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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.

169,181 papers · 148 categories

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4895143190 · Jun 202019922001200920182026
48 results for two-parametric group

We study in this paper previously defined by V.N. Berestovskii and C.P. Plaut δδ-homogeneous spaces in the case of Riemannian manifolds. Every such manifold has non-negative sectional curvature. The universal covering of any δδ-homogeneous Riemannian manifolds is itself δδ-homogeneous. In turn, every simply connecte…

2006-11-20abs ↗pdf ↗

As a consequence of the dependence experienced in loan portfolios, the standard binomial test which is based on the assumption of independence does not appear appropriate for validating probabilities of default (PDs). The model underlying the new rules for minimum capital requirements (Basle II) is taken as a point of …

2003-05-02abs ↗pdf ↗

We propose a notion of distance between two parametrized planar curves, called their discrepancy, and defined intuitively as the minimal amount of deformation needed to deform the source curve into the target curve. A precise definition of discrepancy is given as follows. A curve of transformations in the special Eucli…

2013-05-15abs ↗pdf ↗

Using Takahashi theorem we propose an approach to extend known families of minimal tori in spheres. As an example, the well-known two-parametric family of Lawson tau-surfaces including tori and Klein bottles is extended to a three-parametric family of tori and Klein bottles minimally immersed in spheres. Extremal spect…

2013-08-07abs ↗pdf ↗

Very recently Ben Andrews and Haizhong Li showed that every embedded cmc torus in the three dimensional sphere is axially symmetric. There is a two-parametric family of axially symmetric cmc surfaces; more precisely, for every real number H and every C > 2 (H+\sqrt{1+H^2}) there is an axially symmetry surface Σ_{H,C} w…

2012-09-17abs ↗pdf ↗

Two methods for pricing swing contracts using neural networks or explicit functions.

problem Evaluating optimal energy purchases in swing contracts with firm constraints.
method Two approaches: explicit parametric function and neural network approximation.
result Neural network approach provides better prices in shorter computation time.

Bayesian approach for solving systems of linear PDEs with boundary conditions.

problem Modeling data efficiently with prior knowledge from systems of linear PDEs.
method Construct multi-output Gaussian process priors using Gröbner bases and pullback parametrizations.
result Gaussian process priors can represent solutions to systems of linear PDEs adhering to boundary conditions.

Recently Penskoi [J. Geom. Anal. 25 (2015), 2645-2666, arXiv:1308.1628] generalized the well known two-parametric family of Lawson tau-surfaces τr,mτ_{r,m} minimally immersed in spheres to a three-parametric family Ta,b,cT_{a,b,c} of tori and Klein bottles minimally immersed in spheres. It was remarked that this family inclu…

2014-06-18abs ↗pdf ↗

ELNN uses neural networks for improved option pricing.

problem Inconsistent pricing of over-the-counter products and unacceptable outcomes in ANN-based models.
method ELNN integrates ANNs with the exponential Levy model, addressing issues with existing models.
result ELNN outperforms Merton and Kou models in fitting performance and stability of estimates.

Adversarial learning approximates unknown quantum states on near-term quantum computers.

problem Approximating unknown quantum pure states on near-term quantum computers.
method Two parametrized circuits optimized adversarially, with resilient backpropagation and bipartite entanglement entropy.
result Resilient backpropagation algorithms perform well in optimizing the two circuits.

Model explains asset price dynamics, defaults, and market crashes via non-linear dynamics.

problem Understanding asset price dynamics, defaults, and market crashes in financial markets.
method Proposes a non-equilibrium model incorporating market frictions and feedback mechanisms.
result The QED model produces non-linear dynamics, broken scale invariance, and corporate defaults.

The study compares statistical post-processing methods for solar radiation forecasts.

problem Improving accuracy and uncertainty quantification of solar radiation forecasts.
method Statistical post-processing techniques using relationships between meteorological variables and solar radiation.
result Quantile regression and generalized random forests generally perform best in probabilistic forecasts.

