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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.

168,657 papers · 148 categories

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11233445 · May 202619922001200920172026
48 results for triangular grids

A simpler edge-based discretization method without dual volumes.

problem Efficiently computing edge-based discretization vectors without forming dual volumes.
method Directly compute edge-midpoint vectors and reduce dual volume formation.
result Significant reduction in computing time for tetrahedral grids.

This work develops discrete Gaussian models for vector-valued data on triangular meshes.

problem Discrete representation of continuous vector-valued environmental data.
method Develops discrete intrinsic Gaussian processes for vector-valued data on triangular meshes using discrete differential operators.
result Models can capture harmonic flows, incorporate boundary conditions, and model non-stationary data.

New method generates synthetic time series paths with more flexibility.

problem Restrictions in generating synthetic paths using Brownian reference.
method Introduces Triangular-Reference Schrödinger Bridges (TR-SBTS) for time series generation.
result Generates synthetic paths with more flexibility in stochastic volatility and correlated noise.

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 ↗

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.

In this paper, we present a structurally flat triangular form which is based on the extended chained form. We provide necessary and sufficient conditions for an affine input system with two inputs to be static feedback equivalent to the proposed triangular form, and thus a sufficient condition for an affine input syste…

2020-02-04abs ↗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.

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.

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 ↗

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 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.

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 ↗

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 ↗

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.

Algorithm learns non-Gaussian graphical models via Hessian scores and triangular transport.

problem Learning graph structure from non-Gaussian data.
method Score based on integrated Hessian information, coupled with triangular transport map.
result Algorithm successfully recovers graph structure for non-Gaussian data.

Somewhat unexpectedly, the study of the family of twisted knots revealed a hidden structure behind exclusive Racah matrices Sˉ\bar S, which control non-associativity of the representation product in a peculiar channel RRˉRRR\otimes \bar R \otimes R \longrightarrow R. These Sˉ\bar S are simultaneously symmetric and orthogo…

2019-06-24abs ↗pdf ↗

New framework for learning KR maps from data, ensuring stable generalization.

problem Learning monotone triangular transport maps efficiently and accurately.
method General framework using invertible transformations of smooth functions, ensuring no spurious local minima.
result Unique global minimizer corresponds to the KR map under certain conditions.

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 ↗

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 ↗

We generalize to the homotopy case a result of K. Mackenzie and P. Xu on relation between Lie bialgebroids and Poisson geometry. For a homotopy Poisson structure on a supermanifold MM, we show that (TM,TM)(TM, T^*M) has a canonical structure of an LL_{\infty}-bialgebroid. (Higher Koszul brackets on forms introduced earlie…

2019-09-11abs ↗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.

Polynomial density theorem for specific subgroup orbits in quotient spaces.

problem Effective density of orbits in arithmetic quotients of SL2(C)\operatorname{SL}_2(\mathbb C) and SL2(R)imesSL2(R)\operatorname{SL}_2(\mathbb R) imes\operatorname{SL}_2(\mathbb R).
method Use of Margulis function, incidence geometry tools, and spectral gap of ambient space.
result Proved effective density theorems with polynomial error rate.

We investigate the ability of popular flow based methods to capture tail-properties of a target density by studying the increasing triangular maps used in these flow methods acting on a tractable source density. We show that the density quantile functions of the source and target density provide a precise characterizat…

2019-07-10abs ↗pdf ↗