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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.

169,051 papers · 148 categories

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3877115153 · May 202619922001200920172026
48 results for project expansion

In this paper known results of symmetric orthogonality, as introduced by G. Birkhoff, and non-expansive nearest point projections are extended from the linear to the metric setting. If the space has non-positive curvature in the sense Busemann then it is shown that those concepts are actually equivalent. In the end it …

2016-04-07abs ↗pdf ↗

We investigate the analogy between the large N expansion in normal matrix models and the asymptotic expansion of the determinant of the Hilb map, appearing in the study of critical metrics on complex manifolds via projective embeddings. This analogy helps to understand the geometric meaning of the expansion of matrix m…

2013-09-27abs ↗pdf ↗

We establish multiparameter resolvent trace expansions for elliptic boundary value problems, polyhomogeneous both in the resolvent and the auxiliary parameter. The present analysis is rooted in the joint project with Matthias Lesch on multiparameter resolvent trace expansions on revolution surfaces with applications to…

2013-01-30abs ↗pdf ↗

Analytic torsion expansions for symmetric and complex homogeneous spaces.

problem Calculating the full asymptotic expansion of analytic torsion for various spaces.
method Explicit calculation and comparison with existing results.
result Explicit full asymptotic expansions for symmetric and complex homogeneous spaces.

Projection pursuit model improves Gaussian process regression for high-dimensional data.

problem Scalability issues with traditional Gaussian process models in high dimensions.
method Additive Gaussian process regression with dimension expansion and gradient descent.
result The proposed method approximates more complex functions and outperforms traditional models.

The paper studies scalar flat Kähler metrics on line bundles and proves their properties.

problem Understanding scalar flat Kähler metrics on line bundles.
method Analyzes two families of scalar flat Kähler metrics on Cn+1\mathbb{C}^{n+1} and O(k)\mathcal{O}(-k), proving existence of asymptotic expansions and approximations.
result Characterizes the Burns-Simanca metric as the only projectively induced scalar flat metric on O(k)\mathcal{O}(-k) with a vanishing second coefficient in its asymptotic expansion.

Convexity properties are preserved under radial transformations in hyperbolic and spherical geometries.

problem Preserving convexity in hyperbolic and spherical geometries under radial transformations.
method Used Poincaré disk model for hyperbolic geometry and stereographic projection for spherical geometry to prove preservation of convexity under radial expansion and contraction.
result Radial expansion and contraction preserve hyperbolic and spherical convexity, respectively.

Investor optimizes wealth in a market with non-traded endowment, deriving expansions up to second order.

problem Optimizing wealth in an incomplete financial market with a non-traded endowment.
method Duality techniques and Kunita-Watanabe projections for deriving expansions up to second order.
result Derives expansions of the primal value function and optimal wealth process up to second order with respect to the non-traded endowment units.

Density expansions for hypoelliptic diffusions (X1,...,Xd)(X^1,...,X^d) are revisited. In particular, we are interested in density expansions of the projection (XT1,...,XTl)(X_T^1,...,X_T^l), at time T>0T>0, with ldl \leq d. Global conditions are found which replace the well-known "not-in-cutlocus" condition known from heat-kernel asymptot…

2011-11-10abs ↗pdf ↗

Characterizes convex cocompact actions in projective space with dynamical properties.

problem Understanding convex cocompact group actions in projective space.
method Dynamical characterization and expansion property analysis.
result Equivalence of convex cocompactness to an expansion property in different Grassmannians.

This work explores functional expansions to handle path dependence in various fields.

problem Path dependence and infinite-dimensional problems in non-Markovian systems.
method Generalizes Wiener series and functional Taylor expansion to handle static and dynamic functionals.
result Elegant separation of functionals from future trajectories in dynamic cases.

New insights into contrastive learning reveal how projectors affect downstream performance.

problem Understanding how projectors in contrastive learning impact downstream linear classification accuracy.
method Identified and modeled two effects: expansion and shrinkage induced by contrastive loss.
result Linear projectors operating in the shrinkage regime hinder downstream classification accuracy.

The abstract discusses financial irreversibility using quantum mechanics and projective geometry.

problem Financial irreversibility and its limitations in trading strategies.
method Projective geometry and Taylor expansion of directed distance in quantum systems.
result Fundamental asymmetry under state exchange is a key factor in financial irreversibility.

New analysis of stochastic approximation with non-expansive mappings.

problem Finite-time analysis of two-time-scale stochastic approximation with non-expansive mappings.
method Studied two-time-scale stochastic approximation algorithms with non-expansive mappings and projection steps.
result Last-iterate mean square residual error decays at a rate O(1/k1/4ε)O(1/k^{1/4-ε}).

The recently announced Energy Union by the European Commission is the most recent step in a series of developments aiming at integrating the EU's gas markets to increase social welfare (SW) and security of gas supply. Based on a spatial partial equilibrium model, we analyze the changes in consumption, prices, and SW up…

2015-12-16abs ↗pdf ↗

The paper addresses the expansion of Berezinian and super exterior powers, revealing new insights into supertraces.

problem The breakdown of classical volume elements in supergeometric settings and the need for generalized forms.
method Introduces and analyzes rsr|s-forms, demonstrates the expansion of Ber(E+zA)\mathop{\mathrm{Ber}}(E + z A), and identifies supertraces.
result Intermediate expansions in annular regions encode supertraces of representations on vector spaces.

