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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.

168,742 papers · 148 categories

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207414620827 · Jun 202019922001200920172026
48 results for quadratic R-algebraic sets

The paper characterizes and studies compact subsets of complex projective space with specific line intersection properties.

problem Characterizing compact subsets of complex projective space with specific line intersection properties.
method Characterization and study of compact subsets of complex projective space with line intersection properties.
result Characterization of quadratic R-algebraic subsets of complex projective space.

A deformation of the Orlik-Solomon algebra of a matroid M is defined as a quotient of the free associative algebra over a commutative ring R with 1. It is shown that the given generators form a Groebner basis and that after suitable homogenization the deformation and the Orlik-Solomon have the same Hilbert series as R-…

2011-09-09abs ↗pdf ↗

New algebraic structure derived from Kähler manifolds.

problem Understanding algebraic structures on differential forms.
method Introducing L[1]L_\infty[1] R\mathfrak{R}-algebras and proving linearization theorems.
result Induced L[1]L_\infty[1] R\mathfrak{R}-algebra structures on Γ(L)Γ(\mathcal{L}) are linearizable under certain conditions.

Formula for colored invariants of torus knots linked to Wr\mathcal{W}_r algebras.

problem Calculating colored slr\mathfrak{sl}_r invariants of torus knots.
method Generalizing Morton's work, formula derivation for invariants and their limits to Wr\mathcal{W}_r characters.
result Limits of invariants are essentially characters of Wr\mathcal{W}_r algebras, modular up to factors.

Proves a Gel'fand-Kolmogoroff type result for vector bundles and polynomial functions.

problem Characterizing vector bundles and polynomial functions using differential operators.
method Analyzes the associative structure of symbols of differential operators and their eigenvectors.
result Derives a Gel'fand-Kolmogoroff type result for the algebra of symbols of differential operators.

If XX is a smooth manifold then the R\mathbb R-algebra C(X)C^\infty(X) of smooth functions c:XRc:X\to\mathbb R is a CC^\infty-ringring. That is, for each smooth function f:RnRf:{\mathbb R}^n\to\mathbb R there is an nn-fold operation Φf:C(X)nC(X)Φ_f:C^\infty(X)^n\to C^\infty(X) acting by Φf:(c1,,cn)f(c1,...,cn)Φ_f:(c_1,\ldots,c_n)\mapsto f(c_1,...,c_n), a…

2009-12-31abs ↗pdf ↗

Study supports recovery of PDEs from noisy data using a specific regularization method.

problem Support recovery of PDEs from a single noisy trajectory.
method Applying ℓ1-regularized Pseudo-Least Squares model to a given data set.
result Support of ℓ1-c coefficients asymptotically converges to the true signed-support of the PDE.

This is a survey of the author's paper arXiv:1001.0023 on "Algebraic Geometry over C-infinity rings". If X is a smooth manifold then the R-algebra C^\infty(X) of smooth functions c : X --> R is a "C-infinity ring". That is, for each smooth function f : R^n --> R there is an n-fold operation Φ_f : C^\infty(X)^n --> C^\i…

2011-04-26abs ↗pdf ↗

We consider the limit set in Thurston's compactification PMF of Teichmueller space of some Teichmueller geodesics defined by quadratic differentials with minimal but not uniquely ergodic vertical foliations. We show that a) there are quadratic differentials so that the limit set of the geodesic is a unique point, b) th…

2014-06-03abs ↗pdf ↗

Extends field theory foundations to infinitesimal spaces, simplifying complex concepts.

problem Develop rigorous foundations for field theory, especially for infinitesimal spaces.
method Formulates local Lagrangian field theory in a new category of thickened smooth sets.
result Establishes a firm foundation for field theory, including tangent bundles and perturbative considerations.

The paper examines perimeter minimizing sets in curved spaces and finds conditions for their boundary to match a specific structure.

problem Conditions for perimeter minimizing sets in curved spaces to have a boundary matching a product structure.
method Analyzes Riemannian manifolds with non-negative sectional curvature and quadratic volume growth.
result The boundary of a perimeter minimizing set in such manifolds is identified with a slice in the product structure.

We propose 1\ell_1 norm regularized quadratic surface support vector machine models for binary classification in supervised learning. We establish their desired theoretical properties, including the existence and uniqueness of the optimal solution, reduction to the standard SVMs over (almost) linearly separable data s…

2019-08-22abs ↗pdf ↗

We investigate classification results for general quadratic functions on torsion abelian groups. Unlike the previously studied situations, general quadratic functions are allowed to be inhomogeneous or degenerate. We study the discriminant construction which assigns, to an integral lattice with a distinguished characte…

2003-01-06abs ↗pdf ↗

Proves non-positivity of Hirzebruch form on stable weights and connects to flat logarithmic connections.

problem Non-positivity of Hirzebruch form on stable weights
method Kempf--Ness and frame-potential inequality
result Zero locus of Hirzebruch form on stable weights corresponds to flat logarithmic connections

This paper classifies quadratic form parameters over integers and computes their Witt groups.

problem Classifying quadratic form parameters over integers and computing their Witt groups.
method Study of quadratic forms and extended quadratic forms over the integers, defining and comparing different definitions of extended quadratic forms.
result Classification of all quadratic form parameters over the integers and computation of their Witt groups.

We consider high-dimensional quadratic classifiers in non-sparse settings. The target of classification rules is not Bayes error rates in the context. The classifier based on the Mahalanobis distance does not always give a preferable performance even if the populations are normal distributions having known covariance m…

2015-03-16abs ↗pdf ↗

QENDy learns quadratic dynamics from nonlinear systems data.

problem Identifying governing equations of highly nonlinear dynamical systems.
method QENDy embeds nonlinear dynamics into a quadratic feature space, requiring trajectory data and preselected basis functions.
result QENDy accurately identifies quadratic dynamics and outperforms SINDy and deep learning methods.

