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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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24477194 · May 202619922001200920172026
48 results for recursive formula

We describe a method for recursively calculating Gromov-Witten invariants of all blowups of the projective plane. This recursive formula is different from the recursive formulas due to Göttsche and Pandharipande in the zero genus case, and Caporaso and Harris in the case of no blowups. We use tropical curves and a recu…

2014-11-20abs ↗pdf ↗

This work generalizes a formula linking Seiberg-Witten prepotential and topological recursion.

problem Analyzing the relationship between Seiberg-Witten curves and topological recursion.
method Analytical approach using Seiberg-Witten family of curves.
result A generalized formula relating Seiberg-Witten prepotential to the genus zero part of topological recursion on a Seiberg-Witten curve.

We formulate and discuss two conjectures concerning recursive formulae for Branson's QQ-curvatures. The proposed formulae describe all QQ-curvatures on manifolds of all even dimensions in terms of respective lower order QQ-curvatures and lower order GJMS-operators. They are universal in the dimension of the underlyi…

2008-04-17abs ↗pdf ↗

Recursion formula derived for moduli spaces of hyperbolic surfaces with cone points.

problem Computing volumes of moduli spaces of hyperbolic surfaces with specific boundary and cone points.
method Using generalized McShane's identities, derived a recursion formula for volumes.
result Obtained a recursion formula for volumes of moduli spaces of hyperbolic surfaces.

The paper develops a new formula for financial pricing under multiple interest rates and collateralization.

problem Financial pricing under multiple interest rates and collateralization.
method Derives a change of measure formula for recursive conditional expectations in a jump-diffusion setting.
result Generalizes the change of numéraire technique for multiple interest rates and collateralization.

While it has become common to perform automated translations on natural language, performing translations between different representations of mathematical formulae has thus far not been possible. We implemented the first translator for mathematical formulae based on recursive neural networks. We chose recursive neural…

2018-11-10abs ↗pdf ↗

We use symplectic cobordism, and the localization result of Ginzburg, Guillemin, and Karshon, to find a wall-crossing formula for the signature of regular symplectic quotients of Hamiltonian torus actions. The formula is recursive, depending ultimately on fixed point data. In the case of a circle action, we obtain a fo…

1998-09-06abs ↗pdf ↗

The paper analyzes distances and volumes in lens spaces using recursion and formulas.

problem The problem of moments for distances between points on lens spaces.
method Derivation of recursion relations, formulas for moments and moment generating function, explicit formula for ball volumes.
result Explicit formulas for the volume of balls of all radii in lens spaces.

In this paper, we give a new genus-3 topological recursion relation for Gromov-Witten invariants of compact symplectic manifolds. This formula also applies to intersection numbers on moduli spaces of spin curves. A by-product of the proof of this formula is a new relation in the tautological ring of the moduli space of…

2005-02-22abs ↗pdf ↗

This research extends topological recursion to hyperbolic surfaces with tight boundaries and conical defects.

problem Calculating volumes of hyperbolic surfaces with special boundaries.
method Generalized topological recursion to handle tight boundaries and conical defects.
result Weil-Petersson volumes are polynomial in boundary lengths for hyperbolic surfaces with tight boundaries and conical defects.

We derive the Do and Norbury recursion formula for the one-loop mean of an irregular spectral curve from a variant of replica method by Brezín and Hikami. We express this recursion in special times in which all terms W1(g)W_1^{(g)} of the genus expansion of the one-loop mean are polynomials. We find a generalization of th…

2015-12-31abs ↗pdf ↗

We derive a recursive formula for arithmetic Asian option prices with finite observation times in semimartingale models. The method is based on the relationship between the risk-neutral expectation of the quadratic variation of the return process and European option prices. The computation of arithmetic Asian option pr…

2013-11-20abs ↗pdf ↗

New spin on Hurwitz theory connects to Gromov-Witten theory and topological recursion.

problem Counting ramified covers with sign from theta characteristics.
method Using polynomiality properties and spectral curves, proving equivalence to ELSV formula.
result Spin Hurwitz numbers are computed via ELSV formula involving Chiodo class.

We compute the genus zero family Gromov-Witten invariants for K3 surfaces using the topological recursion formula and the symplectic sum formula for a degeneration of elliptic K3 surfaces. In particular we verify the Yau-Zaslow formula for non-primitive classes of index two.

2004-04-29abs ↗pdf ↗

We propose and discuss recursive formulas for conformally covariant powers P2NP_{2N} of the Laplacian (GJMS-operators). For locally conformally flat metrics, these describe the non-constant part of any GJMS-operator as the sum of a certain linear combination of compositions of lower order GJMS-operators (primary part) a…

2009-05-25abs ↗pdf ↗

We prove a graph theoretic closed formula for coefficients in the Tian-Yau-Zelditch asymptotic expansion of the Bergman kernel. The formula is expressed in terms of the characteristic polynomial of the directed graphs representing Weyl invariants. The proof relies on a combinatorial interpretation of a recursive formul…

2011-03-15abs ↗pdf ↗

We compute the genus one family Gromov-Witten invariants of K3 surfaces for non-primitive classes. These calculations verify Gottsche-Yau-Zaslow formula for non-primitive classes with index two. Our approach is to use the genus two topological recursion formula and the symplectic sum formula to establish relationships …