This paper has two purposes. First it partially extends the result in the author's previous work concerning the asymptotic expansion of the Tian-Yau metrics, by considering a slightly larger class of quasi-projective manifolds. This text is also intended to provide a quick introductory reference to the study of Ricci-f…

2012-05-04abs ↗pdf ↗

Basis adaptation in Homogeneous Chaos spaces rely on a suitable rotation of the underlying Gaussian germ. Several rotations have been proposed in the literature resulting in adaptations with different convergence properties. In this paper we present a new adaptation mechanism that builds on compressive sensing algorith…

2018-01-06abs ↗pdf ↗

Gradient descent at edge of stability stabilizes implicitly, following projected gradient descent.

problem Gradient descent's stability and sharpness behavior at the edge of instability.
method Cubic Taylor expansion analysis of gradient descent dynamics.
result Gradient descent at edge of stability implicitly follows projected gradient descent.

We generalize several recent results concerning the asymptotic expansions of Bergman kernels to the framework of geometric quantization and establish an asymptotic symplectic identification property. More precisely, we study the asymptotic expansion of the GG-invariant Bergman kernel of the spin^c Dirac operator assoc…

2006-07-24abs ↗pdf ↗

We propose a novel interpretation of the collapsed variational Bayes inference with a zero-order Taylor expansion approximation, called CVB0 inference, for latent Dirichlet allocation (LDA). We clarify the properties of the CVB0 inference by using the alpha-divergence. We show that the CVB0 inference is composed of two…

2012-06-27abs ↗pdf ↗

New ARIMA framework improves forecast accuracy for economic and financial time series.

problem Improving forecast accuracy for nonlinear dynamics in time series data.
method Projection-based ARIMA framework using Galerkin basis expansions.
result Galerkin-SARIMA matches or improves forecast accuracy compared to classical ARIMA/SARIMA.

Injectivity of ReLU networks is characterized for generative models and inverse problems.

problem Injectivity in ReLU networks for generative models and inverse problems.
method Layerwise analysis, worst-case Lipschitz constants, differential topology, random projections.
result Global injectivity of ReLU networks requires expansivity between 3.4 and 10.5 for Gaussian matrices.

New method estimates SDE parameters efficiently using WCE and SGD.

problem Parameter estimation for stochastic differential equations.
method Wiener Chaos Expansion and Stochastic Gradient Descent.
result Accurate parameter recovery from noisy observations.

The conformal Codazzi structure is an intrinsic geometric structure on strictly convex hypersufaces in a locally flat projective manifold. We construct the GJMS operators and the Q-curvature for conformal Codazzi structures by using the ambient metric. We relate the total Q-curvature to the logarithmic coefficient in t…

2016-02-08abs ↗pdf ↗

Convergence of the Kalman filter is best analyzed by studying the contraction of the Riccati map in the space of positive definite (covariance) matrices. In this paper, we explore how this contraction property relates to a more fundamental non-expansiveness property of filtering maps in the space of probability distrib…

2015-03-31abs ↗pdf ↗

New explanation of reservoir computing using random projections.

problem Understanding the randomness in reservoir computing.
method Constructing strongly universal reservoir systems as random projections of state-space systems.
result Approximation of any fading memory filters class by training a linear readout for each filter.

We propose two conjectures about Ricci-flat metrics: Conjecture 1: A Ricci-flat projectively induced metric is flat. Conjecture 2: A Ricci-flat metric on an nn-dimensional complex manifold such that the an+1a_{n+1} coefficient of the TYZ expansion vanishes is flat. We verify Conjecture 1 (see Theorem 1.1) under the assu…

2017-05-10abs ↗pdf ↗

Let XBX\to B be a proper flat morphism between smooth quasi-projective varieties of relative dimension nn, and LXL\to X a line bundle which is ample on the fibers. We establish formulas for the first two terms in the Knudsen-Mumford expansion for det(πLk)\det (π_* L^k) in terms of Deligne pairings of LL and the relative ca…

2006-12-19abs ↗pdf ↗

Analytic torsion behavior studied for degenerating manifolds with equivariant bundles.

problem Behavior of analytic torsion for degenerating manifolds with equivariant bundles.
method Asymptotic expansion of equivariant analytic torsion, Quillen metrics, L2-metrics, Bott-Chern classes.
result Leading term of analytic torsion has logarithmic singularity, subdominant term has loglog-type singularity.

Maximal concentration bounds for stochastic approximation with heavy-tailed noise.

problem Analyzing the convergence of stochastic approximation algorithms under heavy-tailed Markovian noise.
method Novel Lyapunov function and black-box truncation argument.
result Tail behavior of the error can be sub-Gaussian, sub-Weibull, or lighter than any Pareto but heavier than any Weibull.

The study explores dilating set properties across Euclidean and hyperbolic geometries.

problem Distributional properties of dilating sets under projection.
method Covering maps and unit tangent bundles, focusing on manifolds of constant curvature.
result Established a precise asymptotic expansion for averages along expanding translates of homogeneous curves in hyperbolic surfaces.