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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.

169,051 papers · 148 categories

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21426384 · Jun 202019922001200920172026
48 results for tensor grid

Proposes a new tensor grid method for image completion.

problem Image completion from missing data.
method Low-rank tensor grid with two-stage density matrix renormalization group initialization and alternating least squares factorization.
result The proposed tensor grid method outperforms existing methods in image recovery accuracy.

New method uses tensor networks to price multi-asset options efficiently.

problem Pricing multi-asset options via classical full-grid solvers is computationally infeasible due to the curse of dimensionality.
method Quantized tensor trains (QTT) transform the d-asset Black-Scholes PDE into a tractable high-dimensional problem.
result Full-grid prices and Greeks for correlated basket and max-min options in three to five dimensions can be computed with high accuracy.

We introduce tensor network contraction algorithms for the evaluation of the Jones polynomial of arbitrary knots. The value of the Jones polynomial of a knot maps to the partition function of a qq-state Potts model defined as a planar graph with weighted edges that corresponds to the knot. For any integer qq, we cast…

2018-07-05abs ↗pdf ↗

Tensor trains simplify solving complex PDEs efficiently.

problem Solving high-dimensional parabolic PDEs using traditional methods is computationally infeasible.
method Reformulate PDEs as backward stochastic differential equations and use tensor train format for compression and efficient computation.
result Tensor train methods achieve a good balance between accuracy and computational efficiency.

A new tensor network method for image classification reduces computation cost.

problem Efficiently classifying images in high-dimensional spaces.
method Proposes a multi-layered tensor network (MLTN) that performs one MPS operation per layer, reducing computation cost.
result Reduces computation cost without degrading performance.

This paper uses probability tensors for efficient path planning in complex scenarios.

problem Efficient path planning in complex environments with obstacles and multiple goals.
method Probability tensors are used to model agent motion and decision-making, incorporating past and future information.
result The model finds solutions in complex scenarios, demonstrating realistic emergent behaviors.

New method improves stochastic kriging for high-dimensional simulations.

problem High-dimensional simulation models require prohibitive sample sizes and computational costs.
method Tensor Markov kernels and sparse grid experimental designs.
result Sample complexity grows only slightly with dimensionality, improving accuracy and efficiency.

New method uses tensor trains for efficient PDE approximation.

problem High-dimensional PDEs and the curse of dimensionality.
method Tensor trains and backward stochastic differential equations for parabolic PDEs.
result Achieves a favorable trade-off between accuracy and computational efficiency.

Tensor network surrogate for efficient option pricing in large portfolios.

problem Large-scale portfolio revaluation problems in market risk management.
method Tensor-train (TT) approximation for high-dimensional price surfaces, direct inference using Laplacian kernel and TT representations.
result Tensor surrogate achieves lower test error and faster evaluation times compared to standard GPR.

FunBaT extends Tucker decomposition to handle continuous-indexed tensor data.

problem Handling continuous-indexed tensor data that doesn't fit traditional Tucker decomposition.
method FunBaT treats continuous-indexed data as interactions between a core tensor and a group of latent functions modeled by Gaussian processes (GP). It converts each GP into a state-space prior and uses advanced message-passing techniques for scalable inference.
result FunBaT effectively handles real-world data with continuous indexes, demonstrating its advantage in synthetic and real-world applications.

We present a grid diagram analogue of Carter, Rieger and Saito's smooth movie theorem. Specifically, we give definitions for grid movies, grid movie isotopies and present a definition of grid planar isotopy as a particular subset of the grid diagram moves: stabilization, destabilization and commutation. We show that gr…

2013-03-07abs ↗pdf ↗

The paper introduces triple grid diagrams to construct Lagrangian surfaces in complex projective space.

problem Constructing Lagrangian surfaces in complex projective space.
method Defining and analyzing triple grid diagrams to determine Lagrangian caps and surfaces.
result Triple grid diagrams can determine closed Lagrangian surfaces in CP2\mathbb{CP}^2 under certain conditions.

