Research
On-device research index

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.

168,742 papers · 148 categories

Trend · papers per month

60120180240 · Jun 202019922001200920172026
48 results for respectful decompositions

In this paper we study the Föllmer-Schweizer decomposition of a square integrable random variable ξξ with respect to a given semimartingale SS under restricted information. Thanks to the relationship between this decomposition and that of the projection of ξξ with respect to the given information flow, we characteri…

2015-11-17abs ↗pdf ↗

This paper constructs a continuous decomposition of the Sierpiński curve into acyclic continua one of which is an arc. This decomposition is then used to construct another continuous decomposition of the Sierpiński curve. The resulting decomposition space is homeomorphic to the continuum obtained from taking the Sierpi…

1999-08-10abs ↗pdf ↗

We formalize the concept of a family of metric spaces satisfying a coarse property uniformly and we generalize finite decomposition complexity of Erik Guentner, Romain Tessera, and Guoliang Yu. Of particular interest are results determining sufficient conditions for a metric space to satisfy Property A of Guoliang Yu.

2016-11-01abs ↗pdf ↗

The classical Beauville-Bogomolov Decomposition Theorem asserts that any compact Kähler manifold with numerically trivial canonical bundle admits an étale cover that decomposes into a product of a torus, and irreducible, simply-connected Calabi-Yau-- and holomorphic-symplectic manifolds. The decomposition of the simply…

2011-10-24abs ↗pdf ↗

The gluing formula of the zeta-determinant of a Laplacian given by Burghelea, Friedlander and Kappeler contains an unknown constant. In this paper we compute this constant to complete the formula under the assumption of the product structure near boundary. As applications of this result,we prove the adiabatic decomposi…

2003-04-18abs ↗pdf ↗

New method for geodesics of multivariate normals, derived from a Toda lattice.

problem Computing geodesics of multivariate normal distributions.
method Using block Cholesky decomposition and a natural Riemannian submersion, a new Toda lattice type Lax pair is derived.
result A new Toda lattice type Lax pair derived from geodesics and block Cholesky decomposition.

Let MM be a 3-manifold with torus boundary components T1T_1 and T2T_2. Let φ ⁣:T1T2φ\colon T_1 \to T_2 be a homeomorphism, MφM_φ the manifold obtained from MM by gluing T1T_1 to T2T_2 via the map φφ, and TT the image of T1T_1 in MφM_φ. We show that if φφ is "sufficiently complicated" then any incompressible or strongly …

2009-11-27abs ↗pdf ↗

Generalizes Hoeffding's decomposition for dependent inputs under mild conditions.

problem Performing global sensitivity analysis on black-box models with dependent inputs.
method Proposes a novel framework based on probability theory, functional analysis, and combinatorics to handle dependencies.
result Any square-integrable, real-valued function of random elements with mild dependence assumptions can be uniquely additively decomposed.

New decompositions misattribute differences between populations, even when outcomes are identical.

problem Misattribution of differences between populations using common functional decompositions.
method Extending the Kitagawa-Oaxaca-Blinder decomposition to nonlinear functional decompositions.
result Functional ANOVA and Accumulated Local Effects can misattribute differences even when outcomes are identical in two populations.

The paper analyzes stability and asymptotic behavior of hedging strategies in binomial and trinomial models.

problem Stability and asymptotic analysis of hedging strategies in incomplete financial models.
method Discrete-time Föllmer-Schweizer decomposition, perturbation analysis, and asymptotic approximation.
result Explicit formulas for leading order correction terms in asymptotic analysis.

The paper describes decompositions of geometric measures on Anosov homogeneous spaces.

problem Decomposing geometric measures on Anosov homogeneous spaces.
method Ergodic decompositions of Burger-Roblin and Bowen-Margulis-Sullivan measures.
result The space of non-trivial invariant ergodic measures is homeomorphic to a product space.

Study confined subgroups in groups with contracting elements, showing their growth rate is strictly greater than half of the ambient growth rate.

problem Understanding the growth rate of confined subgroups in groups with contracting elements.
method Through boundary actions, analyzing the Hopf decomposition and quotient growth.
result Confined subgroups have a growth rate strictly greater than half of the ambient growth rate.

The paper explores totally geodesic submanifolds in SPD matrices and their properties.

problem Characterizing and understanding totally geodesic submanifolds in SPD matrices.
method Detailed geometric analysis and projection properties of SPD matrices.
result A non-linear projection on totally geodesic submanifolds has the minimizing property.

Develops SymGCP for tensor decompositions with general symmetry.

problem Handling symmetry in tensor decompositions for better model accuracy.
method Introduces SymGCP, a generalized CP decomposition that accounts for any subset of tensor modes' symmetry.
result SymGCP enables efficient and scalable tensor decomposition with improved model robustness and accuracy.

This paper derives a portfolio decomposition formula when the agent maximizes utility of her wealth at some finite planning horizon. The financial market is complete and consists of multiple risky assets (stocks) plus a risk free asset. The stocks are modelled as exponential Brownian motions with drift and volatility b…

2007-02-24abs ↗pdf ↗

We compute the Minimal Entropy of every closed, orientable 33-manifold, showing that its cube equals the sum of the cubes of the minimal entropies of each hyperbolic component arising from the JSJJSJ decomposition of each prime summand. As a consequence we show that the cube of the Minimal Entropy is additive with resp…

2019-02-25abs ↗pdf ↗

Paper studies matching of samples from two distributions with a Gibbs probability weight.

problem Matching two independent i.i.d. samples from two distributions with a weighted cost.
method Uses chaos decomposition of polynomial functions of empirical distributions to derive asymptotics.
result Convergence of resulting random joint distribution to Schrödinger problem solution as N→∞.

Variables in many massive high-dimensional data sets are structured, arising for example from measurements on a regular grid as in imaging and time series or from spatial-temporal measurements as in climate studies. Classical multivariate techniques ignore these structural relationships often resulting in poor performa…

2011-02-15abs ↗pdf ↗

On a compact, oriented, Riemannian manifold, the Hodge decomposition theorem associates a smooth primitive to any exact smooth form omega. In this paper, we show that given a smooth family of exact smooth forms omega(t), the family of associated primitives is also a smooth family with respect to t.

2009-11-16abs ↗pdf ↗

We present a construction of cellular BF theory (in both abelian and non-abelian variants) on cobordisms equipped with cellular decompositions. Partition functions of this theory are invariant under subdivisions, satisfy a version of the quantum master equation, and satisfy Atiyah-Segal-type gluing formula with respect…

2017-01-20abs ↗pdf ↗