Paper develops methods for non-quadratic loss low-rank matrix recovery.

problem Recovery of low-rank matrices with non-quadratic losses.
method Projected gradient method with a regularity projection oracle.
result Projected gradient method converges globally and linearly.

Solutions to a quadratic matrix equation are linked to strongly regular graphs and multiplicative characters.

problem Solving a specific quadratic matrix equation in Riemannian geometry.
method Constructing nonzero solutions using group rings and multiplicative characters of finite fields.
result Solutions relate to strongly regular graphs and multiplicative characters of finite fields.

Given a smooth function f on R^n and a submanifold M, we prove that the set of diagonal quadratic forms q such that the restriction of f+q to M is Morse is a dense set (in the n-dimensional space of diagonal quadratic forms). The standard transversality argument seems not to work and we need a more refined approach.

2011-11-16abs ↗pdf ↗

Market maker optimizes SPX and VIX spread using quadratic rough Heston model.

problem Maximizing profit from SPX and VIX spread while managing inventory risk.
method Uses quadratic rough Heston model to optimize multi-asset market making problem, approximating high-dimensional optimization.
result Asymptotic closed-form solution for optimization problem.

Paper constructs multivalued harmonic functions on R^3 using twistor methods.

problem Constructing multivalued harmonic functions on R^3.
method Twistor methods to construct multivalued harmonic functions.
result Found a family of multivalued harmonic functions with branching sets as ellipses and quadratic growth at infinity.

OMGD algorithm optimizes online convex optimization with switching costs and delayed gradients.

problem Optimizing online convex optimization with switching costs and delayed gradients.
method Proposed an online multiple gradient descent (OMGD) algorithm for quadratic and linear switching costs.
result OMGD achieves optimal dynamic regret in the limited information setting.

We describe the connected components of the complement of a natural "diagonal" of real codimension 1 in a stratum of quadratic differentials on CP1. We establish a natural bijection between the set of these connected components and the set of generic configurations that appear on such "flat spheres". We also prove that…

2007-08-27abs ↗pdf ↗

In the setting of exponential investors and uncertainty governed by Brownian motions we first prove the existence of an incomplete equilibrium for a general class of models. We then introduce a tractable class of exponential-quadratic models and prove that the corresponding incomplete equilibrium is characterized by a …

2013-10-10abs ↗pdf ↗

Proposes a new framework for invariant quadratic P&L predictions in option books.

problem Inconsistent second-order P&L predictions across different factor parameterizations.
method Local, model-agnostic framework using covariant Hessian defined by an affine connection.
result Coordinate-invariant quadratic P&L predictions that match desk targets.

We consider support recovery in the quadratic logistic regression setting - where the target depends on both p linear terms xix_i and up to p2p^2 quadratic terms xixjx_i x_j. Quadratic terms enable prediction/modeling of higher-order effects between features and the target, but when incorporated naively may involve solvi…

2017-03-08abs ↗pdf ↗

Every metric symplectic Lie algebra has the structure of a quadratic extension. We give a standard model and describe the equivalence classes on the level of corresponding quadratic cohomology sets. Finally, we give a scheme to classify the isomorphism classes of metric symplectic Lie algebras and give a complete list …

2016-09-12abs ↗pdf ↗

We study the performance of the certainty equivalent controller on Linear Quadratic (LQ) control problems with unknown transition dynamics. We show that for both the fully and partially observed settings, the sub-optimality gap between the cost incurred by playing the certainty equivalent controller on the true system …

2019-02-21abs ↗pdf ↗

The paper proves signatures of non-geometric rough paths can approximate functionals uniformly.

problem Approximating functionals of non-geometric rough paths.
method Extending rough paths with time and quadratic variation terms, proving uniform approximation.
result Linear functionals of extended signatures uniformly approximate continuous functionals.

Study proves existence of equilibrium in incomplete economies with discontinuous volatility.

problem Existence of incomplete Radner equilibrium with nondegenerate endogenous volatility.
method Established existence of solution for Markovian quadratic BSDEs with discontinuous generators using unique continuation and backward uniqueness.
result Existence of incomplete Radner equilibrium with nondegenerate endogenous volatility.

Introduces K\mathbb{K}-framings for surfaces, generalizing quadratic forms.

problem Generalizing quadratic forms to commutative rings with unit.
method Introduces K\mathbb{K}-framings and maps based loops to homology classes.
result Bijection between K\mathbb{K}-framings and twisted cocycles for surfaces with positive genus.

In this paper, we study the problem of escaping from saddle points in smooth nonconvex optimization problems subject to a convex set C\mathcal{C}. We propose a generic framework that yields convergence to a second-order stationary point of the problem, if the convex set C\mathcal{C} is simple for a quadratic objectiv…

2018-09-06abs ↗pdf ↗

Gaussian equivalence fails for simple polynomial embeddings in quadratic scaling RF models.

problem Failure of Gaussian equivalence in polynomial feature embeddings under quadratic scaling.
method Introduced Conditional Gaussian Equivalent (CGE) model to capture non-Gaussian behavior.
result Correct asymptotics derived for training and test errors in CGE model.

To estimate the conditional probability functions based on the direct problem setting, V-matrix based method was proposed. We construct V-matrix based constrained quadratic programming problems for which the inequality constraints are inconsistent. In particular, we would like to present that the constrained quadratic …

2018-08-27abs ↗pdf ↗