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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.

168,657 papers · 148 categories

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3637251,0881,450 · Jun 202019922001200920172026
48 results for polynomial models

We construct a 2-variable link polynomial, called WLW_L, for classical links by considering simultaneously the Kauffman state models for the Alexander and for the Jones polynomials. We conjecture that this polynomial is the product of two 1-variable polynomials, one of which is the Alexander polynomial. We refine WLW_L

2007-04-23abs ↗pdf ↗

This paper will be an exposition of the Kauffman bracket polynomial model of the Jones polynomial, tangle methods for computing the Jones polynomial, and the use of these methods to produce non-trivial links that cannot be detected by the Jones polynomial.

2014-07-04abs ↗pdf ↗

Develops polynomial diffusion models for multi-factor commodity futures dynamics.

problem Modeling futures prices using latent state variables for short and long-term stochastic factors.
method Polynomial diffusion models to incorporate non-linear effects, two filtering methods for estimation.
result Accurate estimation of futures prices despite parameter identification issues in polynomial diffusion models.

Graphical notation simplifies complex polynomial constraints in linear models.

problem Complex polynomial constraints in linear structural equation models are impractical.
method Developed a graphical notation to represent these constraints.
result The graphical notation simplifies the representation of many polynomial constraints.

F. Jaeger presented the two-variable Kauffman polynomial of an unoriented link L as a weighted sum of HOMFLY-PT polynomials of oriented links associated with L. Murakami, Ohtsuki and Yamada (MOY) used planar graphs and a recursive evaluation of these graphs to construct a state model for the sl(n)-link invariant (a one…

2013-04-17abs ↗pdf ↗

The paper constructs quantum invariants for knotoid diagrams.

problem Quantum invariants for knotoid diagrams in R2\mathbb{R}^2.
method Decompose Morse knotoid diagrams into basic elementary diagrams, each associated with a matrix solving the quantum Yang-Baxter equation. Define quantum state sum models to recover various polynomials.
result Recover and define new polynomials for Morse knotoids.

Study Alexander polynomials of special alternating links and generalize Fox's conjecture.

problem Distinguish special alternating links up to isotopy using polynomial invariants.
method Combinatorial and discrete geometric properties of Alexander polynomials of special alternating links.
result Generalized Alexander polynomials of special alternating links can be expressed in terms of volumes of root polytopes of unimodular matrices.

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 ↗

We extend the state models for Jones and Alexander polynomials of classical links to state models of 2-variable polynomials in the case of singular links. Moreover, we extend both of them to polynomials with d+1 variables for long singular knots with exactly d double points. These extensions can detect non-invertibilit…

2007-06-01abs ↗pdf ↗

Globalizes Jones and Alexander polynomials using topological intersections.

problem Link invariants from graded intersections of Lagrangians.
method Topological model proving the Jones polynomial's well-definedness and constructing globalizations.
result Proves the Jones polynomial and constructs globalizations of Jones and Alexander polynomials.

We construct a state model for the two-variable Kauffman polynomial using planar trivalent graphs. We also use this model to obtain a polynomial invariant for a certain type of trivalent graphs embedded in three-dimensional space.

2011-07-06abs ↗pdf ↗

We study the connections between link invariants, the chromatic polynomial, geometric representations of models of statistical mechanics, and their common underlying algebraic structure. We establish a relation between several algebras and their associated combinatorial and topological quantities. In particular, we def…

2008-06-20abs ↗pdf ↗

Polynomial processes have the property that expectations of polynomial functions (of degree nn, say) of the future state of the process conditional on the current state are given by polynomials (of degree n\leq n) of the current state. Here we explore the application of polynomial processes in the context of structur…

2017-10-27abs ↗pdf ↗

In this article, we explore a class of tractable interest rate models that have the property that the price of a zero-coupon bond can be expressed as a polynomial of a state diffusion process. Our results include a classification of all such time-homogeneous single-factor models in the spirit of Filipovic's maximal deg…

2015-04-13abs ↗pdf ↗

We introduce polynomial processes taking values in an arbitrary Banach space BB via their infinitesimal generator LL and the associated martingale problem. We obtain two representations of the (conditional) moments in terms of solutions of a system of ODEs on the truncated tensor algebra of dual respectively bidual s…

