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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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68136203271 · Jun 202019922001200920172026
48 results for Factorization theorems

Maps between automorphism groups are isomorphisms for free factor complexes.

problem Understanding the structure of automorphism groups of free factor complexes.
method Establishing isomorphisms between automorphism groups and automorphism groups of free factor complexes.
result Natural maps from mAut(Fn){ m{Aut}}(F_n) to the automorphism group of the free-factor complex AFn\mathcal{AF}_n are isomorphisms.

The paper proves a transformation theorem under a monotone property of almost Euclidean factors of geodesic balls.

problem The non-increasing property of numbers of almost Euclidean factors of geodesic balls.
method Proves a transformation theorem under a non-decreasing property compared to the non-increasing property.
result Shows that for a manifold with nonnegative Ricci curvature, if its universal cover is polar at infinity and the number of almost Euclidean factors is monotone, then its fundamental group is finitely generated and virtually abelian.

A super-conformal map and a minimal surface are factored into a product of two maps by modeling the Euclidean four-space and the complex Euclidean plane on the set of all quaternions. One of these two maps is a holomorphic map or a meromorphic map. These conformal maps adopt properties of a holomorphic function or a me…

2012-08-27abs ↗pdf ↗

A new model explains asset returns with a single factor, improving cross-sectional performance.

problem Understanding the cross-section of asset returns with complex models.
method Proposes a non-linear single-factor asset pricing model with a nonparametric link function estimated jointly with sieve-based estimators.
result The model delivers superior cross-sectional performance with a low-dimensional approximation of the link function.

The main goal of the present paper is two-fold. First we extend the theory of toroidal embeddings introduced by Kempf, Knudsen, Mumford and Saint-Donat to the class of toroidal varieties with stratifications (which is the main body of the paper). Second we give a proof of the following weak factorization theorem as an …

1999-04-15abs ↗pdf ↗

The study extends Hano's theorem to semi-Riemannian product manifolds with specific conditions.

problem Extending Hano's theorem to manifolds with indefinite metrics.
method Generalization of Hano's theorem to semi-Riemannian product manifolds with specific conditions.
result The assumption on the factors is necessary for the generalization.

The paper calculates how fast optimal investment strategies approach CRRA strategies in stochastic factor models.

problem Understanding convergence rates of optimal investment strategies in stochastic factor models.
method Analyzes optimal feedback functions in nonlinear and quadratic term structure models, considering decay of bond prices and power-like utility at high wealth levels.
result Convergence rates of optimal investment strategies to CRRA strategies are determined by bond price decay and power-like utility behavior.

The paper explores partial identifiability in nonnegative matrix factorization under specific conditions.

problem Identifying specific columns of the matrices in nonnegative matrix factorization.
method Mathematical rigor and geometric interpretation to analyze partial identifiability of columns in nonnegative matrix factorization.
result The partial uniqueness of a single column of CC or SS can be guaranteed under certain sparsity and algebraic conditions.

Neural network implementation of Brenier's polar factorization for vector fields.

problem Implementing Brenier's polar factorization theorem for vector fields using neural networks.
method Parameterizing the convex function uu as an input convex neural network and estimating the measure-preserving map MM.
result Practical neural implementation of Brenier's polar factorization theorem.

We present an enhanced prime decomposition theorem for knots that gives the isotopy classes of composite knots that can be constructed from a given list of prime factors (allowing for the mirroring and orientation reversing for each factor). Underlying the theorem is an algebraic construction that also allows for the c…

2014-11-10abs ↗pdf ↗

New invariant distinguishes lens spaces via categorified homotopy E_3-algebra.

problem Distinguishing lens spaces using categorified homotopy E_3-algebra.
method Categorification of LMO invariant using factorization homology and E_3-algebra structure of Jacobi diagrams.
result Constructs an invariant that distinguishes lens spaces.

The Ray-Singer isospectral theorem (1971) is applied to a general spectral function for Laplacians of twisted p-forms (say) on homogeneous Clifford-Klein factors of the three-sphere. The inducing formulae necessary to express any spectral quantity for any twisting in terms of those for cyclic subgroups of the tetrahedr…

2009-07-09abs ↗pdf ↗

Study new involutivity theorems for Poisson quasi-Nijenhuis manifolds.

problem Understanding involutivity in Poisson quasi-Nijenhuis geometry.
method Present new versions of deformation and involutivity theorems under specific factorization hypotheses.
result New versions of involutivity theorems for Poisson quasi-Nijenhuis manifolds.

In this note it is shown that Berwald spaces admitting the same norm-preserving torsion-free affine connection have the same (weighted) Ricci curvatures. Combing this with Szabó's Berwald metrization theorem one can apply the Cheeger-Gromoll splitting theorem in order to get a full structure theorem for Berwald spaces …

2015-02-12abs ↗pdf ↗

Factorizes discrete representations of finitely generated groups into PSL(2, R).

problem Understanding discrete representations of finitely generated groups into PSL(2, R).
method Factorization theorem for Fuchsian groups, Makanin-Razborov diagrams, and new class of groups called PSL(2, R)-discrete limit groups.
result Obtained useful information about PSL(2, R)-discrete limit groups.

The paper proves a factorization theorem for harmonic maps between Riemann surfaces and manifolds.

problem Understanding the factorization of harmonic maps between Riemann surfaces and manifolds.
method The proof relies on geometric properties of the Hopf differential and properties of holomorphic and anti-holomorphic diffeomorphisms.
result The theorem provides a factorization of harmonic maps under certain conditions involving holomorphic or anti-holomorphic diffeomorphisms.

