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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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145289434578 · Jun 202019922001200920172026
48 results for Total Order Relation

Study optimality conditions for interval-valued optimization problems on Riemannian manifolds.

problem Optimizing interval-valued functions on Riemannian manifolds under a total order relation.
method Generalized Hukuhara directional differentiability to derive KKT-type optimality conditions.
result Derives optimality conditions for interval-valued optimization problems on Riemannian manifolds.

This paper investigates the scaling dependencies between measures of "activity" and of "size" for companies included in the FTSE 100. The "size" of companies is measured by the total market capitalization. The "activity" is measured with several quantities related to trades (transaction value per trade, transaction val…

2004-07-29abs ↗pdf ↗

Recently Swatee Naik and Theodore Stanford proved that two S-equivalent knots are related by a finite sequence of doubled-delta moves on their knot diagrams. We show that classical S-equivalence is not sufficient to extend their result to ordered links. We define a new algebraic relation on Seifert matrices, called Str…

2004-09-22abs ↗pdf ↗

We introduce the equation of n-dimensional totally geodesic submanifolds of a manifold E as a submanifold of the second order jet space of n-dimensional submanifolds of E. Next we study the geometry of n-Grassmannian equivalent connections, that is linear connections without torsion admitting the same equation of n-dim…

2006-04-18abs ↗pdf ↗

The total homology of the loop space of the configuration space of ordered distinct n points in R^m has a structure of a Hopf algebra defined by the 4-term relations if m>2. We describe a relation of between the cohomology of this loop space and the set of finite type invariants for the pure braid group with n strands.…

2002-11-04abs ↗pdf ↗

Study on surfaces in product space with curvature inequality.

problem Characterizing surfaces in SnimesR\mathbb{S}^n imes \mathbb{R} with total mean curvature.
method Defined differential operators and proved integral inequalities.
result Integral inequality for closed stationary H\mathcal{H}-surfaces in SnimesR\mathbb{S}^n imes \mathbb{R}.

Darboux Wronskian formulas allow to construct Darboux transformations, but Laplace transformations, which are Darboux transformations of order one cannot be represented this way. It has been a long standing problem on what are other exceptions. In our previous work we proved that among transformations of total order on…

2011-11-05abs ↗pdf ↗

Sharp inequality between TV and Hellinger distances for Gaussian mixtures.

problem Understanding the relationship between total variation and Hellinger distances for Gaussian mixtures.
method Established a general upper bound on Hellinger distance in terms of TV distance raised to a power, demonstrating sharpness with specific examples.
result The Hellinger distance between two Gaussian mixtures is bounded by the TV distance raised to a power 1o(1)1-o(1), where o(1)o(1) is of order 1/loglog(1/TV)1/\log\log(1/\mathrm{TV}).

Following Ghomi and Tabachnikov we study topological obstructions to totally skew embeddings of a smooth manifold M in Euclidean spaces. This problem is naturally related to the question of estimating the geometric dimension of the stable normal bundle of the configuration space F_2(M) of ordered pairs of distinct poin…

2010-05-20abs ↗pdf ↗

Two approaches integrate qualitative views into portfolio optimization, showing aggregation methods outperform robust optimization.

problem Incorporating qualitative views into portfolio optimization models.
method Robust optimization and order aggregation methods.
result Aggregation methods outperform robust optimization in portfolio performance analysis.

Quantum vacuum energy (Casimir energy) is reviewed for a mathematical audience as a topic in spectral theory. Then some one-dimensional systems are solved exactly, in terms of closed classical paths and periodic orbits. The relations among local spectral densities, energy densities, global eigenvalue densities, and tot…

2007-06-19abs ↗pdf ↗

In this article, relations between the root space decomposition of a Riemannian symmetric space of compact type and the root space decompositions of its totally geodesic submanifolds (symmetric subspaces) are described. These relations provide an approach to the classification of totally geodesic submanifolds in Rieman…

2006-03-07abs ↗pdf ↗

An elementary proof shows submodular functions can be represented as measure suprema.

problem Representing submodular functions as supremum of measures.
method Elementary proof using standard extension theorem of measures.
result Submodular functions can be expressed as supremum of measures.

