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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.

169,341 papers · 148 categories

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48 results for Yaari's dual theory

Develops dual story for risk apportionment, interpreting preferences between lottery pairs.

problem Understanding preferences between different lottery pairs.
method Specifying model-free preferences towards nested classes of lottery pairs, developing dual story.
result Intuitive interpretation and full characterization of dual counterparts of prudence and temperance.

New theory extends rank-dependent utility for risk and ambiguity.

problem Modeling decision-making under risk and ambiguity.
method Axiomatizes a new preference relation with ambiguity index, probability weighting, and utility function.
result Extends rank-dependent utility to risk and ambiguity, reducing to existing models under specific conditions.

Many investment models in discrete or continuous-time settings boil down to maximizing an objective of the quantile function of the decision variable. This quantile optimization problem is known as the quantile formulation of the original investment problem. Under certain monotonicity assumptions, several schemes to so…

2014-03-28abs ↗pdf ↗

Study incentive efficiency in monopoly insurance markets with hidden information.

problem Maximizing social welfare in a monopoly insurance market with hidden agent types.
method Maximizes social welfare function subject to incentive compatibility and individual rationality constraints.
result Optimal menus of contracts depend on the level of social welfare weight and agent risk attitudes.

Study of curves in dual space with constant curvature and torsion.

problem Classifying curves in dual space with specific geometric properties.
method Defined curvature and torsion for curves in dual space, classified curves with constant properties, and proved existence theorems.
result Established fundamental theorem of existence for dual curves with prescribed curvature and torsion.

The paper studies risk-sharing allocations for risk-seeking agents using a common distortion risk measure.

problem Characterizing Pareto-optimal risk-sharing allocations for risk-seeking agents.
method Modeling preferences with a common distortion risk measure and analyzing three settings: risk-averse, risk-seeking, and inverse S-shaped distortion.
result Pareto-optimal allocations for risk-seeking agents are counter-monotonic, not comonotonic.

This paper introduces the dual Orlicz-Brunn-Minkowski theory for star sets. A radial Orlicz addition of two or more star sets is proposed and a corresponding dual Orlicz-Brunn-Minkowski inequality is established. Based on a radial Orlicz linear combination of two star sets, a formula for the dual Orlicz mixed volume is…

2014-07-28abs ↗pdf ↗

Study of M{\cal M}-theory dual of thermal QCD-like theories at intermediate coupling.

problem Missing top-down holographic dual for thermal QCD-like theories at intermediate 't Hooft coupling.
method Analysis of O(R4){\cal O}(R^4) corrections and O(lp6){\cal O}(l_p^6) corrections in the MQGP background.
result Discovery of O(R4){\cal O}(R^4) corrections and GG-structure classification of underlying geometries.

Researchers prove uniqueness and continuity of solution to L_p dual Minkowski problem.

problem Proving uniqueness and continuity of solution to L_p dual Minkowski problem.
method Established new Minkowski-type inequalities related to optimization problem.
result Uniqueness and continuity of solution for general convex bodies when q<pq < p.

Derives equations for non-abelian self-dual strings and finds a categorified monopole solution.

problem Derives equations for non-abelian self-dual strings.
method Derives equations of motion for non-abelian self-dual strings using string 2-group and categorified principal bundle.
result Derives equations of motion and finds a categorified monopole solution.

We present an explicit formula for the topology and H-flux of the T-dual of a general type II compactification, significantly generalizing earlier results. Our results apply to T-dualities with respect to any circle action on spacetime. As before, T-duality exchanges type IIA and type IIB string theories. A new consequ…

2011-08-25abs ↗pdf ↗

We study gravity duals to a broad class of N=2 supersymmetric gauge theories defined on a general class of three-manifold geometries. The gravity backgrounds are based on Euclidean self-dual solutions to four-dimensional gauged supergravity. As well as constructing new examples, we prove in general that for solutions d…

2014-04-01abs ↗pdf ↗

Study electric-magnetic duality in M-theory compactifications.

problem Restoring supersymmetry and understanding dualities in compactified M-theory.
method Dualizing M-theory on G2G_2 manifolds with F-theory and studying D3-branes.
result Demonstrates correspondence between D3-branes and shrinking surfaces/curves, revealing light particles with electric and magnetic charges.

Dual IHT algorithm solves NP-hard non-convex sparse minimization problems.

problem Non-convex sparse minimization with 2\ell_2-regularized loss function.
method Developed a dual IHT algorithm for maximizing the non-smooth dual objective.
result Sparse recovery performance is invariant to RIP, superior to primal IHT algorithms.

