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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.

168,695 papers · 148 categories

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61121182242 · May 202619922001200920172026
48 results for Population Stability Index

The paper examines the stability of binary choice models using Gini index and scoring indicators.

problem Stability and discriminatory power of binary choice models.
method Derives the real Gini index and incorporates PSI and KS statistics into the model.
result The real Gini index should be less than the calculated Gini index when the population distribution changes.

Clust-PSI-PFL uses PSI to improve accuracy and fairness in federated learning.

problem Non-IID data biases federated learning performance.
method Clust-PSI-PFL uses clustering and PSI to form homogeneous groups of clients.
result Clust-PSI-PFL delivers up to 18% higher global accuracy and improves client fairness.

Unified framework connects credit risk metrics with information theory.

problem Disconnection between industry-standard metrics and statistical theory.
method Unified information-theoretic framework, proving IV equals PSI, deriving standard errors, formalizing trade-off, automated binning with XGBoost.
result Unified framework connects IV and PSI, providing statistical foundation for metrics.

Study compares statistical properties and power of divergence measures for credit risk monitoring.

problem Detecting distributional shifts in credit risk models.
method Derives statistical properties and chi-square benchmark values for Jensen-Shannon Divergence and Kullback-Leibler Divergence, demonstrating their applicability in credit risk monitoring.
result Jensen-Shannon Divergence and Kullback-Leibler Divergence follow chi-square distributions and reveal practical trade-offs in minimizing false positives vs. detecting changes.

It is known that the totally umbilical hypersurfaces in the (n+1)-dimensional spheres are characterized as the only hypersurfaces with weak stability index 0. That is, a compact hypersurface with constant mean curvature, cmc, in S^{n+1}, different from an Euclidean sphere, must have stability index greater than or equa…

2012-02-09abs ↗pdf ↗

Stability of Yang-Mills connections' Morse indices and nullity in 4D.

problem Stability of Yang-Mills connections' Morse indices and nullity in 4D under weak convergence.
method Proves stability results of the Morse index plus nullity of Yang-Mills connections in dimension 4 under weak convergence.
result Stability of the sum of Morse indices and nullity of a sequence of Yang-Mills connections.

This paper analyzes quantiles of heavy-tailed distributions, separating projection direction and quantile threshold effects.

problem Analyzing quantiles of heavy-tailed distributions with estimated parameters.
method Introduces a Q-Q orthogonality formulation to separate projection-direction and quantile-threshold effects.
result Decomposes the difference between empirical and population quantiles into three terms.

We study the stability of coassociative 4-folds with conical singularities under perturbations of the ambient G_2 structure by defining an integer invariant of a coassociative cone which we call the stability index. The stability index of a coassociative cone is determined by the spectrum of the curl operator acting on…

2009-10-27abs ↗pdf ↗

Paper develops a two-population model to assess longevity basis risk.

problem Mismatch between hedger's liability and hedging instrument causes longevity basis risk.
method Develops a two-population mortality model using Lee-Carter model and renewal process.
result Proposed model provides significant risk reduction when mortality jumps and sampling risk are considered.

The paper finds new eigenfunctions for minimal immersions and their stability index.

problem Finding new eigenfunctions for minimal immersions and their stability index.
method Explicitly showed new eigenfunctions for the stability operator.
result The stability index of minimal immersions is at least k+3k+3+8k\ell+3k+3\ell+8.

Study links K-stability of certain surfaces to binary forms, proving stability and non-stability conditions.

problem Investigating K-stability of specific del Pezzo surfaces.
method Relating K-stability to GIT stability of binary forms, proving stability and non-stability conditions.
result K-polystability and non-K-stability of quasi-smooth hypersurfaces.

Boosting framework for vector-valued prediction with geometric stability.

problem Lack of a general theoretical understanding of aggregation for structured prediction.
method Identifies (α,β)(α,β)-stability property and proposes a boosting framework based on exponential reweighting and geometric-median aggregation.
result Obtains exponential decay of empirical divergence error under weak learner condition and (α,β)(α,β)-stability.

The paper refines the stability index for a specific minimal hypersurface and verifies Yau's conjecture.

problem Stability of minimal hypersurfaces in spheres and eigenvalue multiplicity.
method Analytical and numerical methods to study eigenvalues and stability indices.
result The multiplicity of the eigenvalue for the Carlotto-Schulz minimal embedding is at least 2n+1+n^2.

