Research
On-device research index

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

Trend · papers per month

3677351,1021,469 · Jun 202019922001200920172026
48 results for Heckman selection model

A new Heckman selection model uses a bivariate contaminated normal distribution for more accurate data analysis.

problem Sample selection biases in econometric data analysis.
method Introduces a Heckman selection model using a bivariate contaminated normal distribution and presents an efficient ECM algorithm for parameter estimation.
result The proposed model outperforms normal and Student's t counterparts in real data analysis and simulation studies.

The study constructs universal invariants for non-Archimedean metrics on projective varieties.

problem Understanding the singularity of non-Archimedean metrics on projective varieties.
method Constructing partial Okounkov bodies and Duistermaat--Heckman measures for non-Archimedean metrics.
result Generalization of Duistermaat--Heckman measures to finite energy metrics on Berkovich analytifications.

Continuous metrics on ample bundles lie in infinite-dimensional cones.

problem Understanding the structure of positive metrics on ample line bundles.
method Analyzing bounded graded filtrations and embedding into Mabuchi-flat cones.
result Continuous metrics embed isometrically into the space of positive metrics.

We give an explicit description of the 3-ball quotients constructed by Couwenberg-Heckman-Looijenga, and deduce the value of their orbifold Euler characteristics. For each lattice, we also give a presentation in terms of generators and relations.

2018-03-13abs ↗pdf ↗

We introduce the notion of a Hamiltonian action of an étale Lie group stack on an étale symplectic stack and establish versions of the Kirwan convexity theorem, the Meyer-Marsden-Weinstein symplectic reduction theorem, and the Duistermaat-Heckman theorem in this context.

2018-08-02abs ↗pdf ↗

We study the arithmeticity of the Couwenberg-Heckman-Looijenga lattices in PU(n,1), and show that they contain a non-arithmetic lattice in PU(3,1) which is not commensurable to the non-arithmetic Deligne-Mostow lattice in PU(3,1).

2017-10-12abs ↗pdf ↗

Study of operators on loop spaces using Fermionic calculus and stochastic methods.

problem Analyzing operators on loop spaces arising from self-adjoint and closed operators.
method Fermionic calculus and stochastic methods to derive regularity and stochastic representations.
result Derivation of a stochastic refinement of the Duistermaat-Heckman localization formula.

We give an algebro-geometric construction of some of the non-arithmetic ball quotients constructed by the author, Parker and Paupert. The new construction reveals a relationship between the corresponding orbifold fundamental groups and the automorphism group of the Klein quartic, and also with groups constructed by Bar…

2016-05-12abs ↗pdf ↗

We show a natural relation between the monodromy formula for focus-focus singularities of integrable Hamiltonian systems and a formula of Duistermaat-Heckman, and extend the main results of our previous note on focus-focus singularities ($\bbS^1$-action, monodromy, and topological classification) to the degenerate case…

2001-10-14abs ↗pdf ↗

We prove a localization formula for group-valued equivariant de Rham cohomology of a compact G-manifold. This formula is a non-trivial generalization of the localization formula of Berline-Vergne and Atiyah-Bott for the usual equivariant de Rham cohomology. As an application, we obtain a version of the Duistermaat-Heck…

1999-05-20abs ↗pdf ↗

In this article, we will discuss a localization formulas of equivariant cohomology about two Killing vector fields on the set of zero points Zero(XM1YM)={xMYM(x)=XM(x)=0}.{\rm{Zero}}(X_{M}-\sqrt{-1}Y_{M})=\{x\in M \mid |Y_{M}(x)|=|X_{M}(x)|=0 \}. As application, we use it to get formulas about characteristic numbers and to get a Duistermaat-Heckm…

2017-04-28abs ↗pdf ↗

In this paper we bring to bear some new tools from statistical learning on the analysis of roll call data. We present a new data-driven model for roll call voting that is geometric in nature. We construct the model by adapting the "Partition Decoupling Method," an unsupervised learning technique originally developed fo…

2011-08-13abs ↗pdf ↗

This paper establishes certain existence and classification results for solutions to SU(n)SU(n) Toda systems with three singular sources at 0, 1, and \infty. First, we determine the necessary conditions for such an SU(n)SU(n) Toda system to be related to an nnth order hypergeometric equation. Then, we construct solutions …

2016-10-11abs ↗pdf ↗

We define a moment map associated to a smooth torus action on a smooth manifold, without a two-form. We define cobordisms of such structures, allowing non compact manifolds as long as the moment maps are proper. We prove that a compact manifold with a torus action and a moment map is cobordant to the disjoint union of …

1997-01-19abs ↗pdf ↗

Kähler-Einstein metrics found on special types of symmetric varieties.

problem Finding Kähler-Einstein metrics on smooth Fano symmetric varieties with specific properties.
method Used a combinatorial criterion for K-stability of Fano spherical varieties and computed algebraic moment polytopes and barycenters.
result Proved all smooth Fano symmetric varieties with Picard number one admit Kähler-Einstein metrics.

