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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.

168,657 papers · 148 categories

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0111 · Feb 199519922001200920172026
13 results for L_p-consistency

Paper connects risk consistency to L_p consistency for broader loss functions.

problem Establishing risk consistency for a wider class of loss functions.
method Analyzes the connection between risk consistency and L_p-consistency for various loss functions.
result Shifted loss functions do not reduce assumptions as much as other results.

A local Riemann-Hilbert correspondence for tame meromorphic connections on a curve compatible with a parahoric level structure will be established. Special cases include logarithmic connections on G-bundles and on parabolic G-bundles, where G is a complex reductive group. The corresponding Betti data involves pairs (M,…

2010-03-16abs ↗pdf ↗

We prove that there does not exist a nontrivial quantization of the Poisson algebra of the symplectic manifold S^2 which is irreducible on the subalgebra generated by the components {S_1,S_2,S_3} of the spin vector. We also show that there does not exist such a quantization of the Poisson subalgebra P consisting of pol…

1995-02-23abs ↗pdf ↗

For data living in a manifold MRmM\subseteq \mathbb{R}^m and a point pMp\in M we consider a statistic Uk,nU_{k,n} which estimates the variance of the angle between pairs of vectors XipX_i-p and XjpX_j-p, for data points XiX_i, XjX_j, near pp, and evaluate this statistic as a tool for estimation of the intrinsic dimension o…

2018-05-04abs ↗pdf ↗

Let ΣΣ be a surface of negative Euler characteristic and SS a generating set for π1(Σ,p)π_1(Σ,p) consisting of simple loops that are pairwise disjoint (except at pp). We show that the word length with respect to SS of an element of π1(Σ,p)π_1(Σ,p) is given by its intersection number with a well-chosen collection of curves an…

2016-08-26abs ↗pdf ↗

New category theory for complex projective plane sections.

problem Defining multi-valued Morse homotopy for complex projective plane.
method Introducing multi-valued Morse homotopy category and showing equivalence to DG category of holomorphic vector bundles.
result Multi-valued Morse homotopy category is equivalent to DG category of holomorphic vector bundles.

The study constructs a Legendrian cycle for FnW2,nF_nW^{2,n}-sets and proves Reilly-type variational formulae.

problem Understanding higher-order mean curvature integrals of non-smooth sets.
method Construction of a Legendrian cycle and analysis of proximal unit normal bundles.
result Reilly-type variational formulae for higher-order mean curvature integrals of FnW2,nF_nW^{2,n}-sets.

Treebolic space is an analog of the Sol geometry, namely, it is the horocylic product of the hyperbolic upper half plane H and the homogeneous tree T with degree p+1 > 2, the latter seen as a one-complex. Let h be the Busemann function of T with respect to a fixed boundary point. Then for real q > 1 and integer p > 1, …

2012-12-26abs ↗pdf ↗

We consider the problem of determining the Lévy exponent in a Lévy model for asset prices given the price data of derivatives. The model, formulated under the real-world measure P\mathbb P, consists of a pricing kernel {πt}t0\{π_t\}_{t\geq0} together with one or more non-dividend-paying risky assets driven by the same Lév…

2018-11-17abs ↗pdf ↗