Research
On-device research index

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

Trend · papers per month

20406080 · May 202619922001200920172026
48 results for unicorn paths

We extend the notion of unicorn paths between two arcs introduced by Hensel, Przytycki and Webb to the case where we replace one arc with a geodesic asymptotic to a lamination. Using these paths, we give new proofs of the results of Klarreich and Schleimer identifying the Gromov boundaries of the curve graph and the ar…

2015-08-10abs ↗pdf ↗

Study shows saddle connection graph's geometry and quasi-isometry properties.

problem Characterize the geometry and quasi-isometry of saddle connection graphs.
method Proved 4-hyperbolicity and uniform quasi-isometry to a tree, used generalised unicorn paths.
result Saddle connection graph is not quasi-isometrically rigid and its boundary is straight foliations.

The paper proves conjectures about Minkowski norms with specific symmetry groups.

problem Proving conjectures about Minkowski norms with certain symmetries.
method Analyzing isometries of the Hessian metric for Minkowski norms invariant under SO(k)imesSO(nk)SO(k) imes SO(n-k).
result Proves Laugwitz and Landsberg Unicorn conjectures for Minkowski norms with the specified symmetry.

Finsleroid-Finsler metrics form an important class of singular (y-local) Finslerian metrics. They were introduced by G. S. Asanov in 2006. As a special case Asanov produced examples of Landsberg spaces of dimension at least three that are not of Berwald type. These are called Unicorns [5]. The existence of regular (y -…

2016-05-14abs ↗pdf ↗

The paper provides an intrinsic proof of a theorem about Landsberg spaces.

problem Proving Numata's theorem on Landsberg spaces of scalar curvature.
method Intrinsic point of view and coordinate-free proof using Finsler geometry.
result All Landsberg spaces of dimension n3n\geq 3 of non-zero scalar curvature are Riemannian spaces of constant curvature.

Classifies cosmological Finsler spacetimes, finding viable non-stationary models.

problem Locating viable non-stationary Finsler spacetimes in cosmology.
method Locally classified all possible cosmological homogeneous and isotropic Landsberg-type Finsler structures in 4-dimensions.
result Identified unique Finsler, non-Berwaldian Landsberg generalization of Friedmann-Lemaitre-Robertson-Walker geometry.

Given a Finsler space, we introduce a system of partial differential equations, called the Landsberg equation. Based on a careful analysis of the Landsberg equation and the observation that the solution space is invariant under the linear isometries of the tangent Minkowski spaces, we prove that an (α1,α2)(α_1, α_2)-metric …

2014-04-14abs ↗pdf ↗

In this paper, we study general (α,β)(α,β)-metrics which αα is a Riemannian metric and ββ is an one-form. We have proven that every weak Landsberg general (α,β)(α,β)-metric is a Berwald metric, where ββ is a closed and conformal one-form. This show that there exist no generalized unicorn metric in this class of general $(…

2017-06-13abs ↗pdf ↗

The paper classifies Landsberg spherically symmetric Finsler metrics in various dimensions.

problem Investigating compatibility conditions on spherically symmetric Finsler metrics.
method Using the inverse problem of calculus of variations, the paper focuses on Landsberg and Berwald types.
result All Landsberg spherically symmetric manifolds in higher dimensions are either Riemannian or have specific geodesic spray formulas.

It is still a long-standing open problem in Finsler geometry, is there any regular Landsberg metric which is not Berwaldian. However, there are non-regular Landsberg metrics which are not Berwladian. The known examples are established by G. S. Asanov and Z. Shen. In this paper, we use the Maple program to study some ex…

2019-08-28abs ↗pdf ↗

The paper develops methods to price and hedge options in path-dependent stock models.

problem Pricing and hedging options under complex stock models.
method Develops a path-dependent PDE for option pricing and differentiability of path-dependent SDE solutions.
result Provides formulas for option Greeks and differentiability of path-dependent SDE solutions.

Extend classical theory of affine processes to path-dependent setting

problem Path-dependent affine processes
method Introduce path-dependent coefficients and provide analytic formulas for their Fourier--Laplace transform
result Define path-dependent affine processes through their exponential-affine Fourier--Laplace transform and establish a characterization theorem

Simpler method derived for path geometries on surfaces, characterizing projective path geometries.

problem Characterizing projective path geometries on surfaces.
method Solving the equivalence problem of sub-Riemannian geometry of signature (1,1) on a contact 3-manifold.
result Characterization of projective path geometries in terms of their chains.

