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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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105211316421 · Jun 202019922001200920172026
48 results for realizable case

We study realizations of Lie algebras by vector fields. A correspondence between classification of transitive local realizations and classification of subalgebras is generalized to the case of regular local realizations. A reasonable classification problem for general realizations is rigorously formulated and an algori…

2017-03-02abs ↗pdf ↗

We investigate the existence of affine realizations for term structure models driven by Lévy processes. It turns out that we obtain more severe restrictions on the volatility than in the classical diffusion case without jumps. As special cases, we study constant direction volatilities and the existence of short rate re…

2019-07-04abs ↗pdf ↗

The paper realizes Lie superalgebras G(3) and F(4) as symmetries of supergeometries.

problem Addressing whether exceptional Lie superalgebras G(3) and F(4) are maximal symmetries of supergeometries.
method Considering negatively graded Lie superalgebras for every choice of parabolic subgroup, computing Tanaka-Weisfeiler prolongations, and reducing the structure group when required.
result Realization of 19 inequivalent G(3)-supergeometries and 55 inequivalent F(4)-supergeometries.

Researchers solve Nielsen Realization problems for K3 surfaces in various categories.

problem Realizing finite groups of mapping classes as diffeomorphisms, isometries, or automorphisms in K3 surfaces.
method Introduced a computable invariant LGL_G and constructed an S4S_4 action by isometries.
result Some finite groups are realizable while others are not, depending on preserved structures.

Asymptotic analysis of short-maturity options on realized variance in local-stochastic volatility models.

problem Analyzing the behavior of short-maturity options on realized variance in local-stochastic volatility models.
method Large deviations theory and variational problems to solve rate functions for different cases.
result Explicit solutions for the rate function in the uncorrelated case and upper/lower bounds and expansions for the correlated case.

Boosting is a widely used machine learning approach based on the idea of aggregating weak learning rules. While in statistical learning numerous boosting methods exist both in the realizable and agnostic settings, in online learning they exist only in the realizable case. In this work we provide the first agnostic onli…

2020-03-02abs ↗pdf ↗

The problem of immersing a simply connected surface with a prescribed shape operator is discussed. From classical and more recent work, it is known that, aside from some special degenerate cases, such as when the shape operator can be realized by a surface with one family of principal curves being geodesic, the space o…

2001-07-11abs ↗pdf ↗

For a specific class of 4-manifolds, random isometries cannot lift to orientation-preserving diffeomorphisms.

problem When does a finite group of isometries of a specific 4-manifold lift to orientation-preserving diffeomorphisms?
method Combination of equivariant connected-sum constructions, fixed-point theory, finite group actions on surfaces, analytic combinatorics, and previous work.
result Random subgroups of isometries are asymptotically almost never realizable in orientation-preserving diffeomorphisms.

Prove realizability of genus-0 branch data for tetrahedral coverings of the sphere.

problem Prove realizability of genus-0 branch data for tetrahedral coverings of the sphere.
method Use an explicit combinatorial description of coverings via dessins d'enfants.
result Prove realizability for a broader class of branch data with more critical values.

We prove that every connected graph can be realized as the cut locus of some point on some Riemannian surface SS which, in some cases, has constant curvature. We study the stability of such realizations, and their generic behavior.

2011-03-09abs ↗pdf ↗

Every prism manifold can be parametrized by a pair of relatively prime integers p>1p>1 and qq. In our earlier papers, we determined a complete list of prism manifolds P(p,q)P(p, q) that can be realized by positive integral surgeries on knots in S3S^3 when q<0q<0 or q>pq>p; in the present work, we solve the case when 0<q<p0<q<p.…

2018-08-16abs ↗pdf ↗

Paper integrates real data into probabilistic models using Fourier transform.

problem Learning from constrained data sets in high dimensions.
method Functional approach based on weak formulation of Fourier transform of probability measures.
result Estimation of posterior probability measures for QoI and QoI with control parameter.

We continue our study of the realization problem for prism manifolds. Every prism manifold can be parametrized by a pair of relatively prime integers p>1p>1 and qq. We determine a complete list of prism manifolds P(p,q)P(p, q) that can be realized by positive integral surgeries on knots in S3S^3 when q>pq>p. The methodology…

2017-09-29abs ↗pdf ↗

In previous papers, the author realized the following principle for many knot theories: if a knot diagram is complicated enough then it reproduces itself, i.e., is a subdiagram of any other diagram equivalent to it. This principle is realized by diagram-valued invariants [ ] of knots such that [K]=K. It turns out that …

2015-01-03abs ↗pdf ↗

The paper solves the Nielsen realization problem for high degree del Pezzo surfaces.

problem Which finite subgroups of the mapping class group of a del Pezzo surface lift to the diffeomorphism group?
method Classification and partial answers for d7d \geq 7, equivariant connected sum for d=6d = 6.
result Complete classification for d7d \geq 7, partial answer for d=6d = 6.

The spherical manifold realization problem asks which spherical three-manifolds arise from surgeries on knots in S3S^3. In recent years, the realization problem for C, T, O, and I-type spherical manifolds has been solved, leaving the D-type manifolds (also known as the prism manifolds) as the only remaining case. Every…

2016-12-15abs ↗pdf ↗

For any unoriented loop on a compact connected oriented surface with one boundary component, the generalized Dehn twist along the loop is defined as an automorphism of the completed group ring of the fundamental group of the surface. If the loop is simple, this is the usual right handed Dehn twist, in particular realiz…

2011-04-12abs ↗pdf ↗

Solves a problem related to Nielsen realization for certain groups.

problem Whether a cocompact proper topological manifold is equivariantly homotopy equivalent to a classifying space.
method Assumes a zero-dimensional singular set and uses properties of hyperbolic groups and aspherical manifolds.
result Solves the problem for specific groups containing a normal torsion-free subgroup.

