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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.

169,341 papers · 148 categories

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48 results for MMV problem

Study on MMV in jump-diffusion models resolves MV's non-monotonicity issues.

problem Non-monotonicity and free cash flow stream problems in MV preferences.
method Explicit solution for MMV preferences in jump-diffusion models, proving non-negative potential measures.
result MMV resolves MV's non-monotonicity and free cash flow stream issues.

This paper studies MMV problem and its performance, proving a decoupling property for MMV algorithms.

problem Joint estimation of multiple signal realizations with common sparse support.
method Proved a decoupling property for 2,1\ell_{2,1}-LS algorithm, decomposing it into coupled and decoupled phases.
result Performance of 2,1\ell_{2,1}-LS and MMV algorithms are affected by signal correlations and dictionary mismatch.

Study finds equivalence between MMV and MV preferences with conic constraints.

problem Monotone mean-variance portfolio selection under conic constraints.
method Closed-form solutions for optimal strategies under MMV and MV preferences.
result Optimal strategies coincide with and without the conic constraint.

Investigates time-inconsistent portfolio selection under MMV preferences.

problem Time-inconsistent optimal strategies for MMV preferences.
method Nash equilibrium controls for MMV and MV preferences, solving FBSDE and HJB equations.
result MMV optimal strategies lead to higher investment amounts than MV strategies, narrowing over time.

The paper characterizes optimal dynamic portfolios for a modified mean-variance utility.

problem Optimal dynamic portfolio choice for a modified mean-variance utility.
method Complete characterization under minimal assumptions, no restrictions on asset return moments.
result Maximal MMV utility is linked to the monotone Sharpe ratio, with global squared MSR as the nominal yield.

The paper solves MMV and MV problems with random coefficients and finds shared optimal strategies.

problem Optimal trading strategies with random market coefficients.
method Backward stochastic differential equations (BSDEs) to find optimal strategies.
result MMV and MV problems share the same optimal portfolio and value under random coefficients.

Study optimal investment-reinsurance strategy for insurers under random coefficients and jumps.

problem Optimal investment-reinsurance strategy for insurers with random coefficients and jumps.
method Solves backward stochastic differential equations with jumps under a convex cone constraint.
result Optimal strategy and value remain the same even with random coefficients and jumps.

A tuning-free method recovers jointly sparse signals in MMV using implicit regularization.

problem Recovering jointly sparse signals in MMV with minimal tuning or prior knowledge.
method Reparameterizes MMV estimation matrix into decoupled factors and applies gradient descent to a least-squares objective.
result Gradient descent dynamics exhibit a momentum-like effect, converging towards an idealized row-sparse solution.

Introduces SMMV preferences to avoid inconsistency in portfolio selection.

problem Monotone mean-variance preferences fail to differentiate strictly dominant payoffs.
method Introduces strictly monotone mean-variance preferences and applies them to portfolio selection problems.
result SMMV preferences provide a more rational basis for assessing prospects and coincide with MV preferences under certain conditions.

This paper tackles permutation recovery in unlabeled sensing from multiple measurement vectors.

problem Permutation recovery in unlabeled sensing from multiple measurement vectors.
method The paper studies the case of multiple noisy measurement vectors (MMVs) resulting from a common permutation and proposes computational schemes for permutation recovery.
result A large stable rank of the signal significantly reduces the required signal-to-noise ratio (SNR) for permutation recovery, and the problem can be solved efficiently using ADMM.

CRDA improves gene selection in microarray studies by reducing feature space.

problem Gene selection in high-dimensional microarray datasets.
method CRDA combines q,1\ell_{q,1} norm minimization and hard thresholding for feature elimination.
result CRDA outperforms competitors in misclassification and feature selection accuracy.

We survey the status of some decision problems for 3-manifolds and their fundamental groups. This includes the classical decision problems for finitely presented groups (Word Problem, Conjugacy Problem, Isomorphism Problem), and also the Homeomorphism Problem for 3-manifolds and the Membership Problem for 3-manifold gr…

2014-05-24abs ↗pdf ↗

Optimal transport reformulates multiple quantile hedging problem.

problem Multiple quantile hedging problem in incomplete markets.
method Reformulated as Monge optimal transport problem, introduced Kantorovitch version, proved no duality gap.
result Multiple quantile hedging problem can be seen as semi-discrete optimal transport problem.

This paper solves the Christoffel problem in hyperbolic space and its equivalent on spheres.

problem Prescribing curvatures for convex hypersurfaces in hyperbolic space.
method Proving a full rank theorem to establish the existence of solutions.
result Existence of solutions to the Christoffel problem and its equivalent Nirenberg-Kazdan-Warner problem on spheres.

MathChat uses LLM agents to solve challenging math problems through conversational problem-solving.

problem Solving math problems expressed in natural language.
method MathChat is a conversational framework combining an LLM agent and a user proxy agent for collaborative problem-solving.
result MathChat improves tool-using prompting methods by 6% on difficult math problems.

Study proves only origin-centered spheres solve certain curvature problems.

problem Proving uniqueness of solutions to curvature problems.
method Using the Heintze-Karcher inequality, the study proves the uniqueness of smooth, strictly convex solutions to a class of Minkowski type problems.
result Only origin-centered spheres solve isotropic and LpL_p-Gaussian-Minkowski problems.

New algorithm solves non-convex min-max problems in signal processing.

problem Non-convex min-max problems in signal processing and communication.
method Hybrid Block Successive Approximation (HiBSA) algorithm alternating gradient descent and ascent steps.
result HiBSA converges to first-order stationary solutions with global rates.

The paper solves a generalized Christoffel-Minkowski problem using a curvature flow.

problem Solving the (p,q)-Christoffel-Minkowski problem.
method Investigating the problem via an expanding curvature flow.
result Existence and uniqueness of smooth solutions to the (p,q)-Christoffel-Minkowski problem.

Study on Cauchy problem solutions and inverse problems for PDEs.

problem Analyzing the domain of solutions for a specific type of PDE.
method Examined a second-order quasi-linear PDE with parabolic degeneration, studied inverse problems, and provided conditions for solutions.
result The domain of the solution contains gaps under certain conditions.

A new method solves complex control problems with random coefficients.

problem Solving LQ McKean-Vlasov control problems with random coefficients.
method Decomposes the problem into two decoupled stochastic optimal control problems.
result The sum of optimal controls of auxiliary problems equals the original problem's optimal control.

Paper solves inverse problem in continuous Markov fields using Bethe approximation and loopy belief propagation.

problem Solving the inverse problem in Markov random fields with non-parametric pair-wise energy function.
method Loopy belief propagation and orthonormal function expansion to approximate the partition function and solve functional optimization.
result Analytic solution to inverse problem in continuous Markov fields.

This is a survey of some problems in geometric group theory which I find interesting. The problems are from different areas of group theory. Each section is devoted to problems in one area. It contains an introduction where I give some necessary definitions and motivations, problems and some discussions of them. For ea…

2007-04-22abs ↗pdf ↗

We present updates to the problems on Hirzebruch's 1954 problem list focussing on open problems, and on those where substantial progress has been made in recent years. We discuss some purely topological problems, as well as geometric problems about (almost) complex structures, both algebraic and non-algebraic, about co…

2013-05-20abs ↗pdf ↗

Describes state variables in sequential decision problems, linking them to Markovian and non-Markovian models.

problem Sequential decision problems, especially in active learning and POMDPs, where decisions affect what is observed and learned.
method Canonical framework and novel two-agent perspective of POMDPs, defining state variables to claim Markovian or non-Markovian models.
result Properly modeled sequential decision problems are Markovian, while real decision problems are often non-Markovian.