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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.

168,695 papers · 148 categories

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67134200267 · Jun 202019922001200920172026
48 results for Determinant Maximization

Study on loops on non-orientable surfaces, determining cardinality and order.

problem Determining the cardinality and order of maximal complete 1-systems of loops on non-orientable surfaces.
method Proved the cardinality of maximal systems of arcs pairwise-intersecting at most once on a non-orientable surface is 2χ(χ+1)2|χ|(|χ|+1), and used this to determine the cardinality of maximal complete 1-systems of loops.
result Exact cardinality of maximal complete 1-systems of loops on punctured projective planes is determined.

We show that a positive braid knot has maximal topological 4-genus exactly if it has maximal signature invariant. As an application, we determine all positive braid knots with maximal topological 4-genus and compute the topological 4-genus for all positive braid knots with up to 12 crossings.

2015-11-12abs ↗pdf ↗

For an Alexandrov space (with curvature bounded below), we determine the maximal dimension of its isometry group and show that the space is isometric to a Riemannian manifold, provided the dimension of its isometry group is maximal. We also determine a gap in the possible dimensions of the isometry groups and show that…

2011-09-22abs ↗pdf ↗

Study discrete analog of zeta-determinant maximization on triangulated surfaces.

problem Maximizing zeta-determinant for discrete Laplacian on triangulated surfaces.
method Analogous to Osgood, Phillips, and Sarnak's theorem, study stationary points of determinants for discrete cotan-Laplacian.
result Discrete metrics of constant discrete Gaussian curvature are stationary points of the determinant, suggesting minima.

The ratio of volume to crossing number of a hyperbolic knot is known to be bounded above by the volume of a regular ideal octahedron, and a similar bound is conjectured for the knot determinant per crossing. We investigate a natural question motivated by these bounds: For which knots are these ratios nearly maximal? We…

2014-11-28abs ↗pdf ↗

This study explores Kaluza-Klein reductions of new maximally supersymmetric backgrounds.

problem Exploring new maximally supersymmetric backgrounds in five dimensions.
method Classifying Kaluza-Klein reductions to four dimensions and determining preserved supersymmetry.
result Discovery of novel non-homogeneous four-dimensional Lorentzian spacetimes with N=1N=1 supersymmetry.

Polytopic Matrix Factorization models data as latent vectors from a polytope, maximizing determinant for identifiability.

problem Data decomposition with semi-structured latent vectors and polytope constraints.
method Model input data as latent vectors from a polytope, using determinant maximization for identifiability.
result Identifiability condition for polytopes with specific symmetry restrictions.

The paper establishes conditions for optimal sampling configurations on complex manifolds.

problem Finding optimal sampling configurations on complex manifolds.
method Analyzes point configurations on compact complex manifolds using tensor powers of Hermitian ample line bundles.
result Necessary and sufficient conditions for the existence of asymptotically Fekete sequences.

We describe simply connected compact exceptional simple Lie groups in very elementary way. We first construct all simply connected compact exceptional Lie groups G concretely. Next, we find all involutive automorphisms of G, and determine the group structures of the fixed points subgroup. They correspond to the classif…

2009-02-03abs ↗pdf ↗

Scientific explanation often requires inferring maximally predictive features from a given data set. Unfortunately, the collection of minimal maximally predictive features for most stochastic processes is uncountably infinite. In such cases, one compromises and instead seeks nearly maximally predictive features. Here, …

2017-02-27abs ↗pdf ↗

We study the canonical complexifications of non-compact Riemannian symmetric spaces G/K by the Grauert tube construction. We determine the maximal such complexification, a domain already constructed in another context by Akhiezer and Gindikin (Math. Ann., 1990), and show that this domain is Stein. We show there is an a…

2001-09-24abs ↗pdf ↗

In this paper, we use replica analysis to determine the investment strategy that can maximize the net present value for portfolios containing multiple development projects. Replica analysis was developed in statistical mechanical informatics and econophysics to evaluate disordered systems, and here we use it to formula…

2018-10-15abs ↗pdf ↗

The Riemannian symmetric space SU_{2,m}/S(U_2U_m) is both Hermitian symmetric and quaternionic Kahler symmetric. Let M be a hypersurface in SU_{2,m}/S(U_2U_m) and denote by TM its tangent bundle. The complex structure of SU_{2,m}/S(U_2U_m) determines a maximal complex subbundle C of TM, and the quaternionic structure o…

2009-11-16abs ↗pdf ↗

We study the structure of classical groups of equivalences for smooth multigerms f ⁣:(N,S)(P,y)f \colon (N,S) \to (P,y), and extend several known results for monogerm equivalences to the case of mulitgerms. In particular, we study the group $\A$ of source- and target diffeomorphism germs, and its stabilizer $\A_f$. For monogerms $…

2011-10-10abs ↗pdf ↗

Study on pseudo-Einstein 3-manifolds, calculating determinant changes under conformal transformations.

problem Prescribing the Q'-curvature on pseudo-Einstein 3-manifolds.
method Established an expression for the difference of determinants of Paneitz type operators under conformal changes.
result Generalized the expression of functional determinant from four to three dimensions.

