arXiv research

We derive precise transformation formulas for synthetic lower Ricci bounds under time change. More precisely, for local Dirichlet forms we study how the curvature-dimension condition in the sense of Bakry-Emery will transform under time change. Similarly, for metric measure spaces we study how the curvature-dimension c…

The paper finds sign-changing solutions for a specific type of elliptic equation.

In this paper, we investigate the change of Finslr metrics $L(x,y) \to\bar{L}(x,y) = f(e^{σ(x)}L(x,y),β(x,y)),$ which we refer to as a generalized $β$-conformal change. Under this change, we study some special Finsler spaces, namely, quasi C-reducible, semi C-reducible, C-reducible, $C_2$-like, $S_3$-like and $S_4$-l…

We study the stability of several no-arbitrage conditions with respect to absolutely continuous, but not necessarily equivalent, changes of measure. We first consider models based on continuous semimartingales and show that no-arbitrage conditions weaker than NA and NFLVR are always stable. Then, in the context of gene…

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

In the year 1984 Shibata investigated the theory of a change which is called a $β$-change of a Finsler metric. On the other hand in 1985 a systematic study of geometry of hypersurfaces in Finsler spaces was given by Matsumoto. In the present paper is to devoted to the study of a condition for a Randers conformal chang…

Detects change points in time series focusing on specific components.

In this paper, we studied a Finsler space whose metric is given by an h-exponential change and obtain the Cartan connection coefficients for the change. We also find the necessary and sufficient condition for an h-exponential change of Finsler metric to be projective.

We give sufficient conditions for a $C^1_c$-local diffeomorphism between Fréchet spaces to be a global one. We extend the Clarke's theory of generalized gradients to the more general setting of Fréchet spaces. As a consequence, we define the Chang Palais-Smale condition for Lipschitz functions and show that a functio…

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

Graphical models are widely used in scienti fic and engineering research to represent conditional independence structures between random variables. In many controlled experiments, environmental changes or external stimuli can often alter the conditional dependence between the random variables, and potentially produce s…

Alexander polynomial condition blocks crossing changes in some knots.

In this paper, we find a condition under which a Finsler space with Kropina change of mth-root metric is projectively related to a mth-root metric and also we find a condition under which this Kropina transformed mth-root metric is locally dually flat. Moreover we find the condition for its Projective flatness.

New method detects changes in high-dimensional Markov processes without explicit likelihood evaluation.

This paper offers a distribution-free method for post-detection changepoint localization.

ShapShift explains shifts in model predictions due to data distribution changes.

We show that many Lorentzian manifolds of dimension >2 do not admit a spacelike codimension-one foliation, and that almost every manifold of dimension >2 which admits a Lorentzian metric at all admits one which satisfies the dominant energy condition and the timelike convergence condition. These two seemingly unrelated…

In this paper, we consider Kropina change of $m$-th root Finsler metrics. We find necessary and sufficient condition under which the Kropina change of an $m$-th root Finsler metric be locally dually flat. Then we prove that the Kropina change of an $m$-th root Finsler metric is locally projectively flat if and only if …

Climate volatility reduces economic growth, especially in poorer countries.

Study uses property elicitation to understand how fairness regularizers affect optimal decisions.

Corrects technical error in change of measure for HTB models.

According to a recent investigation, an estimated 33-50% of the world's coral reefs have undergone degradation, believed to be as a result of climate change. A strong driver of climate change and the subsequent environmental impact are greenhouse gases such as methane. However, the exact relation climate change has to …

Cross-validation pitfalls in change-point regression are addressed with new approaches.

