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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.

168,657 papers · 148 categories

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4080119159 · May 202619922001200920172026
48 results for Tangency Principle

Researchers classify translators and rotators in hyperbolic 3-space for mean curvature flow.

problem Classifying translators and rotators in hyperbolic 3-space for mean curvature flow.
method Existence and uniqueness proofs, tangency principle application, classification of constant mean curvature translators and rotators.
result Existence and uniqueness of two distinct families of complete rotational translators in hyperbolic 3-space.

Study shows critical width for rigidity of equatorial zones on spheres.

problem Mean curvature rigidity of equatorial zones on spheres.
method Used tangency principle and trap-slice lemma for strong rigidity, and constructed nontrivial perturbations using Delaunay surfaces for non-rigidity.
result Critical width exists for rigidity, beyond which zones are non-rigid.

The study proves rigidity and non-rigidity of spherical caps in mean curvature.

problem Understanding mean curvature rigidity and non-rigidity on spherical caps.
method Used a Tangency Principle to prove rigidity and constructed counterexamples for non-rigidity.
result Contrast between rigidity and non-rigidity phenomena on spherical caps.

Introduces neural point-forms for learning geometric features from noisy point clouds.

problem Learning geometric features from noisy point clouds with missing tangency information.
method Uses Laplacian-based techniques to build comparison matrices for point clouds, proving consistency under various assumptions.
result Neural point-forms provide a competitive and interpretable representation, especially beneficial for dense or manifold-like structures.

We study the order of tangency between two manifolds of same dimension and give that notion three quite different geometric interpretations. Related aspects of the order of tangency, e.g., regular separation exponents, are also discussed.

2018-03-20abs ↗pdf ↗

Proposes a new model to maximize out-of-sample Sharpe ratios by forecasting tangency portfolios.

problem Maximizing Sharpe ratios when returns and covariances are not stationary.
method Forecast the tangency portfolio using vector autoregressions and invest in the minimum Euclidean distance portfolio.
result Empirically validated superior out-of-sample Sharpe ratios.

We establish a full hh-principle (C0C^0-close, relative, parametric) for the simplification of singularities of Lagrangian and Legendrian fronts. More precisely, we prove that if there is no homotopy theoretic obstruction to simplifying the singularities of tangency of a Lagrangian or Legendrian submanifold with respe…

2016-05-24abs ↗pdf ↗

Develops Heuristic Portfolio Optimization (HPO) as an information-restricted projection of Markowitz/tangency solution

problem Practitioners allocate capital with forecast-light rules like equal weight, inverse volatility, risk parity, HRP, and RA-HRP
method Implies-return principle and fixed-tree cluster-Sharpe recursion
result Formalizes HPO maps, proves defect equals squared inefficiency, and identifies nodewise alphas as policy-gradient coordinates

Analytic curves have infinite codimension of singular germs.

problem Understanding the codimension of singular tangent curves in analytic distributions.
method Formalizing asymptotic statements about finite jets of tangent curves and applying the h-principle.
result The subspace of singular germs has infinite codimension within smooth curves.

New definition of Bäcklund transformation for surface isometric deformation.

problem Defining Bäcklund transformation in surface isometric deformation.
method Proving generic 4D integrable rolling distribution splits into 1D family of 3D distributions.
result Introducing new definition of Bäcklund transformation.

Engel structures on bundles over 3-manifolds in complex 3-space.

problem Embedding bundles over 3-manifolds into complex 3-space with Engel structures.
method Sufficient condition for S1\mathbb{S}^1-bundles to admit immersions/embeddings with complex tangencies defining Engel structures.
result Every oriented S1\mathbb{S}^1-bundle over a closed, oriented 3-manifold admits an immersion with complex tangencies defining Engel structures.

Paper introduces new invariant for pairs of immersions.

problem Understanding behavior of immersions through tangencies and triple points.
method Introduces J2+J^{2+}-invariant for oriented pairs of immersions, invariant under inverse tangencies and triple points.
result Invariant changes under direct tangencies but remains invariant under orientation change and inverse tangencies.

Two-dimensional almost-Riemannian structures are generalized Riemannian structures on surfaces for which a local orthonormal frame is given by a Lie bracket generating pair of vector fields that can become collinear. We study the relation between the topological invariants of an almost-Riemannian structure on a compact…

2009-08-18abs ↗pdf ↗

The paper extends Frobenius' Theorem to non-involutive surfaces below C1,1C^{1,1} threshold.

problem Generalizing Frobenius' Theorem to surfaces with lower regularity.
method Combining fractional Sobolev estimates, Stokes-type theorem, and Lusin's Theorem.
result Sharp exponents for the tangency set's null measure.

We study the singularities of the isotropic skeleton of a Weinstein manifold in relation to Nadler's program of arboreal singularities. By deforming the skeleton via homotopies of the Weinstein structure, we produce a Morse-Bott* representative of the Weinstein homotopy class whose stratified skeleton determines its sy…

2017-07-11abs ↗pdf ↗

Research shows quadratic growth in derivative maxima for certain interval diffeos with parabolic fixed points.

problem Analyzing the growth of derivative maxima for C2C^2 interval diffeomorphisms with parabolic fixed points.
method Examining C2C^2 diffeomorphisms with only parabolic fixed points, focusing on tangency and repelling behavior.
result Maximal growth of derivative maxima is exactly quadratic for diffeomorphisms with a non-quadratic tangency to identity at a repelling fixed point.

Method finds domain of Laplace-Beltrami operator on 2D almost-Riemannian manifolds.

problem Determining the domain of the Laplace-Beltrami operator on 2D almost-Riemannian manifolds with tangency points.
method Using tools from Lie groupoids, natural domains of perturbations are found.
result Method allows treatment of geometries with tangency points.

