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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.

168,695 papers · 148 categories

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48 results for PMC index

This paper measures the intensity of implicit government guarantees using PMC index model.

problem Excessive local government debt due to implicit government guarantees.
method Text mining of policy documents related to municipal investment bonds, PMC index model.
result Recent policies have reduced the intensity of implicit government guarantees.

Study quantifies properties of PMC hypersurfaces with area bounds.

problem Understanding the topology and singular set of PMC hypersurfaces.
method Established quantitative topological and singularity properties for PMC hypersurfaces.
result Quantitative bounds on Betti numbers and Minkowski content of singular sets.

Study on PMC surfaces in complex space forms, linking biconservative and totally real properties.

problem Characterizing PMC surfaces in complex space forms and their properties.
method Analyzing interactions between PMC, totally real, and biconservative properties; proving rigidity and reduction codimension results.
result PMC surfaces in non-flat complex space forms are biconservative if and only if totally real.

Paper proves existence of PMC hypersurfaces in conformal product manifolds.

problem Existence of prescribed mean curvature hypersurfaces in conformal product manifolds.
method Established existence through barrier condition and quasi-decreasing condition.
result New solutions to high-dimensional PMC Plateau problem with explicit topology.

Study finds implicit government guarantee improves municipal investment bond ratings.

problem Questioning the objectivity of municipal investment bond ratings due to implicit government guarantee.
method Text mining of policy documents and PMC index model for implicit guarantee strength calculation.
result Implicit government guarantee boosts municipal investment bond ratings, especially in less developed regions.

New algorithm improves volatility forecasting using Pairwise Markov Chains.

problem Inability to effectively predict volatility due to feature problem and non-stationarity.
method Introduced a new algorithm for prediction with Pairwise Markov Chains (PMC), extending its capabilities.
result Enhanced performance of volatility forecasting models compared to GARCH(1,1) and feedforward neural models.

We prove a Simons type equation for non-minimal surfaces with parallel mean curvature vector (pmc surfaces) in Mn(c)×RM^n(c)\times\mathbb{R}, where Mn(c)M^n(c) is an nn-dimensional space form. Then, we use this equation in order to characterize complete non-minimal pmc surfaces with non-negative Gaussian curvature.

2011-02-01abs ↗pdf ↗

The paper constructs infinitely many surfaces with specific mean curvature.

problem Creating surfaces with prescribed mean curvature in the presence of a strictly stable minimal surface.
method Synthesizing ideas from previous constructions to create multiple surfaces.
result Infinitely many distinct surfaces with prescribed mean curvature are constructed.

We consider surfaces with parallel mean curvature vector (pmc surfaces) in CPn×R\mathbb{C}P^n\times\mathbb{R} and CHn×R\mathbb{C}H^n\times\mathbb{R}, and, more generally, in cosymplectic space forms. We introduce a holomorphic quadratic differential on such surfaces. This is then used in order to show that the anti-invariant…

2010-11-21abs ↗pdf ↗

This paper introduces Tree-Pyramidal Adaptive Importance Sampling (TP-AIS), a novel iterated sampling method that outperforms state-of-the-art approaches like deterministic mixture population Monte Carlo (DM-PMC), mixture population Monte Carlo (M-PMC) and layered adaptive importance sampling (LAIS). TP-AIS iteratively…

2019-12-18abs ↗pdf ↗

PPT optimizes transformer behavior by steering its latent posterior using prior samples.

problem Eliciting desired behavior from transformers without backpropagation.
method Posterior Prefix Tuning (PPT) uses predictive Monte Carlo (PMC) samples and importance sampling to optimize the latent posterior.
result PPT optimizes transformer behavior without backpropagation, achieving high utility across different utility functions.

Study on symmetric operators on non-compact manifolds, focusing on their index modulo 2.

problem Investigating elliptic operators with a specific symmetry and their index modulo 2.
method Analysis of Callias-type operators on non-compact manifolds, establishing mod 2 versions of index theorems.
result Established mod 2 versions of the Gromov-Lawson relative index theorem, Callias index theorem, and Boutet de Monvel's index theorem for Toeplitz operators.

New index formula connects numerical and KK-theoretic indices.

problem Equivariant index for proper group actions on manifolds.
method Developed a trace on group conjugacy classes to relate numerical and KK-theoretic indices.
result Shows that numerical index equals KK-theoretic index under certain conditions.

