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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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52105157209 · Jun 202019922001200920172026
48 results for quadratic integrals

Marden and Strebel established the Heights Theorem for integrable holomorphic quadratic differentials on parabolic Riemann surfaces. We extends the validity of the Heights Theorem to all surfaces whose fundamental group is of the first kind. In fact, we establish a more general result: the {\it horizontal} map which as…

2019-12-26abs ↗pdf ↗

Volume of unit balls defined by quadratic differentials is not proper and has integrable volume.

problem Characterizing the behavior of volume functions associated with quadratic differentials.
method Analyzing the Thurston volume of unit balls in measured lamination spaces.
result The volume function is not proper and is pp-integrable for any 0<p<10<p<1.

The study characterizes infinite Riemann surfaces and their foliations using quadratic differentials.

problem Characterizing infinite Riemann surfaces and their foliations using quadratic differentials.
method Extending Hubbard-Masur theorem to infinite surfaces and analyzing Jenkins-Strebel differentials.
result Density of Jenkins-Strebel differentials and extension of Kerckhoff's formula for Teichmüller metric.

Using Vovk's outer measure, which corresponds to a minimal superhedging price, the existence of quadratic variation is shown for "typical price paths" in the space of càdlàg functions possessing a mild restriction on the jumps directed downwards. In particular, this result includes the existence of quadratic variation …

2016-09-08abs ↗pdf ↗

Paper presents an ADMM-based approach to efficiently integrate quadratic programming layers into neural networks.

problem Integrating quadratic programs into neural networks for optimization.
method An ADMM-based network layer architecture for solving quadratic programs efficiently.
result The ADMM layer is approximately an order of magnitude faster than existing methods for medium scaled problems.

We describe all pseudo-Riemannian metrics on closed surfaces whose geodesic flows admit nontrivial integrals quadratic in momenta. As an application, we solve the Beltrami problem on closed surfaces, prove the nonexistence of quadratically-superintegrable metrics of nonconstant curvature on closed surfaces, and prove t…

2010-02-20abs ↗pdf ↗

Thurston's boundary to the universal Teichmüller space T(D)T(\mathbb{D}) is the space PMLbdd(D)PML_{bdd}(\mathbb{D}) of projective bounded measured laminations of D\mathbb{D}. A geodesic ray in T(D)T(\mathbb{D}) is of Teichmüller type if it shrinks vertical foliation of an integrable holomorphic quadratic differential. In a prio…

2015-05-28abs ↗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.

We prove that the Steinberg module of the special linear group of a quadratic imaginary number ring which is not Euclidean is not generated by integral apartments. Assuming the generalized Riemann hypothesis, this shows that the Steinberg module of a number ring is generated by integral apartments if and only if the ri…

2018-10-17abs ↗pdf ↗

We generalize Conway's approach to integral binary quadratic forms on Q to study integral binary hermitian forms on quadratic imaginary extensions of Q. In Conway's case, an indefinite form that doesn't represent 0 determines a line ("river") in the spine T associated with SL(2,Z) in the hyperbolic plane. In our genera…

2011-04-08abs ↗pdf ↗

We present the theory of tensors with Young tableau symmetry as an efficient computational tool in dealing with the polynomial first integrals of a natural system in classical mechanics. We relate a special kind of such first integrals, already studied by Lundmark, to Beltrami's theorem about projectively flat Riemanni…

2006-12-11abs ↗pdf ↗

Integrates prediction models into portfolio optimization for better asset allocation.

problem Traditional portfolio optimization ignores prediction models, leading to suboptimal decisions.
method Developed a framework that combines regression prediction with mean-variance optimization, providing analytical solutions and neural-network-based optimization for inequality constraints.
result Demonstrated through simulations that integrating prediction models improves portfolio performance.

New integrable systems constructed for non-diagonal Killing tensors.

problem Constructing integrable Hamiltonian systems with quadratic momenta.
method Using Nijenhuis geometry and gl-regular Nijenhuis operators.
result Reproduces classical Stäckel construction and finds new systems for n≥3.

This paper concerns integral varifolds of arbitrary dimension in an open subset of Euclidean space with its first variation given by either a Radon measure or a function in some Lebesgue space. Pointwise decay results for the quadratic tilt-excess are established for those varifolds. The results are optimal in terms of…

2009-09-17abs ↗pdf ↗

This work introduces a fixed-point optimization for variational inference.

problem Improving quantified uncertainty in predictions by optimizing a simplified distribution over parameters.
method Projective integral updates for high-dimensional variational inference.
result Efficient quasirandom quadrature sequence for mean-field distributions, leading to quasi-Newton variational Bayes (QNVB).

Unified analysis of first-order methods for smooth games using IQCs.

problem Certify convergence rates of first-order methods for smooth and strongly-monotone games.
method Adapted integral quadratic constraints (IQCs) to study first-order methods and derive tight upper bounds of convergence rates.
result First global convergence rate for the negative momentum method with O(κ1.5)\mathcal{O}(κ^{1.5}) iteration complexity.

Quadratic differentials on Riemann surfaces uniquely determine foliations.

problem Understanding the relationship between quadratic differentials and foliations on Riemann surfaces.
method Extending prior results to arbitrary Fuchsian groups, analyzing measured foliations and their Dirichlet integrals.
result A finite-area holomorphic quadratic differential uniquely determines a horizontal foliation on a Riemann surface.

PDHAMS improves sampling for discrete distributions with quadratic potential functions.

problem Sampling discrete distributions efficiently and accurately.
method Integrates a second-order approximation of the potential function and uses Gaussian integral trick.
result PDHAMS yields superior performance compared to other methods.

Researchers found non-Killing tensor fields on certain symmetric spaces.

problem Understanding Killing tensors on all Riemannian symmetric spaces.
method Constructed explicit examples of quadratic Killing tensors on quaternionic and Cayley projective spaces.
result Quadratic Killing tensors can be non-Killing on some symmetric spaces.

The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications in physics, but also in insurance, finance and economics. A definition is given for a class of stochastic integrals driven by a CTRW, that includes the Ito and Stratonovich cases. An uncoupled CTRW with zero-mean jumps is…

2008-02-26abs ↗pdf ↗

Study solves HJB equations for time-inconsistent control problems.

problem Time-inconsistent deterministic linear quadratic control problems.
method Characterized solutions using Riccati equations with integral terms, proving uniqueness.
result Uniqueness of solutions to equilibrium HJB equations proved.

This paper computes the quadratic Witt groups (the Wall L-groups) of the polynomial ring Z[t] and the integral group ring of the infinite dihedral group, with various involutions. We show that some of these groups are infinite direct sums of cyclic groups of order 2 and 4. The techniques used are quadratic linking form…

2003-06-03abs ↗pdf ↗

Study on quadratic L-functions using hyperelliptic curves and homology.

problem Understanding moments of families of quadratic L-functions.
method Homological stability theorem and computations of homology.
result Confirmations of Conrey-Farmer-Keating-Rubinstein-Snaith predictions for large prime powers.

A quadratic line complex is a three-parameter family of lines in projective space P^3 specified by a single quadratic relation in the Plucker coordinates. Fixing a point p in P^3 and taking all lines of the complex passing through p we obtain a quadratic cone with vertex at p. This family of cones supplies P^3 with a c…

2012-04-12abs ↗pdf ↗

We study the integral expression of a knot invariant obtained as the second coefficient in the perturbative expansion of Witten's Chern-Simons path integral associated with a knot. One of the integrals involved turns out to be a generalization of the classical Crofton integral on convex plane curves and it is related w…

1994-11-30abs ↗pdf ↗