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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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22446587 · Jun 202019922001200920172026
48 results for Orlicz regrets

Novel Orlicz regrets consistently bound environmental variable statistics.

problem Consistent evaluation of stochastic environmental variables like water quality indices.
method Proposed novel Orlicz regrets for upper and lower bounds.
result Explicit linkage between Orlicz regrets and divergence risk measures.

In this paper, the dual Orlicz curvature measure is proposed and its basic properties are provided. A variational formula for the dual Orlicz-quermassintegral is established in order to give a geometric interpretation of the dual Orlicz curvature measure. Based on the established variational formula, a solution to the …

2017-03-20abs ↗pdf ↗

This paper introduces the dual Orlicz-Brunn-Minkowski theory for star sets. A radial Orlicz addition of two or more star sets is proposed and a corresponding dual Orlicz-Brunn-Minkowski inequality is established. Based on a radial Orlicz linear combination of two star sets, a formula for the dual Orlicz mixed volume is…

2014-07-28abs ↗pdf ↗

This paper is dedicated to the Orlicz-Petty bodies. We first propose the homogeneous Orlicz affine and geominimal surface areas, and establish their basic properties such as homogeneity, affine invariance and affine isoperimetric inequalities. We also prove that the homogeneous geominimal surface areas are continuous, …

2016-11-14abs ↗pdf ↗

Classification of SL(n) covariant valuations on Orlicz spaces.

problem Classifying continuous SL(n) covariant valuations on Orlicz spaces.
method Complete classification without symmetric assumptions, focusing on moment matrix and a new functional in dimension two.
result The moment matrix is the only SL(n) covariant valuation for n≥3, and a new functional appears in dimension two.

The Orlicz-Brunn-Minkowski theory receives considerable attention recently, and many results in the LpL_p-Brunn-Minkowski theory have been extended to their Orlicz counterparts. The aim of this paper is to develop Orlicz LφL_φ affine and geominimal surface areas for single convex body as well as for multiple convex bod…

2014-03-07abs ↗pdf ↗

Study of a flow related to the Orlicz-Minkowski problem for convex hypersurfaces.

problem Orlicz-Minkowski problem involving Gauss curvature and support function.
method Generalized Gauss curvature flow for convex hypersurfaces in Euclidean n-space.
result Long-time existence and convergence of the flow, leading to existence results for the Orlicz-Minkowski problem.

A new method for transporting unbalanced measures on graphs efficiently.

problem Optimal transport for measures with unequal total masses on graph metric spaces.
method Developed a novel variant of entropy partial transport (Orlicz-EPT) with Orlicz geometric structure, leading to Orlicz-Sobolev transport (OST).
result OST can be efficiently computed by solving a univariate optimization problem, significantly faster than Orlicz-EPT.

Study anisotropic flows solving Orlicz-Minkowski problems, proving existence and new results.

problem Anisotropic non-homogeneous Gauss curvature flows and Orlicz-Minkowski problems.
method Long-time existence and behavior analysis, parabolic approximation method, curvature flow.
result Existence and new results for Orlicz-Minkowski problems, including LpL_p versions.

Study an anisotropic capillary flow to solve capillary Orlicz-Minkowski problem.

problem Solve capillary Orlicz-Minkowski problem without evenness assumption.
method Analyze an anisotropic capillary Gauss curvature flow to prove convergence and establish existence.
result Establish existence result for capillary Orlicz-Minkowski problem without evenness assumption.

Paper bounds Kähler manifolds' diameter using Orlicz spaces and complex Monge-Ampère equations.

problem Establishing diameter bounds for Kähler manifolds in Orlicz spaces.
method Proving a priori estimates for solutions of complex Monge-Ampère equations in Orlicz spaces using Kołodziej's and Guo-Phong-Tong-Wang's approaches.
result Uniform estimates for Green's function and its gradient for Kähler metrics.

Study anisotropic inverse Gauss curvature flows and solve dual Orlicz Minkowski problems.

problem Solving dual Orlicz Minkowski problems for anisotropic flows.
method Anisotropic inverse Gauss curvature flows and stationary solutions.
result New existence results for dual Orlicz Minkowski problems for smooth measures.

Study explores robust Orlicz spaces in finance, showing separability implications.

problem Understanding robustness in financial and economic contexts.
method Distinguished two constructions of robust Orlicz spaces: top-down and bottom-up.
result Separability of robust Orlicz spaces has strong implications for dominatedness and order completeness.

Study timelike Ricci curvature bounds via optimal transport with Orlicz-type costs.

problem Characterize timelike Ricci curvature bounds.
method Optimal transport with Orlicz-type costs, convexity of relative entropy.
result Characterize timelike Ricci curvature lower bounds via convexity of relative entropy.

