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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.

168,695 papers · 148 categories

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199398596795 · Jun 202019922001200920172026
48 results for self-affine sets

Let AA be an expanding d×dd\times d matrix with integer entries and DZd{\mathcal D}\subset {\mathbb Z}^d be a finite digit set. Then the pair (A,D)(A, {\mathcal D}) defines a unique integral self-affine set K=A1(K+D)K=A^{-1}(K+{\mathcal D}). In this paper, by replacing the Euclidean norm with a pseudo-norm ww in terms of AA, we…

2017-04-24abs ↗pdf ↗

We develop tools to study the topology and geometry of self-affine fractals in dimension three and higher. We use the self-affine structure and obtain rather detailed information about the connectedness of interior and boundary sets, and on the dimensions and intersections of boundary sets. As an application, we descri…

2010-02-03abs ↗pdf ↗

Unified description of aesthetic curves through self-affinities.

problem Characterizing log-aesthetic curves and their properties.
method Reformulating and proving self-affinities of planar curves, integrating equiaffine geometry.
result Unified characterization of constant curvature curves in similarity and equiaffine geometries.

Self-affine tiles homeomorphic to a ball proven for a specific digit set.

problem Topology of self-affine tiles with collinear digit sets.
method Proving homeomorphism to a ball using integral self-affine tiles with collinear digit sets.
result A large class of integral self-affine tiles with collinear digit sets is homeomorphic to a closed 3-dimensional ball.

The paper examines properties of self-affine Sierpiński sponges using metric invariants.

problem Investigating properties of self-affine Sierpiński sponges using metric invariants.
method Examined through maximal power law property and perfectly disconnectedness.
result Characterized self-affine Sierpiński sponges by their metric properties.

Study finds a measure for sponge components of Lalley-Gatzouras type.

problem Understanding the distribution of δ-connected components in self-affine sponges.
method Generalized existing results to self-affine sponges of Lalley-Gatzouras type, proving a measure relationship.
result Existence of a Bernoulli measure for cylinder components with a specific asymptotic relation.

We test for departures from normal and independent and identically distributed (NIID) returns, when returns under the alternative hypothesis are self-affine. Self-affine returns are either fractionally integrated and long-range dependent, or drawn randomly from an L-stable distribution with infinite higher-order moment…

2014-01-28abs ↗pdf ↗

This paper studies closed 3-manifolds which are the attractors of a system of finitely many affine contractions that tile R3\mathbb{R}^3. Such attractors are called self-affine tiles. Effective characterization and recognition theorems for these 3-manifolds as well as theoretical generalizations of these results to hig…

2014-02-12abs ↗pdf ↗

New tiles in higher dimensions are shown to be homeomorphic to balls.

problem Characterizing self-affine tiles in higher dimensions as balls.
method Using Brouwer's invariance of domain theorem and a horizontal distance tool.
result Necessary and sufficient conditions for tiles to be dd-dimensional tame balls.

In this paper, we consider the connectedness of planar self-affine set T(A,D)T(A,\mathcal{D}) arising from an integral expanding matrix AA with characteristic polynomial f(x)=x2+bx+cf(x)=x^2+bx+c and a digit set D={0,1,,m}v\mathcal{D}=\{0,1,\dots, m\}v. The necessary and sufficient conditions only depending on b,c,mb,c,m are given for the $T(A…

2014-04-25abs ↗pdf ↗

Let MM be a 3×33\times 3 integer matrix each of whose eigenvalues is greater than 11 in modulus and let DZ3\mathcal{D}\subset\mathbb{Z}^3 be a set with D=detM|\mathcal{D}|=|\det M|, called digit set. The set equation MT=T+DMT = T+\mathcal{D} uniquely defines a nonempty compact set TR3T\subset \mathbb{R}^3. If TT has positive L…

2018-11-16abs ↗pdf ↗

We study the connectedness of the planar self-affine sets T(A,D)T(A,{\mathcal{D}}) generated by an integer expanding matrix AA with det(A)=3|\det(A)|=3 and a non-collinear digit set D={0,v,kAv}{\mathcal D}=\{0, v, kAv\} where kZ{0}k\in {\mathbb Z}\setminus\{0\} and vZ2v\in {\mathbb Z}^2 such that {v,Av}\{v, Av\} is linearly independent. By chec…

2012-08-18abs ↗pdf ↗

In the paper, we focus on the connectedness of planar self-affine sets T(A,D)T(A,{\mathcal{D}}) generated by an integer expanding matrix AA with det(A)=3|\det (A)|=3 and a collinear digit set D={0,1,b}v{\mathcal{D}}=\{0,1,b\}v, where b>1b>1 and vR2v\in {\mathbb{R}}^2 such that {v,Av}\{v, Av\} is linearly independent. We discuss the domain of…

2012-05-16abs ↗pdf ↗

Study on Hausdorff dimension of Anosov subgroup limit sets under specific affine complexity.

problem Investigating the Hausdorff dimension of Anosov subgroup limit sets with self-affine complexity.
method Analyzing the Hausdorff dimension of projective limit sets Λ1(Γ)Λ^1(Γ) of Anosov subgroups ΓΓ under specific assumptions about their affine complexity.
result The Hausdorff dimension of Λ1(Γ)Λ^1(Γ) is determined by the critical exponent of the first simple root under partial quasi-self-similarity.