We introduce conformal anti-invariant submersions from almost Hermitian manifolds onto Riemannian manifolds. We give examples, investigate the geometry of foliations which are arisen from the definition of a conformal submersion and find necessary and sufficient conditions for a conformal anti-invariant submersion to b…

2015-04-22abs ↗pdf ↗

Conventional machine learning algorithms cannot be applied until a data matrix is available to process. When the data matrix needs to be obtained from a relational database via a feature extraction query, the computation cost can be prohibitive, as the data matrix may be (much) larger than the total input relation size…

2019-10-11abs ↗pdf ↗

Study on minimal surfaces and their Gauss maps intersecting a specific hypersurface.

problem Understanding intersections of complete minimal surfaces and a Fermat hypersurface.
method Established modified defect relations for the Gauss map of a complete minimal surface.
result Finite total curvature of a complete minimal surface if it intersects a specific hypersurface.

In this note we survey recent results on the extrinsic geometry of the Jacobian locus inside Ag\mathsf{A}_g. We describe the second fundamental form of the Torelli map as a multiplication map, recall the relation between totally geodesic subvarieties and Hodge loci and survey various results related to totally geodesic…

2018-09-17abs ↗pdf ↗

The paper proves uniformization for specific curvature types on manifolds.

problem Uniformizing fourth order conformal curvature on Riemannian manifolds.
method Proving existence of conformal deformations for specific curvature conditions.
result Existence of conformal deformations for positive Yamabe invariant and total Q-curvature.

Minimal surfaces in third-order ODEs identified for linear second-order ODEs.

problem Characterizing minimal surfaces in third-order ODEs.
method Analyzing submanifolds of third-order ODEs as Riemannian manifolds.
result Linear second-order ODEs with y=±y+β(x)y''=\pm y+β(x) are the only minimal surfaces and totally geodesic.

We replace the usual Convex Integration formula by a Corrugation Process and introduce the notion of Kuiper differential relations. This notion provides a natural framework for the construction of solutions with self-similarity properties. We consider the case of the totally real relation, we prove that it is Kuiper an…

2019-09-11abs ↗pdf ↗

When a spacetime takes Bondi radiating metric, and is vacuum and asymptotically flat at spatial infinity which ensures the positive mass theorem, we prove that the standard ADM energy-momentum is the past limit of the Bondi energy-momentum. We also derive a formula relating the ADM energy-momentum of any asymptotically…

2005-11-08abs ↗pdf ↗

We study the second order invariants of a Lorentzian surface in R2,2,\mathbb{R}^{2,2}, and the curvature hyperbolas associated to its second fundamental form. Besides the four natural invariants, new invariants appear in some degenerate situations. We then introduce the Gauss map of a Lorentzian surface and give an extrin…

2015-03-20abs ↗pdf ↗

We study the problem of optimal execution of a trading order under Volume Weighted Average Price (VWAP) benchmark, from the point of view of a risk-averse broker. The problem consists in minimizing mean-variance of the slippage, with quadratic transaction costs. We devise multiple ways to solve it, in particular we stu…

2015-09-28abs ↗pdf ↗

In this paper, we study totally real minimal surfaces in the quaternionic projective space HPn\mathbb{H}P^n. We prove that the linearly full totally real flat minimal surfaces of isotropy order nn in HPn\mathbb{H}P^n are two surfaces in CPn\mathbb{C}P^n, one of which is the Clifford solution, up to symplectic congruence.

2019-03-11abs ↗pdf ↗

We propose a definition of the weighted σkσ_k-curvature of a smooth metric measure space and justify it in two ways. First, we show that the weighted σkσ_k-curvature prescription problem is governed by a fully nonlinear second order elliptic PDE which is variational when k=1,2k=1,2 or the smooth metric measure space is lo…

2016-08-04abs ↗pdf ↗

In this paper, we establish the first variational formula and its Euler-Lagrange equation for the total 2p2p-th mean curvature functional M2p\mathcal {M}_{2p} of a submanifold MnM^n in a general Riemannian manifold Nn+mN^{n+m} for p=0,1,...,[n2]p=0,1,...,[\frac{n}{2}]. As an example, we prove that closed complex submanifolds in compl…

2011-11-11abs ↗pdf ↗

Rank regression from pairwise comparisons requires many comparisons to accurately learn model parameters.

problem Learning model parameters for rank regression from noisy pairwise comparisons.
method Uniform random pairwise comparisons to estimate model parameters with a given accuracy.
result Learning model parameters requires a number of comparisons proportional to dNlog3N/ε2dN\log^3 N/ε^2.

Annotating temporal relations (TempRel) between events described in natural language is known to be labor intensive, partly because the total number of TempRels is quadratic in the number of events. As a result, only a small number of documents are typically annotated, limiting the coverage of various lexical/semantic …

2018-04-18abs ↗pdf ↗