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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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124248372496 · Jun 202019922001200920172026
48 results for Weighted measures

A new weighted MCC measure improves classifier performance evaluation.

problem Lack of measures sensitive to observation weights in multiclass classification.
method Proposes weighted versions of Pearson-Matthews Correlation Coefficient (MCC) for binary and multiclass classification.
result Weighted MCC values are higher for classifiers that perform better on highly weighted observations.

New weighted surface area measures for convex bodies with applications.

problem Generalizing surface area measures to weighted Borel measures.
method Formulating and analyzing weighted surface area measures, proving integral formula and Bézout-type inequality.
result New integral formula for mixed measure of three bodies, generalizing Bézout-type inequality.

Method measures weight similarity in neural networks using normalization and statistical inference.

problem Quantifying weight similarity in non-convex neural networks.
method Chain normalization rule and hypothesis-training-testing statistical inference.
result Weights of identical neural networks converge to similar local solutions.

Toeplitz operators linked to submultiplicative filtrations and weighted Bergman kernels.

problem Analyzing the asymptotics of weighted Bergman kernels for submultiplicative filtrations.
method Demonstrated that weight operator is a Toeplitz operator; analyzed asymptotics of weighted Bergman kernels.
result Local refinement of convergence of jumping measures towards geodesic ray pushforward measure.

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 ↗

The weighted Yamabe flow converges on smooth metric measure spaces.

problem Analyzing convergence of the weighted Yamabe flow on metric measure spaces.
method Introduced the weighted Yamabe flow and proved its long-time existence and convergence under certain conditions.
result Long-time existence and convergence of the weighted Yamabe flow on smooth metric measure spaces.

New summary measures reveal geometric structure in weighted measures on manifolds.

problem Lack of geometric information in standard weight-only summaries.
method Heat-kernel entropy profiles, tracking nonuniformity across scales.
result Geometric effective sample size discounts nearby or duplicate particles.

Unified positive mass theorem and Dirac operator study on weighted manifolds.

problem Establishing a unified positive mass theorem for weighted manifolds and smooth metric measure spaces.
method Analyzing Dirac operators on warped product manifolds and applying results to the positive mass theorem.
result Equivalence of weighted positive mass theorem to usual positive mass theorem.

The paper analyzes worst-case distortion risk metrics and weighted entropy under partial information.

problem Analyzing worst-case distortion risk metrics and weighted entropy with limited information.
method General distributions, partial information (mean and variance), various entropies and risk measures.
result Provides worst-case results for distortion risk metrics and weighted entropy.

Study geometric and topological properties of Finsler manifolds with weighted Ricci curvature bounds.

problem Geometric and topological properties of Finsler metric measure manifolds with integral weighted Ricci curvature bounds.
method Establish Laplacian comparison theorem, volume comparison theorems, volume growth estimate, Gromov pre-compactness, local Dirichlet isoperimetric constant estimate.
result First Dirichlet eigenvalue estimate and gradient estimate for harmonic functions.

Investment strategy optimizes risk using a specific risk measure.

problem Optimizing investment with risk controlled by a weighted entropic risk measure.
method Investigation of expected utility maximization and risk minimization problems with solutions provided iteratively.
result Explicit characterization of solutions to optimization problems.

Classifies smooth metric measure spaces with two weighted Einstein representatives.

problem Classifying smooth metric measure spaces with specific weighted Einstein properties.
method Local and global classification using Einstein and quasi-Einstein warped products.
result Global classification result for complete manifolds, showing specific types of manifolds.

The paper provides precise estimates for isoperimetric inequalities on weighted manifolds.

problem Quantitative isoperimetric inequalities on weighted Riemannian manifolds.
method Analyzes L1L^1, LpL^p, and W2W_2 estimates for the push-forward of measures.
result Close approximation of the guiding function's push-forward to Gaussian measure.

Unified framework for measuring concentration in weighted networks considering both weight distributions and network structure.

problem Traditional indices neglect the topology of relationships among network elements.
method Develops a family of topology-aware concentration indices that jointly account for weight distributions and network structure.
result The proposed indices preserve key properties and allow concentration to be evaluated across different dimensions of dependence.

