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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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8.6%17.2%25.7%34.3% · Feb 202619922001200920172026
48 results for Fatou sets

Proves theorem for Riemannian manifolds, extending previous work.

problem Proving Quantitative Fatou Theorem on Riemannian manifolds.
method Extending ε-approximation lemma to manifold setting.
result Proves Quantitative Fatou Theorem for Lipschitz domains on Riemannian manifolds.

In this paper, we explore several Fatou-type properties of risk measures. The paper continues to reveal that the strong Fatou property, which was introduced in [17], seems to be most suitable to ensure nice dual representations of risk measures. Our main result asserts that every quasiconvex law-invariant functional on…

2018-05-14abs ↗pdf ↗

We provide a characterization in terms of Fatou closedness for weakly closed monotone convex sets in the space of P\mathcal{P}-quasisure bounded random variables, where P\mathcal{P} is a (possibly non-dominated) class of probability measures. Applications of our results lie within robust versions the Fundamental Theo…

2016-10-13abs ↗pdf ↗

Study dynamics of automorphisms on cubic surfaces and their connection to Painlevé 6.

problem Dynamics of holomorphic automorphisms on cubic surfaces and their relation to Painlevé 6.
method Defined Julia and Fatou sets, studied locally discrete and non-discrete dynamics, and proved existence of non-empty Fatou and Julia sets.
result Existence of non-empty Fatou and Julia sets for the group action.

The paper characterizes risk measures with the Fatou property in function spaces.

problem Investigating the Fatou property of law-invariant risk measures in function spaces.
method Characterization of the Fatou property using the AOCEA property and dual representations.
result Risk measures with the Fatou property exist under the AOCEA property in most classical model spaces.

Study of algebraic dynamics on Markov cubics in tropical geometry.

problem Understanding the dynamics of Markov cubics over non-archimedean fields.
method Tropicalization and (,,)(\infty,\infty,\infty)-triangle reflection group on hyperbolic plane.
result Existence of Fatou domain and finitude of orbits with rational points over prime power denominators.

The paper explores properties of functions on Teichmüller space, proving theorems about limits and non-ergodicity.

problem Properties of bounded pluriharmonic and holomorphic functions on Teichmüller space.
method Analyzes the boundary behavior of functions and proves theorems about limits and non-ergodicity.
result Proves the existence of radial limits for bounded pluriharmonic functions and non-constant bounded holomorphic functions.

In this paper we study a class of functions that appear naturally in some equidistribution problems and that we call FF-harmonic. These are functions of the universal cover of a closed and negatively curved which possess an integral representation analogous to the Poisson representation of harmonic functions, where th…

2014-07-02abs ↗pdf ↗

This paper presents relations between several types of closedness of a law-invariant convex set in a rearrangement invariant space X\mathcal{X}. In particular, we show that order closedness, σ(X,Xn)σ(\mathcal{X},\mathcal{X}_n^\sim)-closedness and σ(X,L)σ(\mathcal{X},L^\infty)-closedness of a law-invariant convex set in $\mathc…

2018-10-24abs ↗pdf ↗

In this paper we extend a recent result of Collin-Rosenberg ({\it a solution to the minimal surface equation in the Euclidean disc has radial limits almost everywhere}) to a large class of differential operators in Divergence form. Moreover, we construct an example (in the spirit of \cite{CR2}) of a minimal graph in $\…

2009-03-16abs ↗pdf ↗

The study extends classical results on harmonic functions to Riemannian manifolds with non-tangential boundary limits.

problem Extending classical results on harmonic functions to Riemannian manifolds with non-tangential boundary limits.
method Investigated the restricted mean-value property on Riemannian manifolds, focusing on non-tangential boundary behavior.
result Extended a classical result of Fenton to non-positively curved Harmonic manifolds of purely exponential volume growth.

New risk measures for incomplete markets without lattice structures.

problem Risk measures on incomplete markets without lattice structures.
method Study of risk measures without lattice structures, focusing on tractable dual representations and solid superspaces.
result Existence of a tractable dual representation equivalent to a Fatou-like property, and extension theorems under certain conditions.

Investigates the effects of nondominated sets of probability measures in robust models of finance.

problem Uncertainty in financial models due to multiple possible probability measures.
method Analyzes various results from mathematical finance literature under the assumption of nondominated sets of probability measures.
result Many classical results in robust models do not hold when the set of measures is nondominated.

An infinite family of generalized pseudo-Anosov homeomorphisms of the sphere S is constructed, and their invariant foliations and singular orbits are described explicitly by means of generalized train tracks. The complex strucure induced by the invariant foliations is described, and is shown to make S into a complex sp…

2003-07-15abs ↗pdf ↗

We identify a large class of Orlicz spaces XX for which the topology σ(X,Xn)σ(X,X_n^\sim) fails the C-property introduced in [7]. We also establish a variant of the C-property and use it to prove a ww^*-representation theorem for proper convex increasing functionals on dual Banach lattices that satisfy a suitable version …

2015-11-10abs ↗pdf ↗

We investigate a variety of stability properties of Haezendonck-Goovaerts premium principles on their natural domain, namely Orlicz spaces. We show that such principles always satisfy the Fatou property. This allows to establish a tractable dual representation without imposing any condition on the reference Orlicz func…

2019-09-24abs ↗pdf ↗

The study examines exceptional sets for radial limits of superharmonic functions on curved manifolds.

problem Understanding exceptional sets for radial limits of superharmonic functions on curved manifolds.
method Analysis of radial geodesic rays, Poisson integrals, Green potentials, and Riesz decomposition.
result Sharp bounds on Hausdorff dimensions of exceptional sets for superharmonic functions.

