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

14284155 · Jun 202019922001200920172026
48 results for skew parallelogram nets

Skew parallelogram nets factorize, encompassing discrete differential geometry.

problem Factorization of polynomials in discrete differential geometry.
method Lax representation, Bäcklund transformations, factorization of polynomials.
result Skew parallelogram nets encompass all systems with polynomial representations.

We determine the topology of the moduli space of periodic tilings of the plane by parallelograms. To each such tiling, we associate combinatorial data via the zone curves of the tiling. We show that all tilings with the same combinatorial data form an open subset in a suitable Euclidean space that is homotopy equivalen…

2012-12-28abs ↗pdf ↗

A new algorithm for parallel transport on shape spaces is presented and compared to existing methods.

problem Statistical analysis of shape data, especially in time series and optimization.
method Pole ladder algorithm for parallel transport on Kendall shape spaces, compared to integration methods.
result The pole ladder algorithm is a more efficient method for parallel transport.

In this work we approach the brain tumor segmentation problem with a cascade of two CNNs inspired in the V-Net architecture \cite{VNet}, reformulating residual connections and making use of ROI masks to constrain the networks to train only on relevant voxels. This architecture allows dense training on problems with hig…

2018-12-30abs ↗pdf ↗

The purpose of this article is to \begin{enumerate} \item define M(t,k)M(t,k) the tt-fold center of mass arrangement for kk points in the plane, \item give elementary properties of M(t,k)M(t,k) and \item give consequences concerning the space M(2,k)M(2,k) of kk distinct points in the plane, no four of which are the vertices of …

2006-11-23abs ↗pdf ↗

In this paper we are interested in the stratum H^{hyp}(4) of translation surfaces, which consists of pairs (M,ω), where M is a hyper-elliptic Riemann surface of genus 3, and ωis a holopmorphic 1-form on M having only one zero. We first show that every surface in this stratum can be decomposed into parallelograms follow…

2010-12-05abs ↗pdf ↗

Study signatures of torus links and their cores using Neumann's equivariant signatures and Hirzebruch's formula.

problem Computing signatures of torus links and their cores.
method Use Neumann's equivariant signatures and rewrite Hirzebruch's formula for torus links (without cores) in terms of integral points in a parallelogram.
result Rewritten Hirzebruch's formula for torus links with cores using integral points in a parallelogram.

We study the Veech group of an origami, i.e. of a translation surface, tessellated by parallelograms. We show that it is isomorphic to the image of a certain subgroup of Aut(F_2) in SL_2(Z) = Out^+(F_2). Based on this we present an algorithm that determines the Veech group.

2004-01-15abs ↗pdf ↗

Consider the equal mass planar 44-body problem with a potential corresponding to an inverse \textit{cube} force. The Jacobi-Maupertuis principle reparametrizes the dynamics as geodesics of a certain metric. We examine the curvature of this geodesic flow in the reduced space on the collinear and parallelogram invariant…

2016-10-26abs ↗pdf ↗

Unified approach to trend-following systems, deriving exact relationships and expected returns.

problem Designing and understanding trend-following systems in financial markets.
method Derive exact relationships, analyze expected returns, and use fractional ARFIMA processes.
result Profitability of trend-following systems depends on positive long-term autocorrelation and excess spectral mass at low frequencies.

Generative model prices options and extracts risk-neutral densities.

problem Price options and extract risk-neutral densities from market data.
method Model log-returns as a generative model, using neural nets for location, scale, and higher-order moments, with stringent conditions to avoid arbitrage.
result The model efficiently generates samples to price options and accommodates diverse risk-neutral densities.

There are two parts of this paper. First, we discovered an explicit formula for the complex Hessian of the weighted log-Bergman kernel on a parallelogram domain, and utilised this formula to give a new proof about the strict convexity of the Mabuchi functional along a smooth geodesic. Second, when a C^{1,1}-geodesic co…

2017-11-27abs ↗pdf ↗

The paper defines MTCov for skewed elliptical distributions.

problem No specific problem stated, but dealing with skewed elliptical distributions.
method Defined MTCov for generalized skew-elliptical distributions and compared with skewed and non-skewed normal distributions.
result Special formula for MTCov of generalized skew-elliptical distributions.

The paper analyzes skewness and kurtosis measures for skew-elliptical distributions.

problem Examining skewness and kurtosis measures for skew-elliptical distributions.
method Deriving exact expressions for skewness and kurtosis measures for skew-elliptical distributions, constructing test statistics, and comparing measures through simulations and real data analysis.
result Exact expressions and test statistics for skewness and kurtosis measures for various skew-elliptical distributions.

Let A\mathcal{A} be a line arrangement in the complex projective plane P2\mathbb{P}^2, having the points of multiplicity 3\geq 3 situated on two lines in A\mathcal{A}, say H0H_0 and HH_{\infty}. Then we show that the non-local irreducible components of the first resonance variety R1(A)\mathcal{R}_1(\mathcal{A}) are 2-…

2008-01-30abs ↗pdf ↗

Derives token price process for AMM tokens, finds leverage effect and pricing discrepancies.

problem Derives token price process for AMM tokens.
method Derives CEV process for token price, derives closed-form option prices, introduces liquidity-adjusted Greeks.
result Token price process is CEV, with leverage effect and pricing discrepancies.

The paper calculates moments and conditional risks for skewed elliptical distributions.

problem Estimating moments and tail conditional risks for skewed elliptical distributions.
method Derives explicit expressions for multivariate doubly truncated moments and conditional risks for generalized skew-elliptical distributions.
result Explicit formulas for multivariate doubly truncated moments and conditional risks are derived for various skewed elliptical distributions.

