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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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3517021,0531,404 · Jun 202019922001200920172026
48 results for two-parameter models

We introduce a noncommutative differential calculus on the two-parameter hh-superplane via a contraction of the (p,q)-superplane. We manifestly show that the differential calculus is covariant under GLh1,h2(11)GL_{h_1,h_2}(1| 1) transformations. We also give a two-parameter deformation of the (1+1)-dimensional phase space alge…

2001-12-13abs ↗pdf ↗

We introduce a two-parameters bt-algebra which, by specialization, becomes the one-parameter bt-algebra, introduced by the authors, as well as another one-parameter presentation of it; the invariant for links and tied links, associated to this two-parameter algebra via Jones recipe, contains as specializations the inva…

2018-11-08abs ↗pdf ↗

We model non-stationary volume-price distributions with a log-normal distribution and collect the time series of its two parameters. The time series of the two parameters are shown to be stationary and Markov-like and consequently can be modelled with Langevin equations, which are derived directly from their series of …

2017-04-30abs ↗pdf ↗

Constructs non-abelian G2-instantons on ALC members of B7 family.

problem Constructing non-abelian G2-instantons on ALC members of B7 family.
method Using co-homogeneity one symmetries, classify and describe the solutions as perturbations of abelian instantons.
result Find a one-parameter family of instantons with polynomial decay.

In this paper we provide the first examples of non-flat soap films proven to span tetrahedra. These are members of a continuous two parameter family of soap films with tetrahedral boundaries. Of particular interest is a two parameter subfamily where each spanning soap film has the property that two minimal surfaces mee…

2008-09-02abs ↗pdf ↗

In the context of the Dragulescu-Yakovenko (2000) model, we show that empirical income distribution with truncated datasets, cannot be properly modeled by the one-parameter exponential distribution. However, a truncated version characterized by an exponential distribution with two parameters gives an accurate fit.

2014-06-19abs ↗pdf ↗

We explore Jaeger's state model for the HOMFLYPT polynomial. We reformulate this model in the language of Gauss diagrams and use it to obtain Gauss diagram formulas for a two-parameter family of Vassiliev invariants coming from the HOMFLYPT polynomial. These formulas are new already for invariants of degree 3.

2008-10-22abs ↗pdf ↗

In this note, we study a class of stochastic control problems where the optimal strategies are described by two parameters. These include a subset of singular control, impulse control, and two-player stochastic games. The parameters are first chosen by the two continuous/smooth fit conditions, and then the optimality o…

2016-05-17abs ↗pdf ↗

Advanced forecasting models outperform Holt-Winters and ARIMA for stock market data.

problem Forecasting stock market data with improved accuracy.
method Developed 24 two-parameter families of forecasting functions using a nonparametric approach.
result Our models outperform Holt-Winters and ARIMA in terms of lower sum of absolute errors and higher number of accurate forecasts.

The paper proposes a neural network model for estimating conditional mixture Weibull distributions with right-censored data.

problem Survival analysis with right-censored data in predictive maintenance and health fields.
method A neural network architecture is developed to estimate two-parameter Weibull distributions conditionally to features, extending to a finite mixture of Weibull distributions.
result The model outperforms state-of-the-art methods on real-world datasets and can consider any survival time horizon.

The paper characterizes biconservative surfaces in hyperbolic 4-space.

problem Characterizing biconservative surfaces in hyperbolic 4-space.
method Establishing intrinsic conditions and analyzing geometric properties.
result Biconservative surfaces in hyperbolic 4-space satisfy a specific intrinsic condition.

The paper extends Bour's theorem to BCV spaces with constant mean curvature helicoids.

problem Generalizing Bour's theorem to helicoidal surfaces in BCV spaces.
method Two-parameter family representation of helicoidal surfaces.
result Characterization of helicoidal surfaces with constant mean curvature.

New bounds on continuous random variables' right-tail probabilities.

problem Finding precise upper and lower limits for right-tail probabilities of continuous random variables.
method Developed new bounds based on PDF, first derivative, and two parameters.
result The new bounds are tight for various continuous random variables.

We construct the universal sl(2)-tangle cohomology using an approach with webs and dotted foams. This theory depends on two parameters, and for the case of links it is a categorification of the unnormalized Jones polynomial of the link.

