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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.

168,695 papers · 148 categories

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48 results for vectorial marginal products

Paper reinterprets marginal productivity theory using vectorial products, challenging traditional ethical interpretations.

problem Challenges traditional ethical interpretations of marginal productivity theory.
method Formulates marginal productivity theory using vectorial marginal products, contrasting with traditional scalar approach.
result Vectorial marginal products conflict with traditional distributive shares picture of property.

The present note deals with the properties of metric connections \nabla with vectorial torsion VV on semi-Riemannian manifolds (Mn,g)(M^n,g). We show that the \nabla-curvature is symmetric if and only if VV^{\flat} is closed, and that VV^\perp then defines an (n1)(n-1)-dimensional integrable distribution on MnM^n. If …

2015-09-29abs ↗pdf ↗

We investigate metric learning in the context of dynamic time warping (DTW), the by far most popular dissimilarity measure used for the comparison and analysis of motion capture data. While metric learning enables a problem-adapted representation of data, the majority of methods has been proposed for vectorial data onl…

2016-10-17abs ↗pdf ↗

Classifies Riemannian manifolds with specific torsion properties.

problem Classifying Riemannian manifolds with parallel, non-twistorial torsion.
method Classifies complete simply connected Riemannian manifolds with a metric connection having parallel torsion, non-zero vectorial component, and zero twistorial component.
result Classifies complete simply connected Riemannian manifolds with the specified torsion properties.

Study compactifies representations space of hyperbolic surfaces.

problem Compactify the space of maximal representations of hyperbolic surfaces.
method Vectorial length compactification, geometric interpretation, dual tree-graded space.
result Identify boundary with sphere of measured geodesic laminations.

In this paper we consider the problem of clustering collections of very short texts using subspace clustering. This problem arises in many applications such as product categorisation, fraud detection, and sentiment analysis. The main challenge lies in the fact that the vectorial representation of short texts is both hi…

2019-01-25abs ↗pdf ↗

Study asymptotically almost periodic solutions on real hyperbolic manifolds.

problem Existence and asymptotic behavior of solutions to parabolic equations.
method Dispersion and smoothing estimates, fixed point argument.
result Existence and uniqueness of asymptotically almost periodic solutions.

A new embedding method extracts dataset-scale metric distribution into vectorial representation for graph data.

problem Classifying graph-structured data based on overall dataset-scale discrepancies.
method MetricDistribution2vec embedding strategy.
result Significant improvement in supervised prediction tasks on real-world graph datasets.

The marginal maximum a posteriori probability (MAP) estimation problem, which calculates the mode of the marginal posterior distribution of a subset of variables with the remaining variables marginalized, is an important inference problem in many models, such as those with hidden variables or uncertain parameters. Unfo…

2013-02-26abs ↗pdf ↗

The present note deals with the dynamics of metric connections with vectorial torsion, as already described by E. Cartan in 1925. We show that the geodesics of metric connections with vectorial torsion defined by gradient vector fields coincide with the Levi-Civita geodesics of a conformally equivalent metric. By pullb…

2003-09-05abs ↗pdf ↗

Performing machine learning on structured data is complicated by the fact that such data does not have vectorial form. Therefore, multiple approaches have emerged to construct vectorial representations of structured data, from kernel and distance approaches to recurrent, recursive, and convolutional neural networks. Re…

2019-05-15abs ↗pdf ↗

Sharp inequality for pp-harmonic maps with new optimal constant.

problem Deriving the sharp vectorial Kato inequality for pp-harmonic mappings.
method Analyzing the inequality for pp-harmonic mappings and comparing with scalar valued cases.
result Established the optimal constant for pp-harmonic maps and enhanced the range of pp values for regularity.

The effect of leverage on liquidity is a tool for analysing the level of liquidity for a given production process. It measures the sensitivity of the level of liquidity that results from changes in the volume of production and unit operating margin. A commercial activity is liquid at the moment when all costs are cover…

2010-04-05abs ↗pdf ↗

On the basis of Liouville theorem the generalization of the Nambu mechanics is considered. Is shown, that Poisson manifolds of n-dimensional multi-symplectic phase space have inducting by (n-1) Hamiltonian k-vector fields, each of which requires of (k)-hamiltonians.

2009-04-28abs ↗pdf ↗

We study geometric structures of W4\mathcal{W}_4-type in the sense of A. Gray on a Riemannian manifold. If the structure group $\mathrm{G} \subset \SO(n)$ preserves a spinor or a non-degenerate differential form, its intrinsic torsion ΓΓ is a closed 1-form (Proposition \ref{dGamma} and Theorem \ref{Fixspinor}). Using …

2005-09-07abs ↗pdf ↗

Identifying components and estimating mixing weights in unlabeled finite mixtures under marginal independence.

problem Identifying components and estimating mixing weights in unlabeled finite mixtures.
method Proving structural results and extending them to observable mixtures.
result Identifying components and estimating mixing weights under marginal independence.