A generalized Calabi-Yau structure is a geometrical structure on a manifold which generalizes both the concept of the Calabi-Yau structure and that of the symplectic one. In view of a result of Lin and Tolman in generalized complex cases, we introduce in this paper the notion of a generalized moment map for a compact L…

2006-11-12abs ↗pdf ↗

Research shows eco-innovation boosts earnings management, especially in constrained firms.

problem The impact of eco-innovation on earnings management in firms with financial constraints.
method Multi-method approach including entropy balancing, PSM, and Heckman Test correction.
result Eco-innovation positively correlates with earnings management, especially in firms facing financial constraints.

We apply the integral formula of volumes to the family of graded linear series constructed from any test configuration. This solves the conjecture raised by Witt--Nyström so that the sequence of spectral measures for the induced C\mathbb{C}^*-action on the central fiber converges to the canonical Duistermatt--Heckman …

2012-11-10abs ↗pdf ↗

Let G be a torus and M a G-Hamiltonian manifold with Kostant line bundle L and proper moment map. Let P be the weight lattice of G. We consider a parameter k and the multiplicity m(λ,k)m(λ,k) of the quantized representation associated to M and the k-th power of L . We prove that the weighted sum m(λ,k)f(λ/k)\sum m(λ,k) f(λ/k) of the…

2016-12-14abs ↗pdf ↗

Classical mechanical systems are modeled by a symplectic manifold (M,ω)(M,ω), and their symmetries, encoded in the action of a Lie group GG on MM by diffeomorphisms that preserves ωω. These actions, which are called "symplectic", have been studied in the past forty years, following the works of Atiyah, Delzant, Duister…

2016-10-30abs ↗pdf ↗

Let M be a Kaehler manifold with a free, holomorphic and Hamiltonian action of the standard n-torus T. We give a simple, explicit and canonical formula for the Kaehler potential on the Kaehler reduction of M. As a consequence we can derive improvements of several classical results known for more general Hamiltonian red…

2003-02-27abs ↗pdf ↗

This is the second paper of a series dedicated to the study of Poisson structures of compact types (PMCTs). In this paper, we focus on regular PMCTs, exhibiting a rich transverse geometry. We show that their leaf spaces are integral affine orbifolds. We prove that the cohomology class of the leafwise symplectic form va…

2016-02-29abs ↗pdf ↗

Let M be a compact, connected symplectic 2n-dimensional manifold on which an(n-2)-dimensional torus T acts effectively and Hamiltonianly. Under the assumption that there is an effective complementary 2-torus acting on M with symplectic orbits, we show that the Duistermaat-Heckman measure of the T-action is log-concave.…

2012-07-05abs ↗pdf ↗

The study finds PK cone metrics on complex manifolds near hyperplane arrangements.

problem Finding metrics on complex manifolds near singularities.
method Analyzing flat torsion-free meromorphic connections on \(\mathbb{C}^n\) with simple poles at hyperplanes.
result Metric completion of certain connections yields PK cone metrics on \(\mathbb{C}^n\).

We introduce and study measures and densities (= geometric measures) on differentiable stacks, using a rather straightforward generalization of Haefliger's approach to leaf spaces and to transverse measures for foliations. In general we prove Morita invariance, a Stokes formula which provides reinterpretations in terms…

2016-03-05abs ↗pdf ↗

The paper extends a theorem about momentum maps to singular symplectic spaces.

problem Extending a theorem about momentum maps to singular symplectic spaces.
method Using integral affine stratification and equivariant locally trivial fibrations, the paper extends the linear variation theorem to singular values of the momentum map.
result Cohomology classes of symplectic forms on reduced spaces vary linearly within strata.

A new formula connects supersymmetric path integrals to Chern-Simons theory.

problem Constructing a rigorous path integral for supersymmetric theories on spin manifolds.
method Using Chen differential forms and non-commutative geometry, a Chern-Simons transgression formula is derived.
result The supersymmetric path integral induces a differential topological invariant.

Kähler complexity one Hamiltonian T-manifolds have trivial paintings.

problem Understanding the structure of Kähler complexity one Hamiltonian T-manifolds.
method Proving the existence of a trivial painting for compact, connected Kähler complexity one Hamiltonian T-manifolds.
result Every compact, connected Kähler complexity one Hamiltonian T-manifold has a trivial painting.