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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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156312468624 · Jun 202019922001200920172026
48 results for Position Effects

Study dynamic assortment and positioning of products with varying display effects.

problem Dynamic assortment and positioning of products with varying display effects.
method Design round-based learning algorithms for both multiplicative and general position effects models, and develop efficient subroutines for optimization.
result First regret-optimal characterization for both models, with matching upper and lower bounds.

Proves effective linear volume growth for 3-manifolds with positive scalar curvature.

problem Volume growth of three-manifolds with positive scalar curvature.
method Utilizes the technique of μ-bubbles and almost-splitting theorem.
result Proves effective linear volume growth for 3-manifolds with non-negative Ricci curvature and uniformly positive scalar curvature.

Study on mm-positivity in Kähler manifolds with new Monge-Ampère-type equation.

problem Exploring mm-positivity in Kähler manifolds and its geometric applications.
method Generalizing pseudo-effective and big Bott-Chern cohomology classes, proposing a new Monge-Ampère-type equation.
result Proof of a form of uniqueness for solutions of the Monge-Ampère-type equation.

Study shows short exposure and systematic risk exposure affect disposition effect asymmetries.

problem Understanding disposition effect in short vs long exposure positions and systematic risk.
method Generalized Odean measures, introduced Value metric, implemented dispositionEffect R package.
result Short positions exhibit weaker disposition effect than long positions under narrow framing, reversing in integrated framing.

Study functional confounders in causal inference, enabling estimable effects.

problem Causal inference challenges with functional confounders violating positivity.
method Functional interventions, functional positivity, gradient fields, Level-set Orthogonal Descent Estimation (LODE).
result Valid causal effect estimation under certain conditions.

Study examines Bitcoin's volatility and returns using stochastic volatility model.

problem Characterizing Bitcoin as a financial asset and its volatility patterns.
method Asymmetric stochastic volatility model applied to Bitcoin data from 2013-2019.
result Bitcoin shows weak post-holiday effects and no asymmetry effect in returns and volatility.

Introduce Collapsed Effective Operators for higher-order structures.

problem Existing spectral operators decompose topology into separate ranks, leaving practitioners to fuse information back to vertices.
method Introduce Collapsed Effective Operators via Schur complementation of a graded Laplacian.
result Preserves positive semi-definiteness, lowers system energy under higher-order connectivity.

Curved 10-manifolds with torus symmetry are spheres or complex projective spaces.

problem Characterizing positively curved manifolds with torus symmetry.
method Analyzing actions of 33-dimensional tori on closed, simply connected 10-manifolds.
result Closed, simply connected, positively curved 10-manifolds with T3T^3-symmetry are homotopy spheres or complex projective spaces.

This study uses complex networks to analyze influential spreaders and their effects on different market sectors.

problem Existing methods failed to distinguish between positive and negative influences of market sectors.
method LIEST (Local Influential Effects for Specific Target) method using complex network analysis.
result LIEST effectively distinguishes positive and negative influences of market sectors during different periods.

MiFID II impacts European stock liquidity and price formation.

problem Impact of MiFID II on European stock liquidity and price formation.
method Analyzed effects of MiFID II on European stock markets, focusing on intraday and closing auction liquidity and tick size changes.
result Closing auction volumes increased and price formation became more efficient after MiFID II.

Study analyzes factors affecting capital adequacy in Bangladesh's banks.

problem Factors influencing capital adequacy in commercial banks in Bangladesh.
method Fixed Effect, Random Effect, and Pooled Ordinary Least Square (POLS) methods.
result Several independent variables significantly affect capital adequacy, with specific relationships between leverage, liquidity risk, and other factors.

The study bounds the effective diameter of graphs with positive Ollivier curvature.

problem Bounding the effective diameter of graphs with positive Ollivier curvature.
method Introducing reflective graphs and proving discrete Bonnet Myers theorem.
result The effective diameter bound is attained only for specific graphs.

This paper derives radial fields on manifolds of symmetric positive definite matrices.

problem Lack of an expression for radial fields on manifolds of symmetric positive definite matrices.
method Derives an expression for radial fields on manifolds of symmetric positive definite matrices.
result Derives an expression for radial fields on manifolds of symmetric positive definite matrices.

Neural networks learn patterns in random data, improving downstream performance.

problem Understanding what deep networks learn with random labels.
method Analytical and empirical study of convolutional and fully connected networks pre-trained on random labels.
result Pre-trained networks on random labels transfer faster to real datasets, despite specialization effects.

BiPE blends intra-segment and inter-segment encodings for better length extrapolation.

problem Improving length extrapolation in language models.
method Bilevel Positional Encoding (BiPE) that separates intra-segment and inter-segment encodings.
result BiPE enhances length extrapolation across various text modalities.

Proves effective positive mass theorem for AF manifolds and singular spaces.

problem Proves positive mass theorem for AF manifolds with singularities.
method Dimension reduction techniques, bypassing N. Smale's regularity theorem.
result Effective positive mass theorem for AF manifolds of dimension n8n\leq 8 with singularities.

The paper proposes a method to find subgroups with significant treatment effects in noisy data.

problem Estimating the causal effects of interventions on noisy outcomes.
method A machine-learning method specifically optimized for finding subgroups with significant effects, designed to maximize the probability of obtaining a statistically significant positive treatment effect.
result The proposed method yields higher power in detecting subgroups affected by the treatment compared to standard tree-based tools.

TMLE improves causal effect estimation in missing data scenarios with various positivity violations.

problem Estimating causal effects in studies with missing data and positivity violations.
method Targeted Maximum Likelihood Estimation (TMLE) with various missing data methods.
result Complete cases with TMLE incorporating an outcome-missingness model exhibit lower bias and greater robustness against positivity violations.

