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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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2895788661,155 · Jun 202019922001200920172026
48 results for Generalized Mean

The notion of a generalized harmonic inverse mean curvature surface in the Euclidean four-space is introduced. A backward Bäcklund transform of a generalized harmonic inverse mean curvature surface is defined. A Darboux transform of a generalized harmonic inverse mean curvature surface is constructed by a backward Bäck…

2012-11-20abs ↗pdf ↗

The paper proves smoothness of mean curvature flow for generic initial data in 3D and 4D.

problem Smoothness of mean curvature flow for generic initial data.
method Long-time existence and uniqueness result for ancient mean curvature flows.
result Smooth mean curvature flow until disappearance in a round point for low-entropy hypersurfaces in 4D.

Constructs approximate mean curvature flows for general varifolds.

problem Mean curvature flow for general initial data.
method Approximation of mean curvature flows using varifolds and iterated push-forwards.
result Approximate mean curvature flow converges to a spacetime Brakke flow under certain conditions.

Study of mean curvature flows with conical singularities using mathematical techniques.

problem Understanding the dynamics of mean curvature flows near conical singularities.
method Feynman-Kac formula and invariant cone method for noncompact settings.
result Generic initial perturbations avoid conical singularities in mean curvature flows.

Study constant mean curvature surfaces with integrable boundary conditions.

problem Understanding surfaces with constant mean curvature under specific boundary conditions.
method Used generalized Weierstrass representation to determine potentials.
result Determined potentials for surfaces satisfying integrable boundary conditions.

Study proves mean curvature flow in GRW spacetimes with perpendicular boundary condition.

problem Longtime existence of mean curvature flow in GRW spacetimes.
method Proved longtime existence using perpendicular Neumann boundary condition and null convergence condition.
result Metric of solution is conformal to GRW leaf's metric in asymptotic time.

In this article we consider means of positive operators on a Hilbert space. We extend the theory of matrix power means to arbitrary operator means in the sense of Kubo-Ando. The basis of the extension is relying on ideas coming from differential geometry. We consider generalized Karcher equations for positive operators…

2012-08-28abs ↗pdf ↗

Paper discusses solving generalized Hessian inequalities with various operators.

problem Finding global solutions to generalized Hessian inequalities.
method Analyzes various Hessian operators and provides conditions for global solvability.
result Provides necessary and sufficient conditions for global solvability of generalized Hessian inequalities.

In this paper, we prove a general halfspace theorem for constant mean curvature surfaces. Under certain hypotheses, we prove that, in an ambient space M^3, any constant mean curvature H_0 surface on one side of a constant mean curvature H_0 surface Σ_0 is an equidistant surface to Σ_0. The main hypotheses of the theore…

2010-07-15abs ↗pdf ↗

Study shows how to preserve Lagrangian condition in mean curvature flow on Kim-McCann metrics.

problem Preserving Lagrangian condition in mean curvature flow on Kim-McCann metrics.
method Expressed mean curvature flow within generalized mean curvature flow framework.
result Lagrangian condition is preserved along the flow.

We show that kk-means (Lloyd's algorithm) is obtained as a special case when truncated variational EM approximations are applied to Gaussian Mixture Models (GMM) with isotropic Gaussians. In contrast to the standard way to relate kk-means and GMMs, the provided derivation shows that it is not required to consider Gau…

2017-04-16abs ↗pdf ↗

This paper considers the mean-reverting portfolio design problem arising from statistical arbitrage in the financial markets. We first propose a general problem formulation aimed at finding a portfolio of underlying component assets by optimizing a mean-reversion criterion characterizing the mean-reversion strength, ta…

2017-01-18abs ↗pdf ↗

This paper studies mean curvature flows near cylindrical singularities.

problem Understanding the behavior of mean curvature flows near cylindrical singularities.
method Proved the rescaled flow converges to a graph over a cylinder, defined nondegeneracy, and showed properties of nondegenerate singularities.
result Nondegenerate cylindrical singularities are isolated, have a mean convex neighborhood, and are type-I.