The p-index improves investment performance for NYSE stocks but not for SSE stocks.

problem Improving investment performance for stocks using the p-index.
method Comparing different p-ratio strategies and empirical efficient frontiers for SSE and NYSE stocks.
result The p-index enhances investment performance for NYSE stocks but not for SSE stocks.

Study Whittle index learning algorithms for restless bandits with constant stepsizes.

problem Optimizing decisions in restless multi-armed bandits with constant stepsizes.
method Developed Q-learning algorithms with constant stepsizes for index learning in restless bandits, extending to DQN and function approximations.
result The algorithms learn the Whittle index effectively.

We study bounded pseudoconvex domains in complex Euclidean space. We define an index associated to the boundary and show this new index is equivalent to the Diederich-Fornæss index defined in 1977. This connects the Diederich-Fornæss index to boundary conditions and refines the Levi pseudoconvexity. We also prove the $…

2017-01-01abs ↗pdf ↗

Minimal grid diagrams for 15,735 knots with 14 crossings and arc index 14.

problem Representing prime knots with 14 crossings and specific arc indices using grid diagrams.
method Enumerated all prime knots with 14 crossings, categorized by arc index, and found minimal grid diagrams for those with arc index 14.
result 8,027 knots with arc index 13 and 15,735 knots with arc index 14 were represented by minimal grid diagrams.

Finite index subgroups of relatively hyperbolic groups have equal index.

problem Finite index subgroups of relatively hyperbolic groups have equal index.
method Demonstrating that the number of simplices in a simplicial classifying space grows linearly with index.
result Finite index subgroups of relatively hyperbolic groups have equal index.

Enhanced indexation uses equity and index options for better performance.

problem Improving portfolio performance through enhanced indexation.
method Integrating index options into an enhanced indexation strategy based on second-order stochastic dominance.
result Introducing option strategies in enhanced indexation leads to improved out-of-sample performance.

The abstract discusses connecting quantum mechanics and algebraic index theories.

problem Exploring the connection between quantum mechanics and algebraic index theories.
method Explains how the classical algebraic index theorem can be proved in terms of BV quantization of topological quantum mechanics and 2d chiral CFT.
result Shows how the generating function of all genus Gromov-Witten invariants on elliptic curves is mirror equivalent to an elliptic chiral index.

Researchers construct an index map for contact manifolds using K-theory.

problem Constructing an index for maximally hypoelliptic operators on contact manifolds.
method Using Higson's construction for symbol class in K-theory, they derive a series of maps whose induced map in K-theory is the Heisenberg Atiyah-Singer index map.
result Explicit construction of a series of maps leading to the Heisenberg Atiyah-Singer index map.

Study on minimal surfaces with free boundary in a half-space, improving index estimates.

problem Non-existence of index two embedded minimal surfaces with free boundary in a half-space.
method Improved estimates of Neumann and Dirichlet indices, simplified proof of lower bounds.
result Answered Ambrozio et al.'s question and provided new lower bounds.

An upper bound of the superbridge index of the connected sum of two knots is given in terms of the braid index of the summands. Using this upper bound and minimal polygonal presentations, we give an upper bound in terms of the superbridge index and the bridge index of the summands when they are torus knots. In contrast…

2000-01-15abs ↗pdf ↗

New method accurately reconstructs Russell 3000 index, revealing crowded portfolios.

problem Crowding in index portfolios during reconstitution events.
method Developed a Python package for accurate index reconstruction using CRSP US Stock data.
result Annual Russell 3000 portfolios are more crowded than quarterly ones, suggesting lower transaction costs.

In this paper we study the chord index of virtual knots, which can be thought of as an extension of the chord parity. We show how to use the chord index to define finite type invariants of virtual knots. The notions of indexed Jones polynomial and indexed quandle are introduced, which generalize the classical Jones pol…

2016-06-05abs ↗pdf ↗

We introduce a notion of cobordism of Callias-type operators over complete Riemannian manifolds and prove that the index is preserved by such a cobordism. As an application we prove a gluing formula for Callias-type index. In particular, a usual index of an elliptic operator on a compact manifold can be computed as a s…

2015-12-12abs ↗pdf ↗