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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.

168,657 papers · 148 categories

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4080120160 · Jun 202019922001200920172026
48 results for rational kernel

The study shows algebraic Bergman kernels imply finite type boundaries in complex domains.

problem Understanding the relationship between algebraic Bergman kernels and the finite type of boundaries in complex domains.
method Analyzing algebraic Bergman kernels and their implications on the finite type of boundaries in smoothly bounded pseudoconvex domains in C2\mathbb{C}^2.
result The boundary of a smoothly bounded pseudoconvex domain with an algebraic Bergman kernel of degree dd is of finite type with type r2dr \leq 2d.

Many kinds of data are naturally amenable to being treated as sequences. An example is text data, where a text may be seen as a sequence of words. Another example is clickstream data, where a data instance is a sequence of clicks made by a visitor to a website. This is also common for data originating in the domains of…

2019-10-20abs ↗pdf ↗

The paper calculates heat kernel and closed geodesic asymptotics for nilpotent coverings.

problem Heat kernel and closed geodesic asymptotics for nilpotent coverings.
method Finite-dimensional rational Floquet-Bloch theory, Pytlik functional, and spectral sums.
result Genuinely local, pointwise higher-order heat-kernel expansions.

We construct models for the pricing and risk management of inflation-linked derivatives. The models are rational in the sense that linear payoffs written on the consumer price index have prices that are rational functions of the state variables. The nominal pricing kernel is constructed in a multiplicative manner that …

2018-01-26abs ↗pdf ↗

Paper proves non-triviality of Johnson kernel torsion subgroup.

problem Non-triviality of the torsion subgroup of the abelianized Johnson kernel.
method Action of mapping class group on Malcev Lie algebra, diagrammatic techniques.
result Proves non-triviality of the torsion subgroup with a purely 2-dimensional proof.

We show that a finitely generated residually finite rationally solvable (or RFRS) group GG is virtually fibred, in the sense that it admits a virtual surjection to Z\mathbb{Z} with a finitely generated kernel, if and only if the first L2L^2-Betti number of GG vanishes. This generalises (and gives a new proof of) the…

2018-09-25abs ↗pdf ↗

We give a new proof of a celebrated theorem of Dennis Johnson that asserts that the kernel of the Johnson homomorphism on the Torelli subgroup of the mapping class group is generated by separating twists. In fact, we prove a more general result that also applies to "subsurface Torelli groups". Using this, we extend Joh…

2009-04-02abs ↗pdf ↗

The paper disproves the existence of certain subgroups with nontrivial rational abelianization.

problem The existence of finite-index subgroups with nontrivial rational abelianization in handlebody groups.
method Proved that meridian multitwists vanish in H1(Γ;Q)H_1(Γ; \mathbb{Q}) and showed that H1(Γ;Q)=0H_1(Γ; \mathbb{Q}) = 0 for specific subgroups.
result No finite-index subgroups of the handlebody group contain nontrivial rational abelianization.

We establish scale-invariant Strichartz estimates for the Schrödinger flow on any compact Lie group equipped with canonical rational metrics. In particular, full Strichartz estimates without loss for some non-rectangular tori are given. The highlights of this paper include estimates for some Weyl type sums defined on r…

2017-03-22abs ↗pdf ↗

Researchers determine the rational abelianization of a subgroup of mapping class groups.

problem Understanding the structure of the Chillingworth subgroup of mapping class groups.
method Using Johnson homomorphism and Casson-Morita homomorphism, they compute the abelianization and order of related Euler classes.
result They find the rational abelianization of the Chillingworth subgroup as a full mapping class group module.

We study two homomorphisms to the rational homology sphere group. If ψψ denotes the inclusion homomorphism from the integral homology sphere group, then using work of Lisca we show that the image of ψψ intersects trivially with the subgroup of the rational homology sphere group generated by lens spaces. As corollarie…

2016-05-25abs ↗pdf ↗

Enhanced kernel framework for advanced data forecasting.

problem Complex mechanical behaviors and timefrequency dynamics in aircraft systems.
method Frequency-aware surrogate modeling with SMT kernels, extending kernel types and incorporating derivatives.
result Improved accuracy in forecasting CO2 concentrations and airline passenger traffic.

This paper solves aggregation of Pareto optimal models by using Bayesian priors and weighted averaging.

problem How to rationally aggregate Pareto optimal models while preserving Pareto efficiency.
method Four logical steps: 1) Bayesian models, 2) Prior as preference ranking, 3) Consistent aggregation, 4) Weighted average of priors.
result All rational/consistent aggregation rules follow a generalized hierarchical Bayesian model.

