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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.

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3527031,0551,406 · Jun 202019922001200920172026
48 results for SLOPE models

This text is the rejoinder following the discussion of a survey paper about minimal penalties and the slope heuristics (Arlot, 2019. Minimal penalties and the slope heuristics: a survey. Journal de la SFDS). While commenting on the remarks made by the discussants, it provides two new results about the slope heuristics …

2019-09-30abs ↗pdf ↗

The slope conjecture proposed by Garoufalidis asserts that the Jones slopes given by the sequence of degrees of the colored Jones polynomials are boundary slopes. We verify the slope conjecture for graph knots, i.e. knots whose Gromov volume vanish.

2015-01-06abs ↗pdf ↗

The SLOPE estimates regression coefficients by minimizing a regularized residual sum of squares using a sorted-1\ell_1-norm penalty. The SLOPE combines testing and estimation in regression problems. It exhibits suitable variable selection and prediction properties, as well as minimax optimality. This paper introduces …

2016-08-31abs ↗pdf ↗

Solves time-optimal navigation on slippery slopes with cross gravitational wind.

problem Time-optimal navigation on a slippery cross slope under gravitational wind.
method New Finsler metric derived for the problem, considering both lateral and longitudinal gravitational effects.
result Conditions for strong convexity and purely geometric solution provided.

Using the Hatcher-Oertel algorithm for finding boundary slopes of Montesinos knots, we prove the Slope Conjecture and the Strong Slope Conjecture for a family of 3-tangle pretzel knots. More precisely, we prove that the maximal degrees of the colored Jones polynomial of such knots determine a boundary slope as predicte…

2016-02-15abs ↗pdf ↗

Investment strategies derived from commodity futures curves exploit dynamics in price movements.

problem Modeling and predicting the term structure of commodity futures prices.
method Employed the Nelson-Siegel framework to model term structure, and developed investment strategies based on changes in slope and curvature parameters.
result Significant profits generated from systematic strategies based on the change in slope, unrelated to risk factors and robust to transaction costs.

The Slope Conjecture proposed by Garoufalidis asserts that the degree of the colored Jones polynomial determines a boundary slope, and its refinement, the Strong Slope Conjecture proposed by Kalfagianni and Tran asserts that the linear term in the degree determines the topology of an essential surface that satisfies th…

2018-11-28abs ↗pdf ↗

No-arbitrage constraints on implied variance slope are weak, leading to almost guaranteed arbitrage in many cases.

problem Weak constraints on implied variance slope in the Black-Scholes model lead to arbitrage opportunities.
method Analysis of constraints on implied variance slope and their implications for arbitrage.
result Arbitrage is almost always guaranteed in a wide range of slope values where constraints are enforced.

A recently proposed SLOPE estimator (arXiv:1407.3824) has been shown to adaptively achieve the minimax 2\ell_2 estimation rate under high-dimensional sparse linear regression models (arXiv:1503.08393). Such minimax optimality holds in the regime where the sparsity level kk, sample size nn, and dimension pp satisfy …

2019-09-20abs ↗pdf ↗

A slope p/qp/q is a characterising slope for a knot KK in S3S^3 if the oriented homeomorphism type of p/qp/q-surgery on KK determines KK uniquely. We show that when KK is a hyperbolic knot its set of characterising slopes contains all but finitely many slopes p/qp/q with q3q \geq 3. We prove stronger results for hyper…

2018-07-29abs ↗pdf ↗

The Slope Conjecture relates the degree of the colored Jones polynomial to the boundary slopes of a knot. We verify the Slope Conjecture and the Strong Slope Conjecture for Montesinos knots M(1r,1s1u,1t)M(\frac{1}{r},\frac{1}{s-\frac{1}{u}},\frac{1}{t} ) with r,u,tr,u,t odd, ss even and u1u\leq-1, r<1<1<s,tr<-1<1<s,t.