2004-05-03abs ↗pdf ↗

In this note we describe the recursion relations between two parameter HOMLFY and Kauffman polynomials of framed links These relation correspond to embeddings of quantized universal enveloping algebras. The relation corresponding to embeddings gngk×slnkg_{n}\supset g_{k}\times sl_{n-k} where gng_{n} is either so2n+1so_{2n+1}, $so…

2014-01-09abs ↗pdf ↗

We study the Masur-Veech volumes MVg,nMV_{g,n} of the principal stratum of the moduli space of quadratic differentials of unit area on curves of genus gg with nn punctures. We show that the volumes MVg,nMV_{g,n} are the constant terms of a family of polynomials in nn variables governed by the topological recursion/Virasor…

2019-05-24abs ↗pdf ↗

We present a formula for the trace of any symmetric power of a n×nn\times n matrix (with coefficients in a field) in terms of the ordinary powers of the matrix, an arbitrarily chosen linear function which vanishes on the identity matrix, and n2n-2 polynomial functions defined recursively.

2014-11-03abs ↗pdf ↗

The dichotomous coordinate descent (DCD) algorithm has been successfully used for significant reduction in the complexity of recursive least squares (RLS) algorithms. In this work, we generalize the application of the DCD algorithm to RLS adaptive filtering in impulsive noise scenarios and derive a unified update formu…

2019-08-18abs ↗pdf ↗

The class of Gaussian Process (GP) methods for Temporal Difference learning has shown promise for data-efficient model-free Reinforcement Learning. In this paper, we consider a recent variant of the GP-SARSA algorithm, called Sparse Pseudo-input Gaussian Process SARSA (SPGP-SARSA), and derive recursive formulas for its…

2018-11-17abs ↗pdf ↗

Recursive KalmanNet combines neural networks with Kalman filters for precise state estimation.

problem State estimation in systems with noisy measurements and non-Gaussian noise.
method Recursive KalmanNet uses a recurrent neural network to estimate states with consistent error covariance, optimizing for Gaussian negative log-likelihood.
result Recursive KalmanNet outperforms conventional Kalman filters and deep learning-based estimators in non-Gaussian noise conditions.

We study the supersymmetric Wilson loop as introduced by Caron-Huot, which attaches to lightlike polygons certain edge and vertex operators, whose shape is determined by supersymmetry constraints. We state explicit formulas for the vertex operators to all orders in the Graßmann expansion, thus filling a gap in the lite…

2012-06-26abs ↗pdf ↗

We use Kauffman's bracket polynomial to define a complex-valued invariant of virtual rational tangles that generalizes the well-known fraction invariant for classical rational tangles. We provide a recursive formula for computing the invariant, and use it to compute several examples.

2018-05-30abs ↗pdf ↗

We extend asymptotic formulas for saddle connections on translation surfaces.

problem Counting saddle connections on translation surfaces with large genus.
method Recursive formulas and asymptotic analysis for all strata and multiplicities.
result Asymptotics for all saddle connections on translation surfaces of growing genus.

We prove a universal recursive formulas for Branson's QQ-curvature of order eight in terms of lower-order QQ-curvatures, lower-order GJMS-operators and holographic coefficients. The results prove a special case of a conjecture in {arXiv:0905.3992}.

2009-12-11abs ↗pdf ↗

The paper calculates volumes of moduli spaces of flat metrics on spheres with specific angles.

problem Calculating volumes of moduli spaces of flat metrics on spheres with prescribed angles.
method Recursive formula and application of Kontsevich's formula.
result The volume of moduli spaces of flat metrics on spheres is a continuous piecewise polynomial function of the angles.

The study calculates average crosscap numbers for 2-bridge knots.

problem Determining the average crosscap number of 2-bridge knots.
method Using continued fraction expansions and recursion, the study provides exact formulas for average crosscap numbers.
result The study shows that the limit of the average crosscap number of 2-bridge knots approaches zero as the crossing number increases.

New invariant csmc_{sm} simplifies computing geometric invariants of recursive group orbits.

problem Computing geometric invariants of recursive group orbits is hard.
method Introduced new invariant csmc_{sm} and used it to compute invariants explicitly.
result Explicit formulas for local Euler obstructions and sectional Euler characteristics.

We present several formulas for the traces of elements in complex hyperbolic triangle groups generated by complex reflections. The space of such groups of fixed signature is of real dimension one. We parameterise this space by a real invariant alpha of triangles in the complex hyperbolic plane. The main result of the p…

2004-02-10abs ↗pdf ↗

This paper contains the technical foundations from stochastic differential geometry for the construction of geometrically intrinsic nonlinear recursive filters. A diffusion X on a manifold N is run for a time interval T, with a random initial condition. There is a single observation consisting of a nonlinear function o…

1998-09-06abs ↗pdf ↗

We define a new Hurwitz problem which is essentially a small core of the simple Hurwitz problem. The corresponding Hurwitz numbers have simpler formulae, satisfy effective recursion relations and determine the simple Hurwitz numbers. We also apply this idea of finding a smaller simpler enumerative problem to orbifold H…

2013-12-29abs ↗pdf ↗