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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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8.3%16.7%25.0%33.3% · Jul 199219922001200920172026
48 results for Relative Critical Sharpness

We introduce a scalable measure of curvature for analyzing training dynamics of large language models.

problem Analyzing the training dynamics of large language models due to high computational cost of measuring Hessian sharpness.
method We introduce critical sharpness and relative critical sharpness as computationally efficient measures capturing Hessian sharpness phenomena.
result We provide the first demonstration of sharpness phenomena at scale up to 7B parameters.

In complex systems like financial market, risk tolerance of individuals is crucial for system resilience.The single-security price limit, designed as risk tolerance to protect investors by avoiding sharp price fluctuation, is blamed for feeding market panic in times of crash.The relationship between the critical market…

2019-08-20abs ↗pdf ↗

Sharp lower bound found for integral varifolds' mean curvature.

problem Finding a sharp lower bound for the mean curvature integral of integral varifolds.
method Developed a new approach using integral varifolds and mean curvature.
result A sharp lower bound on the mean curvature integral with critical power for integral varifolds.

We prove sharp pointwise decay estimates for critical Dirac equations on Rn\mathbb{R}^n with n2n\geq 2. They appear for instance in the study of critical Dirac equations on compact spin manifolds, describing blow-up profiles, and as effective equations in honeycomb structures. For the latter case, we find excited state…

2018-09-05abs ↗pdf ↗

RGRR allocates between QQQ and DIA based on relative states, improving Sharpe and CAGR.

problem Optimizing ETF allocation between QQQ and DIA for better risk-adjusted returns.
method Screened relative and macro states, globally screened interactions, fixed position mapping, walk-forward validation.
result RGRR improves Sharpe and CAGR compared to 100% QQQ and 50/50 QQQ-DIA allocations.

Sharp inequality for compactifying Poincaré-Einstein manifolds.

problem Proving a sharp relative comparison inequality for compactifying Poincaré-Einstein manifolds.
method Proved a sharp relative comparison inequality for type-I Escobar-Yamabe compactification.
result Confirms a conjecture by proving the sharp relative comparison inequality.

The paper identifies a new geometric and spectral phenomenon in the critical hyperbolic catenoid family.

problem The study investigates the critical hyperbolic catenoid family and its geometric and spectral properties.
method The approach involves analyzing the critical hyperbolic catenoid family, identifying parameter-criticality, and studying the Robin spectrum.
result The paper proves that at a parameter-critical value aa^\sharp, the Robin nullity of ΣaΣ_{a^\sharp} is at least 3, with an additional kernel element in mode k=0k=0.

Study on curve diffusion flows with scale-critical curvature term.

problem Analyzing stability of curve diffusion flows with scale-critical curvature.
method Introduced and studied a one-parameter family of curve diffusion flows with a scale-critical cubic curvature term. Analyzed dynamical stability of homothetic circles using variational methods.
result Established that any small perturbation of an ωω-fold circle monotonically approaches the unit ωω-circle after rescaling, translation, and reparametrisation.

In multivariate regression, a KK-dimensional response vector is regressed upon a common set of pp covariates, with a matrix BRp×KB^*\in\mathbb{R}^{p\times K} of regression coefficients. We study the behavior of the multivariate group Lasso, in which block regularization based on the 1/2\ell_1/\ell_2 norm is used for supp…

2008-08-05abs ↗pdf ↗

Paper sharpens inequality linking curvature and spectrum on manifolds.

problem Linking scalar curvature and the bottom spectrum on complete manifolds.
method Using deformed Dirac operators and relative A^\widehat{A}-cowaist.
result Established a sharp inequality between scalar curvature and the bottom spectrum.

We find empirically a characteristic sharp peak-flat trough pattern in a large set of commodity prices. We argue that the sharp peak structure reflects an endogenous inter-market organization, and that peaks may be seen as local ``singularities'' resulting from imitation and herding. These findings impose a novel strin…

1998-02-23abs ↗pdf ↗

Sharp fractional Sobolev inequalities on closed manifolds identified.

problem Critical fractional Sobolev embedding on closed Riemannian manifolds.
method Intrinsic heat-kernel based framework, determining optimal coefficients, proving sharp inequalities.
result Sharp pp-power inequality and almost sharp inequality established.

In this article, we investigate the geometry of critical metrics of the volume functional on an nn-dimensional compact manifold with (possibly disconnected) boundary. We establish sharp estimates to the mean curvature and area of the boundary components of critical metrics of the volume functional on a compact manifol…

2018-10-22abs ↗pdf ↗

Sharp changes in time series representing market dynamics are studied by means of the self--similar analysis suggested earlier by the authors. These sharp changes are market booms and crashes. Such crises phenomena in markets are analogous to critical phenomena in physics. A simple classification of the market crisis p…

1998-10-08abs ↗pdf ↗

Study critical metrics on manifolds with boundary using integral and boundary estimates.

problem Investigate geometry of critical metrics on compact manifolds with boundary.
method Use generalized Reilly's formula to derive integral and boundary estimates.
result Establish new boundary estimates for critical metrics of the volume functional.

We prove some sharp systolic inequalities for compact 33-manifolds with boundary. They relate the (relative) homological systoles of the manifold to its scalar curvature and mean curvature of the boundary. In the equality case, the universal cover of the manifold is isometric to a cylinder over a disk of nonnegative c…

2019-12-18abs ↗pdf ↗

Solves Dirichlet problem for Lagrangian phase equation with critical and supercritical phase.

problem Solving Dirichlet problem for Lagrangian phase equation with critical and supercritical phase.
method Uses interior C2C^2 estimate.
result Result is sharp, showing existence of singular solutions in subcritical phase.

