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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.

168,694 papers · 148 categories

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4794141188 · May 202619922001200920172026
48 results for Critical Sharpness

We introduce a scalable measure of curvature for analyzing training dynamics of large language models.

problem Analyzing the training dynamics of large language models due to high computational cost of measuring Hessian sharpness.
method We introduce critical sharpness and relative critical sharpness as computationally efficient measures capturing Hessian sharpness phenomena.
result We provide the first demonstration of sharpness phenomena at scale up to 7B parameters.

Sharp lower bound found for integral varifolds' mean curvature.

problem Finding a sharp lower bound for the mean curvature integral of integral varifolds.
method Developed a new approach using integral varifolds and mean curvature.
result A sharp lower bound on the mean curvature integral with critical power for integral varifolds.

We prove sharp pointwise decay estimates for critical Dirac equations on Rn\mathbb{R}^n with n2n\geq 2. They appear for instance in the study of critical Dirac equations on compact spin manifolds, describing blow-up profiles, and as effective equations in honeycomb structures. For the latter case, we find excited state…

2018-09-05abs ↗pdf ↗

The paper identifies a new geometric and spectral phenomenon in the critical hyperbolic catenoid family.

problem The study investigates the critical hyperbolic catenoid family and its geometric and spectral properties.
method The approach involves analyzing the critical hyperbolic catenoid family, identifying parameter-criticality, and studying the Robin spectrum.
result The paper proves that at a parameter-critical value aa^\sharp, the Robin nullity of ΣaΣ_{a^\sharp} is at least 3, with an additional kernel element in mode k=0k=0.

Study on curve diffusion flows with scale-critical curvature term.

problem Analyzing stability of curve diffusion flows with scale-critical curvature.
method Introduced and studied a one-parameter family of curve diffusion flows with a scale-critical cubic curvature term. Analyzed dynamical stability of homothetic circles using variational methods.
result Established that any small perturbation of an ωω-fold circle monotonically approaches the unit ωω-circle after rescaling, translation, and reparametrisation.

We find empirically a characteristic sharp peak-flat trough pattern in a large set of commodity prices. We argue that the sharp peak structure reflects an endogenous inter-market organization, and that peaks may be seen as local ``singularities'' resulting from imitation and herding. These findings impose a novel strin…

1998-02-23abs ↗pdf ↗

Sharp fractional Sobolev inequalities on closed manifolds identified.

problem Critical fractional Sobolev embedding on closed Riemannian manifolds.
method Intrinsic heat-kernel based framework, determining optimal coefficients, proving sharp inequalities.
result Sharp pp-power inequality and almost sharp inequality established.

In this article, we investigate the geometry of critical metrics of the volume functional on an nn-dimensional compact manifold with (possibly disconnected) boundary. We establish sharp estimates to the mean curvature and area of the boundary components of critical metrics of the volume functional on a compact manifol…

2018-10-22abs ↗pdf ↗

Sharp changes in time series representing market dynamics are studied by means of the self--similar analysis suggested earlier by the authors. These sharp changes are market booms and crashes. Such crises phenomena in markets are analogous to critical phenomena in physics. A simple classification of the market crisis p…

1998-10-08abs ↗pdf ↗

Study critical metrics on manifolds with boundary using integral and boundary estimates.

problem Investigate geometry of critical metrics on compact manifolds with boundary.
method Use generalized Reilly's formula to derive integral and boundary estimates.
result Establish new boundary estimates for critical metrics of the volume functional.

Solves Dirichlet problem for Lagrangian phase equation with critical and supercritical phase.

problem Solving Dirichlet problem for Lagrangian phase equation with critical and supercritical phase.
method Uses interior C2C^2 estimate.
result Result is sharp, showing existence of singular solutions in subcritical phase.

Overparameterization enhances SAM's effectiveness in minimizing sharpness.

problem Improving generalization in deep neural networks.
method Analysis of Sharpness-Aware Minimization (SAM) under varying degrees of overparameterization.
result Overparameterization significantly improves SAM's performance, particularly in noisy and sparse settings.

We classify local minimizers of σ2+H2\intσ_2+\oint H_2 among all conformally flat metrics in the Euclidean (n+1)(n+1)-ball, 4n54\leq n\leq 5, for which the boundary has unit volume, subject to an ellipticity assumption. We also classify local minimizers of the analogous functional in the critical dimension n+1=4n+1=4. If minimiz…

2019-10-31abs ↗pdf ↗

Study critical quasilinear equations on Riemannian manifolds with curvature constraints.

problem Investigate critical quasilinear elliptic equations on Riemannian manifolds with nonnegative Ricci curvature.
method Utilize a new nonlinear Kato inequality and Cheng-Yau type gradient estimates for positive solutions.
result Classify positive solutions to the critical pp-Laplace equation and show rigidity concerning the ambient manifold.

When trading incurs proportional costs, leverage can scale an asset's return only up to a maximum multiple, which is sensitive to its volatility and liquidity. In a model with one safe and one risky asset, with constant investment opportunities and proportional costs, we find strategies that maximize long term returns …

2015-06-09abs ↗pdf ↗

This thesis covers different aspects of the p-Laplace operators on Riemannian manifolds. Chapter 2. Potential theoretic aspects: the Khasmkinskii condition. Chapter 3: sharp eigenvalue estimates with Ricci curvature lower bounds. Chapter 4: Critical sets of (2-)harmonic functions.

