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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.

168,695 papers · 148 categories

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48 results for quadratic number fields

Study automorphism groups of Inoue surfaces using quadratic number fields.

problem Understanding automorphism groups of Inoue surfaces.
method Construction and description of automorphism groups using quadratic number fields.
result Automorphism groups of Inoue surfaces S(+)/S()S^{(+)}/S^{(-)} described in terms of quadratic number fields.

It is shown that the sum of class numbers of orders in totally complex quartic fields with no real quadratic subfield obeys an asymptotic law similar to the prime numbers, as the bound on the regulators tends to infinity. Here only orders which are maximal at a given set of primes containing an even number of elements …

2006-02-14abs ↗pdf ↗

The paper models asset pricing in a partially observed market using mean field game theory and exponential quadratic Gaussian framework.

problem Asset pricing in a market with partial observation and heterogeneous agents.
method Mean field game theory, exponential quadratic Gaussian framework, Kalman-Bucy filtering theory.
result Characterization of equilibrium risk premium through mean field BSDE and construction of unobservable risk premium process.

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.

Study policy gradient for large-agent mean-field control and game in continuous time.

problem Optimal policy learning for large number of agents in continuous-time mean-field systems.
method Policy gradient method applied to linear-quadratic mean-field control and game models.
result Policy gradient converges to optimal solution at a linear rate for both mean-field control and game.

Machine learning predicts properties of number fields with high accuracy.

problem Predicting properties of algebraic number fields.
method Training machine learning algorithms on various coefficients or polynomials of number fields.
result Machine learning can distinguish between real quadratic fields with high precision and predict properties of Galois extensions.

Quadratic points of a surface in the projective 3-space are the points which can be exceptionally well approximated by a quadric. They are also singularities of a 3-web in the elliptic part and of a line field in the hyperbolic part of the surface. We show that generically the index of the 3-web at a quadratic point is…

2017-11-29abs ↗pdf ↗

Study identifies specific subvarieties in translation surfaces with quadratic field.

problem Characterizing invariant subvarieties in translation surfaces with quadratic field.
method Analyzing algebraically primitive subvarieties in strata of translation surfaces.
result Only specific subvarieties identified: decagon, Weierstrass curves, etc.

Motivated by the study of linear quadratic optimal control problems, we consider a dynamical system with a constant, quadratic Hamiltonian, and we characterize the number of conjugate times in terms of the spectrum of the Hamiltonian vector field H\vec{H}. We prove the following dichotomy: the number of conjugate time…

2013-11-08abs ↗pdf ↗

The paper classifies Killing tensor fields on Riemannian symmetric spaces.

problem Understanding Killing tensor fields on Riemannian symmetric spaces.
method Reduced study to compact irreducible spaces, introduced top slot Killing tensor fields, and classified quadratic fields.
result Quadratic Killing tensor fields on Riemannian symmetric spaces of rank one are spanned by top-slot and decomposable fields.

Study geodesics in curved spaces, counts ambiguous paths, confirms number theory conjectures.

problem Counting ambiguous geodesics in curved spaces.
method Asymptotic formula for common perpendiculars in negatively curved spaces, applying to modular orbifolds and number fields.
result Confirms and extends Motohashi's conjecture on binary additive divisor problem.

In this paper we prove that there is a direct relationship between Salem numbers and translation lengths of hyperbolic elements of arithmetic hyperbolic groups that are determined by a quadratic form over a totally real number field. As an application we determine a sharp lower bound for the length of a closed geodesic…

2015-06-11abs ↗pdf ↗

We call a metric mm-quasi-Einstein if RicXmRic_X^m (a modification of the mm-Bakry-Emery Ricci tensor in terms of a suitable vector field XX) is a constant multiple of the metric tensor. It is a generalization of Einstein metrics which contains Ricci solitons. In this paper, we focus on left-invariant vector fields and…

2014-01-09abs ↗pdf ↗

The split version of the Freudenthal-Tits magic square stems from Lie theory and constructs a Lie algebra starting from two split composition algebras [3, 17, 18]. The geometries appearing in the second row are Severi-Brauer varieties [20]. We provide an easy uniform axiomatization of these geometries and related ones,…

2012-06-14abs ↗pdf ↗

Efficiently reduces rank of non-negative matrices with quadratic time complexity.

problem Efficiently reducing the rank of non-negative matrices.
method Formulated rank reduction as a mean-field approximation using a log-linear model.
result Optimal solution for minimizing KL divergence can be computed in closed form.

This note is an elaboration of the ideas and intuitions of Grothendieck and Weil concerning the "arithmetic topology". Given 3-dimensional manifold M fibering over the circle we introduce an real quadratic number field K with discriminant d, where d>0 is an integer number uniquely determined by M. The idea is to relate…

2002-03-14abs ↗pdf ↗

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.