Dynamic risk measures follow law invariance principles over time.

problem Tackles dynamic risk measurement principles.
method Shows equivalence between adapted law invariance and recursive one-step conditional-law representation for time-consistent risk measures.
result Identifies adapted law invariance as the dynamic counterpart of ordinary law invariance.

Extends utility maximization theory for infinite horizons without strong no-arbitrage assumptions.

problem Maximizing lifetime utility from wealth over an infinite horizon.
method Develops a duality theory using deflators and supermartingale properties, extending previous work.
result Establishes a strong duality theorem for infinite horizon utility maximization under minimal no-arbitrage assumptions.

The paper resolves a problem about metric inequivalence and characterizes proper holomorphic maps.

problem Metric inequivalence and characterization of proper holomorphic maps.
method Explicit characterization of proper holomorphic maps from a finitely-connected planar domain onto the unit disk.
result Characterization of proper holomorphic maps from a finitely-connected planar domain onto the unit disk.

The paper analyzes set-to-set matching with neural networks, focusing on theoretical generalization.

problem Theoretical analysis of set-to-set matching with neural networks.
method Generalization error analysis of set-to-set matching with neural networks.
result Theoretical insights into the behavior of set-to-set matching models.

Generative model learns to autoencode and generate sets of images.

problem Learning to represent and generate sets of images with unknown number of sets.
method Set Distribution Networks (SDNs) learn set encoder, discriminator, generator, and prior.
result SDNs can reconstruct and generate sets of images with preserved attributes.

Matching two different sets of items, called heterogeneous set-to-set matching problem, has recently received attention as a promising problem. The difficulties are to extract features to match a correct pair of different sets and also preserve two types of exchangeability required for set-to-set matching: the pair of …

2019-10-22abs ↗pdf ↗

New set-valued star-shaped risk measures introduced for better risk assessment.

problem Improving risk assessment in financial contexts.
method Developed new set-valued star-shaped risk measures and proved their representation theorems.
result Set-valued star-shaped risk measures can be represented as unions of set-valued convex risk measures.

We introduce the concept of hereditarily non uniformly perfect sets, compact sets for which no compact subset is uniformly perfect, and compare them with the following: Hausdorff dimension zero sets, logarithmic capacity zero sets, Lebesgue 2-dimensional measure zero sets, and porous sets. In particular, we give an exa…

2016-09-23abs ↗pdf ↗

Current approaches for predicting sets from feature vectors ignore the unordered nature of sets and suffer from discontinuity issues as a result. We propose a general model for predicting sets that properly respects the structure of sets and avoids this problem. With a single feature vector as input, we show that our m…

2019-06-15abs ↗pdf ↗

This paper studies the geometry of minimum-volume confidence sets for multinomial parameters.

problem Determining if minimum-volume confidence sets for multinomial outcomes are disjoint.
method Enumerating and covering the continuous regions of the exact p-value function to study the geometry of minimum-volume confidence sets.
result The geometry of minimum-volume confidence sets for multinomial parameters is studied, providing insights into their structure and properties.

Consider a general machine learning setting where the output is a set of labels or sequences. This output set is unordered and its size varies with the input. Whereas multi-label classification methods seem a natural first resort, they are not readily applicable to set-valued outputs because of the growth rate of the o…

2019-03-12abs ↗pdf ↗

Deep Sets approximates functions on sets with high-dimensional latent space.

problem Modeling functions of sets (permutation-invariant functions).
method Deep Sets, a method known to be a universal approximator for continuous set functions.
result Deep Sets' universal approximation property is only guaranteed with a sufficiently high-dimensional latent space.

Study online learning with set-valued feedback, showing differences between deterministic and randomized approaches.

problem Online learning with set-valued feedback, where labels are sets rather than single labels.
method Introduced new combinatorial dimensions (Set Littlestone and Measure Shattering) to characterize learnability.
result Characterized deterministic and randomized online learnability, and established bounds for various learning settings.

A stability-based method selects the most desirable conformal prediction set.

problem Selecting the most desirable conformal prediction set from multiple valid sets invalidates coverage guarantees.
method A stability-based approach that ensures coverage for the selected prediction set.
result The stability-based approach maintains coverage guarantees for the selected prediction set.

This work establishes properties on diffeological structures for set-valued maps and measures.

problem Establish rigorous properties on diffeological structures for set-valued maps and measures.
method Using diffeologies, the authors link various structures including set-valued maps, relations, gradients, measures, and shape analysis.
result Established rigorous properties on sample diffeologies.