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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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4080120160 · May 202619922001200920172026
48 results for Spherical cross sections

Study on stability of surfaces in null cones under area-preserving variations.

problem Investigating stability of spacelike cross sections of null cones.
method Area-preserving variations, Hawking energy analysis, spherical cross sections.
result Only round spheres are stable cross sections of the standard Minkowski lightcone.

Weyl's tube formula holds for various cross-sections under symmetry conditions.

problem Can the volume of tubes around submanifolds be calculated for non-round cross-sections?
method Investigated the volume of tubes with general cross-sections D under symmetry conditions.
result The volume of tubes around submanifolds can be calculated for general cross-sections under symmetry conditions.

Let M be a complete Riemannian manifold whose sectional curvature is bounded above by 1. We say that M has positive spherical rank if along every geodesic one hits a conjugate point at t=π. The following theorem is then proved: If M is a complete, simply connected Riemannian manifold with upper curvature bound 1 and po…

2003-05-12abs ↗pdf ↗

Study confirms conjectures on Ricci limit spaces and their topological properties.

problem Understanding the topological structure of noncollapsed Ricci limit spaces.
method Analysis of tangent cones and application of manifold recognition theorems.
result Cross-sections of tangent cones at points in 4D spaces are homeomorphic to a fixed spherical space form.

The paper proves the existence and uniqueness of Calabi-Yau metrics on affine spherical varieties.

problem Existence and uniqueness of Calabi-Yau metrics on affine spherical varieties.
method Explicit K-stability condition, degeneration, and asymptotic cone analysis.
result Uniqueness of KK-invariant Calabi-Yau metrics on affine spherical manifolds.

In the previous article we derived a detailed asymptotic expansion of the heat trace for the Laplace-Beltrami operator on functions on manifolds with conic singularities. In this article we investigate how the terms in the expansion reflect the geometry of the manifold. Since the general expansion contains a logarithmi…

2017-10-15abs ↗pdf ↗

In this paper we are dealing with mean curvature flow with surgeries of two-convex hypersurfaces. The main focus is to expand on the discussion in Section 33 of Mean Curvature Flow with Surgeries of Two-Convex Hypersurfaces by Huisken and Sinestrari. Firstly we wish to establish how the neck detection lemma allows us …

2017-06-09abs ↗pdf ↗

Method for factor analysis in short panels without assuming sphericity or Gaussianity.

problem Factor analysis in short panels without assuming sphericity or Gaussianity.
method Pseudo maximum likelihood method and asymptotically uniformly most powerful invariant test.
result Systematic risk explains a large part of cross-sectional total variance in bear markets but is not spanned by observed factors.

We show that the maximal number of singular moves required to pass between any two regularly homotopic planar or spherical curves with at most n crossings, grows quadratically with respect to n. Furthermore, this can be done with all curves along the way having at most n+2 crossings.

2008-02-21abs ↗pdf ↗

The paper defines cross-section continuity for angular momentum definitions and finds the CWY definition valid.

problem Defining angular momentum at null infinity and ensuring its continuity across different cross-sections.
method Introducing cross-section continuity as a criterion and proving it for specific angular momentum definitions.
result The Chen-Wang-Yau definition of angular momentum satisfies cross-section continuity, while the Compere-Nichols modification does not.

We resolve parts (A) and (B) of Problem 1.100 from Kirby's list by showing that many nontrivial links arise as cross-sections of unknotted holomorphic disks in the four-ball. The techniques can be used to produce unknotted ribbon surfaces with prescribed cross-sections, including unknotted Lagrangian disks with nontriv…

2018-01-16abs ↗pdf ↗

Proves positive mass theorem for AF spin manifolds with conical singularities.

problem Proving the positive mass theorem for singular metrics on AF manifolds.
method Analyzes AF spin manifolds with isolated conical singularities, allowing topological singularities.
result Proves the positive mass theorem for AF spin manifolds with conical singularities.

The study identifies flat manifolds with unique cusp cross-sections in arithmetic hyperbolic manifolds.

problem Characterizing flat manifolds that have unique cusp cross-sections in arithmetic hyperbolic manifolds.
method Algebraic characterization of cusp cross-sections in arithmetic hyperbolic manifolds.
result Construction of flat manifolds with unique cusp cross-sections and proof of their existence in all dimensions n32n \geq 32.

New algorithm improves asset ranking for better cross-sectional portfolios.

problem Sub-optimal ranking of assets in cross-sectional systematic strategies.
method Learning-to-rank algorithms to enhance portfolio construction.
result Modern machine learning ranking algorithms boost Sharpe Ratios by approximately threefold.

Set-Sequence model learns cross-sectional dynamics directly from time series data.

problem Predicting large cross-sections of time series data with latent cross-sectional dynamics.
method A model that learns cross-sectional structure directly, enhancing expressivity and eliminating manual feature engineering.
result Significantly outperforms strong baselines in equity portfolio optimization and loan risk prediction.

