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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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48 results for OOS

Let $\OO$ be an orbit of the group of Hamiltonian symplectomorphisms acting on the space of Lagrangian submanifolds of a symplectic manifold (X,ω).(X,ω). We define a functional $\CC:\OO \to \R$ for each differential form ββ of middle degree satisfying βω=0β\wedge ω= 0 and an exactness condition. If the exactness condition d…

2012-09-21abs ↗pdf ↗

We define an n-plectic structure as a commutative and torsionless Lie Rinehart pair, together with a distinguished cocycle from its Chevalley-Eilenberg complex. This 'n-plectic cocycle' gives rise to an extension of the Chevalley-Eilenberg complex by so called symplectic tensors. The cohomology of this extension genera…

2013-12-30abs ↗pdf ↗

Compact method proves Brown-York mass positivity and connects to major conjectures.

problem Proving positivity of Brown-York's mass and its connections to conjectures.
method Compact approach to proving mass positivity and exploring connections.
result Proved the positivity of Brown-York's mass and its relation to conjectures.

Study sets a nontrivial upper limit on return forecasting accuracy.

problem Establishing a practical upper limit for return forecasting accuracy.
method Defined a coin-flip oracle model to theoretically outperform practical models and used its RextOOS2R^2_{ ext{OOS}} as an upper bound.
result Theoretical upper bound on RextOOS2R^2_{ ext{OOS}} is a quadratic function of directional accuracy.

While developing their software, professional object-oriented (OO) software developers keep in their minds an image of the subtyping relation between types in their software. The goal of this paper is to present an observation about the graph of the subtyping relation in Java, namely the observation that, after the add…

2014-11-19abs ↗pdf ↗

The paper examines how ESG constraints affect portfolio optimization in large datasets.

problem Investment optimization with ESG constraints in large portfolios.
method Asymptotic analysis of out-of-sample Sharpe ratio, regularization matrix estimation, and adaptive portfolio selection.
result The proposed adaptive ESG-constrained portfolio yields a high out-of-sample Sharpe ratio while meeting ESG requirements.

Consider a compact Riemannian manifold M of dimension n whose boundary \partial M is totally geodesic and is isometric to the standard sphere S^{n-1}. A natural conjecture of Min-Oo asserts that if the scalar curvature of M is at least n(n-1), then M is isometric to the hemisphere S_+^n equipped with its standard metri…

2010-04-19abs ↗pdf ↗

The paper improves ALO for 1\ell_1-regularized models.

problem Estimating out-of-sample error for 1\ell_1-regularized models.
method Developed a novel theory for 1\ell_1-regularized problems, bounding ALO error.
result For 1\ell_1-regularized problems, ALO error goes to zero as p goes to infinity.

Framework mitigates overfitting in quantitative trading strategies.

problem Overfitting during strategy transition from backtest to live trading.
method Three-stage protocol: IS, WFA, OOS; majority pass, purge gaps, cliff veto, etc.
result Demonstrates how to detect overfitting through performance decay and drawdown behavior.

This paper analyzes OCBA algorithms' convergence rates for DEDS optimization.

problem Optimizing discrete-event dynamic systems with limited computing resources.
method Characterizes convergence rates of two OCBA algorithms under different performance measures.
result OCBA algorithms achieve optimal convergence rates under probability of correct selection and expected opportunity cost measures.

In most real-world settings such as recommender systems, finance, and healthcare, collecting useful information is costly and requires an active choice on the part of the decision maker. The decision-maker needs to learn simultaneously what observations to make and what actions to take. This paper incorporates the info…

2016-02-11abs ↗pdf ↗

We give a survey of various rigidity results involving scalar curvature. Many of these results are inspired by the positive mass theorem in general relativity. In particular, we discuss the recent solution of Min-Oo's Conjecture for the hemisphere (cf. [13]). We also analyze the case of equality in Bray's volume compar…

2010-08-18abs ↗pdf ↗

We obtain defining equations of the smooth equivariant compactification of the Grassmannian of the complex associative 33-planes in $\C^7$, which is the parametrizing variety of all quaternionic subalgebras of the algebra of complex octonions $\OO\cong \C^8$. By studying the torus fixed points, we compute the Poincaré…

2015-12-10abs ↗pdf ↗

Study proposes new methods to convert betting odds into accurate probabilities for sports forecasting.

problem Convert betting odds to accurate outcome probabilities for sports forecasting and market efficiency analysis.
method Proposes two methods: Odds-Only-Equal-Profitability-Confidence (OO-EPC) and Favourite-Longshot-Bias-Adjusted Generalised Linear Model (FL-GLM).
result Proposed methods outperform existing methods in empirical tests and real-world applications.

Two new outlyingness scores improve outlier detection in high-dimensional data.

problem Detecting outliers in high-dimensional data with varying cluster shapes and intensities.
method Outlyingness scores (OOS and IOS) based on Cluster Catch Digraphs (CCDs).
result Both OOS and IOS outperform CCD-based methods in identifying global and local outliers, especially IOS.