Half grid diagrams prove every link can be represented by a special type of grid diagram.

problem Representing links using grid diagrams and related invariants.
method Defining half grid diagrams and constructing canonical pairs, proving equivalence to Jones' construction, relating to classical link invariants.
result Established a new method to relate the oriented Thompson index to classical link invariants and provided bounds for knot invariants.

This work tackles multivariate CDFs and copulas using tensor factorization.

problem Learning multivariate distributions, especially for mixed random variables, is challenging.
method Introducing a low-rank model for efficient sampling, inference, and uncertainty quantification.
result The proposed model outperforms traditional methods in various applications.

Grid homology properties for MOY graphs studied.

problem Defining and studying properties of grid homology for MOY graphs.
method Defined grid homology from Harvey and O'Donnol's work. Studied properties using oriented skein relation, edge contraction, and parallel edge unification.
result Properties of grid homology for MOY graphs were studied and defined.

New method constructs moduli spaces of Lagrangian surfaces in CP^2 from grid diagrams.

problem Constructing explicit examples of triple grid diagrams for Lagrangian surfaces in CP^2.
method Elegant geometric construction reducing to linear algebra.
result Explicit construction of moduli space of triple grid diagrams.

The paper studies grid homology for spatial graphs and proves a Künneth formula for connected sums.

problem Understanding grid homology for spatial graphs with various types of edges.
method Developed grid homology for spatial graphs with cut edges and applied it to prove a Künneth formula for connected sums.
result A Künneth formula for knot Floer homology of connected sums is proven using grid homology.

Hexagon grid patterns emerge from conformal isometry in grid cell neural networks.

problem Understanding the algebraic, geometric, and topological properties of grid cells.
method Investigating recurrent neural network models of grid cells, focusing on Lie group and Lie algebra representations, conformal isometry, and hexagon periodic patterns.
result Conformal isometry leads to hexagon periodic patterns in grid cell responses and accurate path integration.

The paper analyzes how grid cells perform path integration and learns hexagon grid patterns.

problem Understanding how grid cells perform path integration calculations.
method Theoretical analysis of a general representation model of path integration by grid cells, identifying group representation and isotropic scaling conditions.
result The learned model of hexagon grid patterns is capable of accurate long distance path integration.

Power grids are one of the most important components of infrastructure in today's world. Every nation is dependent on the security and stability of its own power grid to provide electricity to the households and industries. A malfunction of even a small part of a power grid can cause loss of productivity, revenue and i…

2017-11-08abs ↗pdf ↗

The increasing penetration of distributed energy resources poses numerous reliability issues to the urban distribution grid. The topology estimation is a critical step to ensure the robustness of distribution grid operation. However, the bus connectivity and grid topology estimation are usually hard in distribution gri…

2016-11-06abs ↗pdf ↗

The paper studies how grid cell patterns emerge in neural networks.

problem Understanding how grid cells in the brain form hexagonal firing patterns.
method Training recurrent neural networks with conformal normalization of velocity inputs.
result Conformal normalization is crucial for the emergence of hexagonal grid patterns in neural networks.

The topology of a power grid affects its dynamic operation and settlement in the electricity market. Real-time topology identification can enable faster control action following an emergency scenario like failure of a line. This article discusses a graphical model framework for topology estimation in bulk power grids (…

2017-07-05abs ↗pdf ↗

Study finds cherry-picking load shaping strategies outperforms others in reducing grid CO2 emissions.

problem Lack of detailed counterfactual data makes it hard to assess load shaping strategies' effectiveness.
method Calibrated granular ERCOT simulations for counterfactual analysis of load shaping strategies.
result LMP-based load shaping outperforms other strategies in reducing grid CO2 emissions.

Extends knot concordance invariant to balanced spatial graphs using grid homology.

problem Defining a concordance invariant for balanced spatial graphs.
method Using grid homology to extend the invariant from knots to spatial graphs.
result The combinatorial ΥΥ invariant is a concordance invariant for balanced spatial graphs.