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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.

169,051 papers · 148 categories

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295886115 · Jun 202619922001200920172026
48 results for Curve signs

In this paper we use theory of embedded graphs on oriented and compact PLPL-surfaces to construct minimal realizations of signed Gauss paragraphs. We prove that the genus of the ambient surface of these minimal realizations can be seen as a function of the maximum number of Carter's circles. For the case of signed Gaus…

2015-11-24abs ↗pdf ↗

Monograph compares curve signs in intrinsic and Pin-dependent definitions.

problem Comparing curve signs in intrinsic and Pin-dependent definitions.
method Intrinsic perspective on Spin- and Pin-structures, detailed constructions of orientations, explicit comparison.
result Explicit comparison between curve signs in intrinsic and Pin-dependent definitions.

The paper diagnoses factor models using characteristic axes and zero-curve restrictions.

problem Tackles systematic sign reversals and overcorrections in factor model pricing errors.
method Extends cap-axis integral diagnostic to general characteristic axes, measuring pricing errors as bridge-alpha curves.
result Axis-level pricing errors are nearly orthogonal to maximum-Sharpe gains, showing systematic sign reversals and overcorrections.

An orientation is defined on a family of curve graphs on which the Torelli group acts. It is shown that the resulting signed stable length of an element of the Torelli group is a cohomology class. This cohomology class is half the dual of the contraction of the Johnson homomorphism, the socalled "Chillingworth class".

2013-10-09abs ↗pdf ↗

The paper diagnoses factor-model pricing errors using characteristic axes and bridge-alpha curves.

problem Tackles systematic sign reversals and overcorrections in factor-model pricing errors.
method Extends cap-axis integral diagnostic to characteristic axes, measures pricing errors as bridge-alpha curves, and uses a predetermined characteristic order to generate zero-curve restrictions.
result Axis-level pricing errors are nearly orthogonal to maximum-Sharpe gains, showing significant sign reversals and overcorrections.

New heat trace coefficients reveal curvature effects in polygonal domains.

problem Understanding heat trace behavior in polygonal domains with curved corners.
method Local heat trace expansion through order t1/2t^{1/2}, analyzing both Dirichlet and Neumann boundary conditions.
result Sharp sign law for the Dirichlet angular factor of the first corner-curvature heat invariant.

We extend the topological field theory (``itsy bitsy topological field theory"') of our previous work from mod-2 to twisted coefficients. This topological field theory is derived from sutured Floer homology but described purely in terms of surfaces with signed points on their boundary (occupied surfaces) and curves on …

2014-01-24abs ↗pdf ↗

Determinants of theta curves and symmetric graphs are studied.

problem Understanding the determinants of theta curves and symmetric graphs.
method Combinatorial approach using Kirchhoff's Matrix Tree Theorem and spanning tree enumeration.
result The determinant of a simple theta curve is the product of the determinants of its constituent knots.

Novel metrics improve machine learning models for ICU patient care.

problem Predicting vital sign trajectories for early detection of adverse events.
method Developed novel performance metrics aligned with clinical contexts, validated on simulated and real datasets, and optimized neural networks using these metrics.
result Neural networks trained with these metrics excel in predicting clinically significant events.

The main drawback of the Frenet frame is that it is undefined at those points where the curvature is zero. Further- more, in the case of planar curves, the Frenet frame does not agree with the standard framing of curves in the plane. The main drawback of the Bishop frame is that the principle normal vector N is not in …

2013-11-22abs ↗pdf ↗

In this paper we study properties of the area evolute (AE) and the center symmetry set (CSS) of a convex planar curve γγ. The main tool is to define a Minkowski plane where γγ becomes a constant width curve. In this Minkowski plane, the CSS is the evolute of γγ and the AE is an involute of the CSS. We prove that the…

2013-01-27abs ↗pdf ↗

The classical Sturm-Hurwitz-Kellogg theorem asserts that a function, orthogonal to an n-dimensional Chebyshev system on a circle, has at least n+1 sign changes. We prove the converse: given an n-dimensional Chebyshev system on a circle and a function with at least n+1 sign changes, there exists an orientation preservin…

2007-10-31abs ↗pdf ↗

The study finds multiple maxima for eigenfunctions on positively curved spheres.

problem Finding multiple non-degenerate maxima for eigenfunctions on positively curved surfaces.
method Proving the existence of a smooth closed Riemannian surface with positive Gaussian curvature and specific eigenfunction properties.
result There exist surfaces with at least m distinct non-degenerate local maxima for the first nonzero eigenfunction.

We study the following question: given a set P of 3d-2 points and an immersed curve G in the real plane R^2, all in general position, how many real rational plane curves of degree d pass through these points and are tangent to this curve. We count each such curve with a certain sign, and present an explicit formula for…

2010-11-07abs ↗pdf ↗

We show that the torsion of any simple closed curve ΓΓ in Euclidean 3-space changes sign at least 44 times provided that it is star-shaped and locally convex with respect to a point oo in the interior of its convex hull. The latter condition means that through each point pp of ΓΓ there passes a plane HH, not cont…

2017-03-31abs ↗pdf ↗

Investment horizon approach has been used to analyze indexes of Polish stock market.Optimal time horizon for each return value is evaluated by fitting appropriate function form of the distribution. Strong asymmetry of gain-loss curves is observed for WIG index, whereas gain and loss curves look similar for WIG20 and fo…

2006-08-22abs ↗pdf ↗

This paper explores how pairs of multicurves can be realized as cylinders on translation surfaces.

problem Understanding when pairs of multicurves can be realized as cylinders on translation surfaces.
method Surface topology and flat grafting deformation.
result Pairs of multicurves can be realized as cylinders on some translation surface.