New approach finds solutions to games with unbounded controls.

problem Existence of equilibrium in mean-field games with unbounded controls.
method Weak formulation and new existence/stability results for quadratic-growth generalized McKean-Vlasov BSDEs.
result Existence of equilibrium result for non-Markovian mean-field games with unbounded control space.

Finite intersection numbers between horizontal foliations of quadratic differentials.

problem Intersection properties of horizontal foliations in quadratic differentials.
method Joint continuity of intersection number in L1L^1-norm.
result Intersection number is finite and jointly continuous.

The main thrust of present note is a volume formula for hyperbolic surface bundle with the fundamental group G. The novelty consists in a purely algebraic approach to the above problem. Initially, we concentrate on the Baum-Connes morphism m(G): K(BG)--> K(C*G) for our class of manifolds, and then classify m(G) in term…

2003-05-22abs ↗pdf ↗

The goal of this article is to show that five explicitly given transformations, a rotation, two screw Heisenberg rotations, a vertical translation and an involution generate the Euclidean Picard modular groups with coefficient in the Euclidean ring of integers of a quadratic imaginary number field. We also obtain the r…

2010-06-16abs ↗pdf ↗

This paper reinterprets and generalizes Hurwitz--Radon numbers using Lie groups and manifolds.

problem Understanding and generalizing Hurwitz--Radon numbers in Lie algebra settings.
method Defining new numbers ρG,s(M,σ)ρ_{G,\mathfrak{s}}(M,σ) and ρG,s±(M,σ,abla)ρ^{\pm}_{G,\mathfrak{s}}(M,σ, abla) for GG-manifolds and their affine connections.
result New numbers coincide with Kannaka--Tojo's ρ(1)(g,ι)ρ^{(1)}(\mathfrak g,ι) and ρ(2)(g,ι)ρ^{(2)}(\mathfrak g,ι) in certain cases.

Study on finite energy SU(2) monopoles on AC 3-manifolds, proving integrality of charge and curvature decay.

problem Understanding the asymptotic behavior of finite energy SU(2) monopoles on AC 3-manifolds.
method Analysis of critical points of the SU(2) Yang--Mills--Higgs energy on asymptotically conical 3-manifolds.
result Proves integrality of the monopole number and quadratic decay of curvature, among other findings.

Learning to make decisions from observed data in dynamic environments remains a problem of fundamental importance in a number of fields, from artificial intelligence and robotics, to medicine and finance. This paper concerns the problem of learning control policies for unknown linear dynamical systems so as to maximize…

2018-06-01abs ↗pdf ↗

Develops asset pricing models with mean field game theory for heterogeneous agents.

problem Tackles equilibrium asset pricing in incomplete markets with heterogeneous agents.
method Uses mean field game theory and mean field backward stochastic differential equations (BSDEs).
result Derives equilibrium risk premium and shows market clearing in the large population limit.

We propose an original particle-based implementation of the Loopy Belief Propagation (LPB) algorithm for pairwise Markov Random Fields (MRF) on a continuous state space. The algorithm constructs adaptively efficient proposal distributions approximating the local beliefs at each note of the MRF. This is achieved by cons…

2015-06-19abs ↗pdf ↗

We study quadratic Lie algebras over a field K of null characteristic which admit, at the same time, a symplectic structure. We see that if K is algebraically closed every such Lie algebra may be constructed as the T*-extension of a nilpotent algebra admitting an invertiblederivation and also as the double extension of…

2006-03-03abs ↗pdf ↗

Constructs manifolds with infinite Betti numbers and close to quadratic volume growth.

problem Understanding if manifolds with specific curvature bounds and volume growth must be of finite topological type.
method Constructs a family of (2+n)(2+n)-dimensional open manifolds with positive Ricci curvature and sectional curvature bounds.
result Volume growth can be arbitrarily close to quadratic, and Betti numbers are infinite.

We discuss the geometry of some arithmetic orbifolds locally isometric to a product of real hyperbolic spaces of dimension two and three, and prove that certain sequences of non-uniform orbifolds are convergent to this space in a geometric ("Benjamini--Schramm") sense for hyperbolic three--space and a product of hyperb…

2013-11-21abs ↗pdf ↗

Study on price formation in financial markets with a single default event.

problem Equilibrium price formation in financial markets with a single default risk.
method Characterized optimal strategies using quadratic-growth BSDEs, derived market-clearing condition, and established mean-field BSDE solvability.
result Characterized equilibrium risk premium and its dependence on default risk factors.

Study on PG learning for LQ MFC problems with common noise, proving convergence and sample complexity.

problem Optimal policy learning in LQ MFC problems with common noise and entropy regularization.
method Comprehensive error analysis of PG algorithms in both model-based and model-free settings.
result Global linear convergence and sample complexity of PG algorithms in model-free setting.