Unified analysis of kernel-based and locally adaptive bandit optimization methods.

problem Performance of bandit optimization algorithms in RKHS functions.
method Investigates the relationship between kernel regularity and algorithmic performance, characterizing spectral properties of various kernels.
result Unified framework for analyzing kernel-based and locally adaptive bandit algorithms, deriving explicit regret bounds.

We investigate the cohomology of the level 4 subgroup of the braid group, namely, the kernel of the mod 4 reduction of the Burau representation at t=1t=-1. This group is also equal to the kernel of the mod 2 abelianization of the pure braid group. We give an exact formula for the first Betti number; it is a quartic poly…

2019-03-07abs ↗pdf ↗

Assuming that agents' preferences satisfy first-order stochastic dominance, we show how the Expected Utility paradigm can rationalize all optimal investment choices: the optimal investment strategy in any behavioral law-invariant (state-independent) setting corresponds to the optimum for an expected utility maximizer w…

2013-02-19abs ↗pdf ↗

The Birman exact sequence describes the effect on the mapping class group of a surface with boundary of gluing discs to the boundary components. We construct an analogous exact sequence for the automorphism group of a free group. For the mapping class group, the kernel of the Birman exact sequence is a surface braid gr…

2011-04-13abs ↗pdf ↗

The paper analyzes heat kernel asymptotics for real powers of Laplacians on manifolds.

problem Analyzing the small-time behavior of heat kernels for real powers of Laplacians.
method Analyzes asymptotics on the diagonal and away from it, proving non-triviality and non-locality of coefficients.
result Logarithmic terms appear only if the manifold dimension is odd and the power is rational with even denominator.

Unified analysis of Gaussian Process Thompson Sampling without discretization.

problem Sequential decision-making over continuous action spaces.
method Frequentist regret analysis based on fractional Gaussian process posteriors.
result Unified discretization-free regret bound for various kernel classes.

Persistence landscapes map persistence diagrams into a function space, which may often be taken to be a Banach space or even a Hilbert space. In the latter case, it is a feature map and there is an associated kernel. The main advantage of this summary is that it allows one to apply tools from statistics and machine lea…

2018-10-11abs ↗pdf ↗

In recent years, machine learning researchers have focused on methods to construct flexible and interpretable prediction models. However, an interpretability evaluation, a relationship between generalization performance and an interpretability of the model and a method for improving the interpretability have to be cons…

2018-11-21abs ↗pdf ↗

In the late 1980's, it was shown that the Casson invariant appears in the difference between the two filtrations of the Torelli group: the lower central series and the Johnson filtration, and that its core part was identified with the secondary characteristic class d1d_1 associated with the fact that the first $\mathrm…

2017-11-21abs ↗pdf ↗

Fast-vollib offers high-performance option pricing and IV computation.

problem Efficiently pricing and computing implied volatility for financial models.
method Open-source Python library with PyTorch, JAX, and CUDA backends, implementing Halley and LBR algorithms.
result High-performance option pricing and IV computation with vectorized implementations.

The general problem of asset pricing when the discount rate differs from the rate at which an asset's cash flows accrue is considered. A pricing kernel framework is used to model an economy that is segmented into distinct markets, each identified by a yield curve having its own market, credit and liquidity risk charact…

2018-01-15abs ↗pdf ↗

The paper constructs new rational homology 3-spheres bounding rational homology 4-balls.

problem Constructing rational homology 3-spheres that bound rational homology 4-balls.
method Exploring plumbed 3-manifolds and using rational homology circles.
result Infinite families of rational homology 3-spheres that bound rational homology 4-balls.

The present paper attempts to show an alternative approach with regards to rational Pythagorean-hodograph (PH) curves and especially more natural approach for rational PH helices (i.e. rational helices). It exploits geometric features of rational helices to obtain a simpler construction of these curves and apply this t…

2013-06-16abs ↗pdf ↗

Classifies real rational knots and curves in a specific quadric space.

problem Classifying real rational knots and curves in a quadric space of signature (3,2)(3,2).
method Classification through a study of real rational curves of low degree in the quadric.
result Provides representatives of all real rational knots of degree 5\leq 5 in the quadric.

We note that a rational 33-tangle diagram is obtained from a combination of four generators. There is an algorithm to distinguish two rational 33-tangle diagrams up to isotopy. However, there is no perfect classification about rational 33-tangle diagrams such as the classification of rational 22-tangle diagrams cor…

2015-02-19abs ↗pdf ↗

Lower bounds on rational slice genus using Heegaard Floer invariants.

problem Measuring complexity of homology classes in 4-manifolds.
method Introducing rational slice genus, bounding Heegaard Floer τ invariants, using satellite links and closed braids.
result Lower bounds on rational slice genus in terms of Heegaard Floer τ invariants.