This note finds closed-form solutions for mean-risk portfolios using a specific type of mixture distribution.

problem Finding optimal portfolios under mean-risk criteria for general distributions.
method Using normal mean-variance mixture (NMVM) distributions, the paper derives closed-form expressions for mean-risk frontiers by optimizing a Markowitz model with adjusted return vectors.
result Closed-form solutions for mean-risk portfolios are found for return vectors following NMVM distributions.

Existence of strong randomized equilibria in mean-field games with common noise.

problem Existence of strong solutions in mean-field games of optimal stopping.
method Connection with Bank-El Karoui's representation problem and continuity assumptions.
result Existence of strong randomized mean-field equilibrium under certain conditions.

New results on financial equilibria in markets with general semimartingales.

problem Existence and uniqueness of mean-variance equilibria in semimartingale markets.
method Analysis of dynamic mean-variance hedging and fixed-point problems.
result First results allowing for general semimartingales and both discrete and continuous time.

The paper proves a theorem about mean curvature in Euclidean and hyperbolic spaces.

problem Proving a theorem about mean curvature in Euclidean and hyperbolic spaces.
method Analyzing connected mean convex regions with at least two components in Rn+1\mathbb{R}^{n+1} and hyperbolic space.
result Connected mean convex regions in Rn+1\mathbb{R}^{n+1} with at least two components cannot have strictly positive mean curvature.

Generic level sets in mean curvature flow are BV solutions.

problem Understanding the behavior of level sets in mean curvature flow.
method Using the framework of sets of finite perimeter and distributional solutions, the paper extends Evans and Spruck's work.
result Generic level sets are distributional solutions with optimal energy dissipation rate.

New RL algorithms achieve optimal policies with polynomial sample complexity for mean-field problems.

problem Statistical efficiency of Mean-Field Reinforcement Learning with general function approximation.
method Introduce MF-MBED to characterize problem complexity, propose algorithms based on maximal likelihood estimation.
result Rich mean-field RL problems have low MF-MBED, leading to polynomial sample complexity.

This article briefly introduced Arthur and Vassilvitshii's work on \textbf{k-means++} algorithm and further generalized the center initialization process. It is found that choosing the most distant sample point from the nearest center as new center can mostly have the same effect as the center initialization process in…

2019-03-24abs ↗pdf ↗

In this note we generalize an extension theorem in [5] and [9] of the mean curvature flow to the H^{k} mean curvature flow under some extra conditions. The main difficult problem in proving the extension theorem is to find a suitable version of Michael-Simon inequality for the H^{k} mean curvature flow, and to do a sui…

2009-10-06abs ↗pdf ↗

We introduce two kernels that extend the mean map, which embeds probability measures in Hilbert spaces. The generative mean map kernel (GMMK) is a smooth similarity measure between probabilistic models. The latent mean map kernel (LMMK) generalizes the non-iid formulation of Hilbert space embeddings of empirical distri…

2010-05-03abs ↗pdf ↗

The mean curvature flow is the gradient flow of volume functionals on the space of submanifolds. We prove a fundamental regularity result of the mean curvature flow in this paper: a Lipschitz submanifold with small local Lipschitz norm becomes smooth instantly along the mean curvature flow. This generalizes the regular…

2002-09-14abs ↗pdf ↗

Study finds unique and non-existent constant mean curvature hypersurfaces in specific spacetimes.

problem Finding unique and non-existent constant mean curvature spacelike hypersurfaces.
method Geometric and physical assumptions applied to Generalized Robertson-Walker spacetimes.
result New uniqueness and non-existence results for complete spacelike hypersurfaces.

Optimizes trading returns using Hurst exponent and Q-learning.

problem Maximizing returns from momentum and mean reversion strategies.
method Classifies assets using Hurst exponent and uses Q-learning to improve trading algorithms.
result Trading with Hurst exponent can achieve higher returns but at higher risk.

Mean curvature flow evolves isometrically immersed base manifolds MM in the direction of their mean curvatures in an ambient manifold Mˉ\bar{M}. If the base manifold MM is compact, the short time existence and uniqueness of the mean curvature flow are well-known. For complete isometrically immersed submanifolds of ar…

2007-03-23abs ↗pdf ↗