In this paper, we consider Randers change of some special $(α, β)-$ metrics. First we find the fundamental metric tensor and Cartan tensor of these Randers changed $(α, β)-$metrics. Next, we establish a general formula for inverse of fundamental metric tensors of these metrics. Finally, we find the necessary and su…

In this paper, we discuss the Finsler spaces $(M^n,L)$ and $(M^n,\,^{*}L)$, where $^{*}L(x,y)$ is obtained from $L(x,y)$ by Kropina change $^{*}L(x,y)=\frac{L^2(x,y)}{b_i(x,y)\,y^i}$ and $b^{}_{i}(x,y)$ is an $h$-vector in $(M^n,L)$. We find the necessary and sufficient condition when the Cartan connection coefficients…

When dealing with Heston's stochastic volatility model, the change of measure from the subjective measure P to the objective measure Q is usually investigated under the assumption that the Feller condition is satisfied. This paper closes this gap in the literature by deriving sufficient conditions for the existence of …

When training a deep neural network for image classification, one can broadly distinguish between two types of latent features of images that will drive the classification. We can divide latent features into (i) "core" or "conditionally invariant" features $X^\text{core}$ whose distribution $X^\text{core}\vert Y$, cond…

We consider the problem of quickest change-point detection in data streams. Classical change-point detection procedures, such as CUSUM, Shiryaev-Roberts and Posterior Probability statistics, are optimal only if the change-point model is known, which is an unrealistic assumption in typical applied problems. Instead we p…

Paper presents neural network-based change-point detection methods.

For large-scale industrial processes under closed-loop control, process dynamics directly resulting from control action are typical characteristics and may show different behaviors between real faults and normal changes of operating conditions. However, conventional distributed monitoring approaches do not consider the…

A theorem transforms Lorentzian to signature-changing metrics.

New theory controls compression change probability without prior knowledge.

Model assesses loan profitability under changing credit conditions.

In the analysis of sequential data, the detection of abrupt changes is important in predicting future changes. In this paper, we propose statistical hypothesis tests for detecting covariance structure changes in locally smooth time series modeled by Gaussian Processes (GPs). We provide theoretically justified threshold…

We study exponential Levy models with change-point which is a random variable, independent from initial Levy processes. On canonical space with initially enlarged filtration we describe all equivalent martingale measures for change-point model and we give the conditions for the existence of f-divergence minimal equival…

New Bayesian method for estimating portfolio VaR and CVaR that adapts to volatility changes.

The paper examines Matsumoto change and its Cartan connection equivalence.

On a Finsler manifold $(M,L)$, we consider the change $L\longrightarrow\bar{L}(x,y)=e^{σ(x)}L(x,y)+β(x,y)$, which we call a $β$-conformal change. This change generalizes various types of changes in Finsler geometry: conformal, $C$-conformal, $h$-conformal, Randers and generalized Randers changes. Under this change, we …

Model predicts travel time under rare conditions using a vector-space model.

The accurate prediction of time-changing covariances is an important problem in the modeling of multivariate financial data. However, some of the most popular models suffer from a) overfitting problems and multiple local optima, b) failure to capture shifts in market conditions and c) large computational costs. To addr…

We provide a model to understand how adverse weather conditions modify traffic flow dynamic. We first prove that the microscopic Free Flow Speed of the vehicles is changed and then provide a rule to model this change. For this, we consider a thresholded linear model, corresponding to an application of a MARS model to r…

The paper addresses the reliability of conformal prediction under covariate shift.

The paper proposes a method to adapt machine learning models to changing conditions.

Proposes a method to incorporate current market conditions in VaR and stress testing.

The risk-neutral option pricing method under GARCH intensity model is examined. The GARCH intensity model incorporates the characteristics of financial return series such as volatility clustering, leverage effect and conditional asymmetry. The GARCH intensity option pricing model has flexibility in changing the volatil…

The present paper deals with the Killing correspondence between some Finsler spaces. We consider a Finsler space equipped with a $β$-change of metric and study the Killing correspondence between the original Finsler space and the Finsler space equipped with $β$-change of metric. We obtain necessary and sufficient condi…

KQT-EWMA monitors multivariate data streams online with flexible and practical change detection.

Study optimal investment under imitation of decision-changing rates.