We determine the pairs of torus knots that have a genus one cobordism between them, with one notable exception. This is done by combining obstructions using ν+ν^+ from the Heegaard Floer knot complex and explicit constructions of cobordisms. As an application, we determine the pairs of torus knots related by a single c…

2019-10-03abs ↗pdf ↗

The elaboration of new quantization methods has recently developed the interest in the study of subalgebras of the Lie algebra of polynomial vector fields over a Euclidean space. In this framework, these subalgebras define maximal equivariance conditions that one can impose on a linear bijection between observables tha…

2000-09-28abs ↗pdf ↗

Researchers found a maximal antipodal set of three elements in a 7x7 sphere space.

problem Determining the maximal antipodal set in the outer 3-symmetric space S7imesS7\mathbb{S}^7 imes \mathbb{S}^7.
method Investigated the polar and maximal antipodal set PP for the given 3-symmetric space S7imesS7\mathbb{S}^7 imes \mathbb{S}^7.
result The maximal antipodal set PP has three elements.

Optimal insurance strategy for maximizing RDEU under various premium principles.

problem Maximizing a risk-averse individual's RDEU with insurance priced by a distortion-deviation principle.
method Proved necessary and sufficient conditions for the optimal solution, considered ambiguity orders, and analyzed specific examples.
result Conditions for no insurance or deductible insurance to be optimal.

We calculate the Spencer cohomology of the (1,0)(1,0) Poincaré superalgebras in six dimensions: with and without R-symmetry. As the cases of four and eleven dimensions taught us, we may read off from this calculation a Killing spinor equation which allows the determination of which geometries admit rigidly supersymmetric …

2018-04-01abs ↗pdf ↗

New method estimates Gaussian copulas with missing data using EM algorithm.

problem Estimating Gaussian copulas with missing data and prior assumptions.
method Rigorous application of the Expectation Maximization (EM) algorithm for marginal distributions and dependence structure.
result Joint distribution learned is closer to the underlying distribution.

The study connects minimal and maximal surfaces in 3D and 3-L space.

problem Describing correspondences between minimal and maximal surfaces in different spaces.
method Weierstrass representation and asymptotic analysis.
result Established criteria for singularity types and moduli spaces.

Study optimizes dividend payout strategies under fluctuating interest rates.

problem Maximizing dividends under stochastic interest rates with negative values.
method Analytical HJB approach and backward SDEs for analysis.
result Explicit optimal strategies found for both time-dependent and strategy-independent stopping times.

Projections from flats to maximal flats defined and studied.

problem Understanding projections from Furstenberg boundaries onto maximal flats.
method Defining and studying continuous GG-equivariant projections from (G/P)q(G/P)^q to G/KG/K.
result Recovery of geometric barycenter in real hyperbolic space for q=3q=3.

In this note we prove the following three algebraic facts which have applications in the theory of holonomy groups and homogeneous spaces: Any irreducibly acting connected subgroup $G \subset Gl(n,\rr)$ is closed. Moreover, if GG admits an invariant bilinear form of Lorentzian signature, GG is maximal, i.e. it is con…

2005-07-04abs ↗pdf ↗

Characterizes and analyzes the large scale geometry of big mapping class groups of surfaces.

problem Analyzing the large scale geometry of big mapping class groups of surfaces with a unique maximal end.
method Building on previous work, the paper characterizes and analyzes the large scale geometry of big mapping class groups of surfaces with a unique maximal end.
result Proves that any locally CB big mapping class group is CB generated and gives an explicit criterion for determining which big mapping class groups are CB generated.

Study the spaces of Legendrian knots and links with maximal Thurston-Bennequin invariant.

problem Homotopy types of spaces of Legendrian knots and links with maximal Thurston-Bennequin invariant.
method Recursive formula and contractibility proofs for specific cases.
result Homotopy equivalence and contractibility results for spaces of Legendrian embeddings.

We consider the problem of utility maximization for small traders on incomplete financial markets. As opposed to most of the papers dealing with this subject, the investors' trading strategies we allow underly constraints described by closed, but not necessarily convex, sets. The final wealths obtained by trading under…

2005-08-24abs ↗pdf ↗

Maximizes stock portfolio predictability using machine learning.

problem Improving stock portfolio performance through predictive modeling.
method Optimal constrained weights in the MPP constructed using Elastic Net, Random Forest, and Support Vector Regression models.
result MPP portfolios can outperform or underperform the index based on the time period.

We discuss a recurrent geometrical method, due to Élie Cartan and von Weber ([1],[11]) enabling us to determine, step by step, the maximal integral manifolds of a not necessarily integrable nor regular Pfaffian system. The dimensions of such integral manifolds can, of course, vary from point to point but more so can va…

2016-08-09abs ↗pdf ↗