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.
Unified Morse-Bott-Smale chain complex, resolves well-definedness issue.
In the previous papers, Furuta, Yoshida and the author gave a definition of analytic index theory of Dirac-type operator on open manifolds by making use of some geometric structure on an open covering of the end of the open manifold and a perturbation of the Dirac-type operator. In this paper we show the cobordism inva…
Defined and proved monotonicity of a product on compact Hermitian manifolds.
We present a new 2-variable generalization of the Jones polynomial that can be defined through the skein relation of the Jones polynomial. The well-definedness of this new generalization is proved both algebraically and diagrammatically as well as via a closed combinatorial formula. This new invariant is able to distin…
We give a collection of explicit sufficient conditions for the true martingale property of a wide class of exponentials of semimartingales. We express the conditions in terms of semimartingale characteristics. This turns out to be very convenient in financial modeling in general. Especially it allows us to carefully di…
Defines mass for non-smooth hyperbolic spaces using a modified flow.
Paper introduces new center of mass for flat manifolds.
Extended elliptical slice sampling for infinite-dimensional spaces, proving reversibility.
New conditional risk measures called conditional generalized quantiles defined and characterized.
Paper reviews and proves the uniqueness of multipole moments for stationary spacetimes.
Efficiently implements polar slice sampling for high-dimensional distributions.
Analyzing multivariate time series data is important to predict future events and changes of complex systems in finance, manufacturing, and administrative decisions. The expressiveness power of Gaussian Process (GP) regression methods has been significantly improved by compositional covariance structures. In this paper…
In this paper, for a compact Lie group action,we prove the anomaly formula and the functoriality of the equivariant Bismut-Cheeger eta forms with perturbation operators when the equivariant family index vanishes. In order to prove them, we extend the Melrose-Piazza spectral section and its main properties to the equiva…
F. Labourie [arXiv:1212.5015] characterized the Hitchin components for for any by using the swapping algebra, where the swapping algebra should be understood as a ring equipped with a Poisson bracket. We introduce the rank swapping algebra, which is the quotient of the swap…
We introduce new skein invariants of links based on a procedure where we first apply the skein relation only to crossings of distinct components, so as to produce collections of unlinked knots. We then evaluate the resulting knots using a given invariant. A skein invariant can be computed on each link solely by the use…
We consider the problem of utility maximization with exponential preferences in a market where the traded stock/risky asset price is modelled as a Lévy-driven pure jump process (i.e. the driving Lévy process has no Brownian component). In this setting, we study the terminal utility optimization problem in the presence …
Proposes a new framework for optimizing utility with state-dependent benchmarks.
Optimizes liquidity provision in decentralized exchanges with utility indifference market makers.
New method constructs relative invariants for group actions on extended manifolds.
New function-space autoencoders improve data handling across resolutions.
Defines rho numbers for metrics with positive scalar curvature.
The family of f-divergences is ubiquitously applied to generative modeling in order to adapt the distribution of the model to that of the data. Well-definedness of f-divergences, however, requires the distributions of the data and model to overlap completely in every time step of training. As a result, as soon as the s…