matrices. This makes highly desirable its extension from knots to links, which, however, requires knowledge of the 6j6j-symbols…

2017-09-26abs ↗pdf ↗

The Magnus expansion is a universal finite type invariant of pure braids with values in the space of horizontal chord diagrams. The Conway polynomial composed with the short circuit map from braids to knots gives rise to a series of finite type invariants of pure braids and thus factors through the Magnus map. We descr…

2010-01-14abs ↗pdf ↗

The paper connects ADO polynomials to Vassiliev invariants for knots.

problem Connecting ADO polynomials to Vassiliev invariants for knots.
method Exploiting the colored Jones polynomials and their decomposition as Vassiliev invariants, the authors transpose this to ADO polynomials.
result A unique computable expansion of ADO polynomials as Vassiliev invariants.

We obtain a complete time expansion of the pull-back operator generated by a real analytic flow of real analytic automorphisms acting on analytic tensor sections of a manifold. Our expansion is given in terms of multiple Lie derivatives. Motivated by this expansion, we provide a rather simple and explicit estimate for …

2018-06-21abs ↗pdf ↗

Using a simple recurrence relation we give a new method to compute Jones polynomials of closed braids: we find a general expansion formula and a rational generating function for Jones polynomials. The method is used to estimate degree of Jones polynomials for some families of braids and to obtain general qualitative re…

2010-02-19abs ↗pdf ↗

New formulas derived for lattice crossing coefficients, improving computation efficiency.

problem Computing coefficients of Catalan states in lattice crossings.
method Using plucking polynomial and Θ_A-state expansion, deriving new properties and formulas.
result Coefficients of Catalan states factor under specific conditions, leading to more efficient computation.

Empirical analysis of many colored knot polynomials, made possible by recent computational advances in Chern-Simons theory, reveals their stability: for any given negative N and any given knot the set of coefficients of the polynomial in r-th symmetric representation does not change with r, if it is large enough. This …

2015-04-27abs ↗pdf ↗

This work reconstructs knot invariants from Alexander polynomials, proving consistency with known theorems.

problem Reconstructing knot invariants from Alexander polynomials.
method Quantization, deformation, and rewriting of Alexander polynomials.
result Derives new formulae for colored superpolynomials and proves consistency with Melvin-Morton-Rozansky theorem.

Solutions near infinity to special Lagrangian equations are asymptotic to quadratic polynomials with logarithmic terms.

problem Solving special Lagrangian equations near infinity with specific conditions.
method Modified Kelvin transforms to characterize remainders in asymptotic expansions.
result Remainders in asymptotic expansions are characterized by a single smooth function in even dimensions and Cn1,αC^{n-1,α} in odd dimensions.

New formula recovers degree of colored Jones polynomials for pretzel knots.

problem Determining the degree of colored Jones polynomials for specific knots.
method Alternate expansion of the colored Jones polynomial for pretzel links, focusing on 3-tangle knots.
result Determined the degrees of the colored Jones polynomials for a new family of 3-tangle pretzel knots.

Approximates discounted moments for financial products using polynomial expansions.

problem Approximating discounted moments of stochastic processes for financial applications.
method High-order power series expansion of the infinitesimal generator.
result Error decreases to around 10 to 100 times machine precision for higher orders.

We collect statistics which consist of the coefficients in the expansion of the generating polynomials that count the Kauffman states associated with certain classes of pretzel knots having n tangles, of r half-twists respectively.

2018-05-27abs ↗pdf ↗