2019-11-06abs ↗pdf ↗

We introduce a polynomial invariant of graphs on surfaces, PGP_G, generalizing the classical Tutte polynomial. Topological duality on surfaces gives rise to a natural duality result for PGP_G, analogous to the duality for the Tutte polynomial of planar graphs. This property is important from the perspective of statisti…

2009-03-31abs ↗pdf ↗

We develop a dimer model for the Alexander polynomial of a knot. This recovers Kauffman's state sum model for the Alexander polynomial using the language of dimers. By providing some additional structure we are able to extend this model to give a state sum formula for the twisted Alexander polynomial of a knot dependin…

2010-10-25abs ↗pdf ↗

Algorithm learns polynomial transformations of Gaussian distributions.

problem Learning high-dimensional polynomial transformations of Gaussian distributions.
method Polynomial-time algorithms for smoothed settings, tensor ring decomposition.
result First end-to-end guarantees for learning pushforwards under neural networks.

We explore Jaeger's state model for the HOMFLYPT polynomial. We reformulate this model in the language of Gauss diagrams and use it to obtain Gauss diagram formulas for a two-parameter family of Vassiliev invariants coming from the HOMFLYPT polynomial. These formulas are new already for invariants of degree 3.

2008-10-22abs ↗pdf ↗

We describe the Polyak-Viro arrow diagram formulas for the coefficients of the Conway polynomial. As a consequence, we obtain the Conway polynomial as a state sum over some subsets of the crossings of the knot diagram. It turns out to be a simplification of a special case of Jaeger's state model for the HOMFLY polynomi…

2008-10-17abs ↗pdf ↗

We introduce and study the notion of the GG-Tutte polynomial for a list A\mathcal{A} of elements in a finitely generated abelian group ΓΓ and an abelian group GG, which is defined by counting the number of homomorphisms from associated finite abelian groups to GG. The GG-Tutte polynomial is a common generalizatio…

2017-07-14abs ↗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.

A mathematical framework connects neural networks and polynomial regression for better model understanding.

problem Neural networks are black boxes with challenges in dimensioning and prediction error evaluation.
method Developed a mathematical framework using Taylor expansion to relate neural networks and polynomial regression.
result Polynomial approximations from neural networks trained on polynomial data are accurate locally.

It is well a known and fundamental result that the Jones polynomial can be expressed as Potts and vertex partition functions of signed plane graphs. Here we consider constructions of the Jones polynomial as state models of unsigned graphs and show that the Jones polynomial of any link can be expressed as a vertex model…

2007-10-22abs ↗pdf ↗

Unified quantum invariants via intersections of embedded Lagrangians.

problem Unified quantum invariants for Uq(sl(2))U_q(sl(2)).
method State sum of Lagrangian intersections in configuration spaces.
result Recovery of coloured Jones and Alexander polynomials.

We study discretizations of polynomial processes using finite state Markov processes satisfying suitable moment matching conditions. The states of these Markov processes together with their transition probabilities can be interpreted as Markov cubature rules. The polynomial property allows us to study such rules using …

2017-07-21abs ↗pdf ↗

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.

It is known that evaluating a certain approximation to the Jones polynomial for the plat closure of a braid is a BQP-complete problem. That is, this problem exactly captures the power of the quantum circuit model. The one clean qubit model is a model of quantum computation in which all but one qubit starts in the maxim…

2007-07-19abs ↗pdf ↗

New methods assess topological entanglement in periodic systems.

problem Assessing topological entanglement in systems with periodic boundary conditions.
method Introducing Periodic Jones polynomial and Cell Jones polynomial.
result Periodic Jones polynomial is a recurring factor of Jones polynomial of finite cutoffs.

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.

The paper explores how low-degree polynomials can detect shuffled linear regression models.

problem Detecting multivariate shuffled linear regression models from independent Gaussian random matrices.
method Investigates the effectiveness of low-degree polynomial algorithms for distinguishing the model from independent Gaussian random matrices.
result Establishes a phase transition phenomenon in the performance of low-degree polynomial algorithms for distinguishing the model.

Predicts the number of polynomial additions in Buchberger's algorithm using machine learning.

problem Predict the number of polynomial additions in Buchberger's algorithm.
method Multiple linear regression and recursive neural network models trained on ideal generator statistics.
result Machine learning can predict the number of polynomial additions in Buchberger's algorithm.