Stability of Morse index for harmonic maps on degenerating surfaces analyzed.

problem Analyzing stability of Morse index for harmonic maps on degenerating Riemann surfaces.
method Analysis of second variation of energy, identification of conditions for upper semicontinuity, explicit contribution of geodesics.
result Sharper control of spectrum of Jacobi operator, explicit contribution of geodesic segments to Morse index.

We propose a heterogeneous agent market model (HAM) in continuous time. The market is populated by fundamental traders and chartists, who both use simple linear trading rules. Most of the related literature explores stability, price dynamics and profitability either within deterministic models or by simulation. Our nov…

2019-02-26abs ↗pdf ↗

We prove that every smooth Fano complete intersection of index 11 and codimension rr in Pn+r\mathbb{P}^{n+r} is birationally superrigid and K-stable if n10rn\ge 10r. We also propose a generalization of Tian's criterion of K-stability and, as an application, prove the K-stability of the complete intersection of a quadric …

2018-02-23abs ↗pdf ↗

Paper derives second variational formula for statistical manifold mappings.

problem Variational formulas for mappings between statistical manifolds.
method Develops second variational formula for harmonic mappings, defines stability, index, and nullity.
result Shows weakly stability for harmonic mappings into statistical manifolds of non-positive curvature.

Proposes a stability evaluation criterion for learning models using distributional perturbations.

problem Ensuring reliable deployment of learning models in out-of-sample environments.
method Uses optimal transport discrepancy with moment constraints to quantify minimal perturbation required for model deterioration.
result Validates the practical utility of the stability evaluation criterion across various real-world applications.

The paper proves stability of minimal embeddings in spheres and relates it to Yau's conjecture.

problem Stability of minimal embeddings in spheres and Yau's conjecture.
method Analyzes stability index and solves differential equation to relate to Yau's conjecture.
result Stability index of minimal hypersurfaces is at least n^2+4n+3 and Yau's conjecture holds under specific conditions.

The paper examines stability of shares in Proof of Stake protocol, identifying different investor behaviors and phase transitions.

problem Stability of shares in Proof of Stake protocol.
method Identification of large, medium, and small investors under various rewarding schemes; dynamical population model analysis.
result Phase transitions and thresholds for stability are characterized; chaotic centralization leads to concentration of shares.

Study uses VIX for zero-coupon Treasury rates, proving long-term stability and returns.

problem Modeling zero-coupon Treasury rates with VIX for volatility.
method Multivariate autoregressive stochastic volatility model, proving stability and Law of Large Numbers.
result VIX accurately models zero-coupon Treasury rates and returns.

The study of stable and index compact minimal submanifolds in Berger spheres.

problem Stability and index of compact minimal submanifolds in Berger spheres.
method Analyzing stability and index properties of compact minimal submanifolds in Berger spheres.
result Stable compact minimal submanifolds exist in Berger spheres for specific values of τ, and their classification is provided.

Socio-economic inequality is characterized from data using various indices. The Gini (gg) index, giving the overall inequality is the most common one, while the recently introduced Kolkata (kk) index gives a measure of 1k1-k fraction of population who possess top kk fraction of wealth in the society. Here, we show t…

2016-06-10abs ↗pdf ↗

New insights into SGD and SGD-M in high dimensions.

problem Understanding and comparing SGD and SGD-M in high-dimensional settings.
method Developed high-dimensional scaling limits for SGD-M and online SGD, examining their dynamics and performance.
result SGD-M amplifies high-dimensional effects, potentially degrading performance compared to online SGD.

The paper connects flatness to generalization in learning multi-index models with neural networks.

problem Understanding the generalization of non-convex neural networks using flatness measures.
method Analyzes 2-layer non-convex homogeneous neural networks and their connection to multi-index models.
result Flattest interpolators achieve small population loss and generalize well, establishing a direct link between flatness and generalization.

Minimal 7D hypersurfaces degenerate under stability or bounded index constraints.

problem Degeneration of minimal hypersurfaces under stability or bounded index constraints.
method Analysis of sequences of minimal hypersurfaces, parameterization with controlled maps, and topological finiteness results.
result Minimal hypersurfaces can degenerate to singular ones with controlled geometry, topology, and singular set.

The paper studies stability and instability of minimal submanifolds in complex Einstein spaces.

problem Stability and instability of minimal submanifolds in complex Einstein spaces.
method Computation of index and nullity, investigation of stability, and algorithm for higher eigenvalues.
result Criterion for instability of minimal submanifolds in some cases.