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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.

168,657 papers · 148 categories

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10 results for “Determinacy”

Nonconcave Robust Utility Maximization under Projective Determinacyq-fin.MF

Study on robust utility maximization with nonconcave utility functions under projective determinacy.

problem Investor's optimal investment strategy under model ambiguity and nonconcave utility.

method Projective functions of the path and sets of priors, upper-semicontinuous utility.

result Existence of optimal investment strategy under PD.

robust utility maximization nonconcave utility projective determinacy model ambiguity

2024-03-18abs ↗pdf ↗

Jet-determination of symmetries of parabolic geometriesmath.DG

We establish 2-jet determinacy for the symmetry algebra of the underlying structure of any (complex or real) parabolic geometry. At non-flat points, we prove that the symmetry algebra is in fact 1-jet determined. Moreover, we prove 1-jet determinacy at any point for a variety of non-flat parabolic geometries - in parti…

2016-04-25abs ↗pdf ↗

Robust No-Arbitrage under Projective Determinacyq-fin.MF

Paper establishes robust no-arbitrage conditions under projective determinacy.

problem Understanding financial models under Knightian uncertainty.

method Adopting a projective framework, treating all model components uniformly in terms of measurability.

result Establishes characterizations of robust no-arbitrage condition under PD.

No-arbitrage Projective determinacy Knightian uncertainty Mathematical finance Set theory

2025-03-31abs ↗pdf ↗

On the Generative Utility of Cyclic Conditionalscs.LG

A new framework CyGen models joint distributions using cyclic conditionals.

problem Modeling a joint distribution using only two conditional models without relying on an uninformative prior.

method Developed a general theory for operable equivalence criteria for compatibility and sufficient conditions for determinacy. Proposed CyGen framework and methods to achieve compatibility and determinacy.

result CyGen better fits data and captures more representative features compared to models using an uninformative prior.

Cyclic conditionals Joint distribution Generative modeling Compatibility Determinacy

2021-06-30abs ↗pdf ↗

Intact-VAE: Estimating Treatment Effects under Unobserved Confoundingstat.ML

Intact-VAE estimates treatment effects with latent confounders.

problem Estimating treatment effects under unobserved confounding.

method Intact-VAE, a VAE variant, models latent confounders to identify treatment effects.

result Intact-VAE is a consistent estimator of treatment effects under certain settings.

causal inference latent variable treatment effects unobserved confounding variational autoencoder

2021-01-17abs ↗pdf ↗

EMPEROR: Efficient Moment-Preserving Representation of Distributionscs.LG

Empower efficient representation of distributions through moment-preserving methods.

problem Representing high-dimensional probability measures efficiently and accurately.

method Empower efficient representation of distributions through moment-preserving methods.

result Empowers efficient and accurate representation of high-dimensional probability measures.

moment-preserving representation distributions neural networks statistical moments

2025-09-19abs ↗pdf ↗

Distributional Granger Causality: Identification, Sequential Inference, and Adaptive Testingecon.EM

Develops a framework for distributional Granger causality

problem Identifying predictive dependence in time series beyond Gaussian settings

method Using finite collection of channel-specific restrictions

result Identifies distributional Granger non-causality through testable hypotheses

Granger causality distributional identification sequential inference adaptive testing

2026-06-20abs ↗pdf ↗

Set theory, logic, and homeomorphism groups of manifoldsmath.GT

Study on homeomorphism groups of manifolds using set theory.

problem Relationship between set theory and homeomorphism groups of manifolds.

method First-order rigidity, type versus conjugacy, axiom of constructibility, projective determinacy.

result Under V=L, homeomorphism groups of manifolds are first-order rigid and conjugacy class is determined by type.

Set theory Homeomorphism groups Manifolds First-order rigidity Type

2025-12-04abs ↗pdf ↗

Transversality and Geometric Regularisation in Distributional Statistical Modelsmath.ST

Geometric regularisation improves statistical models by avoiding degeneracy loci.

problem Non-identifiability, singular information, and moment indeterminacy in statistical models.

method Develops the geometric regularisation of distribution-kernel pairs

(T, \varphi)

using Whitney, Thom, and Mather theorems.

result Finite-dimensional weak transversality theorem for generic kernels, avoiding degeneracy strata of high codimension.

distributional statistics geometric regularisation transversality kernel statistical models

2026-05-06abs ↗pdf ↗

Perspectives on Latent Factor Indeterminacy and its Implications for Data Representationstat.ML

The paper explores indeterminacy in latent factor projections and its implications for data representation.

problem Indeterminacy in latent factor projections and its implications for data representation.

method Analyzes the fundamental problem of indeterminacy in latent factor projections and discusses its implications for data representation.

result Latent factor determinacy across all facets is achieved when the feature-dimension grows to infinity.

Latent Factor Indeterminacy Data Representation Factor Model Latent Variable Collapse Helmholtz and Boltzmann Machines

2026-06-27abs ↗pdf ↗