A new method QMS22 for semi-supervised anomaly detection outperforms existing methods.

problem Semi-supervised anomaly detection in datasets with overlapping normal and outlier samples.
method QMS22, a classifier that solves a multi-class classification problem involving both training and test sets.
result QMS22 significantly outperforms ISOF and ocSVM in anomaly detection.

The famous Whitney formula relates the winding number of the smooth generic curve in the real plane to the number of its self-intersection points counted with appropriate signs. We extend this formula to smooth immersions of R^n to R^{2n}. Then use this result together with the general technique of Laplace integrals to…

1998-01-10abs ↗pdf ↗

It is a basic tenet in complex geometry that {\it negative} curvature corresponds, in a suitable sense, to the absence of rational curves on, say, a complex projective manifold, while {\it positive} curvature corresponds to the abundance of rational curves. In this spirit, we prove in this note that a projective manifo…

2012-06-12abs ↗pdf ↗

This paper diagnoses factor-model pricing errors using a new method.

problem Measuring pricing errors in factor models with general characteristic axes.
method Developed a method to measure factor-model pricing errors as bridge-alpha curves, using a predetermined characteristic order and prefix portfolios.
result Adding a counterpart factor flips the curve's sign on every axis, but only HML and CMA overcorrect enough to be rejected.

Study on signed graphs with random signs, focusing on community detection.

problem Community detection in signed stochastic block models.
method Strong concentration inequalities for adjacency and Laplacian matrices, applied to signed Laplacian matrix.
result The sign of the first eigenvector of the Laplacian matrix defines a weakly consistent estimator for balanced community detection.

Considering the tangent plane at a point to a surface in the four-dimensional Euclidean space, we find an invariant of a pair of two tangents in this plane. If this invariant is zero, the two tangents are said to be conjugate. When the two tangents coincide with a given tangent, then we obtain the normal curvature of t…

2010-02-19abs ↗pdf ↗

Machine learning predicts circulatory failure in ICU patients.

problem Limited ability of clinicians to recognize early signs of patient deterioration.
method Developed an early warning system using machine learning on ICU data.
result Predicts 90.0% of circulatory failure events with 81.8% identified more than two hours in advance.

SELO model predicts link signs better than SDGNN using subgraph encoding and linear optimization.

problem Inferring the sign of links in signed networks with limited sign data.
method Subgraph Encoding via Linear Optimization (SELO) approach to learn edge embeddings.
result SELO model outperforms state-of-the-art methods on multiple real-world signed networks.

The paper proves reverse inequalities in various geometric settings using curvature radius data.

problem Proving reverse Alexandrov-Fenchel inequalities in different geometric settings.
method Using curvature radius data and associated evolute or focal maps.
result Sharp reverse Alexandrov-Fenchel estimates and inequalities in smooth convex curves and hypersurfaces.

We argue that the standard graph Laplacian is preferable for spectral partitioning of signed graphs compared to the signed Laplacian. Simple examples demonstrate that partitioning based on signs of components of the leading eigenvectors of the signed Laplacian may be meaningless, in contrast to partitioning based on th…

2017-01-05abs ↗pdf ↗

Novel GNN for signed and directed networks using magnetic signed Laplacian.

problem Efficiently modeling signed and directed networks for tasks like clustering and link prediction.
method Introduced a magnetic signed Laplacian for directed signed graphs, used it to construct a spectral GNN.
result Demonstrated effective performance on tasks involving signed and directional information.

Paper studies how discrete space curves with constant torsion deform to model linkage motions.

problem Modeling and understanding the motion of discrete space curves with constant torsion.
method Using semi-discrete mKdV equations to describe the motion of discrete space curves.
result The motion of discrete space curves is governed by semi-discrete mKdV equations.

Sign equivariant networks improve model expressiveness for spectral geometric learning.

problem Limited expressiveness of sign invariant models for tasks like graph link prediction.
method Developed sign equivariant neural network architectures based on new analytic sign equivariant polynomials.
result Sign equivariant models achieve theoretical benefits in spectral geometric learning tasks.

New bounds on neural network capacity for treelike sign perceptrons using RDT.

problem Determining the capacity of treelike sign perceptrons neural networks.
method Random Duality Theory (RDT) to establish upper bounds.
result Mathematically rigorous bounds on network capacity for any number of neurons.

We use a Riemannnian approximation scheme to define a notion of sub-Riemannian Gaussian curvature\textit{sub-Riemannian Gaussian curvature} for a Euclidean C2C^{2}-smooth surface in the Heisenberg group H\mathbb{H} away from characteristic points, and a notion of sub-Riemannian signed geodesic curvature\textit{sub-Riemannian signed geodesic curvature} for Euclidean C2C^{2}-smooth curve…

2016-04-01abs ↗pdf ↗

This paper is devoted to the important yet unexplored subject of crowding effects on market impact, that we call "co-impact". Our analysis is based on a large database of metaorders by institutional investors in the U.S. equity market. We find that the market chiefly reacts to the net order flow of ongoing metaorders, …

2018-04-25abs ↗pdf ↗

This paper and its sequel prove a generalization of the usual gluing theorem for two index 1 pseudoholomorphic curves u_+ and u_- in the symplectization of a contact 3-manifold. We assume that for each embedded Reeb orbit gamma, the total multiplicity of the negative ends of u_+ at covers of gamma agrees with the total…

2007-01-10abs ↗pdf ↗