arXiv research

The paper explores the relationship between joint mixability and negative dependence structures.

Study on pairwise counter-monotonicity, a type of negative dependence.

New DKPP family controls positive and negative dependence in random subsets.

Negative dependence improves machine learning performance.

Characterizes symmetric Bernoulli distributions with minimal convex sums.

We introduce two types of ordinal pattern dependence between time series. Positive (resp. negative) ordinal pattern dependence can be seen as a non-paramatric and in particular non-linear counterpart to positive (resp. negative) correlation. We show in an explorative study that both types of this dependence show up in …

Introduces joint exclusivity (JE), a new form of negative dependence.

We investigate how the local fluctuations of the signed traded volumes affect the dependence of demands between stocks. We analyze the empirical dependence of demands using copulas and show that they are well described by a bivariate $\mathcal{K}$ copula density function. We find that large local fluctuations strongly …

Proposes a novel method for generating hard negatives near time series data boundaries.

This is a continuation of our first paper in [WY16]. There are two purposes of this paper: One is to give a proof of the main result in [WY16] without going through the argument depending on numerical effectiveness. The other one is to provide a proof of our conjecture, mentioned in [TY], where the assumption of negati…

Investigates VaR behavior for sums of one-sided random variables, showing impossibilities and conditions for super-additivity.

New Einstein metrics found in curved spaces.

Given a knot K in the three-sphere, we address the question: which Dehn surgeries on K bound negative-definite four-manifolds? We show that the answer depends on a number m(K), which is a smooth concordance invariant. We study the properties of this invariant, and compute it for torus knots.

Estimates the dual Thurston norm for foliations on negative curvature 3-manifolds.

New confidence intervals improve treatment effect estimation in randomized experiments.

The standard linear and logistic regression models assume that the response variables are independent, but share the same linear relationship to their corresponding vectors of covariates. The assumption that the response variables are independent is, however, too strong. In many applications, these responses are collec…

This article shows that if the negative part of Ricci curvature lies in the Kato class, the heat kernel satisfies a Li-Yau type estimate. Additionally, using the resulting heat kernel bound, we show that the obtained heat kernel estimate leads to bounds on the first Betti number only depending on the Kato constant.

New method models stopping times that can be equal with non-zero probability.

Study proves uniqueness of corrugated negatively curved immersions in differential geometry.

Paper proposes a new method to evaluate joint risk under uncertainty.

The study addresses negative transfer in multi-output Gaussian processes by proposing latent structures.

We develop Square Root Graphical Models (SQR), a novel class of parametric graphical models that provides multivariate generalizations of univariate exponential family distributions. Previous multivariate graphical models [Yang et al. 2015] did not allow positive dependencies for the exponential and Poisson generalizat…

We propose to formulate multi-label learning as a estimation of class distribution in a non-linear embedding space, where for each label, its positive data embeddings and negative data embeddings distribute compactly to form a positive component and negative component respectively, while the positive component and nega…

The negative case of the Singular Yamabe Problem concerns the existence and behavior of complete metrics with constant negative scalar curvature on the complement of a closed set in a compact Riemannian manifold which are conformally equivalent to a smooth metric on this compact manifold. When the closed set is a smoot…

Study shows surfaces with similar length spectra are smoothly deformable.

Upper bounds on Bartnik mass for non-negatively curved spheres.

New 4-manifold accounts for rationally slice knots.

Study shows bound on Uryson width for specific 3D manifolds.

Lower bound for Steklov eigenvalues on negatively curved manifolds.

We establish conditions for a continuous map of nonzero degree between a smooth closed manifold and a negatively curved manifold of dimension greater than four to be homotopic to a smooth cover, and in particular a diffeomorphism when the degree is one. The conditions hold when the volumes or entropy-volumes of the two…

This paper was withdrawn by the author due to an error in the proof of the main result; essentially the parameter R used in the proof may depend on the manifold (M, g), not just on dimension and pinching constant.

We consider a complete noncompact Riemannian manifold M and give conditions on a compact submanifold K of M so that the outward normal exponential map off of the boundary of K is a diffeomorphism onto M\K. We use this to compactify M and show that pinched negative sectional curvature outside K implies M has a compactif…

Extend classical theory of affine processes to path-dependent setting

We generalize most of the known Ricci flow invariant non-negative curvature conditions to less restrictive negative bounds that remain sufficiently controlled for a short time. As an illustration of the contents of the paper, we prove that metrics whose curvature operator has eigenvalues greater than $-1$ can be evolve…

For a compact riemannian manifold of negative curvature, the geodesic foliation of its unit tangent bundle is independent of the negatively curved metric, up to Holder bicontinuous homeomorphism. However, the riemannian metric defines a natural transverse measure to this foliation, the Liouville transverse measure, whi…

Investigates chaotic financial time series with monthly contributions and devaluation.

We study the asymptotic behaviour of simply connected, Riemannian manifolds $X$ of strictly negative curvature admitting a non-uniform lattice $Γ$. If the quotient manifold $\bar X= Γ\backslash X$ is asymptotically $1/4$-pinched, we prove that $Γ$ is divergent and $U\bar X$ has finite Bowen-Margulis measure (which is t…

Analyzes multi-day stock returns, showing linear volatility and mean dependence.

Tian initiated the study of incomplete Kähler-Einstein metrics on quasi-projective varieties with cone-edge type singularities along a divisor, described by the cone-angle $2π(1-α)$ for $α\in (0, 1)$. In this paper we study how the existence of such Kähler-Einstein metrics depends on $α$. We show that in the negative s…

Statistical evaluations of the economic mobility of a society are more difficult than measurements of the income distribution, because they require to follow the evolution of the individuals' income for at least one or two generations. In micro-to-macro theoretical models of economic exchanges based on kinetic equation…

This paper examines quantile dependence between international stock markets and evaluates its use for improving volatility forecasting. First, we analyze quantile dependence and directional predictability between the US stock market and stock markets in the UK, Germany, France and Japan. We use the cross-quantilogram, …

We give new examples of compact, negatively curved Einstein manifolds of dimension $4$. These are seemingly the first such examples which are not locally homogeneous. Our metrics are carried by a sequence of 4-manifolds $(X_k)$ previously considered by Gromov and Thurston. The construction begins with a certain sequenc…

Model predicts jump risk premia influencing cryptocurrency futures and option performance.

Proves cup product homomorphism for bounded cohomology on negatively curved manifolds.

The paper estimates Betti numbers for graphs with specific curvatures, proving bounds and characterizing rigidity.

Quantum annealing solves matrix factorization for large datasets.

We provide a set of copulas that can be interpreted as having the negative extreme dependence. This set of copulas is interesting because it coincides with countermonotonic copula for a bivariate case, and more importantly, is shown to be minimal in concordance ordering in the sense that no copula exists which is stric…

This paper considers magnitude, asymptotics and duration of drawdowns for some Lévy processes. First, we revisit some existing results on the magnitude of drawdowns for spectrally negative Lévy processes using an approximation approach. For any spectrally negative Lévy process whose scale functions are well-behaved at …