Conditions for flat manifolds as cusp cross-sections in arithmetic hyperbolic manifolds.

problem Determining when a flat manifold can be a cusp cross-section in arithmetic hyperbolic manifolds.
method Analyzing rational representations of holonomy groups and quasi-arithmetic manifolds.
result Conditions for a flat manifold to appear as a cusp cross-section in every commensurability class of arithmetic hyperbolic manifolds.

TQA improves prediction intervals for time series data by adjusting quantiles for both cross-sectional and longitudinal coverage.

problem Constructing reliable prediction intervals for cross-sectional time series data.
method Temporal Quantile Adjustment (TQA) method that adjusts the quantile in Conformal Prediction to account for both cross-sectional and longitudinal coverage.
result TQA improves longitudinal coverage while preserving cross-sectional coverage, as validated through extensive experimentation.

The paper evaluates forecast accuracy of realized volatility measures in large cross-sections.

problem Forecast evaluation of realized volatility measures in large cross-sections of financial data.
method Equal predictive accuracy testing procedures, LASSO shrinkage, measurement error correction, cross-sectional jump component measures.
result The augmented HAR model outperforms the standard HAR model in forecasting realized volatility.

CPTD improves prediction intervals in time series regression with cross-sectional data.

problem Constructing valid prediction intervals in time series regression with a cross-section.
method Conformal Prediction with Temporal Dependence (CPTD) for post-hoc, light-weight approach.
result CPTD maintains cross-sectional validity while improving longitudinal coverage.

Unified model learns from both time-series and cross-sectional momentum features.

problem Separate time-series and cross-sectional momentum strategies do not consider concurrent relationships.
method Spatio-Temporal Momentum strategies using neural networks to combine both types of momentum.
result Simple neural network with single fully connected layer generates trading signals for all assets.

It is known that the so-called rotation minimizing (RM) frames allow for a simple and elegant characterization of geodesic spherical curves in Euclidean, hyperbolic, and spherical spaces through a certain linear equation involving the coefficients that dictate the RM frame motion (da Silva, da Silva in Mediterr J Math …

2018-09-16abs ↗pdf ↗

New tests for identifying the number of latent factors in short panels with small time dimensions.

problem Determining the number of latent factors in short panels with small time dimensions.
method Eigenvalue tests based on variance-covariance matrices of asset returns, with assumptions on spherical errors or instrumental variables for factor betas.
result Established asymptotic distributional results and proposed a novel statistical test for weak factors.

Motivated by a question of Hirzebruch on the possible topological types of cusp cross-sections of Hilbert modular varieties, we give a necessary and sufficient condition for a manifold M to be diffeomorphic to a cusp cross-section of a Hilbert modular variety. Specialized to Hilbert modular surfaces, this proves that e…

2007-06-25abs ↗pdf ↗

The paper proves conditions for a manifold to be homeomorphic to a spherical space form.

problem Proving conditions for a manifold to be homeomorphic to a spherical space form.
method Proving conditions using curvature inequalities for orthonormal four-frames.
result The manifold is homeomorphic to a spherical space form under the given curvature condition.

Fixed points of mean section operators found in convex bodies.

problem Characterizing fixed points of mean section operators in convex bodies.
method Characterization of rotation equivariant operators using spherical Laplacian mass distribution, and application of Minkowski valuations.
result Euclidean balls are the only fixed points of mean section operators in a C2C^2 neighborhood of the unit ball.

Classifies Nil 3-manifolds as cross-sections of complex hyperbolic surfaces.

problem Identifying Nil 3-manifolds as cross-sections of complex hyperbolic surfaces.
method Comprehensive classification of commensurability classes of cusped, arithmetic, and non-arithmetic complex hyperbolic 2-manifolds.
result Some Nil 3-manifolds are cross-sections in every commensurability class, while others are cross-sections in only one.

Machine learning portfolios perform well with simple imputation of missing data.

problem Handling missing values in machine learning portfolios constructed from cross-sectional return predictors.
method Simple imputation with cross-sectional means compared to rigorous expectation-maximization methods.
result Simple imputation performs well due to the structure of missing data.

Simple bounds show most cross-sectional predictability findings are likely true.

problem Determining the validity of cross-sectional return predictability findings.
method Developed simple and intuitive bounds on the false discovery rate (FDR).
result Bounds show the FDR is small, indicating most findings are likely true.

We study a cross-ratio of four generic points of S3S^3 which comes from spherical CR geometry. We construct a homomorphism from a certain group generated by generic configurations of four points in S3S^3 to the pre-Bloch group $\mathcal {P}(\C)$. If MM is a 33-dimensional spherical CR manifold with a CR triangulation…

2010-07-29abs ↗pdf ↗

PRISM-VQ combines financial priors with vector quantization for better stock prediction.

problem Predicting cross-sectional stock returns is hard due to low signal-to-noise ratios and changing market conditions.
method Integrates expert priors, vector-quantized latent factors, and dynamic factor loadings.
result Consistent improvements in cross-sectional return prediction and portfolio performance.