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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.

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1223 · May 202619922001200920172026
12 results for σT-condition

The paper studies T-tensor of spherically symmetric Finsler metrics and characterizes metrics satisfying the T-condition.

problem Characterizing spherically symmetric Finsler metrics with vanishing T-tensor.
method Deriving a general expression for the T-tensor and characterizing metrics satisfying the T-condition.
result Characterization of spherically symmetric Finsler metrics with vanishing T-tensor.

We describe the (α,β)(α,β)-metrics whose the TT-tensor vanishes (TT-condition) and the (α,β)(α,β)-metrics that satisfy the σTσT-condition σhTijkh=0σ_hT^h_{ijk}=0, where σh=σxhσ_h=\frac{\partial σ}{\partial x^h} and σσ is a smooth function on MM. These classes have already been obtained by Z. Shen and G. S. Asanov in a completely di…

2018-06-07abs ↗pdf ↗

In this paper we prove that every definable set has a definable triangulation which is locally Lipschitz and weakly bi-Lipschitz on the natural simplicial stratification of the simplicial complex. We also distinguish a class T of regularity conditions and give a universal construction of a definable triangulation with …

2009-04-08abs ↗pdf ↗

Study on special anisotropic conformal changes of conic pseudo-Finsler surfaces.

problem Exploring various anisotropic conformal transformations of conic pseudo-Finsler surfaces.
method Presented various anisotropic conformal transformations including CC-anisotropic, horizontal CC-anisotropic, and vertical CC-anisotropic transformations.
result Vertical φTφT-condition transformation makes every Landsberg surface Berwaldian.

In this paper, we compare static and dynamic (reduced form) approaches for modeling wrong-way risk in the context of CVA. Although all these approaches potentially suffer from arbitrage problems, they are popular (respectively) in industry and academia, mainly due to analytical tractability reasons. We complete the sto…

2016-05-17abs ↗pdf ↗

Paper uses VAEs to model yield curves without arbitrage violations.

problem Forecasting yield curves across diverse macroeconomic regimes leads to arbitrage violations.
method Proposes a two-stage architecture with CVAEsT+LS and Neural SDEs penalized by No-Arbitrage PDE.
result Significantly reduces forecasting errors and overcomes HJM model limitations.

The paper studies anisotropic conformal changes in pseudo-Finsler surfaces.

problem Investigating geometric properties under anisotropic conformal transformations.
method Analyzing geometric objects like Berwald, Landsberg, and Douglas tensors under anisotropic conformal transformations.
result Necessary and sufficient conditions for various geometric properties under anisotropic conformal transformations.

New method estimates extreme outcomes in heavy-tailed data, breaking circular dependence.

problem Estimating outcomes for extreme events in heavy-tailed data.
method Proposes an ADRF estimator that includes a structured tail-shape output and a diagnostic to evaluate tail shape.
result Successfully reduces MAE in deep-tail and conditional-shortfall predictions.