Study global solutions for Boussinesq systems on curved manifolds.

problem Global existence and uniqueness of solutions to Boussinesq systems on non-compact Riemannian manifolds with gravitational fields.
method Used dispersive and smoothing estimates of a vectorial matrix semigroup to establish global existence and uniqueness of mild solutions for linear systems. Then, applied fixed point arguments to semilinear systems. Proved exponential stability using Gronwall's inequality.
result Established global existence, uniqueness, and exponential stability of mild solutions to the Boussinesq systems on non-compact Riemannian manifolds with gravitational fields.

We consider three different approaches to define natural Riemannian metrics on polytopes of stochastic matrices. First, we define a natural class of stochastic maps between these polytopes and give a metric characterization of Chentsov type in terms of invariance with respect to these maps. Second, we consider the Fish…

2014-04-01abs ↗pdf ↗

New connections found with specific torsion properties.

problem Understanding metric connections with specific torsion properties.
method Described Lorentzian manifolds with metric connections having parallel, skew-symmetric torsion.
result Found new Lorentzian manifolds with metric connections having parallel, skew-symmetric torsion.

A Kronecker product model is the set of visible marginal probability distributions of an exponential family whose sufficient statistics matrix factorizes as a Kronecker product of two matrices, one for the visible variables and one for the hidden variables. We estimate the dimension of these models by the maximum rank …

2015-11-10abs ↗pdf ↗

We prove dual attainment for multi-asset financial derivatives pricing.

problem Model-independent pricing and hedging of complex financial derivatives.
method Established duality and attained optimizers for multimarginal, multi-asset martingale optimal transport.
result Existence of dual optimizers under mild conditions for arbitrary numbers of assets and time periods.

Very often features come with their own vectorial descriptions which provide detailed information about their properties. We refer to these vectorial descriptions as feature side-information. In the standard learning scenario, input is represented as a vector of features and the feature side-information is most often i…

2017-03-07abs ↗pdf ↗

This paper extends the Black-Scholes-Merton model to more complex market scenarios.

problem Extending the Black-Scholes-Merton model to more complex market scenarios.
method Develops a new approach using Martingale Optimal Transport to replicate financial derivatives under extreme market models given marginals.
result Demonstrates the existence of a portfolio that replicates the payoff of a path-dependent derivative security under various market models.

Graph-based methods are known to be successful in many machine learning and pattern classification tasks. These methods consider semi-structured data as graphs where nodes correspond to primitives (parts, interest points, segments, etc.) and edges characterize the relationships between these primitives. However, these …

2017-02-01abs ↗pdf ↗

Survey on Allen-Cahn equations and systems, focusing on multiplicity results and geometric interpretation.

problem Multiplicity results for Allen-Cahn equations and systems in singular perturbation regime.
method Photography method, variational-topological approach based on localized approximate solutions and barycenter maps.
result Encoding of topology into multiplicity results through variational-topological approach.

A statistical test of independence may be constructed using the Hilbert-Schmidt Independence Criterion (HSIC) as a test statistic. The HSIC is defined as the distance between the embedding of the joint distribution, and the embedding of the product of the marginals, in a Reproducing Kernel Hilbert Space (RKHS). It has …

2015-01-25abs ↗pdf ↗

This paper presents a margin-based multiclass generalization bound for neural networks that scales with their margin-normalized "spectral complexity": their Lipschitz constant, meaning the product of the spectral norms of the weight matrices, times a certain correction factor. This bound is empirically investigated for…

2017-06-26abs ↗pdf ↗

The paper proposes a method to test properties of the optimal assortment in multinomial logit models.

problem Uncertainty quantification for the optimal assortment in multinomial logit models.
method The paper proposes a novel inferential framework to test properties of the optimal assortment in multinomial logit models, reducing the problem to detecting the sign change point of marginal revenue gaps.
result The asymptotic normality of the marginal revenue gap estimator and the construction of a maximum statistic to detect the sign change point.

Reliable measures of statistical dependence could be useful tools for learning independent features and performing tasks like source separation using Independent Component Analysis (ICA). Unfortunately, many of such measures, like the mutual information, are hard to estimate and optimize directly. We propose to learn i…

2017-10-13abs ↗pdf ↗

Mathematically, a homothetic function is a function of the form f(x)=F(h(x1,...,xn))f({\bf x})=F(h(x_1,...,x_n)), where hh is a homogeneous function of any degree d0d\ne 0 and FF is a monotonically increasing function. In economics homothetic functions are production functions whose marginal technical rate of substitution is homogeneo…

2013-07-01abs ↗pdf ↗

Diffusion magnetic resonance imaging (dMRI) data allow to reconstruct the 3D pathways of axons within the white matter of the brain as a tractography. The analysis of tractographies has drawn attention from the machine learning and pattern recognition communities providing novel challenges such as finding an appropriat…

2015-04-02abs ↗pdf ↗

Retail Product Image Classification is an important Computer Vision and Machine Learning problem for building real world systems like self-checkout stores and automated retail execution evaluation. In this work, we present various tricks to increase accuracy of Deep Learning models on different types of retail product …

2020-01-12abs ↗pdf ↗