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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.

168,742 papers · 148 categories

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48 results for symplectic sandwiches

Study symplectic fillings of sandwiched singularities.

problem Contrast deformation theory and symplectic topology of Milnor fibers.
method Develop an analog of de Jong--van Straten's theory in the symplectic setting using spinal open books and nearly Lefschetz fibrations.
result Minimal symplectic fillings of links are generated by certain immersed disk arrangements.

Invariant measures found for contact Hamiltonian systems split into Reeb and Liouville dynamics.

problem Finding invariant measures for contact Hamiltonian systems.
method Splitting the system into Reeb and Liouville dynamics; using invariant measures and symplectic sandwiches.
result Invariant measure found for Reeb dynamics; characterization of Liouville dynamics invariant measure.

New financial model with sandwiched volatility for option pricing.

problem Developing a new financial model for option pricing.
method Introducing a new model with stochastic volatility driven by a Gaussian Volterra process, ensuring the solution is sandwiched between two arbitrary Hölder continuous functions.
result Developed an algorithm for pricing options with discontinuous payoffs using Malliavin calculus.

The main goal of the paper is to prove the sandwich theorem for geodesic convex functions in a complete Riemannian manifold. Then by using this theorem we have proved an inequality in a manifold with bounded sectional curvature. Finally, we have shown that the gradient of a convex function is orthogonal to the tangent …

2018-06-19abs ↗pdf ↗

This paper develops a method to estimate the rate-distortion function for general data sources.

problem Estimating the rate-distortion function for general data sources.
method Develops an algorithm for sandwiching the R-D function of a general (not necessarily discrete) source using i.i.d. data samples.
result Estimates R-D sandwich bounds for various data sources, including natural images, indicating potential for improving compression methods.

In this paper we show the validity, under certain geometric conditions, of Wheeler's thin sandwich conjecture for higher dimensional theories of gravity. We extend the results shown by R. Bartnik and G. Fodor for the 3-dimensional case in two ways. On the one hand, we show that the results obtained by the mentioned aut…

2017-03-23abs ↗pdf ↗

Maximal extractable value in CFMMs can degrade or improve routing quality, with reordering MEV showing logarithmic impact.

problem Maximal extractable value in constant function market makers (CFMMs) and its impact on routing quality.
method Game theoretic analysis of MEV in CFMMs, constructing price of anarchy and analyzing reordering MEV.
result Conditions under which reordering MEV shows logarithmic impact, and implications for MEV searchers and CFMM designers.

In this paper, we propose new efficient algorithms to verify the null space condition in compressed sensing (CS). Given an (nm)×n(n-m) \times n (m>0m>0) CS matrix AA and a positive kk, we are interested in computing αk=max{z:Az=0,z0}max{K:Kk}\displaystyle α_k = \max_{\{z: Az=0,z\neq 0\}}\max_{\{K: |K|\leq k\}} zK1z1{\|z_K \|_{1}}{\|z\|_{1}}, where …

2013-06-11abs ↗pdf ↗

Recent work has suggested enhancing Bloom filters by using a pre-filter, based on applying machine learning to determine a function that models the data set the Bloom filter is meant to represent. Here we model such learned Bloom filters,, with the following outcomes: (1) we clarify what guarantees can and cannot be as…

2019-01-03abs ↗pdf ↗

Polyak-Ruppert CLT for SA-Adam with momentum and non-convergent adaptive preconditioning

problem Adaptive optimizers combining momentum and non-convergent preconditioning
method Proving positive drift stability and a non-autonomous Polyak-Ruppert CLT for SA-Adam
result The iterate-marginal covariance is exactly the plain stochastic gradient descent (SGD) sandwich

Study reveals risks of investing in new crypto-tokens in decentralized exchanges.

problem Risks associated with investing in newly created tokens in decentralized exchanges.
method Analysis of financial impact, market dynamics, profitability, and liquidity manipulations.
result Significant market liquidity trapped in honeypots, reducing market efficiency and misleading investors.

Ethereum block builders can earn up to $14M/month by reordering transactions, harming users.

problem Block builders can exploit transaction reordering to earn significant profits, harming users.
method Estimation of MEV payments and analysis of reordering effects.
result Block builders can earn up to $14M/month by reordering transactions, skewing the distribution.

Study on deformations of symmetric spaces using Jordan algebras.

problem Deformability of symmetric Einstein metrics on compact Lie algebras.
method Developed sandwich operators and quadratic Casimir operators for compact Lie algebras; calculated obstruction integrals from invariant polynomials; explored relation to simple Jordan algebras.
result Proved the nonlinear instability of most infinitesimally deformable irreducible compact symmetric spaces.

Equivalent formulations for low-rank matrix optimization are proven.

problem Low-rank matrix optimization with rank constraints.
method Established geometric landscape connections between manifold and factorization formulations.
result Equivalence between manifold and factorization formulations at FOSPs, SOSPs, and strict saddles.