Let T:=T(A,D)T:= T(A, {\mathcal D}) be a disk-like self-affine tile generated by an integral expanding matrix AA and a consecutive collinear digit set D{\mathcal D}, and let f(x)=x2+px+qf(x)=x^{2}+px+q be the characteristic polynomial of AA. In the paper, we identify the boundary T\partial T with a sofic system by constructing a ne…

2012-06-02abs ↗pdf ↗

An iterated function system ΦΦ consisting of contractive similarity mappings has a unique attractor FRdF \subseteq \mathbb{R}^d which is invariant under the action of the system, as was shown by Hutchinson [Hut]. This paper shows how the action of the function system naturally produces a tiling T\mathcal{T} of the con…

2006-06-05abs ↗pdf ↗

Earlier we proposed the stochastic point process model, which reproduces a variety of self-affine time series exhibiting power spectral density S(f) scaling as power of the frequency f and derived a stochastic differential equation with the same long range memory properties. Here we present a stochastic differential eq…

2006-06-14abs ↗pdf ↗

A simple analytically solvable model exhibiting a 1/f spectrum in an arbitrarily wide frequency range was recently proposed by Kaulakys and Meskauskas (KM). Signals consisting of a sequence of pulses show that inherent origin of the 1/f noise is Brownian fluctuations of the average intervent time between subsequent pul…

2002-01-28abs ↗pdf ↗

Signals consisting of a sequence of pulses show that inherent origin of the 1/f noise is a Brownian fluctuation of the average interevent time between subsequent pulses of the pulse sequence. In this paper we generalize the model of interevent time to reproduce a variety of self-affine time series exhibiting power spec…

2003-03-05abs ↗pdf ↗

The paper analyzes set-to-set matching with neural networks, focusing on theoretical generalization.

problem Theoretical analysis of set-to-set matching with neural networks.
method Generalization error analysis of set-to-set matching with neural networks.
result Theoretical insights into the behavior of set-to-set matching models.

Generative model learns to autoencode and generate sets of images.

problem Learning to represent and generate sets of images with unknown number of sets.
method Set Distribution Networks (SDNs) learn set encoder, discriminator, generator, and prior.
result SDNs can reconstruct and generate sets of images with preserved attributes.

Matching two different sets of items, called heterogeneous set-to-set matching problem, has recently received attention as a promising problem. The difficulties are to extract features to match a correct pair of different sets and also preserve two types of exchangeability required for set-to-set matching: the pair of …

2019-10-22abs ↗pdf ↗

New set-valued star-shaped risk measures introduced for better risk assessment.

problem Improving risk assessment in financial contexts.
method Developed new set-valued star-shaped risk measures and proved their representation theorems.
result Set-valued star-shaped risk measures can be represented as unions of set-valued convex risk measures.

We introduce the concept of hereditarily non uniformly perfect sets, compact sets for which no compact subset is uniformly perfect, and compare them with the following: Hausdorff dimension zero sets, logarithmic capacity zero sets, Lebesgue 2-dimensional measure zero sets, and porous sets. In particular, we give an exa…

2016-09-23abs ↗pdf ↗

Current approaches for predicting sets from feature vectors ignore the unordered nature of sets and suffer from discontinuity issues as a result. We propose a general model for predicting sets that properly respects the structure of sets and avoids this problem. With a single feature vector as input, we show that our m…

2019-06-15abs ↗pdf ↗

This paper studies the geometry of minimum-volume confidence sets for multinomial parameters.

problem Determining if minimum-volume confidence sets for multinomial outcomes are disjoint.
method Enumerating and covering the continuous regions of the exact p-value function to study the geometry of minimum-volume confidence sets.
result The geometry of minimum-volume confidence sets for multinomial parameters is studied, providing insights into their structure and properties.

Consider a general machine learning setting where the output is a set of labels or sequences. This output set is unordered and its size varies with the input. Whereas multi-label classification methods seem a natural first resort, they are not readily applicable to set-valued outputs because of the growth rate of the o…

2019-03-12abs ↗pdf ↗

Deep Sets approximates functions on sets with high-dimensional latent space.

problem Modeling functions of sets (permutation-invariant functions).
method Deep Sets, a method known to be a universal approximator for continuous set functions.
result Deep Sets' universal approximation property is only guaranteed with a sufficiently high-dimensional latent space.

Study online learning with set-valued feedback, showing differences between deterministic and randomized approaches.

problem Online learning with set-valued feedback, where labels are sets rather than single labels.
method Introduced new combinatorial dimensions (Set Littlestone and Measure Shattering) to characterize learnability.
result Characterized deterministic and randomized online learnability, and established bounds for various learning settings.

A stability-based method selects the most desirable conformal prediction set.

problem Selecting the most desirable conformal prediction set from multiple valid sets invalidates coverage guarantees.
method A stability-based approach that ensures coverage for the selected prediction set.
result The stability-based approach maintains coverage guarantees for the selected prediction set.

This work establishes properties on diffeological structures for set-valued maps and measures.

problem Establish rigorous properties on diffeological structures for set-valued maps and measures.
method Using diffeologies, the authors link various structures including set-valued maps, relations, gradients, measures, and shape analysis.
result Established rigorous properties on sample diffeologies.