Investment strategies involving cryptocurrencies and VIX INDEX show positive impact in market performance.

problem Investment strategies involving cryptocurrencies and VIX INDEX.
method Parameter estimation on raw data, comparison of two different portfolios, and analysis of different market conditions.
result VIX INDEX positively impacts the investment portfolio of cryptocurrencies in both standard and downward markets.

We study positivity in the conjecture proposed by Lejmi and Székelyhidi on finding effective necessary and sufficient conditions for solvability of the inverse σkσ_k equation, or equivalently, for convergence of the inverse σkσ_k-flow. In particular, for the inverse σn1σ_{n-1}-flow we partially verify their conjecture b…

2016-10-29abs ↗pdf ↗

Novel framework identifies pump-specific deterioration rates using Bayesian hierarchical hazard modeling and causal discovery.

problem Challenges in asset management due to heterogeneous deterioration rates in pump equipment.
method Bayesian hierarchical hazard modeling with causal discovery, GPU-accelerated No-U-Turn Sampling (NUTS), and DirectLiNGAM.
result Identified striking heterogeneity in deterioration rates, with negative effects 400 times larger than positive effects.

A new method for PU learning improves classification error on CIFAR-10.

problem Learning from positive and unlabeled data in practical applications.
method A simple yet effective data augmentation method based on consistency regularization.
result Achieves an averaged improvement of 3.40 points in classification error on CIFAR-10.

The study shows interest rates impact investment and funding negatively but positively on dividend decisions.

problem The effect of interest rates on financial decisions like investment, funding, and dividend.
method Correlation coefficient analysis and descriptive methods.
result Interest rates have a negatively insignificant effect on investment and funding decisions, but positively moderate effect on dividend decisions.

It is well-known by the work of Hsiang and Kleiner that every closed oriented positively curved 4-dimensional manifold with an effective isometric S^1-action is homeomorphic to S^4 or CP^2. As stated, it is a topological classification. The primary goal of this paper is to show that it is indeed a diffeomorphism classi…

2008-10-07abs ↗pdf ↗

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

problem Challenges in seamlessly bridging probabilistic models for positive and negative dependence.
method Introduced DKPP family and developed computational methods for probabilistic operations and inference.
result Controllability of positive and negative dependence demonstrated through numerical experiments.

We use a local argument to prove if an rr-dimensional torus acts isometrically and effectively on a connected nn-dimensional manifold which has positive kthk^\mathrm{th}-intermediate Ricci curvature at some point, then rn+k2r \leq \lfloor \frac{n+k}{2} \rfloor. This symmetry rank bound generalizes those established by Gr…

2019-01-15abs ↗pdf ↗

The paper finds a surprising positive correlation between upstreamness and downstreamness in global value chains.

problem The puzzling positive correlation between upstreamness and downstreamness in industries and countries.
method Analysis of a simple model of random Input/Output tables and experiments on empirical data.
result Upstreamness and downstreamness of the same industrial sector/country are positively correlated with a slope close to +1.

Let MM and NN be two compact complex manifolds. We show that if the tautological line bundle OTM(1)\mathscr{O}_{T_M^*}(1) is not pseudo-effective and OTN(1)\mathscr{O}_{T_N^*}(1) is nef, then there is no non-constant holomorphic map from MM to NN. In particular, we prove that any holomorphic map from a compact complex mani…

2018-07-07abs ↗pdf ↗

The visibility transformation embeds data position into signature features for efficient pattern recognition.

problem Embedding absolute position into signature features for efficient pattern recognition.
method The visibility transformation is put on a theoretical footing and used to embed absolute position into signature features efficiently.
result The generated feature set simplifies pattern recognition by accommodating nonlinear functions of absolute and relative values.

SDAMI enhances interpretable high-dimensional regression with sparse deep learning and footprint principle.

problem Personalized models for small samples and high-dimensional features with interpretability.
method Sparse Deep Additive Model with Interactions (SDAMI) combining sparsity-driven feature selection and deep subnetworks.
result SDAMI successfully identifies pure interactions with near-zero false positive rates.

We describe the positive cone and the pseudo-effective cone of a non-Kählerian surface. We use these results for two types of applications: - Describe the set σ(X)σ(X) of possible total Ricci scalars associated with Gauduchon metrics of fixed volume 1 on a fixed non-Kähhlerian surface, and decide whether the assignment $…

2007-04-23abs ↗pdf ↗

Extends expected value framework for cost-sensitive causal decision-making.

problem Optimizing operational decision-making with cost-sensitive causal classification.
method Introduces a cost-sensitive decision boundary based on estimated individual treatment effects, positive outcome probability, and cost parameters.
result Effective in maximizing expected causal profit, outperforming cost-insensitive ranking approach.

PiNGDA learns beneficial noise for graph augmentation stability.

problem Challenges in generating effective and stable graph augmentations.
method PiNGDA uses positive-incentive noise to scientifically analyze and generate beneficial graph augmentations.
result PiNGDA improves GCL performance by learning beneficial noise on graph topology and attributes.

Paper proposes sparse classification method for high-dimensional data.

problem Sparse classification in high-dimensional data with positive-confidence samples.
method Developed a novel sparse-penalization framework using L1, SCAD, and MCP penalties for convex and non-convex shrinkage.
result Proved near minimax-optimal sparse recovery rates under Restricted Strong Convexity condition.

The study of stable minimal surfaces in Riemannian 33-manifolds (M,g)(M, g) with non-negative scalar curvature has a rich history. In this paper, we prove rigidity of such surfaces when (M,g)(M, g) is asymptotically flat and has horizon boundary. As a consequence, we obtain an effective version of the positive mass theorem …

2015-03-19abs ↗pdf ↗