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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.

168,982 papers · 148 categories

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4.2%8.3%12.5%16.7% · Oct 199519922001200920172026
48 results for triangular decompositions

Study finds conditions for operator fields to be in strictly upper triangular form in small dimensions.

problem Jordan-Chevalley decomposition for operator fields in small dimensions.
method Tensorial conditions and proof of conjecture for higher order brackets.
result Proves Tempesta-Tondo conjecture for higher order brackets.

We consider the problem of approximate joint triangularization of a set of noisy jointly diagonalizable real matrices. Approximate joint triangularizers are commonly used in the estimation of the joint eigenstructure of a set of matrices, with applications in signal processing, linear algebra, and tensor decomposition.…

2016-07-02abs ↗pdf ↗

It is known, since works of Burde and de Rham, that one can detect the roots of the Alexander polynomial of a knot by the study of the representations of the knot group into the group of the invertible upper triangular 2x22x2 matrices. In this work, we propose to generalize this result by considering the representations…

2007-09-14abs ↗pdf ↗

ELM struggles with real data, new methods improve performance and speed.

problem Low convergence of SVD in ELM for real-life large data.
method Replaced SVD with 5 methods: lower upper triangularization, Hessenberg decomposition, Schur decomposition, modified Gram Schmidt algorithm, and Householder reflection.
result Hessenberg decomposition for training pace, Householder reflection for performance in EEG-based brain-computer interface.

Study reveals hidden structure behind Racah matrices for twisted knots.

problem Understanding non-associativity in representation products of twisted knots.
method Analysis of quantum R-matrices and their eigenvalues to decompose Racah matrices.
result Discovery of pentad structure (Tˉ,Sˉ,S,E,B)(\bar T, \bar S, S, {\cal E}, {\cal B}) associated with universal R-matrix.

New method differentiates square-root Kalman filters robustly.

problem Gradient calculation issues in square-root Kalman filters.
method Closed-form chain rule derived from Gramian identity, resolves non-orthogonal and rank-deficient issues.
result Robust automatic differentiation for Kalman filters, resolving numerical stability and gradient issues.

Paper presents a new flat triangular form for systems.

problem Creating a structurally flat triangular form for systems.
method Developed a new triangular form based on the extended chained form with conditions for static feedback equivalence.
result Provided conditions for affine input systems to be static feedback equivalent to the new triangular form.

Solves problem of describing transformations for upper triangular Toeplitz operators.

problem Describing coordinate transformations preserving upper triangular Toeplitz form of operator fields.
method Implicit formulas involving matrix-valued functions for describing transformations and Nijenhuis operators.
result Formulas for coordinate transformations and Nijenhuis operators in upper triangular Toeplitz form.

Triangular flows ensure statistical consistency and fast rates in generative modeling.

problem Ensuring statistical consistency and fast rates in generative models.
method Statistical guarantees and sample complexity bounds for triangular flow models using empirical process theory.
result Established statistical consistency and finite sample convergence rates for Kullback-Leibler estimator of Knöthe-Rosenblatt measure coupling.

By introducing a finer version of the Kauffman bracket skein algebra, we show how to decompose the Kauffman bracket skein algebra of a surface into elementary blocks corresponding to the triangles in an ideal triangulation of the surface. The new skein algebra of an ideal triangle has a simple presentation. This gives …

2016-09-16abs ↗pdf ↗

Paper uses GNNs to efficiently detect profitable triangular arbitrage opportunities.

problem Detecting profitable triangular arbitrage opportunities in dynamic markets.
method Formulate the problem as a graph-based optimization task and use a GNN architecture to capture complex relationships.
result GNN-based method achieves higher average yield with reduced computational time compared to traditional methods.

Enhanced Bruhat decomposition studies Morse theory and Reidemeister torsion.

problem Investigating the Bruhat numbers associated with Morse functions.
method Using a variation of the classical Bruhat decomposition for GL(F)GL(\mathbb{F}).
result The product of Bruhat numbers is independent of the Morse function and interpretable as Reidemeister torsion.

Discretizes Helfrich-type energies on surfaces using triangular complexes.

problem Discretizing curvature energies on surfaces of specific type.
method Asymptotic lower bound combined with recovery sequence of triangulations and edge director fields.
result Valid discrete versions of integral curvature energies on surfaces.

We first show that there are in fact triangular arbitrage opportunities in the spot foreign exchange markets, analyzing the time dependence of the yen-dollar rate, the dollar-euro rate and the yen-euro rate. Next, we propose a model of foreign exchange rates with an interaction. The model includes effects of triangular…

2002-02-22abs ↗pdf ↗

Study uses multifractal detrended cross-correlation to detect Forex arbitrage opportunities.

problem Detecting arbitrage opportunities in Forex markets.
method Multifractal detrended cross-correlation analysis applied to Forex time series.
result Strong cross-correlations found between exchange rates involved in triangular relations, including AUD and NZD.