New link groups are derived from torus necklaces, connecting braid groups to reflection groups.

problem Understanding the relationship between braid groups and reflection groups.
method Constructing torus necklaces and linking them to braid groups of JJ-reflection groups.
result Link groups of torus necklaces are precisely braid groups of JJ-reflection groups, with meridians as braid reflections.

Computes cohomology groups for NEC groups, focusing on Fuchsian groups.

problem Understanding the cohomology of non-Euclidean crystallographic groups.
method Computes cohomology groups for geometrically finite NEC groups, and determines the ring structure for Fuchsian groups.
result Determination of cohomology groups and ring structures for Fuchsian groups.

The study proves super-rigidity of Gromov's random monster group for various types of groups.

problem Super-rigidity of Gromov's random monster group in various group types.
method Proof of morphisms having finite image and introduction of hereditary super-rigidity.
result Gromov's random monster group has super-rigidity and hereditary super-rigidity with respect to certain groups.

We study the structure of the virtual braid group. It is shown that the virtual braid group is a semi--direct product of the virtual pure braid group and the symmetric group. Also, it is shown that the virtual pure braid group is a semi--direct product of free groups. From these results we obtain a normal form of words…

2004-07-23abs ↗pdf ↗

Virtual twin groups map to symmetric groups, revealing automorphism structure.

problem Understanding homomorphisms between virtual twin groups and symmetric groups.
method Using irreducible right-angled Coxeter groups and right-angled Artin groups.
result A complete description of homomorphisms between virtual twin groups and symmetric groups, including the structure of the automorphism group of VTnVT_n.

The study restricts groups in graph of groups structures.

problem Realizing groups as fundamental groups of graph of groups with restricted vertex groups.
method Analyzes restrictions on groups that can be realized and applies to manifold construction.
result Places constraints on groups that can be realized in graph of groups structures.

New Garside structures found for torus knot groups and related braid groups.

problem Finding Garside structures for torus knot groups and related braid groups.
method Introducing a new Garside monoid M(n,m)\mathcal{M}(n,m) for (n,m)(n,m)-torus knot groups and other braid groups.
result New Garside structures for (n,m)(n,m)-torus knot groups and related braid groups are constructed.

Logarithmic separation profile in hyperbolic groups shows hierarchical structure.

problem Understanding hierarchical structure in hyperbolic groups with logarithmic separation.
method Proving groups with logarithmic separation split over cyclic groups and providing counterexamples.
result Not all groups with hierarchical structure have logarithmic separation profile.

We describe a procedure for constructing a generalized Thompson group out of a family of groups that is equipped with what we call a cloning system. The previously known Thompson groups F, V, Vbr and Fbr arise from this procedure using, respectively, the systems of trivial groups, symmetric groups, braid groups and pur…

2014-05-21abs ↗pdf ↗

The study restricts normal subgroups of Kähler groups, proving specific cases and general restrictions.

problem Characterizing normal subgroups of Kähler groups.
method Analyzing embeddings and conjugation actions of surface groups and one-ended hyperbolic groups.
result Restrictions on normal subgroups of Kähler groups, including virtual direct products and surface group properties.

Study fundamental groups of geometric transformation groups using loop spaces.

problem Understanding fundamental groups of geometric transformation groups.
method Use differential forms on loop spaces to prove infinite fundamental groups.
result Proves infinite fundamental groups for specific geometric transformation groups.

We exhibit a family of infinite, finitely-presented, nilpotent-by-abelian groups. Each member of this family is a solvable S-arithmetic group that is related to Baumslag-Solitar groups, and everyone of these groups has a quasi-isometry group that is virtually a product of a solvable real Lie group and a solvable p-adic…

2005-07-09abs ↗pdf ↗

The study shows that certain groups can be uniquely identified by their finite abelian summands.

problem Identifying groups based on their finite abelian summands.
method Analyzing hyperbolic groups as graphs of free groups with cyclic edge groups.
result Free products of free and surface groups are profinitely rigid.