2017-10-19abs ↗pdf ↗

A non-trivial slope rr on a knot KK in S3S^3 is called a characterizing slope if whenever the result of rr-surgery on a knot KK' is orientation preservingly homeomorphic to the result of rr-surgery on KK, then KK' is isotopic to KK. Ni and Zhang ask: for any hyperbolic knot KK, is a slope r=p/qr = p/q with $|p| +…

2016-01-08abs ↗pdf ↗

Solves time-minimizing navigation on a mountain slope using Riemann-Finsler geometry.

problem Time-minimizing navigation on a mountain slope under gravity.
method Riemann-Finsler geometry, Zermelo navigation problem, anisotropic deformation of the background Riemannian metric, rescaled gravitational wind.
result A new Finsler metric for optimal navigation on slippery mountain slopes.

Let X be a norm curve in the SL(2,C)-character variety of a knot exterior M. Let t = || b || / || a || be the ratio of the Culler-Shalen norms of two distinct non-zero classes a, b in H_1(\partial M, Z). We demonstrate that either X has exactly two associated strict boundary slopes \pm t, or else there are strict bound…

2002-11-08abs ↗pdf ↗

The (Strong) Slope Conjecture relates the degree of the colored Jones polynomial of a knot to certain essential surfaces in the knot complement. We verify the Slope Conjecture and the Strong Slope Conjecture for 3-string Montesinos knots satisfying certain conditions.

2018-04-14abs ↗pdf ↗

The study confirms conjectures about slopes of knots using knot Floer homology.

problem Verifying conjectures about non-integer characterizing slopes of knots.
method Using knot Floer homology, the study verifies conjectures for specific classes of knots.
result Almost all slopes are characterizing for many knots, and infinitely many for LL-space knots.

A slope pq\frac pq is called a characterizing slope for a given knot K0K_0 in S3S^3 if whenever the pq\frac pq-surgery on a knot KK in S3S^3 is homeomorphic to the pq\frac pq-surgery on K0K_0 via an orientation preserving homeomorphism, then K=K0K=K_0. In this paper we try to find characterizing slopes for torus knots $…

2012-06-25abs ↗pdf ↗

Nested model averaging improves high-dimensional linear regression performance.

problem High-dimensional linear regression with predictor ordering impact.
method Combining model averaging with regularized estimators on the solution path.
result Nested model averaging with lasso and SLOPE outperforms competing methods.

We describe an algorithm for computing boundary slopes of 2-bridge links. As an example, we work out the slopes of the links obtained by 1/k surgery on one component of the Borromean rings. A table of all boundary slopes of all 2-bridge links with 10 or less crossings is also included.

2005-05-20abs ↗pdf ↗

The geometry on a slope of a mountain is the geometry of a Finsler metric, called here the {\it slope metric}. We study the existence of globally defined slope metrics on surfaces of revolution as well as the geodesic's behavior. A comparison between Finslerian and Riemannian areas of a bounded region is also studied.

2018-11-06abs ↗pdf ↗

Certain torus knots have infinitely many slopes that do not uniquely identify them.

problem Identifying non-characterizing slopes for certain torus knots.
method Applying a condition from Baker and Motegi to show infinitely many non-characterizing slopes.
result The knots T2,2n+3#T2,2n+1T_{2,2n+3}\#T_{-2,2n+1} have infinitely many non-characterizing slopes.

3-manifolds with similar completions have matching slopes and polynomials.

problem Matching slopes and polynomials in cusped hyperbolic 3-manifolds.
method Prove similarity of profinite completions leads to matching AA-polynomials and boundary slopes.
result Strongly detected boundary slopes match between manifolds with similar completions.

The Slope Conjecture relates the degree of the colored Jones polynomial of a knot to boundary slopes of incompressible surfaces. Our aim is to prove the Slope Conjecture for Montesinos knots, and to match parameters of a state-formula for the colored Jones polynomial of such knots with the parameters that describe thei…

2018-07-03abs ↗pdf ↗