Recently, path norm was proposed as a new capacity measure for neural networks with Rectified Linear Unit (ReLU) activation function, which takes the rescaling-invariant property of ReLU into account. It has been shown that the generalization error bound in terms of the path norm explains the empirical generalization b…

2018-09-19abs ↗pdf ↗

We consider the problem of path inference: given a path prefix, i.e., a partially observed sequence of nodes in a graph, we want to predict which nodes are in the missing suffix. In particular, we focus on natural paths occurring as a by-product of the interaction of an agent with a network---a driver on the transporta…

2019-03-18abs ↗pdf ↗

Introduces q-paths for generalizing geometric annealing paths in machine learning.

problem Limited applicability of existing path methods in machine learning.
method Develops a family of paths derived from a generalized mean, including geometric and arithmetic mixtures.
result Empirical gains in Bayesian inference and generative model evaluation.

This paper improves tail dependence analysis by introducing a path-based approach.

problem The classical tail dependence coefficient fails to capture non-exchangeable features of tail dependence.
method The paper introduces a path-based maximal tail dependence approach to capture the most pronounced feature of dependence over all possible paths.
result The paper proves the existence and provides an explicit characterization of the path-based maximal TDC, improving analytical and computational tractability.

This paper considers possible price paths of a financial security in an idealized market. Its main result is that the variation index of typical price paths is at most 2, in this sense, typical price paths are not rougher than typical paths of Brownian motion. We do not make any stochastic assumptions and only assume t…

2010-05-03abs ↗pdf ↗

One-shot path planning for multiple agents using neural networks.

problem Efficiently generating optimal or near-optimal paths for multiple agents in robotics.
method Utilizes fully convolutional neural networks for one-shot multi-agent path planning.
result Demonstrates successful generation of optimal or near-optimal paths in over 85% of cases for multi-path planning.

Foundation for robust finance using rough path theory.

problem Mathematical models of financial markets under Knightian uncertainty.
method Introducing Property (RIE) for càdlàg paths, proving existence of rough integrals, verifying admissibility of trading strategies.
result Existence and stability of rough path integrals for non-gradient integrands.

Paper proposes method for generating paths of stochastic volatility CGMY process for option pricing.

problem Generating accurate sample paths for stochastic volatility models for option pricing.
method Monte-Carlo method for European and American options, least square regression for calibration.
result Calibrated model parameters to S\&P 100 index options market using path-dependent options.

The paper proves signatures of non-geometric rough paths can approximate functionals uniformly.

problem Approximating functionals of non-geometric rough paths.
method Extending rough paths with time and quadratic variation terms, proving uniform approximation.
result Linear functionals of extended signatures uniformly approximate continuous functionals.

A positive path in the linear symplectic group $\Sp(2n)$ is a smooth path which is everywhere tangent to the positive cone. These paths are generated by negative definite (time-dependent) quadratic Hamiltonian functions on Euclidean space. A special case are autonomous positive paths, which are generated by time-indepe…

1996-06-18abs ↗pdf ↗

The study proves unique path lifting properties and their implications on quotient spaces and covering maps.

problem Understanding unique path lifting properties and their implications on quotient spaces and covering maps.
method The study uses group actions on R\mathbb R-trees and path lifting properties to prove the main results.
result Every map of manifolds with the unique path lifting property is a covering map.

The paper calculates sensitivities for financial derivatives using path weighting methods.

problem Computing sensitivities for path-dependent financial derivatives with high variance and degeneracy issues.
method Proposes explicit path weighting formula, variance reduction adjustment, and covariance inflation technique.
result Effective methods to address high variance and degeneracy in sensitivities computation.

Develops a numerical scheme for solving path-dependent FBSDEs and PDEs.

problem Solving path-dependent FBSDEs and PDEs numerically.
method Picard iteration method for FBSDEs, concentration inequality for estimator, supervised learning with neural networks for PDEs.
result Proves convergence and rate of convergence for the Picard iteration method.

Global invariant for path structures and differential equations defined on torus.

problem Global invariant for path structures and differential equations.
method Computed as a secondary invariant from a Cartan connection on a canonical bundle.
result Formula for global invariant of second order differential equations on torus.

New algorithmic view of ℓ2 regularization using ODEs and path-following methods.

problem Optimizing convex loss functions with ℓ2 regularization.
method Established an equivalence between ℓ2-regularized solution paths and ODEs, proposing path-following algorithms based on homotopy methods and numerical ODE solvers.
result The solution path can be viewed as a hybrid of gradient descent and Newton method, providing novel schemes to choose grid points and reducing computational cost.

This work develops a generic framework, called the bag-of-paths (BoP), for link and network data analysis. The central idea is to assign a probability distribution on the set of all paths in a network. More precisely, a Gibbs-Boltzmann distribution is defined over a bag of paths in a network, that is, on a representati…

2013-02-27abs ↗pdf ↗