We investigate triangular arbitrage within the spot foreign exchange market using high-frequency executable prices. We show that triangular arbitrage opportunities do exist, but that most have short durations and small magnitudes. We find intra-day variations in the number and length of arbitrage opportunities, with la…

2008-12-04abs ↗pdf ↗

The study investigates linearizability of Poisson structures on groupoids.

problem Linearizing Poisson structures on groupoids around the unit section.
method Extending the Lagrangian neighbourhood theorem to cosymplectic Lie algebroids, integrating triangular Lie bialgebras to symplectic LA-groupoids.
result Poisson structures on groupoids are linearizable under certain conditions.

New method for conditional sampling using M-GANs, likely-free inference.

problem Conditional sampling of probability measures.
method Developed a novel computational approach called M-GANs based on block triangular transport.
result Accurate sampling of conditional measures in various applications.

New method uses neural maps to efficiently sample lattice QCD distributions.

problem Challenges in sampling Boltzmann distributions of lattice field theories.
method Sparse triangular transport maps exploiting conditional independence structure of lattice graphs.
result Sparse triangular maps achieve efficient sampling with linear time complexity in lattice size.

Study Lie bialgebra structures on flat metric Lie algebras, leading to explicit Poisson-Lie groups.

problem Understanding Lie bialgebra structures on flat metric Lie algebras.
method Splitting Lie algebras, establishing normal forms, and using invariant Schouten squares.
result Explicit construction of multiplicative Poisson tensors on flat Poisson-Lie groups.

In this paper we look for closed expressions to calculate the number of colourings of prime knots for given linear Alexander quandles. For this purpose the colouring matrices are simplified to a triangular form, when possible. The operations used to perform this triangularization preserve the property that the entries …

2013-03-20abs ↗pdf ↗

Model shows triangular arbitrage key to cross-currency correlations in forex markets.

problem Understanding cross-currency correlations in forex markets.
method Agent-based model of market interactions.
result Triangular arbitrage is primary driver of cross-currency correlations.

This paper explores the relationship between Leibniz algebras and Nijenhuis operators.

problem Understanding the relationship between Leibniz algebras and Nijenhuis operators.
method Investigation of Nijenhuis operators on Leibniz algebras and classification of Leibniz bialgebras.
result Leibniz algebras are closely related to Nijenhuis operators, and triangular symplectic Leibniz bialgebras possess Nijenhuis operators.

We introduce a microscopic model which describes the dynamics of each dealer in multiple foreign exchange markets, taking account of the triangular arbitrage transaction. The model reproduces the interaction among the markets well. We explore the relation between the parameters of the present microscopic model and the …

2006-02-24abs ↗pdf ↗

Generalizes Lie bialgebroids to supermanifolds with homotopy Poisson structures.

problem Relating Lie bialgebroids to homotopy Poisson structures on supermanifolds.
method Introduces L-infinity bialgebroids and higher Koszul brackets to connect these structures.
result Shows that (TM,TM)(TM, T^*M) has an L-infinity bialgebroid structure for homotopy Poisson structures.

Analyzes the differential expansion of knot polynomials, focusing on its applicability and modifications.

problem Understanding the differential expansion of colored knot polynomials, especially for non-trivial knots and those with defects.
method Examines the current status of differential expansion, analyzes its applicability to non-trivial knots, and introduces a new transformation.
result A new transformation VV that converts Z\cal{Z} to standard ZZ-factors and allows for the calculation of FF.

Homogeneous links were introduced by Peter Cromwell, who proved that the projection surface of these links, that given by the Seifert algorithm, has minimal genus. Here we provide a different proof, with a geometric rather than combinatorial flavor. To do this, we first show a direct relation between the Seifert matrix…

2011-02-04abs ↗pdf ↗

The study examines numerical aspects of Karhunen-Loève expansions for stochastic processes.

problem Constructing Karhunen-Loève expansions for second-order stochastic processes.
method Spectral decomposition of covariance operator via Fredholm integral equation, discretization, singular value decomposition of weight-scaled sample matrix.
result Consistent solutions for model-based and data-driven KLE construction, characterized by convergence of SVD-based eigenvalue estimates and KL coefficients distributions.

In this paper, we classify all of the five-sided three-dimensional hyperbolic polyhedra with one ideal vertex, which have the shape of a triangular prism. We show how to find each such polyhedron in the upper half-space model by considering lines and circles in the plane. Finally, we give matrix generators in $\mathrm{…

2018-08-23abs ↗pdf ↗

Examines discrete curvature's relation to smooth curvature in 3 spaces.

problem Understanding how discrete curvature relates to smooth curvature in different spaces.
method Using specific triangular tilings of 3 types of spaces to examine curvatures.
result Discrete curvature can sense the smooth curvature of ambient space forms.

Two algorithms create high-quality triangular meshes for surfaces with guaranteed angles.

problem Creating high-quality triangular meshes for surfaces with controlled angles.
method MidNormal and GradNormal algorithms generate meshes with specified angle constraints.
result Meshes converge to surfaces as mesh size decreases, maintaining specified angles.