Computing the marginal likelihood (ML) of a model requires marginalizing out all of the parameters and latent variables, a difficult high-dimensional summation or integration problem. To make matters worse, it is often hard to measure the accuracy of one's ML estimates. We present bidirectional Monte Carlo, a technique…

2015-11-08abs ↗pdf ↗

We show that the if a sequence of normalized polynomials gives rise to a positive basis of the skein algebra of a surface, then it is sandwiched between the two types of Chebyshev polynomials. For the closed torus, we show that the normalized sequence of Chebyshev polynomials of type one (T^n)(\hat{T}_n) is the only one w…

2019-08-15abs ↗pdf ↗

Researchers develop a method to infer reference measures from observed functionals.

problem Tackles the challenge of identifying or recovering a reference measure from observed functionals.
method Uses the property of law-invariant functionals defining lower or upper supporting sets in dual spaces of signed measures.
result Illustrates the methodology with examples and develops a modification for Value-at-Risk.

New framework improves option pricing models by addressing volatility dynamics.

problem Challenges in standard option pricing models, especially in deriving implied volatility.
method Developed a new framework called Implied Remaining Variance (IRV), identifying minimal conditions for absence of arbitrage.
result Reformulated results of Schweizer and Wissel (2008b) and independently derived El Amrani, Jacquier and Martini (2021) results within IRV framework.

Generative Adversarial Networks (GAN) can achieve promising performance on learning complex data distributions on different types of data. In this paper, we first show a straightforward extension of existing GAN algorithm is not applicable to point clouds, because the constraint required for discriminators is undefined…

2018-10-13abs ↗pdf ↗

For portfolio optimisation under proportional transaction costs, we provide a duality theory for general cadlag price processes. In this setting, we prove the existence of a dual optimiser as well as a shadow price process in a generalised sense. This shadow price is defined via a "sandwiched" process consisting of a p…

2014-08-26abs ↗pdf ↗

Paper improves ML estimation from incomplete data with robust M-estimator.

problem Estimating parameters from incomplete data with improved accuracy.
method Developed a robust M-estimator and a sandwich estimator for standard errors.
result Improved estimation accuracy with smaller standard errors than ML estimates.

To better understand the interplay of censoring and sparsity we develop finite sample properties of nonparametric Cox proportional hazard's model. Due to high impact of sequencing data, carrying genetic information of each individual, we work with over-parametrized problem and propose general class of group penalties s…

2012-07-18abs ↗pdf ↗

Semi-implicit variational inference (SIVI) is introduced to expand the commonly used analytic variational distribution family, by mixing the variational parameter with a flexible distribution. This mixing distribution can assume any density function, explicit or not, as long as independent random samples can be generat…

2018-05-28abs ↗pdf ↗

New insights into Valiant's learnability model reveal classes learnable with membership queries.

problem Which classes are learnable in Valiant's original model?
method Characterization using poly-size adaptive query-compression schemes and techniques for arbitrary domains.
result Learnability in Valiant's model is sandwiched between PAC and query-less variants, with halfspaces learnable with queries.

We define two non-linear operations with random (not necessarily closed) sets in Banach space: the conditional core and the conditional convex hull. While the first is sublinear, the second one is superlinear (in the reverse set inclusion ordering). Furthermore, we introduce the generalised conditional expectation of r…

2017-11-28abs ↗pdf ↗

This paper models stock prices using a Janardan Galton Watson process.

problem Modeling stock price fluctuations and predicting market trends.
method Extends Janardan Galton Watson process to model stock prices, considering initial close price and number of offspring.
result The model predicts return values and probability of market extinction.

A symplectic manifold (M,ω)(M,ω) is called {\em (symplectically) uniruled} if there is a nonzero genus zero GW invariant involving a point constraint. We prove that symplectic uniruledness is invariant under symplectic blow-up and blow-down. This theorem follows from a general Relative/Absolute correspondence for a symple…

2006-11-20abs ↗pdf ↗

Study on symplectic Dirac operators on foliations, estimating eigenvalues.

problem Estimating eigenvalues of transversely symplectic Dirac operators.
method Analysis of transversely symplectic structures and use of Weitzenbock formula.
result Estimation of lower bounds for eigenvalues of transversely symplectic Dirac operators.

We study topological properties of log-symplectic structures and produce examples of compact manifolds with such structures. Notably we show that several symplectic manifolds do not admit log-symplectic structures and several log-symplectic manifolds do not admit symplectic structures, for example #m CP^2 # n bar(CP^2)…

2013-03-26abs ↗pdf ↗

We describe the structure of the Lie groups endowed with a left-invariant symplectic form, called symplectic Lie groups, in terms of semi-direct products of Lie groups, symplectic reduction and principal bundles with affine fiber. This description is particularly nice if the group is Hamiltonian, that is, if the left c…

2009-07-01abs ↗pdf ↗

We consider aspherical manifolds with torsion-free virtually polycyclic fundamental groups, constructed by Baues. We prove that if those manifolds are cohomologically symplectic then they are symplectic. As a corollary we show that cohomologically symplectic solvmanifolds are symplectic.

2010-05-07abs ↗pdf ↗