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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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74148222296 · Jun 202019922001200920172026
48 results for range characterizations

New insights into X-ray transform on hyperbolic disk, with functional relations and range characterizations.

problem Understanding the X-ray transform on hyperbolic geometry.
method Derived new singular value decompositions, range characterizations, and intertwining relations with wedge-type differential operators.
result Sharp understanding of boundary behavior and invertibility settings for the X-ray transform.

The momentum ray transform IkI^k integrates a rank mm symmetric tensor field ff over lines of Rn{\R}^n with the weight tkt^k: $ (I^k\!f)(x,ξ)=\int_{-\infty}^\infty t^kłf(x+tξ),ξ^m\r\,dt. $ We give the range characterization for the operator f(I0 ⁣f,I1 ⁣f,,Im ⁣f)f\mapsto(I^0\!f,I^1\!f,\dots, I^m\!f) on the Schwartz space of rank mm smo…

2019-09-17abs ↗pdf ↗

Characterizes a general range decreasing group homomorphism.

problem Understanding range decreasing group homomorphisms in the entire mapping group.
method Characterization of a general range decreasing group homomorphism.
result Computes a particular class of homomorphisms and identifies all range decreasing group homomorphisms on specific mapping groups.

For a one-parameter family of simple metrics of constant curvature (4κ for κ(1,1)κ\in (-1,1)) on the unit disk MM, we first make explicit the Pestov-Uhlmann range characterization of the geodesic X-ray transform, by constructing a basis of functions making up its range and co-kernel. Such a range characterization also t…

2019-06-22abs ↗pdf ↗

This paper describes results characterizing the range of the time-t heat operator on various manifolds, including Euclidean spaces, spheres, and hyperbolic spaces. The guiding principle behind these results is this: The functions in the range of the heat operator should be, roughly, those functions having an analytic c…

2004-09-17abs ↗pdf ↗

We investigate the Japanese personal income distribution in the high income range over the 112 years 1887-1998, and that in the middle income range over the 44 years 1955-98. It is observed that the distribution pattern of the lognormal with power law tail is the universal structure. However the indexes specifying the …

2000-11-22abs ↗pdf ↗

The paper studies quaternionic Monge-Ampère equations in weighted energy classes.

problem Characterizing the finite energy range of quaternionic Monge-Ampère operator.
method Proving well-definedness and fine property of the operator in weighted energy classes.
result Explicit characterization of the finite energy range of quaternionic Monge-Ampère operator.

We establish a duality within the spectral sequence that governs the holomorphic double fibration transform. It has immediate application to the questions of injectivity and range characterization for this transform. We discuss some key examples and an improved duality that holds in the Hermitian holomorphic case.

2012-02-07abs ↗pdf ↗

Ultra-short laser pulses with femtosecond to attosecond pulse duration are the shortest systematic events humans can create. Characterization (amplitude and phase) of these pulses is a key ingredient in ultrafast science, e.g., exploring chemical reactions and electronic phase transitions. Here, we propose and demonstr…

2018-03-15abs ↗pdf ↗

Complex systems are composed of mutually interacting components and the output values of these components are usually long-range cross-correlated. We propose a method to characterize the joint multifractal nature of such long-range cross correlations based on wavelet analysis, termed multifractal cross wavelet analysis…

2016-10-29abs ↗pdf ↗

Bayesian Complementary Kernelized Learning models complex spatiotemporal data.

problem Modeling complex, nonstationary, and nonseparable spatiotemporal data.
method Integrates kernelized low-rank tensor factorization and short-range spatiotemporal Gaussian Processes.
result BCKL offers superior performance in providing accurate posterior mean and high-quality uncertainty estimates.

A new algorithm estimates output ranges for deep neural networks efficiently.

problem Estimating output ranges in deep neural networks with complex non-linearities.
method Integrates Simulated Annealing tailored for constrained domains and global optima.
result Guaranteed convergence and robust performance across various DNN architectures.

Study confirms rough volatility in financial data, independent of microstructure noise.

problem Characterizing volatility in financial markets, especially rough volatility.
method Used range-based volatility estimators to confirm findings from fractional behavior.
result Log-volatility behaves like fractional Brownian motion with an even lower Hurst exponent.

We apply a recently developed wavelet based approach to characterize the correlation and scaling properties of non-stationary financial time series. This approach is local in nature and it makes use of wavelets from the Daubechies family for detrending purpose. The built-in variable windows in wavelet transform makes t…

2006-01-31abs ↗pdf ↗

The distribution of recurrence times or return intervals between extreme events is important to characterize and understand the behavior of physical systems and phenomena in many disciplines. It is well known that many physical processes in nature and society display long range correlations. Hence, in the last few year…

2008-03-12abs ↗pdf ↗

Let EMBED(k,d) be the following algorithmic problem: Given a finite simplicial complex K of dimension at most k, does there exist a (piecewise linear) embedding of K into R^d? Known results easily imply polynomiality of EMBED(k,2) (k=1,2; the case k=1, d=2 is graph planarity) and of EMBED(k,2k) for all k>2 (even if k i…

2008-07-02abs ↗pdf ↗

New coherence parameter for GNNs with Fourier measurements improves signal recovery.

problem Characterizing generative compressed sensing with Fourier measurements.
method Subspace counting arguments and high-dimensional probability theory.
result First known restricted isometry guarantee for generative compressed sensing with subsampled isometries.

