arXiv research

The paper extends static Systemic Risk Measures to a conditional setting.

We present a simple model that uses time series momentum in order to construct strategies that systematically outperform their benchmark. The simplicity of our model is elegant: We only require a benchmark time series and several related investable indizes, not requiring regression or other models to estimate our param…

We compare optimal static and dynamic solutions in trade execution. An optimal trade execution problem is considered where a trader is looking at a short-term price predictive signal while trading. When the trader creates an instantaneous market impact, it is shown that transaction costs of optimal adaptive strategies …

We consider the optimal solutions to the trade execution problem in the two different classes of i) fully adapted or adaptive and ii) deterministic or static strategies, comparing them. We do this in two different benchmark models. The first model is a discrete time framework with an information flow process, dealing w…

SPLICE generates accurate time-series imputations with reliable prediction intervals.

The paper investigates geometrical aspects of static spacetime with almost gradient Ricci solitons.

This paper reviews methods for discovering patient subgroups from EHR data.

We classify static manifolds which admit more than one static decomposition whenever a condition on the curvature is fullfilled. For this, we take a standard static vector field and analyze its associated one parameter family of projections onto the base. We show that the base itself is a static manifold and the warpin…

New static vacuum metrics confirmed for near Euclidean boundary data.

New rigidity theorem on static manifolds with boundary.

Extends static vacuum metrics with specific boundary conditions.

Paper proves a rigidity result for static perfect fluids.

This paper proposes a continuous timing strategy for growth vs. defensive style allocation.

Study null energy condition impacts on special hypersurfaces in static spacetimes.

Extends DeTEcT framework for token economies with dynamic and probabilistic parameters.

The study classifies spaces with specific conformal vector fields.

Study classifies static potentials on 3-manifolds, proving one-dimensionality under specific conditions.

Essentially, some conditions for the Riemannian factor and the warping function of a standard static space-time are obtained in order to guarantee that no nontrivial warping function on the Riemannian factor can make the standard static space-time Einstein.

In this paper, we study vacuum static spaces with the complete divergence of the Bach tensor and Weyl tensor. First, we prove that the vanishing of complete divergence of the Bach tensor and Weyl tensor implies the harmonicity of the metric, and we present examples in which these conditions do not imply Bach flatness. …

Study improves dynamic PT fleet optimization under noisy demand predictions.

Study proves a sharp upper bound for the zero set area of a static manifold's potential.

The support vector machine (SVM) is a powerful and widely used classification algorithm. This paper uses the Karush-Kuhn-Tucker conditions to provide rigorous mathematical proof for new insights into the behavior of SVM. These insights provide perhaps unexpected relationships between SVM and two other linear classifier…

The paper proves a positive mass theorem for non-compact static domains in hyperbolic space.

We study the existence and uniqueness of solutions to the static vacuum Einstein equations in bounded domains, satisfying the Bartnik boundary conditions of prescribed metric and mean curvature on the boundary.

In the framework of standard static space times, we state a family of sufficient or necessary conditions for a set of physically reasonable energy and convergence conditions in relativity and related theories. We concentrate our study on questions about the sub-harmonicity of the warping function, the scalar curvature …

Study finds conditions for certain warped product manifolds to be quasi-Einstein.

Establishes a Penrose-type inequality for static spacetimes.

The study examines flat S1-bundles and their homology groups, focusing on analytic vs smooth conditions.

We present Vector-Space Markov Random Fields (VS-MRFs), a novel class of undirected graphical models where each variable can belong to an arbitrary vector space. VS-MRFs generalize a recent line of work on scalar-valued, uni-parameter exponential family and mixed graphical models, thereby greatly broadening the class o…

Study on stellar models' topology and mass using minimal surfaces.

A time-flat condition on spacelike 2-surfaces in spacetime is considered here. This condition is analogous to constant torsion condition for curves in three dimensional space and has been studied in [2, 4, 5, 12, 13]. In particular, any 2-surface in a static slice of a static spacetime is time-flat. In this article, we…

Paper proves rigidity of static manifolds and applies to metric extensions.

New metrics found in hyperbolic manifolds as volume-minimizers.

We provide a general Böchner type formula which enables us to prove some rigidity results for $V$-static spaces. In particular, we show that an $n$-dimensional positive static triple with connected boundary and positive scalar curvature must be isometric to the standard hemisphere, provided that the metric has zero rad…

In this paper we present a new approach to the study of asymptotically flat static metrics arising in general relativity. In the case where the static potential is bounded, we introduce new quantities which are proven to be monotone along the level set flow of the potential function. We then show how to use these prope…

In this paper, we explore and detail our experiments in a high-dimensionality, multi-class image classification problem often found in the automatic recognition of Sign Languages. Here, our efforts are directed towards comparing the characteristics, advantages and drawbacks of creating and training Support Vector Machi…

Paper presents a machine learning algorithm for hedging ETF options, outperforming static hedging methods.

The aim of the current paper is to explore the implications on the group $G$ of the non-vanishing of the cohomology in degree one of one of its representation $π$, given some mixing conditions on $π$. In one direction, harmonic cocycles are used to show that the FC-centre should be finite (for mildly mixing unitary rep…

It is expected that matter composed of a perfect fluid cannot be at rest outside of a black hole if the spacetime is asymptotically flat and static (non-rotating). However, there has not been a rigorous proof for this expectation without assuming spheical symmetry. In this paper, we provide a proof of non-existence of …

Motivated by problems related to quasi-local mass in general relativity, we study the static metric extension conjecture proposed by R. Bartnik \cite{Bartnik_energy}. We show that, for any metric on $\bar{B}_1$ that is close enough to the Euclidean metric and has reflection invariant boundary data, there always exists …

In this paper we study some global properties of static potentials on asymptotically flat $3$-manifolds $(M,g)$ in the nonvacuum setting. Heuristically, a static potential $f$ represents the (signed) length along $M$ of an irrotational timelike Killing vector field, which can degenerate on surfaces corresponding to the…

An SKT metric is a Hermitian metric on a complex manifold whose fundamental 2-form $ω$ satisfies $\de\debarω=0$. Streets and Tian introduced in \cite{sttiPlur} a Ricci-type flow that preserves the SKT condition. This flow uses the Ricci form associated to the Bismut connection, the unique Hermitian connection with tota…

Marginally outer trapped surfaces are widely considered as the best quasi-local replacements for event horizons of black holes in General Relativity. However, this equivalence is far from being proved, even in stationary and static situations. In this paper we study an important aspect of this equivalence, namely wheth…

Study classifies and characterizes translators in hyperbolic static universe.

For large-scale industrial processes under closed-loop control, process dynamics directly resulting from control action are typical characteristics and may show different behaviors between real faults and normal changes of operating conditions. However, conventional distributed monitoring approaches do not consider the…

Paper presents a new triangular form for flat systems.

Unified framework for fixed-income pricing and liability replication.

The paper proves conditions for compact vacuum static spaces to be isometric to spheres.