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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.

168,932 papers · 148 categories

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48 results for positive basis

Study adaptive sensing of Cox processes using posterior sampling and positive bases.

problem Adaptive sensing of Cox point processes with intensity function modeling.
method Model intensity function as truncated Gaussian process in positive basis, use Langevin dynamics and posterior sampling.
result Demonstrated improved sensing compared to classical Bayesian experimental design.

ManifoldFlow relaxes fixed-spectrum Stiefel layers to learn a positive spectrum.

problem Fixed-spectrum Stiefel layers impose rigid spectral constraints.
method Introduces ManifoldFlow, a relaxation that learns a positive spectrum while keeping the basis on the Stiefel manifold.
result Learnable SPD spectrum improves performance in various settings.

The paper explains the fair basis in bond-CDS trading during financial crises.

problem Large basis trading losses during financial crises are not explained by reduced form models.
method Dynamic spread model with bond repo financing, economic capital approach.
result Unhedged and unhedgeable residual jump to default risk exists, affecting fair basis level.

It was empirically confirmed by Keskar et al.\cite{SharpMinima} that flatter minima generalize better. However, for the popular ReLU network, sharp minimum can also generalize well \cite{SharpMinimacan}. The conclusion demonstrates that the existing definitions of flatness fail to account for the complex geometry of Re…

2019-03-06abs ↗pdf ↗

We study the rational permutation braids, that is the elements of an Artin-Tits group of spherical type which can be written x1yx^{-1} y where xx and yy are prefixes of the Garside element of the braid monoid. We give a geometric characterization of these braids in type AnA_n and BnB_n and then show that in spherical …

2015-08-27abs ↗pdf ↗

Paper proposes a method to recover point configurations from noisy distance data.

problem Recovering point configurations from noisy distance data.
method Robust Euclidean Distance Geometry via Dual Basis (RoDEoDB) algorithm.
result Exact recovery guarantees for point configuration and Gram matrix under mild conditions.

New neural architectures invariant to sign flips and basis symmetries for graph representation learning.

problem Learning invariant graph representations from eigenvectors.
method SignNet and BasisNet neural architectures that are invariant to sign flips and basis symmetries.
result Proven to be universal, approximating any continuous function of eigenvectors with desired invariances.

We study the Morton-Franks-Williams inequality for closures of simple braids (also known as positive permutation braids). This allows to prove, in a simple way, that the set of simple braids is a orthonormal basis for the inner product of the Hecke algebra of the braid group defined by Kálmán, who first obtained this r…

2013-08-06abs ↗pdf ↗

The paper develops robust risk measures for uncertain loss positions.

problem Risk assessment for loss positions with uncertain distributions.
method Robust optimized certainty equivalents and generalized quantiles are proposed and analyzed.
result Robust expectiles with specific penalization functions are coherent risk measures.

New matrix approximation method using RBF components for better memory efficiency.

problem Efficiently approximate any real matrix without being symmetric or positive definite.
method Formulate as an optimization problem with gradient descent methods.
result Significantly reduces memory usage for various matrix types.

Neural network iteratively refines image registration, achieving compactness and speed.

problem Non-compact representation of deformations in image registration.
method Recurrent registration neural network that computes local deformations iteratively.
result Our method achieves similar accuracy but is more compact and faster.

We study the effect of satellite operations on the Upsilon invariant of Ozsvath-Stipsicz-Szabo. We obtain results concerning when a knot and its satellites are independent; for example, we show that the set {D2i,1}i=1\{D_{2^i,1}\}_{i=1}^\infty is a basis for an infinite rank summand of the group of smooth concordance classes o…

2016-04-17abs ↗pdf ↗

Unified framework for imbalanced data resampling improves classification performance.

problem Data imbalance negatively impacts machine learning performance.
method Unified framework combining over- and undersampling with radial basis functions optimization.
result Potential Anchoring outperforms state-of-the-art resampling algorithms.

Researchers prove positivity of skein algebra structure constants for specific surfaces.

problem Positivity of structure constants in skein algebras of specific surfaces.
method Mirror symmetry construction based on higher genus Gromov-Witten theory applied to a complex cubic surface.
result Proved positivity of structure constants for skein algebras of the 4-punctured sphere and 1-punctured torus.