Unified geometric perspectives on PDEs, torsion invariants, and moduli theory.

problem Index theory and analytic torsion of nonlinear PDEs.
method Microlocal sheaf theory, factorization algebras, Spencer hypercohomology.
result Unified geometric perspectives on PDEs, torsion invariants, and moduli theory.

This is the second in a series of four papers (with research announcement posted on this arXiv) that together develop a decomposition theory for subgroups of Out(F_n). In this paper we relativize the "Kolchin-type theorem" from the work of Bestvina, Feighn, and Handel on the Tits alternative, which describes a decompos…

2013-02-10abs ↗pdf ↗

Positive factorization for pseudoperiodic homeomorphisms on surfaces.

problem Factorization of pseudoperiodic homeomorphisms on surfaces.
method Generalization of classical results on smooth germs of surfaces, topological characterization of monodromies, and use of positive factorization criteria.
result Pseudoperiodic homeomorphisms on surfaces with positive fractional Dehn twist coefficients and screw numbers admit a positive factorization.

We show how to derive hyperbolicity of the free factor complex of FNF_N from the Handel-Mosher proof of hyperbolicity of the free splitting complex of FNF_N, thus obtaining an alternative proof of a theorem of Bestvina-Feighn. We also show that under the natural map ττ from the free splitting complex to free factor co…

2012-06-16abs ↗pdf ↗

New tests for identifying the number of latent factors in short panels with small time dimensions.

problem Determining the number of latent factors in short panels with small time dimensions.
method Eigenvalue tests based on variance-covariance matrices of asset returns, with assumptions on spherical errors or instrumental variables for factor betas.
result Established asymptotic distributional results and proposed a novel statistical test for weak factors.

The paper derives statistics of multi-factor functions from their Fourier transforms.

problem Deriving statistics of multi-factor functions from Fourier transforms.
method Developed an m-Coefficient/Index Annihilation Theorem to analyze the moments of a function from its Fourier transform.
result The mth moment of a function becomes a series of terms, each with precisely m Fourier coefficients, and the indices sum to zero.

The paper computes group factors and properties of Wilson loops in Chern-Simons theory.

problem Computing group factors and properties of Wilson loops in Chern-Simons theory.
method Developed a method for computing group factors of the perturbative series expansion of Wilson loops.
result Provided a combinatorial description of group factors with clear dependence on rank and representation.

Liouville's theorem says that in dimension greater than two, all conformal maps are Möbius transformations. We prove an analogous statement about simplicial complexes, where two simplicial complexes are considered discretely conformally equivalent if they are combinatorially equivalent and the lengths of corresponding …

2019-11-03abs ↗pdf ↗

When two free factors A and B of a free group F_n are in "general position" we define the projection of B to the splitting complex (alternatively, the complex of free factors) of A. We show that the projections satisfy properties analogous to subsurface projections introduced by Masur and Minsky. We use the subfactor p…

2012-11-07abs ↗pdf ↗

An algorithm for computing positive semidefinite factorizations of matrices.

problem Computing positive semidefinite factorizations of matrices.
method Non-commutative extension of Lee-Seung's algorithm (Matrix Multiplicative Update, MMU).
result The MMU algorithm ensures PSD updates and achieves critical points.

We point out an issue with Theorem 5 appearing in "Group-based active query selection for rapid diagnosis in time-critical situations". Theorem 5 bounds the expected number of queries for a greedy algorithm to identify the class of an item within a constant factor of optimal. The Theorem is based on correctness of a re…

2017-05-10abs ↗pdf ↗

We study fillings of contact structures supported by planar open books by analyzing positive factorizations of their monodromy. Our method is based on Wendl's theorem on symplectic fillings of planar open books. We prove that every virtually overtwisted contact structure on L(p,1) has a unique filling, and describe fil…

2009-12-10abs ↗pdf ↗

We consider surfaces with constant mean curvature in certain warped product manifolds. We show that any such surface is umbilic, provided that the warping factor satisfies certain structure conditions. This theorem can be viewed as a generalization of the classical Alexandrov theorem in Euclidean space. In particular, …

2011-05-21abs ↗pdf ↗

We extend some results of [BF12] on subfactor projections to show that the projection of a free factor B to the free factor complex of the free factor A is well-defined with uniformly bound diameter, unless either A is contained in B or A and B are vertex stabilizers of a single splitting of F_n, i.e. they are disjoint…

2013-07-04abs ↗pdf ↗

The SCMU algorithm computes cone factorizations for symmetric cones, improving upon existing methods.

problem Computing cone factorizations for symmetric cones in optimization.
method Introduces and analyzes the symmetric-cone multiplicative update (SCMU) algorithm.
result The SCMU algorithm non-decreases the squared loss objective.

Paper identifies latent factors from noisy measurements using tensor decomposition.

problem Identification of latent factors from noisy, correlated measurements.
method Tensor decomposition of third order cross moments, Kruskal theorem, Kotlarski identity, generalized Kruskal rank.
result Full distribution of latent factors and measurement errors identified without injective measurements.

In this article, we explore a class of tractable interest rate models that have the property that the price of a zero-coupon bond can be expressed as a polynomial of a state diffusion process. Our results include a classification of all such time-homogeneous single-factor models in the spirit of Filipovic's maximal deg…

2015-04-13abs ↗pdf ↗

We abstract Morimoto's construction of complex structures on product manifolds to pairs of certain generalized FF-structures on manifolds that are not necessarily global products. As applications we characterize invariant generalized complex structures on product manifolds in which one factor is a Lie group and we gen…

2015-06-01abs ↗pdf ↗