Study anisotropic flows without global terms and solve dual Orlicz Christoffel-Minkowski problems.

problem Anisotropic flows without global forcing terms and dual Orlicz Christoffel-Minkowski problems.
method Existence results for dual Orlicz Christoffel-Minkowski type problems via stationary solutions of anisotropic flows.
result Existence results for a class of dual Orlicz Christoffel-Minkowski type problems.

Sharp concentration inequalities for sub-Orlicz random variables with phase transition at α=2.

problem Developing concentration inequalities for sub-Orlicz random variables with phase transition.
method New theoretical analysis framework involving variance and min/max functions of Orlicz tails.
result Sharp concentration inequalities with phase transition at α=2 for sub-Orlicz random variables.

The paper analyzes elicitability of return risk measures and their scoring functions.

problem Elicitability of return risk measures and their scoring functions.
method Dual representation results for convex and geometrically convex return risk measures, axiomatic characterizations of Orlicz premia, and construction of strictly consistent scoring functions.
result Orlicz premia are the only elicitable return risk measures under different sets of conditions.

In this paper the dual Orlicz-Minkowski problem, a generalization of the LpL_p dual Minkowski problem, is studied. By studying a flow involving the Gauss curvature and support function, we obtain a new existence result of solutions to this problem for smooth measures.

2020-01-24abs ↗pdf ↗

We investigate a variety of stability properties of Haezendonck-Goovaerts premium principles on their natural domain, namely Orlicz spaces. We show that such principles always satisfy the Fatou property. This allows to establish a tractable dual representation without imposing any condition on the reference Orlicz func…

2019-09-24abs ↗pdf ↗

In the dual LΦL_{Φ^*} of a Δ2Δ_2-Orlicz space LΦL_Φ, that we call a dual Orlicz space, we show that a proper (resp. finite) convex function is lower semicontinuous (resp. continuous) for the Mackey topology τ(LΦ,LΦ)τ(L_{Φ^*},L_Φ) if and only if on each order interval [ζ,ζ]={ξ:ζξζ}[-ζ,ζ]=\{ξ: -ζ\leq ξ\leqζ\} (ζLΦζ\in L_{Φ^*}), it is lowe…

2016-11-18abs ↗pdf ↗

Generalizes Sobolev IPM for graph-based measures using Orlicz geometric structure.

problem Limitation of Le et al. (2025) framework to LpL^p geometry.
method Generalizes Sobolev IPM through Orlicz geometric structure, employing convex functions to capture nuanced geometric relationships.
result GSI-M reduces to a simple univariate optimization problem, achieving remarkable computational efficiency.

Improves risk and variability measures continuity and consistency.

problem Improving the continuity and consistency of risk and variability measures.
method Analyzes convex and order bounded above functionals on Frechet lattices and Orlicz spaces.
result Order-continuous, law-invariant functionals on Orlicz spaces are strongly consistent everywhere.

We identify a large class of Orlicz spaces XX for which the topology σ(X,Xn)σ(X,X_n^\sim) fails the C-property introduced in [7]. We also establish a variant of the C-property and use it to prove a ww^*-representation theorem for proper convex increasing functionals on dual Banach lattices that satisfy a suitable version …

2015-11-10abs ↗pdf ↗

Neural networks can approximate functions uniformly across various measures.

problem Universal approximation of functions across different probability measures.
method Proving neural networks are dense in Orlicz spaces, extending classical theorems.
result Neural networks uniformly approximate functions for weakly compact families of measures.

Proposes GST for efficient computation of generalized Sobolev transport on graph metrics.

problem Optimal transport for measures on graph metric spaces with limited flexibility.
method Introduces GST, a generalized variant of Sobolev transport that adapts to various geometric structures.
result GST is significantly faster than Orlicz-Wasserstein (OW) and demonstrates advantages in document classification and topological data analysis.

The study finds continuous solutions to complex Hessian equations on compact Hermitian manifolds.

problem Finding continuous solutions to complex Hessian equations on compact Hermitian manifolds.
method Deriving an LL^\infty-estimate for bounded solutions to the complex mm-th Hessian equations on compact Hermitian manifolds, assuming a positive right-hand side in the Orlicz space Lnm(logL)n(hloglogL)nL^{\frac{n}{m}}(\log L)^n(h\circ\log \circ \log L)^n.
result Establishing the existence of continuous solutions to the complex Hessian equation under the prescribed assumptions.

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.

For utility functions uu finite valued on R\mathbb{R}, we prove a duality formula for utility maximization with random endowment in general semimartingale incomplete markets. The main novelty of the paper is that possibly non locally bounded semimartingale price processes are allowed. Following Biagini and Frittelli …

2009-05-28abs ↗pdf ↗