The paper tackles dynamic collateral control for spot-perpetual basis trading in decentralized finance.

problem Dynamic control of collateral in spot-perpetual basis trading in decentralized finance.
method Solves a static control problem and derives an asymmetric dynamic extension, validated with live execution.
result The dynamic control approach provides a more robust operating benchmark and shows significant rebalancing effects.

Let kk be a subring of the field of rational functions in x,v,sx, v, s which contains x±1,v±1,s±1x^{\pm 1}, v^{\pm 1}, s^{\pm 1}. If MM is an oriented 3-manifold, let S(M)S(M) denote the Homflypt skein module of MM over kk. This is the free kk-module generated by isotopy classes of framed oriented links in MM quotiented by the…

2000-07-20abs ↗pdf ↗

Finsler space is differentiable manifold for which Minkowski space is the fiber of the tangent bundle. To understand structure of the reference frame in Finsler space, we need to understand the structure of orthonormal basis in Minkowski space. In this paper, we considered the definition of orthonormal basis in Minkows…

2012-01-19abs ↗pdf ↗

In a Markovian model for a financial market, we characterize the best arbitrage with respect to the market portfolio that can be achieved using nonanticipative investment strategies, in terms of the smallest positive solution to a parabolic partial differential inequality; this is determined entirely on the basis of th…

2010-10-21abs ↗pdf ↗

Finsler space is differentiable manifold for which Minkowski space is the fiber of the tangent bundle. To understand structure of the reference frame in Finsler space, we need to understand the structure of orthonormal basis in Minkowski space. In this paper, I considered the definition of orthonormal basis in Minkowsk…

2011-07-24abs ↗pdf ↗

Study finds relevance of exchange and inflation rates to economic factors.

problem Determining the relevance of exchange and inflation rates to economic factors.
method Introduced concept of adequacy, established positive relation between exchange and inflation rates and other economic factors.
result Close positive relation found between exchange and inflation rates and other economic factors.

We study a novel spline-like basis, which we name the "falling factorial basis", bearing many similarities to the classic truncated power basis. The advantage of the falling factorial basis is that it enables rapid, linear-time computations in basis matrix multiplication and basis matrix inversion. The falling factoria…

2014-05-03abs ↗pdf ↗

Associated to a closed, oriented surface S is the complex vector space with basis the set of all compact, oriented 3-manifolds which it bounds. Gluing along S defines a Hermitian pairing on this space with values in the complex vector space with basis all closed, oriented 3-manifolds. The main result in this paper is t…

2008-02-21abs ↗pdf ↗

Researchers develop a new basis to simplify solving infinite systems for HOMFLYPT skein module of lens spaces.

problem Computing the HOMFLYPT skein module of lens spaces L(p,1)L(p, 1) via braids.
method Using a new basis ΛΛ of the HOMFLYPT skein module of the solid torus, relating infinite systems of equations obtained by performing braid band moves on elements in Λ+Λ^+ and ΛΛ^- via a map II.
result Reduced complexity in solving the infinite system of equations for L(p,1)L(p, 1) using braids.

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.

We introduce a basis of the Orlik-Solomon algebra labeled by chambers, so called chamber basis. We consider structure constants of the Orlik-Solomon algebra with respect to the chamber basis and prove that these structure constants recover D. Cohen's minimal complex from the Aomoto complex.

2007-03-25abs ↗pdf ↗

The paper connects two skein algebras and characterizes their representations.

problem Characterizing representations of Roger-Yang skein algebras.
method Calculating Roger-Yang skein algebra of an annulus, establishing a homomorphism to Kauffman bracket skein algebra of a torus, and using these to characterize representations.
result Characterization of irreducible, finite-dimensional representations of Roger-Yang skein algebra of an annulus with two interior punctures.

We analyse derivative securities whose value is NOT a deterministic function of an underlying which means presence of a basis risk at any time. The key object of our analysis is conditional probability distribution at a given underlying value and moment of time. We consider time evolution of this probability distributi…

1998-05-04abs ↗pdf ↗