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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.

168,742 papers · 148 categories

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147293440586 · Jun 202019922001200920172026
48 results for Elliptically Symmetrical distributions

Proposes vMF distribution for skewed elliptical distributions.

problem Skewed distributions not adequately modeled by symmetric distributions.
method Introduces von-Mises-Fisher (vMF) distribution to represent skewed elliptical distributions.
result vMF distribution provides an explicit and simple probability representation of skewed elliptical distributions.

Consistent estimator for mixtures of nonparametric elliptical distributions helps cluster analysis.

problem Consistency of maximum likelihood estimator for mixtures of nonparametric elliptical distributions.
method Maximum likelihood estimation for mixtures of elliptically-symmetric distributions under nonparametric PP.
result Components of the estimator correspond to well-separated components of the underlying distribution PP.

The notion of LpL^p-distributions is introduced on Riemannian symmetric spaces of noncompact type and their main properties are established. We use a geometric description for the topology of the space of test functions in terms of the Laplace-Beltrami operator. The techniques are based on a-priori estimates for ellipt…

2006-11-19abs ↗pdf ↗

The Mean-Variance Criterion is equivalent to Second-order Stochastic Dominance under symmetric Elliptical distributions.

problem Determining the equivalence of Mean-Variance Criterion and Stochastic Dominance Criteria.
method Analyzing under symmetric and Skew-Elliptical distributions using Monte Carlo simulations.
result The Mean-Variance Criterion does not coincide with Second-order Stochastic Dominance for some types of risk-averse investors.

A new robust and flexible classification method for non-Gaussian data.

problem Robustness to scale changes and non-Gaussian distributions in classical discriminant analysis.
method FEMDA uses arbitrary Elliptically Symmetrical distributions and scale parameters for each data point.
result FEMDA is robust to scale changes and outperforms other methods.

A justification of the Basel liquidity formula for risk capital in the trading book is given under the assumption that market risk-factor changes form a Gaussian white noise process over 10-day time steps and changes to P&L are linear in the risk-factor changes. A generalization of the formula is derived under the more…

2018-03-20abs ↗pdf ↗

Unified framework for robust discriminant analysis overcomes Gaussian assumptions.

problem Challenges in linear and quadratic discriminant analysis with non-Gaussian or contaminated data.
method FEMDA framework considers arbitrary Elliptically Symmetrical (ES) distributions with flexible scale parameters.
result Maximum-likelihood parameter estimation and classification are robust and efficient.

In this paper we give a geometrical interpretation of all the second elliptic integrable systems associated to 4-symmetric spaces. We first show that a 4-symmetric space G/G0G/G_0 can be embedded into the twistor space of the corresponding symmetric space G/HG/H. Then we prove that the second elliptic system is equivalent…

2008-03-23abs ↗pdf ↗

Established concavity principle for curved spaces.

problem Solving equations on curved spaces with nonnegative curvature.
method Applied concavity principle to elliptic and parabolic equations on locally symmetric spaces with nonnegative curvature.
result First general concavity principle on spaces with non-constant sectional curvature.

An analytic solution for asset allocation with Laplace distribution.

problem Asset allocation with multivariate Laplace distribution.
method Specialization of elliptically symmetric distribution theory to Laplace distribution, accounting for dimensionality and variance rescaling.
result A result consistent with conjecture but with differences due to omitted term and rescaling.

Omega ratio, defined as the probability-weighted ratio of gains over losses at a given level of expected return, has been advocated as a better performance indicator compared to Sharpe and Sortino ratio as it depends on the full return distribution and hence encapsulates all information about risk and return. We comput…

2019-10-15abs ↗pdf ↗

Efficiently estimates covariance matrix for elliptical distributions under strong contamination.

problem Robust estimation of covariance matrix in the presence of adversarial corruptions.
method Proposes an algorithm that uses spatial sign of elliptical distributions and spectral covariance filtering.
result Achieves nearly optimal error guarantee for various elliptical distributions.

Characterizes stably elliptic elements in Lie groups and their properties.

problem Understanding stably elliptic elements in Lie groups and their geometric and algebraic properties.
method Characterization through fixed point algebra and Weyl group action; relates to maximal invariant cones and compactness of order intervals.
result Connected components of stably elliptic elements can be described using Weyl group action on a compactly embedded Cartan subalgebra.

