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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.

168,742 papers · 148 categories

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1122 · Feb 202319922001200920172026
16 results for Position-Related

NP-PROV separates mean and variance spaces to improve function uncertainty.

problem Neural Processes fail on out-of-domain tasks due to shared latent space uncertainty.
method Separates mean and variance into function-value-related and position-related latent spaces.
result NP-PROV achieves state-of-the-art likelihood with bounded variance in drifts.

We discuss a connection between the lantern relation in mapping class groups and the rational blowing down process for 4-manifolds. More precisely, if we change a positive relator in Dehn twist generators of the mapping class group by using a lantern relation, the corresponding Lefschetz fibration changes into its rati…

2008-08-04abs ↗pdf ↗

Study finds relevance of exchange and inflation rates to economic factors.

problem Determining the relevance of exchange and inflation rates to economic factors.
method Introduced concept of adequacy, established positive relation between exchange and inflation rates and other economic factors.
result Close positive relation found between exchange and inflation rates and other economic factors.

We construct two types of non-holomorphic Lefschetz fibrations over S2S^2 with (1)(-1)-sections ---hence, they are fiber sum indecomposable--- by giving the corresponding positive relators. One type of the two does not satisfy the slope inequality (a necessary condition for a fibration to be holomorphic) and has a simpl…

2016-09-08abs ↗pdf ↗

By applying the lantern relation substitutions to the positive relation of the genus two Lefschetz fibration over S2\mathbb{S}^{2}. We show that K3#2CP2K3\#2 \overline{\mathbb{CP}}{}^{2} can be rationally blown down along seven disjoint copies of the configuration C2C_2. We compute the Seiberg-Witten invariant of the result…

2015-07-14abs ↗pdf ↗

The study finds significant financial sector volatility and tail risk spillovers to real economy sectors.

problem Volatility and tail risk spillovers from financial to real economy sectors.
method New measure of tail risk spillover, empirical analysis of U.S. economy 2001-2011.
result Significant volatility and tail risk spillovers from financial to real economy sectors, especially during crises.

Defines Lorentzian distance on contactomorphisms, proving continuity and finite conditions.

problem Continuous distance function on contactomorphisms with finite intervals.
method Defining and analyzing Lorentzian distance functions, proving continuity and finite intervals.
result Distance function is continuous and finite if and only if contactomorphisms are orderable.

Study shows foreign institutional investment increases liquidity commonality in large Australian stocks.

problem Impact of foreign institutional investment on liquidity commonality in Australian stocks.
method Cross-sectional and time-series analysis of Australian equity market data.
result Foreign institutional investment contributes to increased exposure of large stocks to unexpected liquidity events.

Study on geodesics of Finsler metrics derived from Riemannian metrics.

problem Investigating geodesics in Finsler metrics derived from Riemannian metrics.
method Proved geodesic lemma for a family of Riemannian geodesic orbit metrics, analyzed geodesic graphs.
result Derived Finsler metrics have geodesic orbit property and belong to a new class of metrics.

In this paper, we present a multi-period trading model by assuming that traders face not only asymmetric information but also heterogenous prior beliefs, under the requirement that the insider publicly disclose his stock trades after the fact. We show that there is an equilibrium in which the irrational insider camoufl…

2011-05-12abs ↗pdf ↗

Co-trading networks reveal dynamic market structures and improve covariance estimation.

problem Modeling high-dimensional stock covariances in US equity markets.
method Co-trading-based pairwise similarity measure for constructing dynamic networks, spectral clustering, robust covariance estimator.
result Co-trading networks capture time-evolving stock dependencies and improve portfolio performance.

Study reveals adversarially robust domain adaptation is harder to generalize across domains.

problem Hardness of transferring adversarial robustness across different domains.
method Analysis of adversarial Rademacher complexity over symmetric difference hypothesis space.
result Adversarial Rademacher complexity is always greater than non-adversarial, indicating intrinsic hardness.