After summarizing some necessary preliminaries and tools, including Berwald derivative and Lie derivative in pull-back formalism, we present ten equivalent conditions, each of which characterizes Berwald manifolds among Finsler manifolds. These range from Berwald's classical definition to the existence of a torsion-fre…

2011-06-11abs ↗pdf ↗

Study on price fluctuations in NFT market, showing heavy-tailed distributions and long-range memory.

problem Characterizing price fluctuations in NFT market.
method Analysis of capitalization, floor price, transactions, inter-transaction times, and volume value of NFTs.
result NFT market exhibits heavy-tailed probability distribution functions, well described by stretched exponentials, with long-range memory.

Several real problems ranging from text classification to computational biology are characterized by hierarchical multi-label classification tasks. Most of the methods presented in literature focused on tree-structured taxonomies, but only few on taxonomies structured according to a Directed Acyclic Graph (DAG). In thi…

2014-06-17abs ↗pdf ↗

Unified framework for disentangled representations using mechanistic independence.

problem Identifiability of disentangled latent factors under statistical dependencies.
method Introduces mechanistic independence to characterize latent factors by their actions on observed variables, proposing various independence criteria.
result Establishes conditions for identifiability of latent subspaces without statistical assumptions.

We propose a general framework for constructing and describing infinite type flat surfaces of finite area. Using this method, we characterize the range of dynamical behaviors possible for the vertical translation flows on such flat surfaces. We prove a sufficient condition for ergodicity of this flow and apply the cond…

2014-06-18abs ↗pdf ↗

We give an algebraic/geometric characterization of the classical pseudodifferential operators on a smooth manifold in terms of the tangent groupoid and its natural R+×\mathbb{R}^\times_+-action. Specifically, we show that a properly supported semiregular distribution on M×MM\times M is the Schwartz kernel of a classical …

2015-11-02abs ↗pdf ↗

Mutually interacting components form complex systems and the outputs of these components are usually long-range cross-correlated. Using wavelet leaders, we propose a method of characterizing the joint multifractal nature of these long-range cross correlations, a method we call joint multifractal analysis based on wavel…

2016-11-03abs ↗pdf ↗

Study characterizes cryospheric spectral feature space using joint PC+t-SNE approach.

problem Characterize cryospheric spectral feature space for remote sensing applications.
method Compare and contrast two approaches for identifying feature space basis vectors via dimensionality reduction (PCA and t-SNE).
result Joint characterization reveals distinct continua and clusters of ice reflectance properties.

Study extreme-case Value-at-Risk under IFR distributions, providing guidance for risk management.

problem Understanding extreme-case risk measures under distributional ambiguity and increasing failure rate.
method Characterized extreme-case range Value-at-Risk under mean and variance constraints with increasing failure rate.
result Characterized specific characteristics of extreme-case distributions under IFR constraints.

Overlays were introduced by R. H. Fox [6] as a subclass of covering maps. We offer a different view of overlays: it resembles the definition of paracompact spaces via star refinements of open covers. One introduces covering structures for covering maps and p:XYp:X\to Y is an overlay if it has a covering structure that ha…

2013-01-03abs ↗pdf ↗

New measure of feature influence in classification problems considering feature dependencies.

problem Measuring the influence of features in classification problems with dependencies.
method Developed a new measure based on cooperative game theory, providing axiomatic characterization and demonstrating its equivalence to the Banzhaf-Owen value.
result The proposed influence measure effectively characterizes feature importance in classification problems with feature dependencies.

Recently we reported on an application of the Tsallis non-extensive statistics to the S&P500 stock index. There we argued that the statistics are applicable to a broad range of markets and exchanges where anamolous (super) diffusion and 'heavy' tails of the distribution are present, as they are in the S&P500. We have c…

2002-07-16abs ↗pdf ↗

An information-theoretic upper bound on the generalization error of supervised learning algorithms is derived. The bound is constructed in terms of the mutual information between each individual training sample and the output of the learning algorithm. The bound is derived under more general conditions on the loss func…

2019-01-15abs ↗pdf ↗

Study characterizes PM2.5 dynamics in Bujumbura using low-cost sensors.

problem Characterize spatio-temporal variability of PM2.5 in Bujumbura.
method Used low-cost sensors to collect data from August 2022 to August 2023. Analyzed hourly, daily, and seasonal PM2.5 concentrations using RNN with LSTM.
result Hourly and annual PM2.5 concentrations in Bujumbura exceed WHO standards.

Geometrically studies Moore-Penrose inverse and polar decomposition continuity.

problem Continuity of Moore-Penrose inverse for perturbations by operator ideals.
method Geometric construction using essential codimension and Banach-Lie group action.
result Moore-Penrose inverse is a real analytic map between manifolds.

This paper reviews SDR methods for multivariate response regression.

problem Handling sufficient dimension reduction for multivariate response regression.
method Characterizes SDR estimators as inverse or forward regression methods.
result Pooled marginal, projective resampling, distance-based, ordinary least squares, partial least squares, and semiparametric SDR estimators are discussed.