Study on symmetric operators on non-compact manifolds, focusing on their index modulo 2.

problem Investigating elliptic operators with a specific symmetry and their index modulo 2.
method Analysis of Callias-type operators on non-compact manifolds, establishing mod 2 versions of index theorems.
result Established mod 2 versions of the Gromov-Lawson relative index theorem, Callias index theorem, and Boutet de Monvel's index theorem for Toeplitz operators.

We study supersymmetric harmonic maps from the point of view of integrable system. It is well known that harmonic maps from R^2 into a symmetric space are solutions of a integrable system . We show here that the superharmonic maps from R^{2|2} into a symmetric space are solutions of a integrable system, more precisely …

2005-11-29abs ↗pdf ↗

New findings on plane waves in 3D spacetimes, showing non-unimodular elliptic plane waves are unique.

problem Classifying Lorentz homogeneous spaces of dimension 3, focusing on plane waves.
method Revisiting and relaxing usual completeness assumptions, characterizing homogeneous plane waves.
result Non-unimodular elliptic plane waves are unique and non-extendable, geodesically complete only if symmetric.

The paper calculates the full asymptotics of analytic torsions for compact orbifolds.

problem Analytic torsions of compact locally symmetric orbifolds.
method Using Selberg's trace formula and geometric localization, the paper evaluates the heat trace and orbital integrals.
result Explicit formula for the asymptotic Ray-Singer analytic torsion of compact orbifolds.

Symmetric function LM,NL_{M,N} lifts torus link homology.

problem Computing the triply-graded Khovanov-Rozansky homology of torus links.
method Defined a symmetric function LM,NL_{M,N} and showed it satisfies a recursion for torus link homology.
result Triply-graded Khovanov-Rozansky homology of torus links is a specialization of LM,NL_{M,N}.

This note shows how independent elliptical distributions minimize the Wasserstein distance.

problem Minimizing the Wasserstein distance between elliptical distributions.
method Analyzing the Wasserstein distance between independent elliptical distributions with the same density generators.
result Independent elliptical distributions minimize their Wasserstein distance from other elliptical distributions with the same density generators.

The study explores special hypersurfaces in Riemannian products, focusing on elliptic Weingarten conditions.

problem Characterizing and classifying Weingarten hypersurfaces in Riemannian products.
method Analyzing hypersurfaces defined by specific curvature and angle functions, using Jellett-Liebmann-type theorems.
result Existence and uniqueness of certain types of hypersurfaces in specific Riemannian products.

The paper defines MTCov for skewed elliptical distributions.

problem No specific problem stated, but dealing with skewed elliptical distributions.
method Defined MTCov for generalized skew-elliptical distributions and compared with skewed and non-skewed normal distributions.
result Special formula for MTCov of generalized skew-elliptical distributions.

A definition for elliptical tempered stable distribution, based on the characteristic function, have been explained which involve a unique spectral measure. This definition provides a framework for creating a connection between infinite divisible distribution, and particularly elliptical tempered stable distribution, w…

2014-08-14abs ↗pdf ↗

Elliptical processes generalize Gaussian and Student-t models with fat tails and computational efficiency.

problem Need for models with fat tails and computational tractability.
method Represent elliptical distributions as continuous mixtures of Gaussian distributions, derive closed-form expressions for marginal and conditional distributions.
result Elliptical processes offer advantages in robust regression compared to Gaussian processes.

New guarantees for VI in symmetric cases, extending previous results.

problem Symmetry in variational inference for complex distributions.
method Analysis of ff-divergences and their stationary points under symmetry.
result Symmetry-matching principles ensure recovery of mean and correlation matrix.

Researchers derived formulas for joint moments of elliptical distributions.

problem Calculating joint moments of elliptical distributions.
method Used Stein's lemma and two different methods to derive expressions.
result New formulae for expectations of product of normally distributed random variables and simplified expressions for other distributions.

Researchers create a parametrix for resolvents on manifolds with ends.

problem Essential self-adjointness of elliptic symmetric differential operators on manifolds with ends.
method Introduced semiclasical pseudodifferential operators compatible with the end structure.
result Essential self-adjointness of elliptic symmetric differential operators proved.

The paper extends risk measures to two-step approximations and studies log-concave distributions.

problem Extending classical risk measures to two-step approximations.
method Optimization problem for determining optimal regime thresholds and values for log-concave distributions.
result Conditions for the uniqueness of regime changing in log-concave distributions.

New robust discriminant analysis for non-Gaussian data.

problem Classical discriminant analysis struggles with non-Gaussian distributions and contaminated datasets.
method Each data point follows its own ES distribution with arbitrary scale, leading to robust classification.
result Maximum-likelihood estimation and classification are simple, fast, and robust.