2008-02-20abs ↗pdf ↗

Weibull framework diagnoses transformer weight distributions, revealing distinct patterns across modules.

problem Diagnosing weight distributions in transformer models for better understanding of training dynamics.
method Applied Weibull distribution to diagnose weight magnitude distributions in transformer models, fitting each weight matrix independently.
result Distinct patterns of weight distributions across different transformer modules were identified.

We investigate the curvature properties of a two-parameter family of Hermitian structures on the product of two Sasakian manifolds, as well as intermediate relations. We give a necessary and sufficient condition for a Hermitian structure belonging to the family to be Einstein and provide concrete examples.

2011-10-06abs ↗pdf ↗

We generalize the Khovanov-Rozansky cohomology for n=2 by means of a homogeneous potential that depends on two parameters, to obtain the universal Khovanov-Rozansky sl(2) link cohomology. This theory is equivalent to the universal foam sl(2) link cohomology, after tensoring both theories with appropriate rings.

2008-05-18abs ↗pdf ↗

We propose an algorithm which allows to derive the generalized Alexander polynomial invariants of knots and links with the help of the q,p-numbers, appearing in bosonic two-parameter quantum algebra. These polynomials turn into HOMFLY ones by applying special parametrization. The Jones polynomials can be also obtained …

2015-10-22abs ↗pdf ↗

Many popular random partition models, such as the Chinese restaurant process and its two-parameter extension, fall in the class of exchangeable random partitions, and have found wide applicability in model-based clustering, population genetics, ecology or network analysis. While the exchangeability assumption is sensib…

2017-11-20abs ↗pdf ↗

We review a construction of a new class of algebraic curves, called super-A-polynomials, and their quantum generalizations. The super-A-polynomial is a two-parameter deformation of the A-polynomial known from knot theory or Chern-Simons theory with SL(2,C) gauge group. The two parameters of the super-A-polynomial encod…

2013-03-15abs ↗pdf ↗

In this note we describe the recursion relations between two parameter HOMLFY and Kauffman polynomials of framed links These relation correspond to embeddings of quantized universal enveloping algebras. The relation corresponding to embeddings gngk×slnkg_{n}\supset g_{k}\times sl_{n-k} where gng_{n} is either so2n+1so_{2n+1}, $so…

2014-01-09abs ↗pdf ↗

An unobstructedness theorem is proved for deformations of compact holomorphic Poisson manifolds and applied to a class of examples. These include certain rational surfaces and Hilbert schemes of points on Poisson surfaces. We study in particular the Hilbert schemes of the projective plane and show that a generic deform…

2011-05-24abs ↗pdf ↗

An array system of coupled maps is proposed as a model for economy evolution. The local dynamics of each map or agent is controlled by two parameters. One of them represents the growth capacity of the agent and the other one is a control term representing the local environmental pressure which avoids an exponential gro…

2005-07-26abs ↗pdf ↗

We consider a financial market model driven by an R^n-valued Gaussian process with stationary increments which is different from Brownian motion. This driving noise process consists of nn independent components, and each component has memory described by two parameters. For this market model, we explicitly solve optim…

2005-06-30abs ↗pdf ↗

Study models weather index insurance pricing by insurers and farmers, finding flexible pricing kernels boost profits.

problem Monopoly pricing of weather index insurance with risk and flexibility considerations.
method Bowley-type sequential game with insurer and farmer, using neural networks for farmer's payoff.
result Flexible pricing kernels increase insurer profits closer to indemnity insurance levels.

A deterministic system of coupled maps is proposed as a model for economic activity among interacting agents. The values of the maps represent the wealth of the agents. The dynamics of the system is controlled by two parameters. One parameter expresses the growth capacity of the agents and the other describes the local…

2007-01-09abs ↗pdf ↗

Inspired by the concept of evolutoids of planar curves, we present the concept of evolutoids for regular surfaces as an envelope of a two-parameter family of lines in Euclidean 3-space. We give an explicit parametrization for such evolutoids. Besides, we used the theory of singularities to study the local behavior of r…

2019-11-26abs ↗pdf ↗

Clustering ensemble is one of the most recent advances in unsupervised learning. It aims to combine the clustering results obtained using different algorithms or from different runs of the same clustering algorithm for the same data set, this is accomplished using on a consensus function, the efficiency and accuracy of…

2012-08-20abs ↗pdf ↗