Random matrix models generalize to Group Field Theories (GFT) whose Feynman graphs are dual to gluings of higher dimensional simplices. It is generally assumed that GFT graphs are always dual to pseudo manifolds. In this paper we prove that already in dimension three (and in all higher dimensions), this is not true due…

2010-06-03abs ↗pdf ↗

We extend topological T-duality to the case of general circle bundles. In this setting we prove existence and uniqueness of T-duals. We then show that T-dual spaces have isomorphic twisted cohomology, twisted KK-theory and Courant algebroids. A novel feature is that we must consider two kinds of twists in de Rham coho…

2011-05-02abs ↗pdf ↗

A family of new twistor string theories is constructed and shown to be free from world-sheet anomalies. The spectra in space-time are calculated and shown to give Einstein supergravities with second order field equations instead of the higher derivative conformal supergravities that arose from earlier twistor strings. …

2006-06-29abs ↗pdf ↗

Paper explores how risk-averse individuals' willingness to pay for insurance varies with risk probability.

problem Understanding how risk-averse individuals' willingness to pay for insurance varies with risk probability.
method Analyzes willingness to pay (WTP) for partial risk reduction within the dual theory of decision.
result In dual theory, reducing the probability of risk and providing insurance can be complementary if the surplus increases with risk reduction.

Survey on singularity theory and its relation to minimal model program.

problem Understanding singularities and their role in minimal model program.
method Construction and analysis of dual complexes, proof of ACC conjecture, local stability theory.
result Recent progress on local stability theory of Kawamata log terminal singularities.

We present a theory and applications of discrete exterior calculus on simplicial complexes of arbitrary finite dimension. This can be thought of as calculus on a discrete space. Our theory includes not only discrete differential forms but also discrete vector fields and the operators acting on these objects. This allow…

2005-08-18abs ↗pdf ↗

Classifies singularities of ruled and developable surfaces using geometric algebra.

problem Characterizing singularities of ruled and developable surfaces.
method Combining dual quaternion algebra and Singularity Theory.
result Local topological type of singular developable surfaces determined by dual torsion vanishing order.

Researchers find new G2G_2-conifolds in MM-theory with potential field theory duals.

problem Exploring the field theory interpretation of MM-theory G2G_2-conifolds.
method Constructing G2G_2-holonomy orbifolds from circle bundles over Calabi-Yau cones.
result Many UV perturbative gauge theories have an infrared dual described by smooth G2G_2-holonomy backgrounds in MM-theory.

New Steiner formula for LpL_p affine surface area in Minkowski theory.

problem Developing a new Steiner formula for LpL_p affine surface area.
method Proving a new Steiner formula for the LpL_p affine surface area of a Minkowski outer parallel body.
result New curvature measures with properties not previously seen in literature.

New general volume concept solves Minkowski problem for star bodies.

problem Minkowski problem for star bodies
method General volume concept, new curvature measure, variational formulas, Minkowski-type inequality
result Solution to the Minkowski problem for the new general dual Orlicz curvature measure

Constructs differential models for twisted Spin^c-bordism and its dual, defining a new anomaly map.

problem Modeling and understanding twisted Spin^c-bordism and its dual.
method Geometric construction using bundle gerbes, gerbe modules, and eta-invariants.
result Definition of a twisted anomaly map from differential twisted K-theory to differential Anderson dual of twisted Spin^c-bordism.

In string theory, the concept of T-duality between two principal U(1)-bundles E_1 and E_2 over the same base space B, together with cohomology classes h1H3(E1)h_1\in H^3(E_1) and h2H3(E2)h_2\in H^3(E_2), has been introduced. One of the main virtues of T-duality is that h1h_1-twisted K-theory of E1E_1 is isomorphic to h2h_2-twisted…

2004-05-07abs ↗pdf ↗

Seiberg-Witten invariants match Gromov invariants for self-dual forms.

problem Equivalence of Seiberg-Witten and Gromov invariants for specific forms.
method Extension of Taubes' theorem to non-symplectic 4-manifolds, focusing on self-dual harmonic 2-forms.
result Seiberg-Witten invariants are equivalent to Gromov invariants for self-dual forms.

In this paper we study the topological T-dual of spaces with a non-free circle action mainly using the stack theory method of Bunke and co-workers \cite{Bunke1}. We first compare three formalisms for obtaining the Topological T-dual of a semi-free S1S^1-space in a simple example. Then, we calculate the T-dual of genera…

2013-12-06abs ↗pdf ↗