The paper tackles stock prediction models by improving their generalizability to out-of-sample domains using causal representation learning.

problem Low signal-to-noise ratio and nonstationary nature of financial markets lead to poor performance of stock prediction models.
method The paper investigates Domain Generalization techniques, focusing on causal representation learning to improve model generalizability. It introduces a novel error bound and a causal discovery technique to mitigate spurious correlations.
result The proposed approach enhances the generalizability of stock prediction models, as demonstrated by numerical results.

In this paper we construct a family of examples of self-dual Einstain metrics of neutral signature, which are not Ricci flat, nor locally homogenous. Curvature of these manifolds is studied in details. These are obtained by the para-quaternionic reduction. We compare our examples with the orbifolds $\oo$ given by Galic…

2002-06-08abs ↗pdf ↗

Study uses ML to predict currency and bond returns from news sentiment.

problem Predicting financial returns from news sentiment.
method Pretrained FinBERT model on finance-specific language, XGBoost classifier, SHAP for interpretability.
result XGBoost strategy outperforms benchmarks with Sharpe ratios > 5.

This note is a summary of our work [OO] which provides an explicit and global moduli-theoretic framework for the collapsing of Ricci-flat Kahler metrics and we use it to study especially the K3 surfaces case. For instance, it allows us to discuss their Gromov-Hausdorff limits along any sequences, which are even not nec…

2018-05-04abs ↗pdf ↗

Let (M,g) be a four or six dimensional compact Riemannian manifold which is locally conformally flat and assume that its boundary is totally umbilical. In this note, we prove that if the Euler characteristic of M is equal to 1 and if its Yamabe invariant is positive, then (M,g) is conformally isometric to the standard …

2011-04-14abs ↗pdf ↗

It is shown that a simple Lie group GG (SL2 \neq {\rm SL}_2) can be locally characterised by an integrability condition on an Aut(g)\operatorname{Aut}(\mathfrak{g}) structure on the tangent bundle, where Aut(g)\operatorname{Aut}(\mathfrak{g}) is the automorphism group of the Lie algebra of GG. The integrability condition is t…

2014-12-15abs ↗pdf ↗

The aim of this paper is to investigate the relations between Seifert manifolds and (1,1)-knots. In particular, we prove that every orientable Seifert manifold with invariants {Oo,0|-1;(p,q),...,(p,q),(l, l-1)} has a cyclically presented fundamental group and, moreover, it is the n-fold strongly-cyclic covering of the …

2005-10-15abs ↗pdf ↗

In this paper we find examples of slant surfaces in the nearly Kahler six sphere. First, we characterize two-dimensional small and great spheres which are slant. Their description is given in terms of the associative 3-form in $\Im \OO .$ Later on, we classify the slant surfaces of S6S^6 which are orbits of maximal tor…

2010-09-27abs ↗pdf ↗

The main goal of the present paper is the construction of twisted generalized differential cohomology theories and the comprehensive statement of its basic functorial properties. Technically it combines the homotopy theoretic approach to (untwisted) generalized differential cohomology developed by Hopkins-Singer and la…

2014-06-12abs ↗pdf ↗

Building upon the work of Brendle, Marques and Neves on the construction of counterexamples to Min-Oo's conjecture, we exhibit deformations of the de Sitter-Schwarzschild space of dimension n3n\geq 3 satisfying the dominant energy condition and agreeing with the standard metric along the event and cosmological horizons…

2014-11-06abs ↗pdf ↗

Compact proof for Brown-York mass positivity and rigidity in flat and spherical spaces.

problem Positivity of Brown-York mass and rigidity of manifolds with mean-convex boundaries.
method Spinorial proof and optimal lower bound for eigenvalues.
result Optimal lower bound for first non-null eigenvalue of Dirac operator.

Machine learning models outperform traditional CAPM in forecasting financial asset prices.

problem Predicting and forecasting financial asset prices and returns.
method Comparison of modern Machine Learning algorithms with the Capital Asset Pricing Model (CAPM) on U.S. equities data.
result Implemented Machine Learning models significantly outperform the CAPM on out-of-sample test data.

We associate a natural λλ-family (λR{0}λ\in \R \setminus \{0\} ) of flat Lagrangian immersions in $\C^n$ with non-degenerate normal bundle to any given one. We prove that the structure equations for such immersions admit the same Lax pair as the first order integrable system associated to the symmetric space $\frac{\U(n)…

2006-11-02abs ↗pdf ↗

The abstract constructs a set of bad 3-orbifolds and shows how any bad 3-orbifold can be transformed into a good one.

problem Characterizing and transforming bad 3-orbifolds into good ones.
method Explicit construction of bad 3-orbifolds and a method of cutting-and-capping to transform them.
result Any bad 3-orbifold can be transformed into a good 3-orbifold through a finite number of operations.