In this paper, we first single out a proper subgroup Γof Sp(4,Z) generated by three elements, which arises from the parallelogram decompositions of translation surfaces in H(2). We then prove that the space H(2)/C* can be identified to the quotient J_2/Γ, where J_2 is the Jacobian locus in the Siegel upper half space H…

2010-03-03abs ↗pdf ↗

Proposes a method to identify elements in a skewness matrix for multivariate skew-elliptical distributions.

problem Label switching issue in Bayesian estimation of skewness matrix.
method Imposes a positive lower-triangular constraint and uses Bayesian sparse estimation with horseshoe prior.
result Successfully estimates the true structure of skewness dependency.

Study the geometry and dynamics of skew evolutes and involutes, related to bicycle kinematics.

problem Understanding the geometry and dynamics of skew evolutes and involutes.
method Investigate the skew evolute and involute maps, comparing them to bicycle kinematics.
result The skew evolute and involute maps have properties analogous to bicycle kinematics.

Study on simplicity of Lie skew braces, proving new results for compact cases.

problem Simplicity of Lie skew braces, focusing on compact connected cases.
method Reviewing correspondence, investigating ideals and rigidity, proving main result for compact Lie skew braces.
result Compact connected simple Lie skew braces are either trivial or have simple underlying Lie groups.

New ladder methods improve numerical accuracy in parallel transport on manifolds.

problem Lack of convergence analysis for ladder schemes on manifolds.
method Taylor approximations and iterative constructions of geodesic parallelograms.
result Ladder methods converge quadratically with quadratic speed.

LSQ+ improves quantization of neural nets with Swish activations, achieving state-of-the-art results.

problem Quantization of neural nets with Swish activations, especially negative activations, leads to significant performance loss.
method Introduces learnable scale and offset parameters for asymmetric quantization, and uses MSE-based initialization for quantization parameters.
result Significantly outperforms LSQ for low-bit quantization of neural nets with Swish activations, achieving up to 5.6% gain with W2A2 quantization of EfficientNet-B0.

A skew loop is a closed curve without parallel tangent lines. We prove: The only complete surfaces in euclidean 3-space with a point of positive curvature and no skew loops are the quadrics. In particular, ellipsoids are the only closed surfaces without skew loops. We also prove results about skew loops on cylinders an…

2002-05-21abs ↗pdf ↗

Skewness dispersion predicts future stock market returns, especially in months with monetary policy announcements.

problem Predicting future stock market returns using skewness dispersion.
method Cross-sectional analysis of firm-level realized skewness and stock market returns.
result Skewness dispersion is a significant predictor of future stock market returns, robust to various estimation methods.

Study orbits in right triangles, deducing periodic billiard paths and classifying orbit closures.

problem Understanding periodic billiard paths in right triangles and orbit closures in strata of Abelian and quadratic differentials.
method Classifying orbit closures of rank at least two in hyperelliptic components of strata of Abelian and quadratic differentials.
result Computed orbit closures and deduced asymptotic number of periodic billiard trajectories in right triangles.

A skew brane is an immersed codimension 2 submanifold in affine space, free from pairs of parallel tangent spaces. Using Morse theory, we prove that a skew brane cannot lie on a quadratic hypersurface. We also prove that there are no skew loops on embedded ruled developable discs in 3-space. The paper extends recent wo…

2003-02-21abs ↗pdf ↗

This paper classifies 4D spin manifolds with skew Killing spinors.

problem Classifying 4D Riemannian spin manifolds with skew Killing spinors.
method Analyzing skew Killing spinors with skew-symmetric endomorphisms A, considering both degenerate and non-degenerate cases.
result In the degenerate case, the manifold is locally isometric to R x N with N having a skew Killing spinor.

Complete classification of quaternionic skew-Hermitian symmetric spaces found.

problem Classifying quaternionic skew-Hermitian symmetric spaces.
method Proving the existence of a torsion-free mSO(2n)mSp(1){ m SO}^{*}(2n){ m Sp}(1)-structure and showing that any homogeneous space is symmetric.
result A complete classification of quaternionic skew-Hermitian symmetric spaces for arbitrary n>1n>1.

Following recent work by Ghomi, Solomon and Tabachnikov, we study geometry and topology of skew branes. A skew brane is a codimension 2 submanifold in affine space such that the tangent spaces at any pair of distinct points are not parallel. We prove that if an oriented closed manifold has a non-zero Euler characterist…

2005-04-23abs ↗pdf ↗

A parsimonious model reduces over-parameterization in skewed matrix variate mixtures.

problem Over-parameterization in skewed matrix variate mixtures.
method Parsimonious family of 256 models using bilinear factor analyzers constrained over clusters, with AECM algorithm for estimation.
result Extensive simulations and real-world datasets (MNIST, Olivetti faces) demonstrate the method's effectiveness.

New methods classify convex lattice polygons for affine dimers.

problem Not all convex lattice polygons are characteristic polygons of affine dimers.
method General constructions and algorithm for finding affine dimers with prescribed polygons.
result All lattice triangles, generalised parallelograms, and polygons of genus at most two admit an affine dimer.

Word embeddings generated by neural network methods such as word2vec (W2V) are well known to exhibit seemingly linear behaviour, e.g. the embeddings of analogy "woman is to queen as man is to king" approximately describe a parallelogram. This property is particularly intriguing since the embeddings are not trained to a…

2019-01-28abs ↗pdf ↗

Optimizes option portfolios for skewed-t returns using VaR and variance measures.

problem Optimizing portfolios for skewed-t returns with heavy tails and skewness.
method Uses variance and VaR measures, departing from normal returns, and provides explicit portfolio weights.
result Optimal portfolio weights differ significantly from variance optimal weights due to skewness.