Two-dimensional almost-Riemannian structures are generalized Riemannian structures on surfaces for which a local orthonormal frame is given by a Lie bracket generating pair of vector fields that can become collinear. Generically, the singular set is an embedded one dimensional manifold and there are three type of point…

2011-05-24abs ↗pdf ↗

In this paper we study the affine geometric structure of the graph of a polynomial fR[x,y]f \in \mathbb{R} [x,y]. We provide certain criteria to determine when the parabolic curve is compact and when the unbounded component of its complement is hyperbolic or elliptic. We analyse the extension to the real projective plane of…

2016-09-23abs ↗pdf ↗

We show that for a C1C^1 residual subset of diffeomorphisms far away from tangency, every non-trivial chain recurrent class that is accumulated by sources ia a homoclinic class contains periodic points with index 1 and it's the Hausdorff limit of a family of sources.

2007-12-04abs ↗pdf ↗

The study analyzes ETFs' portfolio optimization and tail-risk management.

problem Analyzing the performance of actively managed ETFs in managing risk and diversification.
method Daily Bloomberg data for 30 funds, evaluating various strategies under long-only and long-short constraints.
result Tangency-type portfolios generally outperform buy-and-hold benchmarks, while minimum-variance and CVaR-minimizing portfolios sacrifice upside for downside control.

This article is devoted to the study of cyclides osculating general surfaces. We show that generically, at any point of a surface, one has a one-parameter family of cyclides tangent to a surface curve of order three and among them just one is tangent to this curve of order four. This one will be called the osculating c…

2012-04-21abs ↗pdf ↗

The total curvature of complex hypersurfaces in $\bC^{n+1}$ and its variation in families appear to depend not only on singularities but also on the behaviour in the neighbourhood of infinity. We find the asymptotic loss of total curvature towards infinity and we express the total curvature and the Gauss-Bonnet defect …

2004-07-05abs ↗pdf ↗

The study explores vector flows on manifolds, focusing on polynomial constraints and equivalence relations.

problem Understanding vector flows on compact manifolds with constraints on tangency patterns.
method Introduces equivalence relations (quasitopy) and computes spaces of polynomials with constrained divisors.
result Quasitopy classes stabilize as the degree of polynomials increases.

In this paper Portfolio Optimization techniques were used to determine the most favorable investment portfolio. In particular, stock indices of three companies, namely Microsoft Corporation, Christian Dior Fashion House and Shevron Corporation were evaluated. Using this data the amounts invested in each asset when a po…

2015-05-19abs ↗pdf ↗

We consider smooth 1-parameter families of plane curves tangent to a semicubic parabola, when the curvature radius of their curves at the tangency point vanishes at the cusp point. We find the $\A$-normal form of these families, their envelopes and local patterns near the cusp. We obtain a new codimension 2 singularity…

2005-11-21abs ↗pdf ↗

In this paper we are interested in non trivial bi-Hamiltonian deformations of the Poisson pencil $ω_λ=ω_2+λω_1=uδ'(x-y)+\f{1}{2}u_xδ(x-y)+λδ'(x-y)$. Deformations are generated by a sequence of vector fields {X2,X4,...}\{X_2, X_4,...\}, where each X2kX_{2k} is homogenous of degree 2k2k with respect to a grading induced by rescali…

2010-12-30abs ↗pdf ↗

A variant of the Circle Packing Theorem states that the combinatorial class of any convex polyhedron contains elements midscribed to the unit sphere centered at the origin, and that these representatives are unique up to Möbius transformations of the sphere. Motivated by this result, various papers investigate the prob…

2018-04-20abs ↗pdf ↗

A new asset allocation model uses Markov states from clustered efficient frontier coefficients.

problem Characterizing market regimes using efficient frontiers for better asset allocation.
method Hierarchical clustering of monthly efficient frontier coefficients to define states, then a Markov process on these states for portfolio optimization.
result The model significantly outperforms benchmark portfolios empirically.

We give another proof of a theorem of Scharlemann and Tomova and of a theorem of Hartshorn. The two theorems together say the following. Let M be a compact orientable irreducible 3--manifold and P a Heegaard surface of M. Suppose Q is either an incompressible surface or a strongly irreducible Heegaard surface in M. The…

2007-01-14abs ↗pdf ↗

A Poincaré-Hopf theorem in the spirit of Pugh is proven for compact orbifolds with boundary. The theorem relates the index sum of a smooth vector field in generic contact with the boundary orbifold to the Euler-Satake characteristic of the orbifold and a boundary term. The boundary term is expressed as a sum of Euler c…

2008-06-12abs ↗pdf ↗

Two-dimensional domains with Kähler-Einstein Bergman metrics are biholomorphic to the unit ball.

problem Characterizing domains with Kähler-Einstein Bergman metrics.
method Asymptotics of derivatives of the Bergman kernel along critically tangent paths.
result Two-dimensional pseudoconvex domains with Kähler-Einstein Bergman metrics are biholomorphic to the unit ball.

New insights into integrability and rectifiability in sub-Riemannian geometry.

problem Understanding rectifiability in sub-Riemannian spaces.
method Refined Frobenius Theorem for non-involutive distributions, new metric space class.
result Carnot-Carathéodory spaces are extremal in rectifiability.

The paper connects Apollonian packings to knot theory and improves link representations.

problem Realizing algebraic links in Apollonian packings.
method Introducing new representations of links in tangency graphs of sphere packings, proving link realizability, and improving upper bounds.
result Any algebraic link can be realized in the cubic section of the orthoplicial Apollonian packing.