In this paper we study complete manifolds equipped with smooth measures whose spectrum of the weighted Laplacian has an optimal positive lower bound and the mm-dimensional Bakry-Émery Ricci curvature is bounded from below by some negative constant. In particular, we prove a splitting type theorem for complete smooth m…

2011-12-04abs ↗pdf ↗

Importance sampling has become an important tool for the computation of tail-based risk measures. Since such quantities are often determined mainly by rare events standard Monte Carlo can be inefficient and importance sampling provides a way to speed up computations. This paper considers moderate deviations for the wei…

2013-06-27abs ↗pdf ↗

Optimizes option portfolios for skewed-t returns using VaR and variance measures.

problem Optimizing portfolios for skewed-t returns with heavy tails and skewness.
method Uses variance and VaR measures, departing from normal returns, and provides explicit portfolio weights.
result Optimal portfolio weights differ significantly from variance optimal weights due to skewness.

In this short note we compare the weighted Laplacians on real and complex (Kähler) metric measure spaces. In the compact case Kähler metric measure spaces are considered on Fano manifolds for the study of Kähler-Einstein metrics while real metric measure spaces are considered with Bakry-Émery Ricci tensor. There are tw…

2013-12-30abs ↗pdf ↗

Neural networks' weights don't converge to stationary points but training loss stabilizes.

problem The disconnect between theoretical analyses and neural network training practice.
method An invariant measure perspective inspired by ergodic theory of dynamical systems.
result The distribution of weights converges to an approximate invariant measure, explaining loss stabilization.

Paper introduces new risk measures for default risk and model uncertainty.

problem Model uncertainty and default risk in rating systems.
method Introduces default risk measures and discusses their properties and impacts.
result Different default risk measures and margins of conservatism affect risk-weighted assets.

The paper proves a Harnack inequality for heat equations on Finsler metric measure manifolds.

problem Proving a Harnack inequality for positive solutions to heat equations on Finsler metric measure manifolds.
method Volume comparison theorem, weighted Poincaré inequality, local uniform Sobolev inequality, mean value inequalities.
result Derives a Harnack inequality for positive solutions to heat equations.

New risk measure and quadrangle improve financial decision-making.

problem Heterogeneous risk assessments among analysts.
method Established analytical characterizations of WGRM and incorporated FRQ into WRQ.
result WGRM and WRQ framework improves risk-adjusted performance and downside resilience.

Let XX be an infinite Riemann surface equipped with its conformal hyperbolic metric such that the action of the covering group π1(X)π_1(X) on X~\tilde{X} is of the first kind-i.e., the surface XX is equal to its convex core. We first prove that any geodesic lamination on XX is nowhere dense. Given a fixed geodesic pant…

2019-02-09abs ↗pdf ↗

The paper discusses rigidity results for inequalities on weighted Riemannian manifolds.

problem Rigidity of inequalities on weighted Riemannian manifolds.
method Theorems of rigidity on curvature and measure for the Borell-Brascamp-Lieb inequality, generalizing a theorem by Balogh and Kristály.
result A generalization of the curvature rigidity theorem to the weighted setting.

Sharp isoperimetric inequality on Finsler manifolds with non-negative Ricci curvature.

problem Proving an isoperimetric inequality on Finsler metric measure manifolds.
method Defining volume entropy and second Cheeger constant, proving sharp inequality.
result Sharp isoperimetric inequality involving volume entropy and weighted Ricci curvature.

Classifies solutions to vacuum weighted Einstein equations on pr-waves.

problem Classifying solutions to vacuum weighted Einstein field equations on pr-waves.
method Classifying solutions using smooth metric measure spacetimes of dimension 4.
result Provides examples of solutions with special geometric properties.

Characterizes closures of mapping class group orbits on non-orientable surfaces.

problem Understanding closures of orbits in Teichmüller spaces for non-orientable surfaces.
method Analyzes closures in ML\mathcal M\mathcal L and PML\mathcal P\mathcal M\mathcal L for measured laminations, projective measured laminations, and points.
result Characterizes closures of weighted two-sided curves in ML\mathcal M\mathcal L.