The Hurwitz problem asks which ramification data are realizable, that is appear as the ramification type of a covering. We use dessins d'enfant to show that families of genus 1 regular ramification data with small changes are realizable with the exception of four families which were recently shown to be nonrealizable. …

2017-09-20abs ↗pdf ↗

We show that a large class of non-metric, non-symplectic affine holonomies can be realized, uniformly and without case by case considerations, by Weyl connections associated to the natural AHS-structures on certain generalized flag manifolds.

2008-04-11abs ↗pdf ↗

We investigate the existence of affine realizations for Lévy driven interest rate term structure models under the real-world probability measure, which so far has only been studied under an assumed risk-neutral probability measure. For models driven by Wiener processes, all results obtained under the risk-neutral appro…

2019-07-11abs ↗pdf ↗

We give a geometric realization of the polyhedra governed by the structure of associative algebras with co-inner products, or more precisely, governed by directed planar trees. Our explicit realization of these polyhedra, which include the associahedra in a special case, shows in particular that these polyhedra are hom…

2017-04-18abs ↗pdf ↗

Let p:ΣΣp:Σ'\toΣ be a finite Galois cover, possibly branched, with Galois group GG. We are interested in the structure of the cohomology of ΣΣ' as a module over GG. We treat the cases of branched and unbranched covers separately. In the case of branched covers, we give a complete classification of possible module stru…

2009-05-18abs ↗pdf ↗

Study robust online learning with adversarial perturbations.

problem Learning robust classifiers in the presence of adversarial perturbations.
method Formulated as an online learning problem, considered both realizable and agnostic learnability, defined new dimension controlling mistake/regret bounds.
result Showed new dimension controls mistake/regret bounds, generalized to multiclass hypothesis classes.

New DP algorithms achieve near-optimal regret bounds for online learning problems.

problem Online learning problems with zero-loss solutions and differential privacy constraints.
method Developed new Differentially Private algorithms with near-optimal regret bounds.
result Achieved near-optimal regret bounds for various online prediction and convex optimization problems.

This work provides guarantees for off-policy function estimation under realizability assumptions.

problem Estimating the value function of a policy under user-specified error-measuring distributions.
method The approach involves imposing a flexible regularization on the MIS objectives to account for an arbitrary user-specified distribution.
result Exact characterization of the optimal dual solution that determines the data-coverage assumption in the case of value-function learning.

In this paper we use theory of embedded graphs on oriented and compact PLPL-surfaces to construct minimal realizations of signed Gauss paragraphs. We prove that the genus of the ambient surface of these minimal realizations can be seen as a function of the maximum number of Carter's circles. For the case of signed Gaus…

2015-11-24abs ↗pdf ↗

We consider the problem of the symplectic realization of a Poisson-Nijenhuis manifold. By applying a new technique developed by M. Crainic and I. Marcut for the study of the above problem in the case of a Poisson manifold, we establish the existence, under a condition, of a nondegenerate Poisson-Nijenhuis structure on …

2015-01-30abs ↗pdf ↗

Study improves forecast accuracy of daily volatility to enhance portfolio performance.

problem Improving predictability of realized variance from market views.
method High-dimensional machine learning models and low-dimensional factor models used to forecast firm-level volatility.
result Marginal improvements in forecast error lead to significant gains in portfolio performance.

TensorPlan algorithm finds δ-optimal policies with poly(H,d)(H,d) queries under linearly realizable state-value function.

problem Efficient planning in MDPs with linearly realizable state-value function.
method TensorPlan algorithm using poly((dH/δ)A)((dH/δ)^A) simulator queries.
result First algorithm with polynomial query complexity using only linear-realizability of a single competing value function.

Research explores hyperbolic space groups and their fundamental domains.

problem Investigating fundamental domains of space groups in hyperbolic spaces.
method Analyzing symmetries of fundamental polyhedra and considering edge conditions.
result Identifies edge conditions for simplicial fundamental domains of Family F12.

We consider the dynamics of vector fields on three-manifolds which are constrained to lie within a plane field, such as occurs in nonholonomic dynamics. On compact manifolds, such vector fields force dynamics beyond that of a gradient flow, except in cases where the underlying manifold is topologically simple. Furtherm…

1999-04-30abs ↗pdf ↗

We prove that, up to homeomorphism, any graph subject to natural necessary conditions on orientation and the cycle rank can be realized as the Reeb graph of a Morse function on a given closed manifold MM. Along the way, we show that the Reeb number R(M)\mathcal{R}(M), i.e. the maximum cycle rank among all Reeb graphs of…

2018-11-20abs ↗pdf ↗

This paper studies universal rates of ERM for binary classification under agnostic learning.

problem The challenge of achieving universal rates of ERM for binary classification under agnostic learning.
method The paper explores the agnostic universal rates of ERM for binary classification, revealing three possible rates: ene^{-n}, o(n1/2)o(n^{-1/2}), or arbitrarily slow.
result The paper provides a complete characterization of which concept classes fall into each of the three categories of agnostic universal rates.