Overparameterization enhances SAM's effectiveness in minimizing sharpness.

problem Improving generalization in deep neural networks.
method Analysis of Sharpness-Aware Minimization (SAM) under varying degrees of overparameterization.
result Overparameterization significantly improves SAM's performance, particularly in noisy and sparse settings.

We classify local minimizers of σ2+H2\intσ_2+\oint H_2 among all conformally flat metrics in the Euclidean (n+1)(n+1)-ball, 4n54\leq n\leq 5, for which the boundary has unit volume, subject to an ellipticity assumption. We also classify local minimizers of the analogous functional in the critical dimension n+1=4n+1=4. If minimiz…

2019-10-31abs ↗pdf ↗

The Hawking energy is nonnegative and rigid on area-constrained surfaces in general relativity.

problem The rigidity and positivity of the Hawking energy on specific surfaces in general relativity.
method Evaluation of the Hawking energy on area-constrained critical surfaces under the dominant energy condition.
result The Hawking energy is nonnegative and rigid on area-constrained surfaces, including charged and cosmological constant variants.

The relative equilibria of a symmetric Hamiltonian dynamical system are the critical points of the so-called augmented Hamiltonian. The underlying geometric structure of the system is used to decompose the critical point equations and construct a collection of implicitly defined functions and reduced equations describi…

1999-12-30abs ↗pdf ↗

Study critical quasilinear equations on Riemannian manifolds with curvature constraints.

problem Investigate critical quasilinear elliptic equations on Riemannian manifolds with nonnegative Ricci curvature.
method Utilize a new nonlinear Kato inequality and Cheng-Yau type gradient estimates for positive solutions.
result Classify positive solutions to the critical pp-Laplace equation and show rigidity concerning the ambient manifold.

In an incomplete market, including liquidly-traded European options in an investment portfolio could potentially improve the expected terminal utility for a risk-averse investor. However, unlike the Sharpe ratio, which provides a concise measure of the relative investment attractiveness of different underlying risky as…

2019-08-13abs ↗pdf ↗

In this paper, we define a relative Morse complex for manifold with boundary using the handlebody decomposition of the manifold. We prove that the homology of the relative Morse complex is isomorphic to the relative singular homology. Furthermore, we construct AA_\infty-category structure on the relative Morse complex…

2016-11-20abs ↗pdf ↗

When trading incurs proportional costs, leverage can scale an asset's return only up to a maximum multiple, which is sensitive to its volatility and liquidity. In a model with one safe and one risky asset, with constant investment opportunities and proportional costs, we find strategies that maximize long term returns …

2015-06-09abs ↗pdf ↗

This thesis covers different aspects of the p-Laplace operators on Riemannian manifolds. Chapter 2. Potential theoretic aspects: the Khasmkinskii condition. Chapter 3: sharp eigenvalue estimates with Ricci curvature lower bounds. Chapter 4: Critical sets of (2-)harmonic functions.

2012-12-14abs ↗pdf ↗

The paper proves inequalities for hypersurfaces in weighted manifolds.

problem Willmore-type inequalities for closed hypersurfaces in weighted manifolds.
method Analyzes weighted manifolds with nonnegative Bakry-Émery Ricci curvature, proving sharp inequalities and characterizing equality cases.
result Derives sharp Willmore-type and Willmore-like inequalities in steady and shrinking gradient Ricci solitons.

Modeling financial markets with sandpile model to understand price volatility and arbitrage constraints.

problem Understanding price volatility and arbitrage constraints in financial markets.
method Uses a sandpile model to represent information and price changes, linking size of price volatility to the scaling law of avalanches.
result Identifies a structural tension between non-arbitrage condition and price adjustments consistent with a constant Sharpe ratio.

For Fano manifolds T. Mabuchi introduced a generalization of the Kähler-Einstein metric, which is characterized as the critical point of the Ricci-Calabi functional. We show that a Fano manifold admits Mabuchi's metric if and only if it is uniformly relatively D-stable.

2019-05-15abs ↗pdf ↗

Sharp estimates for p-capacity on manifolds with Ricci curvature bounds.

problem Estimating p-capacity on manifolds with Ricci curvature constraints.
method Sharp comparison inequalities, warped-product model ends, and scale-invariant quantities.
result Characterization of equality cases and optimal ranges for normalization parameters.

Continuous phase transitions identified in Doi-Onsager, noisy transformer, and Hegselmann-Krause models.

problem Phase transitions in multimodal models and their properties.
method Sharp coercivity estimate and constrained Lebedev--Milin inequality.
result Continuous phase transitions at critical coupling strengths for Doi-Onsager, noisy transformer, and Hegselmann-Krause models.

The study examines MCMC methods for arbitrary objectives and finds likelihood sharpness impacts performance and regularization.

problem Limitations of MCMC methods for arbitrary objective functions.
method Two-block MCMC framework with Metropolis-Hastings and Gibbs sampling, exploring likelihood curvature and sharpness.
result Likelihood sharpness governs in-sample performance and regularization inferred by training data.

Willmore flow converges globally for surfaces with rotational symmetry below a specific energy threshold.

problem Global existence and convergence of Willmore flow with Dirichlet boundary conditions.
method Considered surfaces with rotational symmetry, proved global existence and convergence for initial data below a sharp energy threshold.
result Sharp threshold for global existence and convergence of Willmore flow depends on boundary conditions.

Characterizes diagrams achieving Morton-Franks-Williams inequality for positive knots and links.

problem Understanding when the Morton-Franks-Williams inequality holds for positive knots and links.
method Combinatorial characterisation and generating examples.
result Examples of diagrams achieving crossing number, braid index, and maximal self-linking number.