2012-12-14abs ↗pdf ↗

The paper proves inequalities for hypersurfaces in weighted manifolds.

problem Willmore-type inequalities for closed hypersurfaces in weighted manifolds.
method Analyzes weighted manifolds with nonnegative Bakry-Émery Ricci curvature, proving sharp inequalities and characterizing equality cases.
result Derives sharp Willmore-type and Willmore-like inequalities in steady and shrinking gradient Ricci solitons.

Modeling financial markets with sandpile model to understand price volatility and arbitrage constraints.

problem Understanding price volatility and arbitrage constraints in financial markets.
method Uses a sandpile model to represent information and price changes, linking size of price volatility to the scaling law of avalanches.
result Identifies a structural tension between non-arbitrage condition and price adjustments consistent with a constant Sharpe ratio.

Continuous phase transitions identified in Doi-Onsager, noisy transformer, and Hegselmann-Krause models.

problem Phase transitions in multimodal models and their properties.
method Sharp coercivity estimate and constrained Lebedev--Milin inequality.
result Continuous phase transitions at critical coupling strengths for Doi-Onsager, noisy transformer, and Hegselmann-Krause models.

The study examines MCMC methods for arbitrary objectives and finds likelihood sharpness impacts performance and regularization.

problem Limitations of MCMC methods for arbitrary objective functions.
method Two-block MCMC framework with Metropolis-Hastings and Gibbs sampling, exploring likelihood curvature and sharpness.
result Likelihood sharpness governs in-sample performance and regularization inferred by training data.

Willmore flow converges globally for surfaces with rotational symmetry below a specific energy threshold.

problem Global existence and convergence of Willmore flow with Dirichlet boundary conditions.
method Considered surfaces with rotational symmetry, proved global existence and convergence for initial data below a sharp energy threshold.
result Sharp threshold for global existence and convergence of Willmore flow depends on boundary conditions.

Investment strategy using fractional Kelly portfolios for better growth expectations.

problem Understanding optimal growth strategies for investors with varying risk appetites.
method Developed a mathematical framework for fractional-Kelly portfolios, analyzing Sharpe ratios and log-returns.
result Fractional Kelly portfolios provide a simple distributional relationship between Sharpe ratio, fractional coefficient, and log-returns.

In complex systems like financial market, risk tolerance of individuals is crucial for system resilience.The single-security price limit, designed as risk tolerance to protect investors by avoiding sharp price fluctuation, is blamed for feeding market panic in times of crash.The relationship between the critical market…

2019-08-20abs ↗pdf ↗

For any compact Riemannian surface SS and any point yy in SS, Qy1Q_y^{-1} denotes the set of all points in SS, for which yy is a critical point. We proved \cite{BIVZ} together with Imre Bárány that cardQy11Q_y^{-1} \geq 1, and that equality for all ySy\in S characterizes the surfaces homeomorphic to the sphere. Here …

2019-03-26abs ↗pdf ↗

We prove existence and regularity of metrics on a surface with boundary which maximize sigma_1 L where sigma_1 is the first nonzero Steklov eigenvalue and L the boundary length. We show that such metrics arise as the induced metrics on free boundary minimal surfaces in the unit ball B^n for some n. In the case of the a…

2012-09-17abs ↗pdf ↗

Study uses reinforcement learning to optimize portfolios under recursive utility.

problem Improving portfolio allocation using risk-sensitive objectives.
method Approximated certainty equivalent via Monte Carlo, trained actor-critic algorithms (PPO, A2C).
result Recursive-utility agent outperforms discounted baseline in Sharpe ratio, max drawdown, and cumulative return.

The paper examines stability of the Sobolev inequality in metric spaces with curvature dimension conditions.

problem Investigating stability of the Sobolev inequality in metric spaces with curvature dimension conditions.
method Assuming almost the same optimal constant, the paper shows that the cumulative distribution of almost extremal functions is close to that of an Aubin-Talenti bubble on the round sphere.
result Quantitative stability with sharp exponent for the Sobolev inequality in various curvature and dimension assumptions.

Deep RL optimizes dynamic portfolio weights in China's stock market.

problem Traditional portfolio optimization methods struggle with dynamic asset weight adjustments.
method Developed a deep reinforcement learning framework with novel reward functions and random sampling.
result Model outperforms traditional methods in portfolio optimization and risk mitigation.

Develops new strategy for Hessian estimates in Lagrangian mean curvature equation.

problem Interior Hessian estimates for solutions with prescribed Lipschitz phases.
method Allard-type regularity theorem, geometric measure theory, geometry of Lagrangian graphs, De Giorgi-Nash-Moser iteration.
result Sharp interior Hessian estimates for solutions with critical and supercritical phases.

Paper analyzes NAC with neural networks for efficient policy optimization.

problem Improving sample and iteration complexity in policy optimization.
method Entropy regularization, averaging, neural network approximation, and optimization techniques.
result Entropy regularization and averaging ensure stability and sharp sample complexity bounds.

We obtain area growth estimates for constant mean curvature graphs in E(κ,τ)\mathbb{E}(κ,τ)-spaces with κ0κ\leq 0, by finding sharp upper bounds for the volume of geodesic balls in E(κ,τ)\mathbb{E}(κ,τ). We focus on complete graphs and graphs with zero boundary values. For instance, we prove that entire graphs in $\mathbb{E}(κ…

2015-04-20abs ↗pdf ↗

Study how nodal domains change on surfaces under perturbations.

problem How eigenfunction nodal domains change on surfaces under smooth perturbations.
method Sector/graph count near nodal critical points, upper semicontinuity proof, branch-free on spectral clusters, wavelength-scale analysis.
result Upper semicontinuity of nodal domain count, no new domains created at wavelength scale, stable count in noncritical cases.